/// <summary>
/// Prepare for valuation anything that is not dependent upon the scenario.
/// </summary>
public override void PreCloneInitialize(PriceFactorList factors, BaseTimeGrid baseTimes, RequiredResults resultsRequired)
{
base.PreCloneInitialize(factors, baseTimes, resultsRequired);
// Set up date lists
DateGenerationRequest dateGenerationRequest = new DateGenerationRequest
{
RequiresPayDates = true,
RequiresAccrualDates = true,
RequiresYearFractions = true
};
DateGenerationParams dateGenerationParams = new DateGenerationParams
{
EffectiveDate = fDeal.Effective_Date,
MaturityDate = fDeal.Maturity_Date,
CouponPeriod = fDeal.Pay_Frequency,
AccrualCalendar = fDeal.GetHolidayCalendar(),
AccrualDayCount = fDeal.Accrual_Day_Count,
};
DateGenerationResults dateGenerationResults = CashflowGeneration.GenerateCashflowDateAndValueLists(dateGenerationRequest, dateGenerationParams);
AccrualDates = dateGenerationResults.AccrualDates;
PayDates = dateGenerationResults.PayDates;
Accruals = dateGenerationResults.AccrualYearFractions;
bool cashRequired = resultsRequired.CashRequired();
fT.AddPayDate(fDeal.Upfront_Date, cashRequired);
fT.AddPayDates(PayDates, cashRequired);
}
/// <summary>
/// Prepare for valuation anything that will be shared between scenarios.
/// </summary>
public override void PreCloneInitialize(PriceFactorList factors, BaseTimeGrid baseTimes, RequiredResults requiredResults)
{
base.PreCloneInitialize(factors, baseTimes, requiredResults);
var deal = (BondLendingBase)fDeal;
DateGenerationRequest dateGenerationRequest = new DateGenerationRequest
{
RequiresPayDates = true,
RequiresYearFractions = true,
RequiresPrincipals = true,
};
DateGenerationParams dateGenerationParams = new DateGenerationParams
{
EffectiveDate = deal.Issue_Date,
MaturityDate = deal.Bond_Maturity_Date,
CouponPeriod = deal.Coupon_Interval,
FirstCouponDate = deal.First_Coupon_Date,
PenultimateCouponDate = deal.Penultimate_Coupon_Date,
AccrualCalendar = deal.GetHolidayCalendar(),
AccrualDayCount = deal.Accrual_Day_Count,
Principal = deal.Notional,
Amortisation = deal.Amortisation
};
DateGenerationResults dateGenerationResults = CashflowGeneration.GenerateCashflowDateAndValueLists(dateGenerationRequest, dateGenerationParams);
fPayDates = dateGenerationResults.PayDates;
fAccruals = dateGenerationResults.AccrualYearFractions;
fPrincipals = dateGenerationResults.Principals;
fFinalPrincipal = dateGenerationResults.FinalPrincipal;
}
/// <summary>
/// Generate CTD dates and set CTD coupon rate and conversion factor.
/// </summary>
protected void GenerateCTD(double baseDate, double issueDate, double maturityDate, double couponInterval, double firstCouponDate, double penultimateCouponDate, DayCount dayCount, IHolidayCalendar calendar, double couponRate, double conversionFactor)
{
if (conversionFactor <= 0.0)
{
return; // No CTD details or details invalid
}
BondFutureOption deal = (BondFutureOption)fDeal;
// Validation of settlement date not done for CTD details on price factor
if (deal.Settlement_Date >= maturityDate)
{
throw new AnalyticsException("Settlement date must be before cheapest-to-deliver maturity date.");
}
DateGenerationResults dateGenerationResults = deal.GetDateGenerationResults(issueDate, maturityDate, couponInterval, firstCouponDate, penultimateCouponDate, dayCount, calendar);
fPayDates = dateGenerationResults.PayDates;
fAccruals = dateGenerationResults.AccrualYearFractions;
fIssueDate = issueDate;
fMaturityDate = maturityDate;
fCouponInterval = couponInterval;
fCouponRate = couponRate;
fConversionFactor = conversionFactor;
fAccrual = PricingFunctions.AccruedInterest(deal.Settlement_Date, fIssueDate, fPayDates, fAccruals, fCouponRate, 1.0, null);
double strike = PriceTransform(deal.Strike);
double tSettle = CalcUtils.DaysToYears(deal.Settlement_Date - baseDate);
double tMaturity = CalcUtils.DaysToYears(fMaturityDate - baseDate);
fStrikeYield = PricingFunctions.BondYieldFromPrice(tSettle, tMaturity, couponRate, couponInterval, strike);
}
async Task ExecuteLoadItemsCommand()
{
if (IsBusy)
{
return;
}
IsBusy = true;
try
{
DateList.Clear();
var items = await DataStore.GetItemsAsync("", true);
DateList.ReplaceRange(items);
}
catch (Exception ex)
{
Debug.WriteLine(ex);
MessagingCenter.Send(new MessagingCenterAlert
{
Title = "Error",
Message = "Unable to load items.",
Cancel = "OK"
}, "message");
}
finally
{
IsBusy = false;
}
}
/// <summary>
/// Prepare for valuation anything that is not dependent upon the scenario.
