Code cleanup

src/Qwack.Core/Basic/Correlation/CorrelationTimeVector.cs

@@ -16,9 +16,9 @@ public class CorrelationTimeVector : ICorrelationMatrix
         public string[] LabelsY { get; set; }
         public double[][] Correlations { get; set; }
 
-        private IInterpolator1D[] _interps;
-        private double[] _times;
-        private Interpolator1DType _interpType;
+        private readonly IInterpolator1D[] _interps;
+        private readonly double[] _times;
+        private readonly Interpolator1DType _interpType;
 
         public CorrelationTimeVector() { }
 
@@ -95,7 +95,7 @@ public ICorrelationMatrix Bump(double epsilon)
         }
 
         public TO_CorrelationMatrix GetTransportObject() =>
-            new TO_CorrelationMatrix
+            new()
             {
                 Correlations = Correlations,
                 LabelsX = LabelsX,

src/Qwack.Core/Basic/Currency.cs

@@ -8,7 +8,7 @@ namespace Qwack.Core.Basic
     /// </summary>
     public class Currency
     {
-        private ICalendarProvider _calendarProvider;
+        private readonly ICalendarProvider _calendarProvider;
 
         public Currency(ICalendarProvider calendarProvider) => _calendarProvider = calendarProvider;
 

src/Qwack.Core/Basic/FxMatrix.cs

@@ -1,9 +1,6 @@
 using System;
 using System.Collections.Generic;
 using System.Linq;
-using System.Reflection;
-using System.Threading.Tasks;
-using Qwack.Core.Basic;
 using Qwack.Core.Models;
 using Qwack.Dates;
 using Qwack.Transport.TransportObjects.MarketData.Models;
@@ -12,7 +9,7 @@ namespace Qwack.Core.Basic
 {
     public class FxMatrix : IFxMatrix
     {
-        private ICurrencyProvider _currencyProvider;
+        private readonly ICurrencyProvider _currencyProvider;
 
         public FxMatrix(TO_FxMatrix transportObject, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider):this(currencyProvider) 
         {
@@ -99,7 +96,7 @@ public IFxMatrix Rebase(DateTime newBuildDate, Dictionary<Currency,double> newSp
         public string GetDiscountCurve(string currency) => DiscountCurveMap.TryGetValue(_currencyProvider.GetCurrency(currency), out var curve) ? curve : null;
 
         public TO_FxMatrix GetTransportObject() =>
-            new TO_FxMatrix
+            new()
             {
                 BaseCurrency = BaseCurrency.Ccy,
                 BuildDate = BuildDate,

src/Qwack.Core/Basic/FxPair.cs

@@ -30,7 +30,7 @@ public FxPair(TO_FxPair transportObject, ICurrencyProvider currencyProvider, ICa
 
         public override bool Equals(object x)
         {
-            if (!(x is FxPair x1))
+            if (x is not FxPair x1)
             {
                 return false;
             }
@@ -53,7 +53,7 @@ public override int GetHashCode()
         public override string ToString() => $"{Domestic}/{Foreign}";
 
         public TO_FxPair GetTransportObject() =>
-            new TO_FxPair
+            new()
             {
                 Domestic = Domestic.Ccy,
                 Foreign = Foreign.Ccy,
@@ -81,7 +81,7 @@ public static DateTime SpotDate(this FxPair fxPair, DateTime valDate)
             return d;
         }
 
-        public static FxPair FxPairFromString(this string pair, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider) => new FxPair
+        public static FxPair FxPairFromString(this string pair, ICurrencyProvider currencyProvider, ICalendarProvider calendarProvider) => new()
         {
             Domestic = currencyProvider.GetCurrency(pair.Substring(0, 3)),
             Foreign = currencyProvider.GetCurrency(pair.Substring(pair.Length - 3, 3)),

src/Qwack.Core/Cubes/ResultCube.cs

@@ -37,7 +37,7 @@ public ResultCubeRow(TO_ResultCubeRow transportObject, Type[] types)
         }
 
         public TO_ResultCubeRow ToTransportObject() =>
-            new TO_ResultCubeRow
+            new()
             {
                 MetaData = MetaData.Select(x=>(string)Convert.ChangeType(x,typeof(string))).ToArray(),
                 Value = Value
@@ -46,7 +46,7 @@ public ResultCubeRow(TO_ResultCubeRow transportObject, Type[] types)
 
     public class ResultCube : ICube
     {
-        private object _locker = new object();
+        private readonly object _locker = new();
 
