// product 화면에 underlying이 추가댔을 경우 그 이벤트를 받는 놈.
public override void instrumentEventObserver(object sender, PropertyChangedEventArgs e)
{
Excel_underlyingCalcInfoViewModel senderVM = sender as Excel_underlyingCalcInfoViewModel;
int count = senderVM.Excel_underlyingInfoViewModel_.Count;
if (count > 0)
{
Excel_underlyingInfoViewModel e_uivm = senderVM.Excel_underlyingInfoViewModel_[count - 1];
//// model associated type defined class
//UnderlyingModelSetting ums = new UnderlyingModelSetting();
// 원래 setting 해논 놈을 씀 UnderlyingModelSetting_
Excel_underlyingInfo_paraViewModel e_uipvm =
this.UnderlyingModelSetting_.getUnderlyingParameterModel(e_uivm);
this.excel_underlyingCalcInfo_paraViewModel_.
Excel_underlyingInfo_paraViewModel_.Add(e_uipvm);
this.excel_underlyingCalcInfo_paraViewModel_.
Excel_correlationInfo_paraViewModel_.addUnderlying(e_uipvm.UnderNameTrans_.Value_);
}
else
{
OutputLogViewModel.addResult("input underlying num is 0");
}
}
public void addDiagonal(Excel_underlyingInfo_paraViewModel e_ui_pvm)
{
string under = e_ui_pvm.KrCode_;
this.underlyingList_.Add(under);
this.dimension_ += 1;
Excel_correlation_paraViewModel diagCorrVM = new Excel_correlation_paraViewModel();
diagCorrVM.First_ = under;
diagCorrVM.Second_ = under;
diagCorrVM.Value_ = "1.0";
this.excel_correlation_paraViewModel_.Add(diagCorrVM);
}
public void buildParaSetting(ParameterSettingManager paraSettingManager)
{
this.excel_underlyingInfo_paraViewModel_.Clear();
Excel_underlyingCalcInfoViewModel e_ucvm = paraSettingManager.Excel_InstrumentViewModel_.Excel_interfaceViewModel_.getExcel_underlyingCalcInfoViewModel();
foreach (var item in e_ucvm.Excel_underlyingInfoViewModel_)
{
Excel_underlyingInfo_paraViewModel e_uparavm = new Excel_underlyingInfo_paraViewModel();
e_uparavm.buildParaSetting(item, paraSettingManager);
this.excel_underlyingInfo_paraViewModel_.Add(e_uparavm);
}
this.excel_correlationInfo_paraViewModel_.buildParaSetting(paraSettingManager);
}
public Excel_underlyingInfo_paraViewModel getUnderlyingParameterModel(Excel_underlyingInfoViewModel e_uivm)
{
Excel_underlyingInfo_paraViewModel e_uipvm = new Excel_underlyingInfo_paraViewModel();
if (e_uivm.Excel_type_.ToUpper() == "STOCK")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "GBM";
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.Code_ = e_uivm.KrCode_;
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
}
else if (e_uivm.Excel_type_.ToUpper() == "INTERESTRATE")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "HullWhiteOne";
Excel_hullWhiteOneFactorViewModel e_hwofvm = new Excel_hullWhiteOneFactorViewModel();
Excel_interestRateViewModel e_irvm = e_uivm as Excel_interestRateViewModel;
e_hwofvm.Code_ = e_uivm.KrCode_;
e_hwofvm.setInterestRateInfo(e_irvm);
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_hwofvm;
}
else
{
throw new NotImplementedException();
}
e_uipvm.Excel_underlyingModel_paraViewModel_.parameterLoad(
this.ParameterSettingManager_);
return e_uipvm;
}
public Excel_underlyingInfo_paraViewModel getUnderlyingParameterModel(Excel_underlyingInfoViewModel e_uivm)
{
Excel_underlyingInfo_paraViewModel e_uipvm = new Excel_underlyingInfo_paraViewModel();
if (e_uivm.Excel_type_.ToUpper() == "STOCK")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "GBM";
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.Code_ = e_uivm.KrCode_;
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
}
else if (e_uivm.Excel_type_.ToUpper() == "INTERESTRATE")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "HullWhiteOne";
Excel_hullWhiteOneFactorViewModel e_hwofvm = new Excel_hullWhiteOneFactorViewModel();
Excel_interestRateViewModel e_irvm = e_uivm as Excel_interestRateViewModel;
e_hwofvm.Code_ = e_uivm.KrCode_;