/// </summary>
public override void PreCloneInitialize(PriceFactorList Factors, BaseTimeGrid BaseTimes, RequiredResults ResultsRequired)
{
base.PreCloneInitialize(Factors, BaseTimes, ResultsRequired);
DealCreditLinkedNoteBase deal = (DealCreditLinkedNoteBase)fDeal;
DateGenerationRequest dateGenerationRequest = new DateGenerationRequest
{
RequiresPayDates = true,
RequiresResetDates = true,
RequiresYearFractions = true,
};
DateGenerationParams dateGenerationParams = new DateGenerationParams
{
EffectiveDate = deal.Effective_Date,
MaturityDate = deal.Maturity_Date,
CouponPeriod = deal.Coupon_Interval,
AccrualCalendar = deal.GetHolidayCalendar(),
AccrualDayCount = deal.Accrual_Day_Count,
};
DateGenerationResults dateGenerationResults = CashflowGeneration.GenerateCashflowDateAndValueLists(dateGenerationRequest, dateGenerationParams);
PayDates = dateGenerationResults.PayDates;
Accruals = dateGenerationResults.AccrualYearFractions;
ResetDates = dateGenerationResults.ResetDates;
// Add to valuation time grid
bool cashRequired = ResultsRequired.CashRequired();
fT.AddPayDate(deal.Effective_Date, cashRequired);
fT.AddPayDates(PayDates, cashRequired);
}
private async Task GetBoldedDates(DateTime start, DateTime end)
{
DateList boldedDates = calendar.BoldedDates;
if (!UseAppointmentManager)
{
// generate test appointment
List <object> list = new List <object>();
Appointment app = new Appointment();
app.Start = start.AddDays(12);
app.End = app.Start.AddHours(1);
app.Subject = Strings.EmulatorAppointmentSubject;
list.Add(app);
// bind calendar to data
calendar.DataSource = list;
// don't set StartTimePath and EndTimePath as they are the same as default values
}
else
{
// get appointments from the device calendar
var store = await AppointmentManager.RequestStoreAsync(AppointmentStoreAccessType.AllCalendarsReadOnly);
var appointments = await store.FindAppointmentsAsync(new DateTimeOffset(start), end - start);
// bind calendar to the search results
calendar.DataSource = appointments;
// don't set StartTimePath and EndTimePath as they are the same as default values
}
}
private void addNewSlide()
{
var index = DateListCarousel.Position;
if (index == DateList.Count() - 1)
{
DateList.Add(new DateItem
{
Date = DateList[index].Date.AddDays(1),
Text = WicketHelper.ConvertDate(DateList[index].Date.AddDays(1)),
MatchList = WicketHelper.GetMatchList(DateList[index].Date.AddDays(1)),
Loading = false,
});
}
else if (DateListCarousel.Position == 0)
{
DateList.Insert(0, new DateItem
{
Date = DateList[index].Date.AddDays(-1),
Text = WicketHelper.ConvertDate(DateList[index].Date.AddDays(-1)),
MatchList = WicketHelper.GetMatchList(DateList[index].Date.AddDays(-1)),
Loading = false,
});
}
}
public void WriteIndexing(int index, object _value)
{
switch (index)
{
case 0:
ProductId = int.Parse(_value.ToString());
break;
case 1:
ASIN = _value.ToString();
break;
case 2:
DateList.Add(new DateTime());
DateList[DateList.Count - 1] = (DateTime)_value;
break;
case 3:
Status.Add("");
Status[Status.Count - 1] = _value.ToString();
break;
case 4:
Notes.Add("");
Notes[Notes.Count - 1] = _value.ToString();
break;
}
}
/// <summary>
/// Return an amortisation schedule with amortization payments allocated to the nearest payment date in the cashflow list.
