More code cleanup

cetusfinance · Apr 29, 2022 · 907ea69 · 907ea69
1 parent c953124
commit 907ea69
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Showing 375 changed files with 1,155 additions and 2,023 deletions.
diff --git a/src/Qwack.Core/Basic/BarrierType.cs b/src/Qwack.Core/Basic/BarrierType.cs
@@ -2,12 +2,12 @@ namespace Qwack.Core.Basic
 {
     public enum BarrierType
     {
-        KO=0,
-        KnockOut=0,
-        Out=0,
-        KI=1,
-        KnockIn=1,
-        In=1
+        KO = 0,
+        KnockOut = 0,
+        Out = 0,
+        KI = 1,
+        KnockIn = 1,
+        In = 1
     }
 
     public enum BarrierObservationType

diff --git a/src/Qwack.Core/Basic/BaseMetrics.cs b/src/Qwack.Core/Basic/BaseMetrics.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum BaseMetric

diff --git a/src/Qwack.Core/Basic/BaselMethods.cs b/src/Qwack.Core/Basic/BaselMethods.cs
@@ -1,16 +1,12 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum BaselMethods
     {
         Basel_II_Standardized = 0,
-        II_SM =0,
+        II_SM = 0,
         Basel_II_InternalModel = 1,
         II_IMM = 1,
-        Basel_III_Standardized= 2,
+        Basel_III_Standardized = 2,
         III_SM = 2,
         Basel_III_InternalModel = 3,
         III_IMM = 3,

diff --git a/src/Qwack.Core/Basic/BasketDefinition.cs b/src/Qwack.Core/Basic/BasketDefinition.cs
@@ -1,13 +1,11 @@
-using System;
 using System.Collections.Generic;
-using System.Text;
 using Qwack.Transport.BasicTypes;
 
 namespace Qwack.Core.Basic
 {
     public class BasketDefinition
     {
-        public Dictionary<string,double> BasketWeights { get; set; } 
+        public Dictionary<string, double> BasketWeights { get; set; }
         public BasketType BasketType { get; set; }
         public int NthModifier { get; set; } //for Nth BestOf/WorstOf use
 

diff --git a/src/Qwack.Core/Basic/BasketType.cs b/src/Qwack.Core/Basic/BasketType.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     /// <summary>

diff --git a/src/Qwack.Core/Basic/Capital/SaCcrParameters.cs b/src/Qwack.Core/Basic/Capital/SaCcrParameters.cs
@@ -1,6 +1,4 @@
-using System;
 using System.Collections.Generic;
-using System.Text;
 using Qwack.Transport.BasicTypes;
 
 namespace Qwack.Core.Basic.Capital

diff --git a/src/Qwack.Core/Basic/CompositeVolType.cs b/src/Qwack.Core/Basic/CompositeVolType.cs
@@ -1,15 +1,11 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum CompositeVolType
     {
-        Margrabe=0,
-        Black=0,
-        AssetSkewOnly=1,
-        FxSkewOnly=2,
+        Margrabe = 0,
+        Black = 0,
+        AssetSkewOnly = 1,
+        FxSkewOnly = 2,
 
     }
 }
diff --git a/src/Qwack.Core/Basic/Consts.cs b/src/Qwack.Core/Basic/Consts.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public static class Consts

diff --git a/src/Qwack.Core/Basic/Correlation/CorrelationMatrix.cs b/src/Qwack.Core/Basic/Correlation/CorrelationMatrix.cs
@@ -1,9 +1,6 @@
 using System;
-using System.Collections.Generic;
 using System.Linq;
-using System.Text;
 using Qwack.Core.Models;
-using Qwack.Transport.BasicTypes;
 using Qwack.Transport.TransportObjects.MarketData.Correlations;
 
 namespace Qwack.Core.Basic.Correlation

diff --git a/src/Qwack.Core/Basic/Correlation/CorrelationMatrixCollection.cs b/src/Qwack.Core/Basic/Correlation/CorrelationMatrixCollection.cs
@@ -1,9 +1,5 @@
-using System;
-using System.Collections.Generic;
 using System.Linq;
-using System.Text;
 using Qwack.Core.Models;
-using Qwack.Transport.BasicTypes;
 using Qwack.Transport.TransportObjects.MarketData.Correlations;
 
 namespace Qwack.Core.Basic.Correlation
@@ -21,14 +17,14 @@ public class CorrelationMatrixCollection : ICorrelationMatrix
 
         public double GetCorrelation(string label1, string label2, double t = 0)
         {
-            foreach(var m in Matrices)
+            foreach (var m in Matrices)
             {
                 if (m.TryGetCorrelation(label1, label2, out var correl, t))
                     return correl;
             }
             return 0;
         }
-            
+
         public bool TryGetCorrelation(string label1, string label2, out double correl, double t = 0)
         {
             foreach (var m in Matrices)
@@ -44,15 +40,15 @@ public bool TryGetCorrelation(string label1, string label2, out double correl, d
             return false;
         }
 
