46 lines
1.7 KiB
C#
46 lines
1.7 KiB
C#
using Qdp.Pricing.Base.Enums;
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using Qdp.Pricing.Library.Common.Interfaces;
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using Qdp.Pricing.Library.Options.Products.Spread.Engines.Analytical;
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namespace YLErp.BLL.Calculation.Engine
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{
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class SpreadEngineFactory : OptionEngineFactoryBase
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{
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public static SpreadEngineFactory Instance { get => _instance ?? (_instance = new SpreadEngineFactory()); }
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protected SpreadEngineFactory() { }
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protected static SpreadEngineFactory _instance;
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public override IEngine GetEngine(
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string engineName = null,
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OptionExercise exercise = OptionExercise.European,
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params object[] additionalParams)
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{
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if (string.IsNullOrWhiteSpace(engineName))
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{
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return DefaultEngine(exercise, additionalParams);
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}
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else
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{
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switch (engineName.ToUpper())
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{
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case "ANALYTICALSPREADOPTIONKIRKENGINE":
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return new AnalyticalSpreadOptionKirkEngine();
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case "GENERICMONTECARLOENGINE":
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return CreateGenericMonteCarloEngine(additionalParams);
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default:
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return DefaultEngine(exercise);
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}
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}
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}
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private static IEngine DefaultEngine(OptionExercise exercise, params object[] additionalParams)
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{
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return string.IsNullOrWhiteSpace(OptionEngineRepository.SpreadDefaultEngine)
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? new AnalyticalSpreadOptionKirkEngine()
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: OptionEngineRepository.CreateEngine(OptionEngineRepository.SpreadDefaultEngine);
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}
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}
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}
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