public void loadCurve(string constRate)
{
this.excel_rateDataViewModel_ = new ObservableCollection <Excel_rateDataViewModel>();
CurveManager cm = new CurveManager();
// 데이터를 로드함
// cm.load(this.code_,this.referenceDate_);
//for (int i = 0; i < cm.Tenor_.Count ; i++)
List <string> tenorList = new List <string>()
{
"1D",
"3M",
"6M",
"9M",
"12M",
"18M",
"24M",
"30M",
"36M",
"48M",
"60M",
"84M",
"120M",
"180M",
"240M",
"360M"
};
for (int i = 0; i < tenorList.Count; i++)
{
Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel();
e_rdvm.RateType_ = "Spot";
//e_rdvm.Tenor_ = cm.Tenor_[i];
e_rdvm.Tenor_ = tenorList[i];
//e_rdvm.Value_ = cm.Data_[i];
e_rdvm.Value_ = constRate;
this.excel_rateDataViewModel_.Add(e_rdvm);
}
}
public void loadCurve()
{
this.excel_rateDataViewModel_ = new ObservableCollection <Excel_rateDataViewModel>();
CurveManager cm = new CurveManager();
// 데이터를 로드함
// cm.load(this.code_,this.referenceDate_);
//for (int i = 0; i < cm.Tenor_.Count ; i++)
for (int i = 0; i < 15; i++)
{
Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel();
e_rdvm.RateType_ = "Spot";
//e_rdvm.Tenor_ = cm.Tenor_[i];
e_rdvm.Tenor_ = i.ToString() + "M";
//e_rdvm.Value_ = cm.Data_[i];
e_rdvm.Value_ = (i * 0.01).ToString();
this.excel_rateDataViewModel_.Add(e_rdvm);
}
}
public void loadCurve(string constRate)
{
this.excel_rateDataViewModel_ = new ObservableCollection<Excel_rateDataViewModel>();
CurveManager cm = new CurveManager();
// 데이터를 로드함
// cm.load(this.code_,this.referenceDate_);
//for (int i = 0; i < cm.Tenor_.Count ; i++)
List<string> tenorList = new List<string>()
{
"1D",
"3M",
"6M",
"9M",
"12M",
"18M",
"24M",
"30M",
"36M",
"48M",
"60M",
"84M",
"120M",
"180M",
"240M",
"360M"
};
for (int i = 0; i < tenorList.Count ; i++)
{
Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel();
e_rdvm.RateType_ = "Spot";
//e_rdvm.Tenor_ = cm.Tenor_[i];
e_rdvm.Tenor_ = tenorList[i];
//e_rdvm.Value_ = cm.Data_[i];
e_rdvm.Value_ = constRate;
this.excel_rateDataViewModel_.Add(e_rdvm);
}
}
public void loadCurve()
{
this.excel_rateDataViewModel_ = new ObservableCollection<Excel_rateDataViewModel>();
CurveManager cm = new CurveManager();
// 데이터를 로드함
// cm.load(this.code_,this.referenceDate_);
//for (int i = 0; i < cm.Tenor_.Count ; i++)
for (int i = 0; i < 15 ; i++)
{
Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel();
e_rdvm.RateType_ = "Spot";
//e_rdvm.Tenor_ = cm.Tenor_[i];
e_rdvm.Tenor_ = i.ToString() + "M";
//e_rdvm.Value_ = cm.Data_[i];
e_rdvm.Value_ = (i * 0.01).ToString();
this.excel_rateDataViewModel_.Add(e_rdvm);
}
}
private void yieldTestBtn_Click(object sender, RoutedEventArgs e)
{
//Excel_irCurveSymbolViewModel test = new Excel_irCurveSymbolViewModel();
//test.Symbol_ = "111000";
//DataBaseConnectManager.DBConnection_
// = DataBaseConnectManager.ConnectionFactory(EnvironmentVariable.MarketDataDBFile_,"RMS");
//test.dataLoad(new DateTime(2014, 10, 24));
CurveManager cm = new CurveManager();
cm.load("111000", ProgramVariable.ReferenceDate_);
//QLNet.YieldTermStructure ts = cm.yieldTS();
QLNet.YieldTermStructure ts = cm.yieldTSBuild();
double[] sumY = Enumerable.Repeat<double>(0.0, 100).ToArray<double>();
double[] x = Enumerable.Range(0, 200).Select(i => i / 100.0).ToArray();
double[] y = new double[x.Length];
for (int i = 0; i < x.Length; i++)
{
y[i] = ts.zeroRate(x[i], QLNet.Compounding.Compounded).value();
}
ChartPlotter cp = new ChartPlotter();
var xData = x.AsXDataSource();
var yData = y.AsYDataSource();
CompositeDataSource compositeDataSource = xData.Join(yData);
LineGraph lineG = new LineGraph(compositeDataSource);
lineG.Description = new PenDescription("합계");
cp.Children.Add(lineG);
//this.chartGrid_.Children.Add(cp);
Window w = new Window();
w.Content = cp;
w.ShowDialog();
}