/// </summary>
private static Amortisation AllocateAmortisationToPaymentDates <TCashflow>(Amortisation sourceAmortisation, List <TCashflow> cashflowList) where TCashflow : CFBase
{
if (sourceAmortisation == null || sourceAmortisation.Count == 0)
{
return(sourceAmortisation);
}
var payDates = new DateList(cashflowList.Select(cashflow => (double)cashflow.Payment_Date));
// Allocate amortisation amounts to nearest payment dates
var amounts = new double[payDates.Count];
foreach (var payment in sourceAmortisation)
{
int i = payDates.IndexOfClosestDate(payment.Date);
amounts[i] += payment.Amount;
}
var amortisation = new Amortisation();
for (int i = 0; i < amounts.Length; ++i)
{
if (amounts[i] != 0.0)
{
amortisation.Add(new AmountAtDate()
{
Amount = amounts[i], Date = payDates[i]
});
}
}
return(amortisation);
}
/// <summary>
/// 保存按钮
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void button2_Click(object sender, EventArgs e)
{
if (DateList.Text == "")
{
MessageBox.Show("请设置日期。");
DateList.Focus();
return;
}
for (int index = 0; index < tabControl1.TabPages.Count; index++)
{
if (tabControl1.TabPages[index].Tag != null)
{
MemoryStream stream = new MemoryStream();
PictureBox pic = tabControl1.TabPages[index].Controls[1] as PictureBox;
TextBox box = tabControl1.TabPages[index].Controls[0] as TextBox;
pic.Image.Save(stream, ImageFormat.Jpeg);
stream.Flush();
MapDBClass.SavePicture(_MapId, _LayerId, _ObjectId, DateList.Text, index + 1, stream.GetBuffer(), box.Text);
stream.Close();
stream.Dispose();
stream = null;
tabControl1.TabPages[index].Tag = null;
}
else
{
TextBox box = tabControl1.TabPages[index].Controls[0] as TextBox;
MapDBClass.UpdatePictureComment(_MapId, _LayerId, _ObjectId, DateList.Text, index + 1, box.Text);
}
}
}
public List <ClassStatus> getDateListClassesStatus(DateList dl)
{
List <ClassStatus> ans = new List <ClassStatus>();
Dictionary <int, String> classNames = getDateListClasses(dl.ID);
bool[] status = dl.getClassesStatus(Math.Max(classNames.Count, 1));
for (int i = 0; i < classNames.Count; i++)
{
ClassStatus cs = new ClassStatus();
cs.ClassNum = classNames.Keys.ElementAt(i);
cs.Name = classNames[cs.ClassNum];
cs.Status = (Reversed) ? !status[i] : status[i];
cs.ForceStatus = getClassForceStatus(cs.ClassNum);
//חזרה למצב הקודם
if (cs.ForceStatus > 20 && !cs.Status)
{
string CurrentStatus = changedClassForceStatusFromPrev(cs.ClassNum);
cs.ForceStatus = Int32.Parse(CurrentStatus);
bool[] statusTemp = dl.getClassesStatus(Math.Max(classNames.Count, 1));
cs.Status = (Reversed) ? !statusTemp[i] : statusTemp[i];
}
ans.Add(cs);
}
return(ans);
}
/// <inheritdoc />
public override void HeadNodeInitialize(PriceFactorList factors, BaseTimeGrid baseTimes, RequiredResults requiredResults)
{
base.HeadNodeInitialize(factors, baseTimes, requiredResults);
BaseCliquetOption deal = (BaseCliquetOption)fDeal;
DateList accrualDates = CashflowGeneration.GenerateStripOfDates(deal.Effective_Date, deal.Maturity_Date, deal.Frequency, deal.GetHolidayCalendar());
fTimes = new double[accrualDates.Count];
for (int i = 0; i < accrualDates.Count; ++i)
{
fTimes[i] = CalcUtils.DaysToYears(accrualDates[i] - factors.BaseDate);
}
// Get the asset price from the deal helper
var dealHelper = (BaseAssetFxDealHelper)deal.GetDealHelper();
IAssetPrice assetPrice = dealHelper.GetAssetPrice(factors);
fKnownPrices = deal.GetKnownPrices(accrualDates, factors, assetPrice);
// Add expiry dates to valuation time grid.
