public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_discountCurve_para serial_Excel_discountCurve_para = serial_Class as FpmlSerializedCSharp.Excel_discountCurve_para;
List<FpmlSerializedCSharp.Excel_yieldCurve> serial_excel_yieldCurve = serial_Excel_discountCurve_para.Excel_yieldCurve_;
this.excel_yieldCurveViewModel_ = new ObservableCollection<Excel_yieldCurveViewModel>();
foreach (var item in serial_excel_yieldCurve)
{
//string type = item.Type_.ValueStr;
Excel_yieldCurveViewModel viewModel = new Excel_yieldCurveViewModel();
viewModel.setFromSerial(item);
this.excel_yieldCurveViewModel_.Add(viewModel);
}
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>();
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = "constDefaultCurve";
e_ycvm.loadCurve(constRate_);
return e_ycvm;
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
IRCurveMarketDataLoader curveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO");
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>();
curveLoader.load(dateTime, e_irvm.LinkedCurveCode_, e_ircdvmList);
//e_icsvm.Symbol_ = excel_uivm.KrCode_;
//e_icsvm.dataLoad(dateTime, e_irvm.LinkedCurveCode_);
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = e_ircdvmList[0].Curve_code_;
e_ycvm.Excel_rateDataViewModel_ = e_ircdvmList[0].Excel_rateDataViewModelList_;
return e_ycvm;
}
public Excel_yieldCurveViewModel discountYieldCurve(string currencyStr)
{
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
foreach (var item in this.excel_yieldCurveViewModel_)
{
if (item.Currency_ == currencyStr)
{
e_ycvm = item;
}
}
if (e_ycvm.Code_ == "")
{
OutputLogViewModel.addResult("unknown currency");
}
return e_ycvm;
}
private void updateButton_Click(object sender, RoutedEventArgs e)
{
this.viewModel_.Excel_yieldCurveViewModel_.Clear();
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Code_ = "testCode";
e_ycvm.Currency_ = "KRW";
e_ycvm.Description_ = "testDiscription";
e_ycvm.Name_ = "KRWBONDCurve";
e_ycvm.Excel_interpolationViewModel_ = new Excel_interpolationViewModel();
e_ycvm.loadCurve();
this.viewModel_.Excel_yieldCurveViewModel_.Add(e_ycvm);
}
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_forwardModel serial_Excel_forwardModel = serial_Excel_underlyingModel_para.Excel_forwardModel_;
this.currentValue_ = serial_Excel_forwardModel.CurrentValue_.ValueStr;
this.tenor_ = serial_Excel_forwardModel.Tenor_.ValueStr;
this.linkedCurveCode_ = serial_Excel_forwardModel.LinkedCurveCode_.ValueStr;
FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_forwardModel.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_forwardModel.Vba_description_.ValueStr;
}
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 YieldTermStructure()
{
this.Excel_yieldCurveViewModel_ = new Excel_yieldCurveViewModel();
}