public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_hullWhiteTwoFactor serial_Excel_hullWhiteTwoFactor = serial_Excel_underlyingModel_para.Excel_hullWhiteTwoFactor_; this.currentValue_ = serial_Excel_hullWhiteTwoFactor.CurrentValue_.ValueStr; this.alpha_ = serial_Excel_hullWhiteTwoFactor.Alpha_.ValueStr; this.volatility_ = serial_Excel_hullWhiteTwoFactor.Volatility_.ValueStr; FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteTwoFactor.Excel_rateInfo_; string excel_rateInfotype = serial_excel_rateInfo.Excel_type_.ValueStr; this.excel_rateInfoViewModel_ = Excel_rateInfoViewModel.CreateExcel_rateInfo(excel_rateInfotype); this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo); this.linkedCurveCode_ = serial_Excel_hullWhiteTwoFactor.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteTwoFactor.Excel_yieldCurve_; string excel_yieldCurvetype = serial_excel_yieldCurve.Excel_type_.ValueStr; this.excel_yieldCurveViewModel_ = Excel_yieldCurveViewModel.CreateExcel_yieldCurve(excel_yieldCurvetype); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); this.vba_description_ = serial_Excel_hullWhiteTwoFactor.Vba_description_.ValueStr; }
public void setInterestRateInfo(Excel_interestRateViewModel e_irvm) { Excel_rateInfoViewModel e_rateInfoVM = new Excel_rateInfoViewModel(); e_rateInfoVM.Tenor_ = e_irvm.Tenor_; e_rateInfoVM.LegTenor_ = e_irvm.LegTenor_; e_rateInfoVM.IndexType_ = e_irvm.RateType_; e_rateInfoVM.Currency_ = e_irvm.Currency_; this.Excel_rateInfoViewModel_ = e_rateInfoVM; }
public Excel_rateInfoViewModel Clone() { Excel_rateInfoViewModel clone = new Excel_rateInfoViewModel(); clone.LegTenor_ = this.legTenor_; clone.IndexType_ = this.indexType_; clone.Tenor_ = this.tenor_; clone.Currency_ = this.currency_; return(clone); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_hullWhiteOneFactor serial_Excel_hullWhiteOneFactor = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_; this.currentValue_ = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr; this.alpha_ = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr; this.volatility_ = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr; this.linkedCurveCode_ = serial_Excel_hullWhiteOneFactor.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteOneFactor.Excel_rateInfo_; this.excel_rateInfoViewModel_ = new Excel_rateInfoViewModel(); this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo); FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteOneFactor.Excel_yieldCurve_; this.excel_yieldCurveViewModel_ = new Excel_yieldCurveViewModel(); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); }
public Excel_rateInfoViewModel Clone() { Excel_rateInfoViewModel clone = new Excel_rateInfoViewModel(); clone.LegTenor_ = this.legTenor_; clone.IndexType_ = this.indexType_; clone.Tenor_ = this.tenor_; clone.Currency_ = this.currency_; return clone; }
public void setInterestRateInfo(Excel_interestRateViewModel e_irvm) { Excel_rateInfoViewModel e_rateInfoVM = new Excel_rateInfoViewModel(); e_rateInfoVM.Tenor_ = e_irvm.Tenor_; e_rateInfoVM.LegTenor_ = e_irvm.LegTenor_; e_rateInfoVM.IndexType_ = e_irvm.RateType_; e_rateInfoVM.Currency_ = e_irvm.Currency_; this.Excel_rateInfoViewModel_ = e_rateInfoVM; }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_hullWhiteOneFactor serial_Excel_hullWhiteOneFactor = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_; this.currentValue_ = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr; this.alpha_ = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr; this.volatility_ = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr; this.linkedCurveCode_ = serial_Excel_hullWhiteOneFactor.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteOneFactor.Excel_rateInfo_; this.excel_rateInfoViewModel_ = new Excel_rateInfoViewModel(); this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo); FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteOneFactor.Excel_yieldCurve_; this.excel_yieldCurveViewModel_ = new Excel_yieldCurveViewModel(); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_hullWhiteOneFactor serial_Excel_hullWhiteOneFactor = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_; this.currentValue_ = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr; this.alpha_ = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr; this.volatility_ = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr; FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteOneFactor.Excel_rateInfo_; string excel_rateInfotype = serial_excel_rateInfo.Excel_type_.ValueStr; this.excel_rateInfoViewModel_ = Excel_rateInfoViewModel.CreateExcel_rateInfo(excel_rateInfotype); this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo); this.linkedCurveCode_ = serial_Excel_hullWhiteOneFactor.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteOneFactor.Excel_yieldCurve_; string excel_yieldCurvetype = serial_excel_yieldCurve.Excel_type_.ValueStr; this.excel_yieldCurveViewModel_ = Excel_yieldCurveViewModel.CreateExcel_yieldCurve(excel_yieldCurvetype); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); this.vba_description_ = serial_Excel_hullWhiteOneFactor.Vba_description_.ValueStr; }
public string set_hullWhiteModel(string underCode, double currentValue, double alpha, double sigma, YieldTermStructure fittingCurve) { try { Excel_standardHifiveParaViewModel e_sphvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardHifiveParaViewModel; // under 에서 tenor를 가져옴 string tenor = "3M"; // defaultrrrr bool setFlag = false; Excel_hullWhiteOneFactorViewModel e_hwvm = new Excel_hullWhiteOneFactorViewModel(); foreach (var item in e_sphvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_) { if (underCode == item.KrCode_) { e_hwvm.CurrentValue_ = currentValue.ToString(); e_hwvm.Alpha_ = alpha.ToString(); e_hwvm.Volatility_ = sigma.ToString(); e_hwvm.Excel_yieldCurveViewModel_ = fittingCurve.Excel_yieldCurveViewModel_; item.Excel_underlyingModel_paraViewModel_ = e_hwvm; setFlag = true; } } Excel_rateInfoViewModel e_rateInfoVM = new Excel_rateInfoViewModel(); foreach (var item in this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_) { if (underCode == item.KrCode_) { Excel_interestRateViewModel e_irvm = item as Excel_interestRateViewModel; e_hwvm.setInterestRateInfo(e_irvm); } } if (!setFlag) { throw new Exception(underCode + " doesn't exist"); } return "set hullWhit_model complete : " + underCode; } catch (Exception e) { return "set fail : " + e.Message; } }