24 LegCabin::LegCabin (
const LegCabin&)
30 LegCabin::LegCabin (
const Key_T& iKey)
31 : _key (iKey), _parent (NULL),
55 const LegDate& lLegDate = BomManager::getParent<LegDate> (*this);
64 std::ostringstream oStr;
71 std::ostringstream oStr;
76 oStr << std::endl <<
"Yield: " << std::fixed << std::setprecision (2)
78 <<
", Protection: " << std::fixed << std::setprecision (2)
80 <<
", Booking limit: " << std::fixed << std::setprecision (2)
95 const unsigned short lAvailabilityPool =
98 if (lAvailabilityPool >= 1) {
100 if (lBidPriceVectorSize >= lAvailabilityPool) {
111 const int lYieldLevel =
112 static_cast<int> (std::floor (iYield + 0.5));
115 YieldLevelDemandMap_T::iterator itDemand =
121 insert (YieldLevelDemandMap_T::value_type (lYieldLevel,
122 lMeanStdDevPair)).second;
123 assert (hasInsertBeenSuccessful ==
true);
128 MeanValue_T lMeanValue = iMeanValue + lMeanStdDevPair.first;
129 StdDevValue_T lStdDevValue = iStdDevValue * iStdDevValue + lMeanStdDevPair.second * lMeanStdDevPair.second;
130 lStdDevValue = std::sqrt (lStdDevValue);