e_hwofvm.setInterestRateInfo(e_irvm);
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_hwofvm;
}
else
{
throw new NotImplementedException();
}
e_uipvm.Excel_underlyingModel_paraViewModel_.parameterLoad(
this.ParameterSettingManager_);
return(e_uipvm);
}
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_underlyingCalcInfo_para serial_Excel_underlyingCalcInfo_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingCalcInfo_para;
List <FpmlSerializedCSharp.Excel_underlyingInfo_para> serial_excel_underlyingInfo_para = serial_Excel_underlyingCalcInfo_para.Excel_underlyingInfo_para_;
this.excel_underlyingInfo_paraViewModel_ = new ObservableCollection <Excel_underlyingInfo_paraViewModel>();
foreach (var item in serial_excel_underlyingInfo_para)
{
string type = item.Excel_type_.ValueStr;
Excel_underlyingInfo_paraViewModel viewModel = new Excel_underlyingInfo_paraViewModel();
viewModel.setFromSerial(item);
this.excel_underlyingInfo_paraViewModel_.Add(viewModel);
}
FpmlSerializedCSharp.Excel_correlationInfo_para serial_excel_correlationInfo_para = serial_Excel_underlyingCalcInfo_para.Excel_correlationInfo_para_;
//string excel_correlationInfo_paratype = serial_excel_correlationInfo_para.Excel_type_.ValueStr;
this.excel_correlationInfo_paraViewModel_ = new Excel_correlationInfo_paraViewModel();//.CreateExcel_correlationInfo_para(excel_correlationInfo_paratype);
this.excel_correlationInfo_paraViewModel_.setFromSerial(serial_excel_correlationInfo_para);
}
public Excel_underlyingCalcInfo_paraViewModel underInfo_para(Excel_underlyingCalcInfoViewModel underInfo)
{
Excel_underlyingCalcInfo_paraViewModel e_uc_pvm = new Excel_underlyingCalcInfo_paraViewModel();
Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel();
e_u_pvm.Excel_underlyingModel_paraViewModel_ = new Excel_geometricBMViewModel();
e_u_pvm.CurrentValue_ = "100";
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.Dividend_ = "0.012";
e_gbmvm.Drift_ = "0.03";
e_gbmvm.Volatility_ = "0.03";
e_u_pvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
e_uc_pvm.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm);
return e_uc_pvm;
}
public Excel_underlyingCalcInfo_paraViewModel underInfo_para(Excel_underlyingCalcInfoViewModel underInfo)
{
Excel_underlyingCalcInfo_paraViewModel e_uc_pvm = new Excel_underlyingCalcInfo_paraViewModel();
Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel();
e_u_pvm.Excel_underlyingModel_paraViewModel_ = new Excel_geometricBMViewModel();
e_u_pvm.CurrentValue_ = "100";
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.Dividend_ = "0.012";
e_gbmvm.Drift_ = "0.03";
e_gbmvm.Volatility_ = "0.03";
e_u_pvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
e_uc_pvm.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm);
return(e_uc_pvm);
}
private void UnderlyingParaGrid__SelectionChanged(object sender, SelectionChangedEventArgs e)
{
this.selectedViewModel_ = this.UnderlyingParaGrid_.SelectedItem as Excel_underlyingInfo_paraViewModel;
}
private void addUnderlying(string underCodes)
{
string[] underCodeList = underCodes.Split(',', '|');
foreach (var item2 in underCodeList)
{
bool existFlag = false;
// ir part A
foreach (var item in this.swapInterfaceVM_.Excel_swapLegViewModel_[0].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_)
{
if (item2.Trim().ToUpper() == item.KrCode_.ToUpper())
{
existFlag = true;
}
}
// hifive part B
foreach (var item in this.swapInterfaceVM_.Excel_swapLegViewModel_[1].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_)
{
if (item2.Trim().ToUpper() == item.KrCode_.ToUpper())
{
existFlag = true;
}
}
if (!existFlag)
{
Excel_underlyingInfoViewModel e_uivm = Excel_loaderViewModel.loadUnderInfoWithoutBasePrice(item2);
this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.