-        public ICorrelationMatrix Clone() => new CorrelationMatrixCollection(Matrices.Select(x=>x.Clone()).ToArray());
+        public ICorrelationMatrix Clone() => new CorrelationMatrixCollection(Matrices.Select(x => x.Clone()).ToArray());
 
         public ICorrelationMatrix Bump(double epsilon) => new CorrelationMatrixCollection(Matrices.Select(x => x.Bump(epsilon)).ToArray());
-       
+
 
         public TO_CorrelationMatrix GetTransportObject() =>
            new()
            {
-               Children = Matrices.Select(x=>GetTransportObject()).ToArray(),
+               Children = Matrices.Select(x => GetTransportObject()).ToArray(),
            };
     }
 }
diff --git a/src/Qwack.Core/Basic/Correlation/CorrelationMatrixFactory.cs b/src/Qwack.Core/Basic/Correlation/CorrelationMatrixFactory.cs
@@ -1,7 +1,5 @@
 using System;
-using System.Collections.Generic;
 using System.Linq;
-using System.Text;
 using Qwack.Core.Models;
 using Qwack.Transport.TransportObjects.MarketData.Correlations;
 
@@ -10,11 +8,11 @@ namespace Qwack.Core.Basic.Correlation
     public static class CorrelationMatrixFactory
     {
         public static ICorrelationMatrix GetCorrelationMatrix(this TO_CorrelationMatrix transportObject) =>
-            transportObject.Children!=null?
-            (ICorrelationMatrix) new CorrelationMatrixCollection(transportObject.Children.Select(x=>x.GetCorrelationMatrix()).ToArray()) :
+            transportObject.Children != null ?
+            (ICorrelationMatrix)new CorrelationMatrixCollection(transportObject.Children.Select(x => x.GetCorrelationMatrix()).ToArray()) :
             transportObject.IsTimeVector ?
-            (ICorrelationMatrix) new CorrelationTimeVector(transportObject.LabelsX[0], transportObject.LabelsY, transportObject.Correlations, transportObject.Times, transportObject.InterpolatorType) :
-            (ICorrelationMatrix) new CorrelationMatrix(transportObject.LabelsX, transportObject.LabelsY, transportObject.Correlations);
+            (ICorrelationMatrix)new CorrelationTimeVector(transportObject.LabelsX[0], transportObject.LabelsY, transportObject.Correlations, transportObject.Times, transportObject.InterpolatorType) :
+            (ICorrelationMatrix)new CorrelationMatrix(transportObject.LabelsX, transportObject.LabelsY, transportObject.Correlations);
 
         public static TO_CorrelationMatrix GetTransportObject(this ICorrelationMatrix matrix) => matrix switch
         {

diff --git a/src/Qwack.Core/Basic/Correlation/CorrelationTimeVector.cs b/src/Qwack.Core/Basic/Correlation/CorrelationTimeVector.cs
@@ -1,7 +1,5 @@
 using System;
-using System.Collections.Generic;
 using System.Linq;
-using System.Text;
 using Qwack.Core.Models;
 using Qwack.Math;
 using Qwack.Math.Interpolation;

diff --git a/src/Qwack.Core/Basic/Currency.cs b/src/Qwack.Core/Basic/Currency.cs
@@ -11,11 +11,11 @@ public class Currency
         private readonly ICalendarProvider _calendarProvider;
 
         public Currency(ICalendarProvider calendarProvider) => _calendarProvider = calendarProvider;
-                
-        public string Ccy { get; set;}
-        public DayCountBasis DayCount { get; set;}
+
+        public string Ccy { get; set; }
+        public DayCountBasis DayCount { get; set; }
         public Calendar SettlementCalendar => _calendarProvider.Collection[SettlementCalendarName];
-        public string SettlementCalendarName { get;set;}
+        public string SettlementCalendarName { get; set; }
 
         public override bool Equals(object x)
         {

diff --git a/src/Qwack.Core/Basic/DateGenerationType.cs b/src/Qwack.Core/Basic/DateGenerationType.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum DateGenerationType

