Beispiel #1
0
        private void evalCurveMap()
        {
            // eval ---------------------------------------------------------
            
            //this.EvalCurveMap_.Clear();
            this.EvalCurveManagerMap_.Clear();

            clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB();

            clstb.SETTING_ID = "MYSETTING";

            DataTable tb = clstb.Select();

            foreach (DataRow dr in tb.Select())
            {
                YieldCurve cm = new YieldCurve();

                clsSET_EVALUATIONCURVE_TB clstb_roop = clsSET_EVALUATIONCURVE_TB.Create(dr);

                cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID, clsHDAT_CURVEDATA_TB.RATE_TYP_Type.YTM);

                //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm.yieldCurve(this.CurveShift_));
                this.EvalCurveManagerMap_.Add(clstb_roop.INDEX_CD, cm);
                //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm);
            }

        }
Beispiel #2
0
        public string indexCurveMapping(string indexCD)
        {
            string curveID = "";

            clsSET_EVALUATIONCURVE_TB tb = new clsSET_EVALUATIONCURVE_TB();

            tb.INDEX_CD = indexCD;

            DataTable dt = tb.Select();

            foreach (DataRow dr in dt.Select())
            {
                tb = clsSET_EVALUATIONCURVE_TB.Create(dr);
            }

            curveID = tb.CURVE_ID;

            return curveID;
        }