Excel_underlyingInfoViewModel_.Add(e_uivm);
Excel_standardSwapParaViewModel e_sspvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardSwapParaViewModel;
Excel_underlyingInfo_paraViewModel e_ui_pvm = new Excel_underlyingInfo_paraViewModel();
e_ui_pvm.buildParaSetting(e_uivm);
e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_.Add(e_ui_pvm);
e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_correlationInfo_paraViewModel_.addDiagonal(e_ui_pvm);
}
}
return;
}
public void buildParaSetting(ParameterSettingManager paraSettingManager)
{
this.excel_underlyingInfo_paraViewModel_.Clear();
Excel_underlyingCalcInfoViewModel e_ucvm = paraSettingManager.Excel_InstrumentViewModel_.Excel_interfaceViewModel_.getExcel_underlyingCalcInfoViewModel();
foreach (var item in e_ucvm.Excel_underlyingInfoViewModel_)
{
Excel_underlyingInfo_paraViewModel e_uparavm = new Excel_underlyingInfo_paraViewModel();
e_uparavm.buildParaSetting(item,paraSettingManager);
this.excel_underlyingInfo_paraViewModel_.Add(e_uparavm);
}
this.excel_correlationInfo_paraViewModel_.buildParaSetting(paraSettingManager);
}
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_underlyingCalcInfo_para serial_Excel_underlyingCalcInfo_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingCalcInfo_para;
List<FpmlSerializedCSharp.Excel_underlyingInfo_para> serial_excel_underlyingInfo_para = serial_Excel_underlyingCalcInfo_para.Excel_underlyingInfo_para_;
this.excel_underlyingInfo_paraViewModel_ = new ObservableCollection<Excel_underlyingInfo_paraViewModel>();
foreach (var item in serial_excel_underlyingInfo_para)
{
string type = item.Excel_type_.ValueStr;
Excel_underlyingInfo_paraViewModel viewModel = new Excel_underlyingInfo_paraViewModel();
viewModel.setFromSerial(item);
this.excel_underlyingInfo_paraViewModel_.Add(viewModel);
}
FpmlSerializedCSharp.Excel_correlationInfo_para serial_excel_correlationInfo_para = serial_Excel_underlyingCalcInfo_para.Excel_correlationInfo_para_;
//string excel_correlationInfo_paratype = serial_excel_correlationInfo_para.Excel_type_.ValueStr;
this.excel_correlationInfo_paraViewModel_ = new Excel_correlationInfo_paraViewModel();//.CreateExcel_correlationInfo_para(excel_correlationInfo_paratype);
this.excel_correlationInfo_paraViewModel_.setFromSerial(serial_excel_correlationInfo_para);
}
public string load_instrument(string itemCode)
{
try
{
Excel_instrumentViewModel e_i_hvm = MasterInformationViewModel.loadInstrumentVM(itemCode);
//this.InstVM_ = new Excel_instrument_hifiveViewModel();
this.InstVM_ = e_i_hvm as Excel_instrument_structuredBondViewModel;
if (this.InstVM_ == null)
throw new Exception("instrument is not structuredBond type");
this.InstVM_.loadInterfaceVMFromXml(XMLFileLoader.LoadInstrument(itemCode));
//
Excel_standardParaViewModel e_spvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardParaViewModel;
//
foreach (var item in InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
{
Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel();
e_u_pvm.buildParaSetting(item);
e_spvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm);
e_spvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_correlationInfo_paraViewModel_.addDiagonal(e_u_pvm);
}
return "load complete";
}
catch (Exception e)
{
return "load err : " + e.Message;
}
}
public void addDiagonal(Excel_underlyingInfo_paraViewModel e_ui_pvm)
{
string under = e_ui_pvm.KrCode_;
this.underlyingList_.Add(under);
this.dimension_ += 1;
Excel_correlation_paraViewModel diagCorrVM = new Excel_correlation_paraViewModel();
diagCorrVM.First_ = under;
diagCorrVM.Second_ = under;
diagCorrVM.Value_ = "1.0";
this.excel_correlation_paraViewModel_.Add(diagCorrVM);
}
private void UnderlyingParaGrid__SelectionChanged(object sender, SelectionChangedEventArgs e)
{
this.selectedViewModel_ = this.UnderlyingParaGrid_.SelectedItem as Excel_underlyingInfo_paraViewModel;
}