diff --git a/src/Qwack.Core/Basic/FixingDictionary.cs b/src/Qwack.Core/Basic/FixingDictionary.cs
@@ -2,7 +2,6 @@
 using System.Collections.Generic;
 using System.Globalization;
 using System.Linq;
-using System.Text;
 using Qwack.Core.Models;
 using Qwack.Transport.BasicTypes;
 using Qwack.Transport.TransportObjects.MarketData.Models;
@@ -25,8 +24,8 @@ public class FixingDictionary : Dictionary<DateTime, double>, IFixingDictionary
             base(source)
         {
         }
-        public FixingDictionary(TO_FixingDictionary transportObject) 
-            : base(transportObject.Fixings==null?new Dictionary<DateTime, double>():transportObject.Fixings.ToDictionary(x=>DateTime.ParseExact(x.Key, "s",CultureInfo.InvariantCulture), x=>x.Value))
+        public FixingDictionary(TO_FixingDictionary transportObject)
+            : base(transportObject.Fixings == null ? new Dictionary<DateTime, double>() : transportObject.Fixings.ToDictionary(x => DateTime.ParseExact(x.Key, "s", CultureInfo.InvariantCulture), x => x.Value))
         {
             Name = transportObject.Name;
             AssetId = transportObject.AssetId;
@@ -55,7 +54,7 @@ public IFixingDictionary Clone()
                 Name = Name,
                 FxPair = FxPair,
                 FixingDictionaryType = FixingDictionaryType,
-                Fixings = this.ToDictionary(x=>x.Key.ToString("s"),x=>x.Value)
+                Fixings = this.ToDictionary(x => x.Key.ToString("s"), x => x.Value)
             };
     }
 }
diff --git a/src/Qwack.Core/Basic/FxMatrix.cs b/src/Qwack.Core/Basic/FxMatrix.cs
@@ -11,7 +11,7 @@ public class FxMatrix : IFxMatrix
     {
         private readonly ICurrencyProvider _currencyProvider;
 
-        public FxMatrix(TO_FxMatrix transportObject, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider):this(currencyProvider) 
+        public FxMatrix(TO_FxMatrix transportObject, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider) : this(currencyProvider)
         {
             BaseCurrency = currencyProvider.GetCurrency(transportObject.BaseCurrency);
             BuildDate = transportObject.BuildDate;
@@ -54,7 +54,7 @@ public FxMatrix(ICurrencyProvider currencyProvider)
         public FxPair GetFxPair(string pair)
         {
             var leftCCy = _currencyProvider[pair.Substring(0, 3)];
-            var rightCcy = _currencyProvider[pair.Substring(pair.Length-3, 3)];
+            var rightCcy = _currencyProvider[pair.Substring(pair.Length - 3, 3)];
             return GetFxPair(leftCCy, rightCcy);
         }
 
@@ -65,7 +65,7 @@ public FxPair GetFxPair(string pair)
 
         public FxPair GetFxPair(Currency domesticCcy, Currency foreignCcy)
         {
-            if(domesticCcy==foreignCcy)
+            if (domesticCcy == foreignCcy)
                 return new FxPair { Domestic = domesticCcy, Foreign = foreignCcy, PrimaryCalendar = new Calendar(), SpotLag = 0.Day() };
 
             var pair = FxPairDefinitions.SingleOrDefault(x => x.Domestic == domesticCcy && x.Foreign == foreignCcy);
@@ -74,8 +74,8 @@ public FxPair GetFxPair(Currency domesticCcy, Currency foreignCcy)
 
             pair = FxPairDefinitions.SingleOrDefault(x => x.Foreign == domesticCcy && x.Domestic == foreignCcy);
             if (pair != null)
-                return new FxPair { Domestic = domesticCcy, Foreign = foreignCcy, PrimaryCalendar = pair.PrimaryCalendar, SecondaryCalendar = pair.SecondaryCalendar, SpotLag = pair.SpotLag }; 
-            
+                return new FxPair { Domestic = domesticCcy, Foreign = foreignCcy, PrimaryCalendar = pair.PrimaryCalendar, SecondaryCalendar = pair.SecondaryCalendar, SpotLag = pair.SpotLag };
+
             return new FxPair { Domestic = domesticCcy, Foreign = foreignCcy, PrimaryCalendar = foreignCcy.SettlementCalendar.Merge(domesticCcy.SettlementCalendar), SpotLag = 2.Bd() };
         }
 