if (accrualDates.Count > 1)
{
DateList expiryDates = new DateList(accrualDates);
expiryDates.RemoveAt(0);
fT.AddPayDates(expiryDates, requiredResults.CashRequired());
}
}
private void AyCalendarDateList_Loaded(object sender, RoutedEventArgs e)
{
Loaded -= AyCalendarDateList_Loaded;
DateList.SetBinding(ListBox.ItemsSourceProperty, new Binding {
Source = items
});
}
/// <inheritdoc />
public override void PreCloneInitialize(PriceFactorList factors, BaseTimeGrid baseTimes, RequiredResults requiredResults)
{
base.PreCloneInitialize(factors, baseTimes, requiredResults);
fItems.PreCloneInitialize(factors, baseTimes, requiredResults);
int fixedCount = fFixedCashflowList.Count();
int floatCount = fFloatCashflowList.Count();
fDates = new DateList();
// Get a list of all the relevant dates for the deal.
for (int i = 0; i < fixedCount; i++)
{
var fixedDate = fFixedCashflowList[i].Payment_Date;
fDates.Add(fixedDate);
}
for (int i = 0; i < floatCount; i++)
{
var payDate = fFloatCashflowList[i].Payment_Date;
var startDate = fFloatCashflowList[i].Resets[0].Rate_Start_Date;
if (!fDates.Contains(payDate))
{
fDates.Add(payDate);
}
if (!fDates.Contains(startDate))
{
fDates.Add(startDate);
}
}
int count = fDates.Count;
fFixedCouponWeight = new double[count];
fFixedCouponRate = new double[count];
// Calucate the static parts of the coefficients
foreach (var cf in fFixedCashflowList)
{
int idx = fDates.IndexOf(cf.Payment_Date);
fFixedCouponWeight[idx] += cf.Accrual_Year_Fraction * cf.Notional;
fFixedCouponRate[idx] = cf.Rate;
}
fFloatingCouponWeight = new double[count];
foreach (var cf in fFloatCashflowList)
{
int idx = fDates.IndexOf(cf.Payment_Date);
double rateYearFraction = cf.Resets[0].Rate_Year_Fraction;
double yearFractionRatio = (rateYearFraction < CalcUtils.TINY) ? 1.0 : cf.Accrual_Year_Fraction / rateYearFraction;
fFloatingCouponWeight[idx] += cf.Notional * yearFractionRatio;
}
}
public MainViewModel(string phone)
{
or.HistoryInitiator(phone);
foreach (Item date in or.Dates)
{
hvm = new HistoryViewModel(date);
DateList.Add(hvm);
}
}
private void PingOne(int index)
{
if (mainTable[index].Endpoint == string.Empty)
{
var ip = NetTest.GetIP(mainTable[index].HostsName);
if (ip != null)
{
mainTable[index].Endpoint = ip.AddressFamily == AddressFamily.InterNetwork ? $@"{ip}:{rawTable[index].Port}" : $@"[{ip}]:{rawTable[index].Port}";
}
else
{
return;
}
}
var ipe = IPFormatter.ToIPEndPoint(mainTable[index].Endpoint);
double?latency = null;
var res = Timeout;
var time = DateTime.Now;
try
{
latency = NetTest.TCPing(ipe.Address, ipe.Port, Timeout);
}
catch
{
// ignored
}
if (latency != null)
{
res = Convert.ToInt32(Math.Round(latency.Value));
}
else
{
//notifyIcon1.ShowBalloonTip(1000, time.ToString(CultureInfo.CurrentCulture), $"{mainTable[index].HostsName}\n{ipe}", ToolTipIcon.Error);
}
var log = new DateTable
{
Date = time,
Latency = res
};
mainTable[index].AddNewLog(log);
if (MainList.SelectedRows.Count == 1)
{
var i = MainList.SelectedRows[0].Cells[0].Value as int?;
if (i == index && DateList.Visible)
{
DateList.Invoke(() => { LoadLogs(log); });
}
}
}
public List <ClassStatus> getDateListClassesStatus(int id)
{
DateList dl = getAllDatesLists().Find(p => p.ID == id);
if (dl == null)
{
return(null);
}
return(getDateListClassesStatus(dl));
}
/// <summary>
/// Returns bond option's dirty strike.