         private readonly Type[] _numericalTypes = { typeof(double) };
         private List<ResultCubeRow> _rows;
@@ -128,7 +128,7 @@ public ResultCubeRow[] GetAllRows()
         }
 
         public TO_ResultCube ToTransportObject() =>
-            new TO_ResultCube
+            new()
             {
                 FieldNames = _fieldNames,
                 Rows = _rows.Select(x=>x.ToTransportObject()).ToList(),

src/Qwack.Core/Curves/BasicPriceCurve.cs

@@ -17,7 +17,7 @@ public class BasicPriceCurve : IPriceCurve
         private readonly double[] _prices;
         private readonly PriceCurveType _curveType;
         private IInterpolator1D _interp;
-        private ICurrencyProvider _currencyProvider;
+        private readonly ICurrencyProvider _currencyProvider;
 
         public bool UnderlyingsAreForwards => _curveType == PriceCurveType.LME;
 
@@ -191,7 +191,7 @@ public DateTime PillarDatesForLabel(string label)
         }
 
         public TO_BasicPriceCurve ToTransportObject() =>
-            new TO_BasicPriceCurve
+            new()
             {
                 AssetId = AssetId,
                 BuildDate = BuildDate,

src/Qwack.Core/Curves/CompositePriceCurve.cs

@@ -11,6 +11,11 @@ namespace Qwack.Core.Curves
 {
     public class CompositePriceCurve : IPriceCurve
     {
+        private readonly Func<IFundingModel> fModelFunc;
+        private readonly Func<IPriceCurve> pCurveFunc;
+        private readonly IFundingModel _fModel;
+        private readonly IPriceCurve _pCurve;
+
         public DateTime BuildDate { get; private set; }
         public Currency CompoCurrency { get; }
         public Currency CurveCurrency => pCurveFunc.Invoke().Currency;
@@ -28,10 +33,6 @@ public class CompositePriceCurve : IPriceCurve
         public int NumberOfPillars => pCurveFunc.Invoke().NumberOfPillars;
 
         public Currency Currency { get => CompoCurrency; set => throw new Exception("Cant set currency"); }
-
-        private Func<IFundingModel> fModelFunc;
-        private Func<IPriceCurve> pCurveFunc;
-
         public PriceCurveType CurveType => PriceCurveType.Linear;
 
         public CompositePriceCurve(DateTime buildDate, Func<IPriceCurve> priceCurve, Func<IFundingModel> fundingModel, Currency compoCurrency)
@@ -42,8 +43,6 @@ public CompositePriceCurve(DateTime buildDate, Func<IPriceCurve> priceCurve, Fun
             CompoCurrency = compoCurrency;
         }
 
-        IFundingModel _fModel;
-        IPriceCurve _pCurve;
         public CompositePriceCurve(DateTime buildDate, IPriceCurve priceCurve, IFundingModel fundingModel, Currency compoCurrency)
         {
             BuildDate = buildDate;

src/Qwack.Core/Curves/ContangoPriceCurve.cs

@@ -14,7 +14,7 @@ namespace Qwack.Core.Curves
     public class ContangoPriceCurve : IPriceCurve
     {
         private IInterpolator1D _interp;
-        private ICurrencyProvider _currencyProvider;
+        private readonly ICurrencyProvider _currencyProvider;
 
         public PriceCurveType CurveType => PriceCurveType.Linear;
         public CommodityUnits Units { get; set; } = CommodityUnits.troyOunce;

src/Qwack.Core/Curves/EquityPriceCurve.cs

@@ -1,6 +1,5 @@
 using System;
 using System.Collections.Generic;
-using System.Text;
 using System.Linq;
 using Qwack.Math;
 using Qwack.Math.Interpolation;
@@ -15,7 +14,7 @@ namespace Qwack.Core.Curves
     public class EquityPriceCurve : IPriceCurve
     {
         private IInterpolator1D _interpDivYield;
-        private ICurrencyProvider _currencyProvider;
+        private readonly ICurrencyProvider _currencyProvider;
 
         public PriceCurveType CurveType => PriceCurveType.Linear;
         public CommodityUnits Units { get; set; } = CommodityUnits.Unspecified;