@@ -86,7 +86,7 @@ public IFxMatrix Clone()
             return o;
         }
 
-        public IFxMatrix Rebase(DateTime newBuildDate, Dictionary<Currency,double> newSpotRates)
+        public IFxMatrix Rebase(DateTime newBuildDate, Dictionary<Currency, double> newSpotRates)
         {
             var o = new FxMatrix(_currencyProvider);
             o.Init(BaseCurrency, newBuildDate, newSpotRates, new List<FxPair>(FxPairDefinitions), new Dictionary<Currency, string>(DiscountCurveMap));
@@ -102,7 +102,7 @@ public IFxMatrix Rebase(DateTime newBuildDate, Dictionary<Currency,double> newSp
                 BuildDate = BuildDate,
                 DiscountCurveMap = DiscountCurveMap.ToDictionary(x => x.Key.Ccy, x => x.Value),
                 SpotRates = SpotRates.ToDictionary(x => x.Key.Ccy, x => x.Value),
-                FxPairDefinitions = FxPairDefinitions.Select(x=>x.GetTransportObject()).ToList()
+                FxPairDefinitions = FxPairDefinitions.Select(x => x.GetTransportObject()).ToList()
             };
     }
 }
diff --git a/src/Qwack.Core/Basic/FxPair.cs b/src/Qwack.Core/Basic/FxPair.cs
@@ -13,13 +13,13 @@ public class FxPair
         public Calendar PrimaryCalendar { get; set; }
         public Calendar SecondaryCalendar { get; set; }
 
-        public FxPair() 
+        public FxPair()
         {
             PrimaryCalendar = new Calendar() { Name = "Empty" };
             SecondaryCalendar = new Calendar() { Name = "Empty" };
         }
 
-        public FxPair(TO_FxPair transportObject, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider):base()
+        public FxPair(TO_FxPair transportObject, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider) : base()
         {
             Foreign = currencyProvider.GetCurrency(transportObject.Foreign);
             Domestic = currencyProvider.GetCurrency(transportObject.Domestic);
@@ -82,7 +82,7 @@ public static FxPair FxPairFromString(this string pair, ICurrencyProvider curren
         public static DateTime OptionExpiry(this FxPair pair, DateTime valDate, Frequency tenor)
         {
             var spot = pair.SpotDate(valDate);
-            var roll = tenor.PeriodType == DatePeriodType.M || tenor.PeriodType == DatePeriodType.Y ? RollType.MF : RollType.F;
+            var roll = tenor.PeriodType is DatePeriodType.M or DatePeriodType.Y ? RollType.MF : RollType.F;
             var delivery = spot.AddPeriod(roll, pair.PrimaryCalendar, tenor);
             delivery = delivery.IfHolidayRoll(roll, pair.SecondaryCalendar);
             var expiry = delivery.SubtractPeriod(RollType.P, pair.PrimaryCalendar, pair.SpotLag);

diff --git a/src/Qwack.Core/Basic/ICurrencyProvider.cs b/src/Qwack.Core/Basic/ICurrencyProvider.cs
@@ -1,8 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Threading.Tasks;
-
 namespace Qwack.Core.Basic
 {
     public interface ICurrencyProvider

diff --git a/src/Qwack.Core/Basic/IVolSurface.cs b/src/Qwack.Core/Basic/IVolSurface.cs
@@ -1,10 +1,7 @@
 using System;
 using System.Collections.Generic;
-using System.Linq;
-using System.Threading.Tasks;
-using Qwack.Math.Interpolation;
-using Qwack.Math;
 using Qwack.Dates;
+using Qwack.Math;
 
 namespace Qwack.Core.Basic
 {

diff --git a/src/Qwack.Core/Basic/McModelType.cs b/src/Qwack.Core/Basic/McModelType.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum McModelType

diff --git a/src/Qwack.Core/Basic/MtmSwapType.cs b/src/Qwack.Core/Basic/MtmSwapType.cs
@@ -1,9 +1,4 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Threading.Tasks;
-
-namespace Qwack.Core.Basic
+namespace Qwack.Core.Basic
 {
     public enum MTMSwapType
     {

diff --git a/src/Qwack.Core/Basic/MutationType.cs b/src/Qwack.Core/Basic/MutationType.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum MutationType

diff --git a/src/Qwack.Core/Basic/PFERegressorType.cs b/src/Qwack.Core/Basic/PFERegressorType.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum PFERegressorType

diff --git a/src/Qwack.Core/Basic/RandomGeneratorType.cs b/src/Qwack.Core/Basic/RandomGeneratorType.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum RandomGeneratorType

diff --git a/src/Qwack.Core/Basic/RiskMetric.cs b/src/Qwack.Core/Basic/RiskMetric.cs
@@ -1,7 +1,3 @@
-using System;
-using System.Collections.Generic;
-using System.Text;
-
 namespace Qwack.Core.Basic
 {
     public enum RiskMetric