/// </summary>
public double DirtyStrike(double strikePrice, DateList payDates, double[] accruals)
{
var strike = Percentage.PercentagePoint * strikePrice;
if (Strike_Is_Clean == YesNo.Yes)
{
strike += PricingFunctions.AccruedInterest(Expiry_Date, Issue_Date, payDates, accruals, Percentage.PercentagePoint * Coupon_Rate, 1, null);
}
return(strike);
}
private static IEnumerable <ExchangeRate> LoadExchangeRates(DateTime startingDate, DateTime endingDate, string currency)
{
IExchangeListBuilder listBuilder =
new ExchangeListBuilder(
new DailyListCachingBuilder(
new DailyListWebLoader(),
new DailyListRepository()));
return
(listBuilder
.BuildFor(DateList.BetweenInclusive(startingDate, endingDate))
.Where(rate => String.Compare(rate.Currency, currency, StringComparison.OrdinalIgnoreCase) == 0));
}
public override void OnRefresh()
{
base.OnRefresh();
AllowCheckedEvent = false;
// get a list of all possible dates from datasource
DataProcessor Processor = new DataProcessor();
List <string> DefaultFileNames = new List <string>();
UIUtility.OutputFileUtility.GetOutputFiles(Controller, Controller.Selection, DefaultFileNames);
Processor.DefaultOutputFileNames = DefaultFileNames;
XmlDocument Doc = new XmlDocument();
Doc.LoadXml(Controller.ApsimData.Find(NodePath).FullXML());
DataTable DepthData = Processor.GoFindChildDataTable(Doc.DocumentElement);
// get a list of currently selected dates.
List <string> SelectedDates = XmlHelper.Values(Data, "Date");
// Convert all dd/mm/yyyy dates in XML to date strings formatted according to current
// locale.
for (int i = 0; i < SelectedDates.Count; i++)
{
try
{
DateTime d = DateTime.ParseExact(SelectedDates[i], "d/M/yyyy", null);
SelectedDates[i] = d.ToShortDateString();
}
catch (Exception)
{
SelectedDates[i] = "";
}
}
DateList.Items.Clear();
if (DepthData != null)
{
List <string> DateStrings = DataTableUtility.GetDistinctValues(DepthData, "Date");
foreach (string DateString in DateStrings)
{
string St = DateString.Substring(0, DateString.IndexOf(' '));
int Indx = DateList.Items.Add(St);
bool IsSelected = SelectedDates.IndexOf(St) != -1;
DateList.SetItemChecked(Indx, IsSelected);
}
}
AllowCheckedEvent = true;
}
/// <summary>
/// Fills missing known prices with values from the rate fixings.
