internal DataSet GetTickerData_Rate(DateTime PriceDate)
{
SqlCommand sqlCom = new SqlCommand("spOTCOptionPrice_GetBBTickers_RiskFreeRate");
sqlCom.CommandType = CommandType.StoredProcedure;
sqlCom.Parameters.Add(new SqlParameter("@PriceDate", PriceDate));
DataSet ds = db.FetchData(sqlCom);
return(ds);
}
private static DataSet GetData(string server, string database, string sql)
{
var db = new SQLServer(server, database, "", "")
{
Timeout = 0,
NTauthentication = true
};
// no timeout
DataSet ds;
try
{
SqlCommand c = new SqlCommand(sql)
{
CommandType = CommandType.Text
};
ds = db.FetchData(c);
}
catch (Exception e)
{
Exception e2 = new Exception(sql, e);
throw e2;
}
finally
{
db.Close();
}
return(ds);
}
/// <summary>
/// get a list of all of the options that we want to price (i.e. ones we have a balance in)
/// </summary>
/// <param name="ValuationDate"></param>
/// <returns></returns>
internal List <BOSSOption> GetBOSSOptionsToPrice(DateTime ValuationDate)
{
List <BOSSOption> options = new List <BOSSOption>();
SqlCommand sqlCom = new SqlCommand("spOTCOptionPrice_GetSecuritiesToPrice");
sqlCom.CommandType = CommandType.StoredProcedure;
sqlCom.Parameters.Add(new SqlParameter("@PriceDate", ValuationDate));
DataSet ds = db.FetchData(sqlCom);
if (ds.Tables[0].Rows.Count != 0)
{
foreach (DataRow dr in ds.Tables[0].Rows)
{
//get static data
int SecurityID = int.Parse(dr["SecurityID"].ToString());
BOSSOption o = GetBOSSOption(SecurityID, ValuationDate);
options.Add(o);
}
}
return(options);
}