src/Qwack.Core/Curves/FxForwardCurve.cs

@@ -1,6 +1,5 @@
 using System;
 using System.Collections.Generic;
-using System.Text;
 using System.Linq;
 using Qwack.Math.Interpolation;
 using Qwack.Dates;
@@ -12,25 +11,20 @@ namespace Qwack.Core.Curves
 {
     public class FxForwardCurve : IPriceCurve
     {
+        private readonly IFundingModel _fModel;
+        private readonly Func<IFundingModel> fModelFunc;
+
         public DateTime BuildDate { get; private set; }
         public Currency DomesticCurrency { get; }
         public Currency ForeignCurrency { get; }
         public string Name { get; set; }
         public CommodityUnits Units { get; set; }
         public int NumberOfPillars => 0;
-
         public PriceCurveType CurveType => PriceCurveType.Linear;
-
         public Currency Currency { get => ForeignCurrency; set => throw new Exception(); }
-
         public bool UnderlyingsAreForwards => true;
-
-        private Func<IFundingModel> fModelFunc;
-
         public DateTime[] PillarDates => null;
-
         public string AssetId => ForeignCurrency.Ccy;
-
         public Frequency SpotLag { get; set; } = new Frequency("0b");
         public Calendar SpotCalendar { get; set; }
 
@@ -42,7 +36,7 @@ public FxForwardCurve(DateTime buildDate, Func<IFundingModel> fundingModel, Curr
             ForeignCurrency = foreignCurrency;
         }
 
-        IFundingModel _fModel;
+
         public FxForwardCurve(DateTime buildDate, IFundingModel fundingModel, Currency domesticCurrency, Currency foreignCurrency)
         {
             BuildDate = buildDate;
@@ -55,7 +49,7 @@ public FxForwardCurve(DateTime buildDate, IFundingModel fundingModel, Currency d
         public double GetAveragePriceForDates(DateTime[] dates)
         {
             var model = fModelFunc.Invoke();
-            return dates.Select(date=>model.GetFxRate(date, DomesticCurrency, ForeignCurrency)).Average();
+            return dates.Select(date => model.GetFxRate(date, DomesticCurrency, ForeignCurrency)).Average();
         }
 
         public double GetPriceForDate(DateTime date)

src/Qwack.Core/Curves/HazzardCurve.cs

@@ -11,6 +11,9 @@ namespace Qwack.Core.Curves
 {
     public class HazzardCurve
     {
+        private readonly IInterpolator1D _hazzardCurve;
+        private double? _constPD = null;
+
         public HazzardCurve(DateTime originDate, DayCountBasis basis, IInterpolator1D hazzardRateInterpolator)
         {
             OriginDate = originDate;
@@ -24,7 +27,6 @@ public HazzardCurve(TO_HazzardCurve transportObject):this(transportObject.Origin
                 ConstantPD = transportObject.ConstantPD.Value;
         }
 
-        private double? _constPD = null;
         public double ConstantPD
         {
             get
@@ -67,8 +69,6 @@ public double GetSurvivalProbabilitySlope(DateTime endDate)
 
         public double GetDefaultProbability(DateTime startDate, DateTime endDate) => 1.0 - GetSurvivalProbability(startDate, endDate);
 
-        private IInterpolator1D _hazzardCurve;
-
         public double RiskyDiscountFactor(DateTime startDate, DateTime endDate, IIrCurve discountCurve, double LGD)
         {
             var dp = GetDefaultProbability(startDate, endDate);

src/Qwack.Core/Curves/IrCurve.cs

@@ -14,7 +14,7 @@ namespace Qwack.Core.Curves
 {
     public class IrCurve : IIrCurve
     {
-        private DateTime _buildDate;
+        private readonly DateTime _buildDate;
         private readonly DateTime[] _pillars;
         private readonly double[] _rates;
         private readonly DayCountBasis _basis = DayCountBasis.Act_365F;
@@ -49,11 +49,8 @@ public IrCurve(DateTime[] pillars, double[] rates, DateTime buildDate, string na
         }
 
         public IrCurve(TO_IrCurve transportObject, ICurrencyProvider currencyProvider)
-            :this(transportObject.Pillars, transportObject.Rates, transportObject.BuildDate, transportObject.Name, transportObject.InterpKind, 
-                 currencyProvider.GetCurrency(transportObject.Ccy), transportObject.CollateralSpec, transportObject.RateStorageType)
-        {
-            _basis = transportObject.Basis;
-        }
+            : this(transportObject.Pillars, transportObject.Rates, transportObject.BuildDate, transportObject.Name, transportObject.InterpKind,
+                 currencyProvider.GetCurrency(transportObject.Ccy), transportObject.CollateralSpec, transportObject.RateStorageType) => _basis = transportObject.Basis;
 
         public DateTime BuildDate => _buildDate;
         public string Name => _name;
@@ -277,13 +274,13 @@ public IrCurve BumpRateFlat(double delta, bool mutate)
             return o;
         }
 