/// </summary>
protected void FillMissingKnownPricesFromRateFixings(double[] knownPrices, DateList resetDates, PriceFactorList factors, IAssetPrice assetPrice, string assetCurrency)
{
List <int> missingIndices;
List <DateTime> missingDates;
if (!GetMissingIndicesAndDates(knownPrices, resetDates, factors.BaseDate, out missingIndices, out missingDates))
{
return;
}
var rateFixings = factors.RateFixings.GetAssetPriceFixings(factors, assetPrice, assetCurrency, missingDates, factors.BaseDate, this, string.Empty).ToList();
ApplyFixings(missingIndices, rateFixings, knownPrices);
}
/// <summary>
/// Handles the toggle switch for filter of interesting checks
/// </summary>
private async void ToggleList(object sender, RoutedEventArgs e)
{
isToggle = true;
ToggleSwitch thisSwitch = sender as ToggleSwitch;
if (thisSwitch.IsOn)
{
try
{
DateList.ItemsSource = problemDateStrings;
CheckList.ItemsSource = problemChecksList;
}
catch { }
try { CheckList.SelectedIndex = 0; } catch { }
try { DateList.SelectedIndex = 0; } catch { }
await Task.Delay(1000);
}
else
{
try
{
DateList.ItemsSource = dateStrings;
CheckList.ItemsSource = ChecksList;
}
catch { }
try { CheckList.SelectedIndex = 0; } catch { }
try { DateList.SelectedIndex = 0; } catch { }
await Task.Delay(1000);
}
for (int i = 0; i < DateList.Items.Count; i++)
{
try
{
var item = DateList.ContainerFromIndex(i) as ListViewItem;
String myString = DateList.Items[i].ToString().Split(':')[0];
if (defectDateStrings.Contains(myString))
{
item.Foreground = new SolidColorBrush(Windows.UI.Colors.Red);
item.Background = new SolidColorBrush(Windows.UI.Colors.WhiteSmoke);
}
else
{
}
}
catch { }
}
isToggle = false;
}
private List <DateList> getDateListsFromTable(DataTable dt)
{
List <DateList> ans = new List <DateList>();
foreach (DataRow dr in dt.Rows)
{
DateList dl = new DateList();
dl.Name = dr["PLC_NAME"].ToString();
dl.DiscretePosition = (int)dr["DiscretePosition"];
dl.StartPosition = (int)dr["StartPosition"];
dl.NotificationPosition = (int)dr["NotificationPosition"];
dl.ID = (int)dr["ID"];
ans.Add(dl);
}
return(ans);
}
private void SplitDataIntoDateAndTime(List <string> receiveDataList)
{
try
{
for (var i = 1; i < receiveDataList.Count - 1; i++)
{
var dateTime = receiveDataList[i].Split(',');
DateList.Add(dateTime[0]);
TimeList.Add(dateTime[1]);
}
}
catch (Exception e)
{
Console.WriteLine(e + "Date Cannot be split into Date and Time");
throw;
}
}
/// <summary>
/// Prepare for valuation anything that will be shared between scenarios.
/// </summary>
public override void PreCloneInitialize(PriceFactorList factors, BaseTimeGrid baseTimes, RequiredResults requiredResults)
{
base.PreCloneInitialize(factors, baseTimes, requiredResults);
var deal = (BondOptionDeal)Deal;
var tExpiry = deal.GetTimeToExpiry(factors.BaseDate);
var tMaturity = CalcUtils.DaysToYears(deal.Bond_Maturity_Date - factors.BaseDate);
var dateGenerationResults = deal.GetDateGenerationResults();
fPayDates = dateGenerationResults.PayDates;
fAccruals = dateGenerationResults.AccrualYearFractions;
fPrincipals = dateGenerationResults.Principals;
fFinalPrincipal = dateGenerationResults.FinalPrincipal;
fStrike = deal.Strike_Price;
fStrikeYield = deal.GetStrikeYield(ref fStrike, tExpiry, tMaturity, fPayDates, fAccruals);
fT.AddPayDate(deal.Expiry_Date, requiredResults.CashRequired());
}
/// <summary>
/// Construct the array of known prices.
