public static object eqCurveIRGetDiscountFactor(
[ExcelArgument(Description = "curve id ")] string ObjectId,
[ExcelArgument(Description = "tenors ")] DateTime dt,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
if (!ObjectId.Contains('@'))
{
ObjectId = "CRV@" + ObjectId;
}
YieldTermStructureHandle curve = OHRepository.Instance.getObject <YieldTermStructureHandle>(ObjectId);
Date refDate = curve.referenceDate();
Date dt2 = EliteQuant.EQConverter.ConvertObject <Date>(dt);
double discount = curve.discount(dt2);
return(discount);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
