// instruments used for callibration and valid start date and valid end date
internal static List <InflationCurveEntryData> GetInflationCurveEntryData(ConnectionContextSQLite ctx, long?idIc, DateTime?settlementDate)
{
List <InflationCurveEntryData> EntryDataList = new List <InflationCurveEntryData>();
var command = SqlHelperSQLite.SelectInflationCurveEntryDataCommand(ctx, idIc, settlementDate);
using (var reader = command.ExecuteReader())
{
// Dictionary<long, ValuePair> entryPointDic = new Dictionary<long, ValuePair>();
while (reader.Read())
{
var d = new InflationCurveEntryData
{
InflationCurveId = reader.GetInt32(reader.GetOrdinal("InflationCurveId")),
Id = reader.GetInt32(reader.GetOrdinal("Id")),
Type = reader.GetString(reader.GetOrdinal("Type")),
Enabled = true, // default
ValidDateBegin = reader.GetDateTime(reader.GetOrdinal("ValidDateStart")),
ValidDateEnd = reader.GetDateTime(reader.GetOrdinal("ValidDateEnd")),
};
if (d.Type.ToLower() == "inflationbond")
{
d.Instrument = (InflationBond)GetInflationBond(reader.GetInt32(reader.GetOrdinal("RateId")));
}
else if (d.Type.ToLower() == "swap")
{
d.Instrument = (InflationRate)GetInflationRate(reader.GetInt32(reader.GetOrdinal("RateId")));
}
/* else if (d.Type.ToLower() == "bond")
* {
* d.Instrument = (Instrument)GetBond(reader.GetInt32(reader.GetOrdinal("RateId")));
* }
* else
* {
* d.Instrument = (Instrument)GetRate(reader.GetInt32(reader.GetOrdinal("RateId")));
* } */
// if (((d.Type == "inflationbond") || (d.Type == "bond")) && (d.Instrument as Bond).MaturityDate <= settlementDate)
// continue; // skip if bond and maturity date is not in future
if ((d.Type == "inflationbond") && (d.Instrument as InflationBond).MaturityDate <= settlementDate)
{
// if ((d.Type == "inflationbond") && (d.Instrument as Bond).MaturityDate <= settlementDate)
continue; // skip if bond and maturity date is not in future
}
EntryDataList.Add(d);
}
}
EntryDataList.Sort(new InflationCurveEntryDataCompare());
return(EntryDataList);
}
public object Clone()
{
InflationCurveEntryData iced = new InflationCurveEntryData();
iced.Id = this.Id;
iced.InflationCurveId = this.InflationCurveId;
iced.Enabled = this.Enabled;
iced.Type = this.Type;
iced.Instrument = this.Instrument;
iced.ValidDateBegin = this.ValidDateBegin;
iced.ValidDateEnd = this.ValidDateEnd;
return(iced);
}