/// </summary>
public override double[] GetKnownPrices(DateList resetDates, PriceFactorList factors, IAssetPrice assetPrice)
{
bool isCompo = !string.IsNullOrEmpty(fPayoffCurrency) && fPayoffCurrency != Currency && Payoff_Type == PayoffType.Compo;
string assetCurrency = isCompo ? fPayoffCurrency : Currency;
double[] knownPrices;
double[] knownFxRates;
AssetPriceFxRateList.GetRates(resetDates, factors.BaseDate, Known_Prices, out knownPrices, out knownFxRates);
if (isCompo)
{
for (int i = 0; i < knownPrices.Length; ++i)
{
knownPrices[i] *= knownFxRates[i];
}
}
FillMissingKnownPricesFromRateFixings(knownPrices, resetDates, factors, assetPrice, assetCurrency);
return(knownPrices);
}
public List <ClassStatus> getForceStatus(int id)
{
DateList dl = getAllDatesLists().Find(p => p.ID == id);
if (dl == null)
{
return(null);
}
List <ClassStatus> ans = new List <ClassStatus>();
Dictionary <int, String> classNames = getDateListClasses(dl.ID);
for (int i = 0; i < classNames.Count; i++)
{
ClassStatus cs = new ClassStatus();
cs.ClassNum = classNames.Keys.ElementAt(i);
cs.Name = classNames[cs.ClassNum];
cs.ForceStatus = getClassForceStatus(cs.ClassNum);
ans.Add(cs);
}
return(ans);
}
private void addNextSlide()
{
int index;
if (DateListCarousel.Position == DateList.Count() - 1)
{
index = DateList.Count() - 1;
DateList.Add(new DateItem
{
Date = DateList[index].Date.AddDays(1),
Text = WicketHelper.ConvertDate(DateList[index].Date.AddDays(1)),
MatchList = WicketHelper.GetMatchList(DateList[index].Date.AddDays(1)),
});
DateListCarousel.Position = index + 1;
}
else
{
index = DateListCarousel.Position + 1;
DateListCarousel.Position = DateListCarousel.Position + 1;
}
DateLabel.Text = WicketHelper.ConvertDate(DateList[index].Date);
}
/// <summary>
/// Generate CTD dates and set CTD coupon rate and conversion factor.
/// </summary>
protected void GenerateCTD(double issueDate, double maturityDate, double couponInterval, double firstCouponDate, double penultimateCouponDate, DayCount dayCount, IHolidayCalendar calendar, double couponRate, double conversionFactor)
{
if (conversionFactor <= 0.0)
{
return; // No CTD details or details invalid
}
BondFuture deal = (BondFuture)fDeal;
if (deal.Settlement_Date >= maturityDate)
{
throw new AnalyticsException("Settlement date must be before cheapest-to-deliver maturity date.");
}
DateGenerationRequest dateGenerationRequest = new DateGenerationRequest
{
RequiresPayDates = true,
RequiresYearFractions = true,
};
DateGenerationParams dateGenerationParams = new DateGenerationParams
{
EffectiveDate = issueDate,
MaturityDate = maturityDate,
CouponPeriod = couponInterval,
FirstCouponDate = firstCouponDate,
PenultimateCouponDate = penultimateCouponDate,
AccrualCalendar = calendar,
AccrualDayCount = dayCount
};
DateGenerationResults dateGenerationResults = CashflowGeneration.GenerateCashflowDateAndValueLists(dateGenerationRequest, dateGenerationParams);
fPayDates = dateGenerationResults.PayDates;
fAccruals = dateGenerationResults.AccrualYearFractions;
fIssueDate = issueDate;
fMaturityDate = maturityDate;
fCouponRate = couponRate;
fConversionFactor = conversionFactor;
}
private List <DateList> SplitDate(DateTime startdate, DateTime enddate, int num)
{
List <DateList> list = new List <DateList>();
if (enddate.CompareTo(startdate) > 0)
{
TimeSpan s = enddate - startdate;
int n = s.Days;
if (num > n)
{
num = n;
}
int m = n / num;
for (int i = 1; i <= num; i++)
{
DateList item = new DateList();
if (i == 1)
{
item.StartDate = startdate;
item.EndDate = startdate.AddDays(m);
}
else if (i == num)
{
item.StartDate = list[i - 2].EndDate;
item.EndDate = enddate;
}
else
{
item.StartDate = list[i - 2].EndDate;
item.EndDate = list[i - 2].EndDate.AddDays(m);
}
list.Add(item);
}
}
else
{
list = null;
}
return(list);
}
