private void UnderlyingAdd_Button_Click(object sender, RoutedEventArgs e)
{
Window w = new Window();
//Excel_underlyingLoaderView e_ulv = new Excel_underlyingLoaderView();
Excel_underlyingLoaderViewModel e_ulvm = new Excel_underlyingLoaderViewModel();
w.Width = 600;
w.Height = 400;
w.Content = e_ulvm.view();
if (w.ShowDialog() == true)
{
string underType = e_ulvm.SelectedUnderlyingVM_.Excel_type_;
string code = e_ulvm.SelectedUnderlyingVM_.KrCode_;
// default로 basePrice effective일로 함.
e_ulvm.SelectedUnderlyingVM_.BasePrice_
= Excel_loaderViewModel.loadMarketData(this.viewModel_.EffectiveDate_, underType, code);
this.viewModel_.addUnderlyingInfoVM(e_ulvm.SelectedUnderlyingVM_);
}
else
{
}
//this.viewModel_.Excel_underlyingInfoViewModel_.Add();
}
public static Excel_underlyingInfoViewModel loadUnderInfo(DateTime refDate, string nameTrans)
{
// nameTrans를 가지고 code를 찾음.
MARKETDATA_SYMBOL_INFO_Table_DAO dao = new MARKETDATA_SYMBOL_INFO_Table_DAO();
dao.NAME_KOR_ = (nameTrans.Trim()).ToUpper();
dao.selectNAME_KOR(DataBaseConnectManager.ConnectionFactory("myDB"));
// 코드를 찾아서 symbol을 로드함.
// symbol을 통해서 type을 로드함
// type을 통해서 symbolVM을 만들음
string underType = dao.SYMBOL_TYPE_;
Excel_marketDataSymbol e_mds = Excel_loaderViewModel.CreateSymbolViewModel(underType);
e_mds.setFromDAO(dao);
Excel_underlyingInfoViewModel e_uivm = e_mds.underlyingInfoVM();
e_uivm.BasePrice_ = e_mds.dataLoad(Excel_loaderViewModel.availableMarketDataDate(refDate), e_mds.Symbol_);
return(e_uivm);
}
public static Excel_marketDataSymbol getDefinedSymbol(string code)
{
MARKETDATA_SYMBOL_INFO_Table_DAO dao = new MARKETDATA_SYMBOL_INFO_Table_DAO();
dao.SYMBOL_ = code.Trim();
dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));
// 코드를 찾아서 symbol을 로드함.
// symbol을 통해서 type을 로드함
// type을 통해서 symbolVM을 만들음
string underType = dao.SYMBOL_TYPE_;
if (underType == null)
{
throw new Exception("symbol doesn't exist in symbolList : " + dao.SYMBOL_);
}
Excel_marketDataSymbol e_mds = Excel_loaderViewModel.CreateSymbolViewModel(underType);
e_mds.setFromDAO(dao);
return(e_mds);
}
public void buildFromTradeString(TradeString tradeString)
{
this.excel_underlyingInfoViewModel_.Clear();
DateTime effectiveDate = StringConverter.xmlDateToDateTime(tradeString.EffectiveDate_);
foreach (var item in tradeString.UnderlyingList_)
{
this.excel_underlyingInfoViewModel_.Add(Excel_loaderViewModel.loadUnderInfo(effectiveDate, item));
}
}
private DateTime loadLastPositionDate()
{
// PROGRAM VARIABLE
// calendar
// market data 가 존재하는 일자로 ㄱㄱ
//while (
return(Excel_loaderViewModel.availableMarketDataDate());
}
private void addUnderlying(DateTime effDate, string underCode)
{
foreach (var item in this.instVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
{
if (underCode == item.KrCode_)
{
return;
}
}
this.instVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_
.Add(Excel_loaderViewModel.loadUnderInfo2(effDate, underCode));
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime)
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
//excel_upvm.loadMarketData(dateTime);
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_gbmvm.CurrentValue_ = value;
e_gbmvm.Drift_ = this.GBMDriftSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Dividend_ = this.GBMDividendSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Volatility_ = this.GBMVolatilitySetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return(e_gbmvm);
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm, Excel_instrumentViewModel excel_instrumentViewModel, DateTime dateTime)
{
Excel_hullWhiteOneFactorViewModel e_hwofvm = new Excel_hullWhiteOneFactorViewModel();
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_hwofvm.CurrentValue_ = value;
e_hwofvm.Alpha_ = this.HullWhite_AlphaSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_hwofvm.Volatility_ = this.HullWhite_SigmaSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_hwofvm.setInterestRateInfo(e_irvm);
e_hwofvm.Excel_yieldCurveViewModel_ = this.HullWhite_FittingCurveSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return(e_hwofvm);
}
public static Excel_underlyingInfoViewModel loadUnderInfo2(DateTime refDate, string nameTrans)
{
// nameTrans를 가지고 code를 찾음.
try
{
MARKETDATA_SYMBOL_INFO_Table_DAO dao = new MARKETDATA_SYMBOL_INFO_Table_DAO();
dao.SYMBOL_ = nameTrans.Trim();
dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));
// 코드를 찾아서 symbol을 로드함.
// symbol을 통해서 type을 로드함
// type을 통해서 symbolVM을 만들음
string underType = dao.SYMBOL_TYPE_;
if (underType == null)
{
throw new Exception("symbol doesn't exist in symbolList : " + dao.SYMBOL_);
}
Excel_marketDataSymbol e_mds = Excel_loaderViewModel.CreateSymbolViewModel(underType);
e_mds.setFromDAO(dao);
Excel_underlyingInfoViewModel e_uivm = e_mds.underlyingInfoVM();
e_uivm.BasePrice_ = e_mds.dataLoad(Excel_loaderViewModel.availableMarketDataDate(refDate), e_mds.Symbol_);
return(e_uivm);
}
catch (Exception)
{
throw;
}
}