-        public IrCurve Clone() => new IrCurve((DateTime[])PillarDates.Clone(), (double[])_rates.Clone(), BuildDate, Name, _interpKind, Currency, CollateralSpec, RateStorageType)
+        public IrCurve Clone() => new((DateTime[])PillarDates.Clone(), (double[])_rates.Clone(), BuildDate, Name, _interpKind, Currency, CollateralSpec, RateStorageType)
         {
             SolveStage = SolveStage
         };
 
         public TO_IrCurve GetTransportObject() =>
-            new TO_IrCurve 
+            new()
             { 
                 Basis = Basis,
                 BuildDate = BuildDate,

src/Qwack.Core/Curves/SparsePriceCurve.cs

@@ -19,7 +19,7 @@ public class SparsePriceCurve : IPriceCurve
         private readonly SparsePriceCurveType _curveType;
         private IInterpolator1D _interpA;
         private IInterpolator1D _interpB;
-        private ICurrencyProvider _currencyProvider;
+        private readonly ICurrencyProvider _currencyProvider;
 
         public bool UnderlyingsAreForwards => _curveType == SparsePriceCurveType.Coal;
 

src/Qwack.Core/Instruments/Asset/Future.cs

@@ -55,7 +55,7 @@ public IAssetInstrument SetStrike(double strike)
         public FxConversionType FxType(IAssetFxModel model) => model.GetPriceCurve(AssetId).Currency == Currency ? FxConversionType.None : FxConversionType.ConvertThenAverage;
         public string FxPair(IAssetFxModel model) => model.GetPriceCurve(AssetId).Currency == Currency ? string.Empty : $"{model.GetPriceCurve(AssetId).Currency}/{Currency}";
 
-        public Dictionary<string, List<DateTime>> PastFixingDates(DateTime valDate) => new Dictionary<string, List<DateTime>>();
+        public Dictionary<string, List<DateTime>> PastFixingDates(DateTime valDate) => new();
 
         public DateTime LastSensitivityDate => ExpiryDate;
 

src/Qwack.Core/Instruments/Cashflow.cs

@@ -35,7 +35,7 @@ public CashFlow()
         public FloatRateIndex RateIndex { get; set; }
 
 
-        public CashFlow Clone() => new CashFlow
+        public CashFlow Clone() => new()
         {
             AccrualPeriodStart = AccrualPeriodStart,
             AccrualPeriodEnd = AccrualPeriodEnd,

src/Qwack.Core/Instruments/CashflowSchedule.cs

@@ -1,30 +1,29 @@
 using System;
-using System.Collections.Generic;
+using System.Collections.Generic;
 using System.Linq;
-using Qwack.Core.Basic;
+using Qwack.Core.Basic;
 using Qwack.Core.Curves;
 using Qwack.Core.Models;
-using Qwack.Dates;
 using Qwack.Transport.BasicTypes;
 
-namespace Qwack.Core.Instruments
-{
-    public class CashFlowSchedule
-    {
-        public List<CashFlow> Flows { get; set; }
-        public DayCountBasis DayCountBasis { get; set; }
-        public ResetType ResetType { get; set; }
-        public AverageType AverageType { get; set; }
-
-        public CashFlowSchedule Clone() => new CashFlowSchedule
+namespace Qwack.Core.Instruments
+{
+    public class CashFlowSchedule
+    {
+        public List<CashFlow> Flows { get; set; }
+        public DayCountBasis DayCountBasis { get; set; }
+        public ResetType ResetType { get; set; }
+        public AverageType AverageType { get; set; }
+
+        public CashFlowSchedule Clone() => new()
         {
             Flows = new List<CashFlow>(Flows.Select(x => x.Clone())),
             DayCountBasis = DayCountBasis,
             ResetType = ResetType,
             AverageType = AverageType
-        };
-    }
-
+        };
+    }
+
     public static class CashFlowScheduleEx
     {
         public static double PV(this CashFlowSchedule schedule, IrCurve discountCurve, IrCurve forecastCurve, bool updateState, bool updateDf, bool updateEstimate, DayCountBasis basisFloat, DateTime? filterDate)
@@ -186,5 +185,5 @@ public static double PV(this CashFlowSchedule schedule, Currency reportingCCy, I
 
             return totalPv;
         }
-    }
-}
+    }
+}