public void read_instrument(Kospi200Index_futures inst)
{
this.ViewModel_ = inst;
this.masterTabItem_.DataContext = this.ViewModel_;
this.cashFlowDataGrid_.ItemsSource = this.ViewModel_.FP_CashFlowList_;
}
// #CreateInstrument_ItemAdd
public static Financial_instrument CreateInstrument(clsMAST_FP_INSTRUMENT_TB tb)
{
int type = tb.FP_MASTER_TYP;
Financial_instrument fi = new Unknown_fi_instrument();
if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures)
{
fi = new Kospi200Index_futures();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call
|| type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put)
{
fi = new Kospi200Index_option();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS)
{
fi = new VanillaIRS_instrument();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap)
{
fi = new Vanilla_Swap();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan)
{
fi = new Ftp_DepositLoan();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Money_Cash)
{
fi = new CurrencyCash();
}
else
{
//fi = new Unknown_instrument();
}
fi.baseDAO_ = tb;
fi.loadDetail(tb.INSTRUMENT_ID);
return fi;
}
// code parsing or 어쩌구.
public static Kospi200Index_futures CreateKOSPI200F(DateTime tradeDate,
string krxCode,
int quantity,
double tradeIndex)
{
// 장내 이므로 불러옴.
clsTRADABLE_KRX_INDEXFUTURES_TB clstb = new clsTRADABLE_KRX_INDEXFUTURES_TB();
clstb.INST_KRX_CD = krxCode;
clstb.SelectOwn();
Kospi200Index_futures inst = new Kospi200Index_futures();
string inst_ID = IDGenerator.getNewInstrumentID(inst.InstrumentType_, tradeDate, inst);
inst.baseDAO_.INSTRUMENT_ID = inst_ID;
inst.baseDAO_.INSTRUMENT_NM = clstb.INST_NM;
//inst.baseDAO_.FP_MASTER_TYP = Convert.ToInt32(inst.InstrumentType_); // 아직 구분 못했음. 우선 그냥 instType으로 넣음.
inst.baseDAO_.FP_MASTER_TYP = IDGenerator.KRXCodetoFP_MASTER_TYP(krxCode);
inst.baseDAO_.NOTIONAL = Convert.ToDouble(clstb.INDEX_MULTIPLIER);
inst.baseDAO_.PRICE = tradeIndex;
inst.baseDAO_.QUANTITY = quantity;
inst.baseDAO_.CURR = "KRW";
inst.baseDAO_.FX_RATE = 1.0;
//inst.baseDAO_.NOTIONAL = Math.Abs(quantity * tradeIndex * clstb.INDEX_MULTIPLIER);
//inst.baseDAO_.CURR = "KRW";
//inst.baseDAO_.BUY_SELL = (quantity > 0) ? (int)clsMAST_FP_INSTRUMENT_TB.BUY_SELL_Type.Buy :
// (int)clsMAST_FP_INSTRUMENT_TB.BUY_SELL_Type.Sell ;
//inst.baseDAO_.QUANTITY = Math.Abs(quantity);
inst.baseDAO_.EFFECTIVE_DT = tradeDate.ToString("yyyyMMdd");
inst.baseDAO_.MATURITY_DT = clstb.MATURITY_DT;
inst.baseDAO_.BOOKED_DT = tradeDate.ToString("yyyyMMdd");
inst.baseDAO_.CLOSED_DT = "20991231";
inst.indexFuturesDAO_.INSTRUMENT_ID = inst_ID;
inst.indexFuturesDAO_.INSTRUMENT_TYP = Convert.ToInt32(inst.InstrumentType_); // 내부 타입인데..
inst.indexFuturesDAO_.NOTIONAL = Math.Abs(quantity * tradeIndex * clstb.INDEX_MULTIPLIER);
inst.indexFuturesDAO_.QUANTITY = quantity;
inst.indexFuturesDAO_.INDEX_MULTIPLIER = clstb.INDEX_MULTIPLIER;
inst.indexFuturesDAO_.UNDERLYING_INDEX_CD = clstb.UNDERLYING_CD;
inst.indexFuturesDAO_.CURR = "KRW";
inst.indexFuturesDAO_.EFFECTIVE_DT = tradeDate.ToString("yyyyMMdd");
inst.indexFuturesDAO_.MATURITY_DT = clstb.MATURITY_DT;
CalendarManager cm = new CalendarManager(tradeDate, CalendarManager.CountryType.SOUTH_KOREA);
// CF
FP_SimpleCashFlow fp_simple = new FP_SimpleCashFlow();
fp_simple.DAO_ = new clsMAST_CF_SIMPLE_TB();
DateTime maturityDate = ConvertingTool.ToDateTime(clstb.MATURITY_DT);
fp_simple.DAO_.LEG_ID = inst_ID;
fp_simple.DAO_.LEG_TYP = (int)clsMAST_SWAP_TB.LEG_TYP_Type.SIMPLE;
fp_simple.DAO_.NOTIONAL = inst.indexFuturesDAO_.NOTIONAL;
fp_simple.DAO_.AMOUNT = 0.0;
fp_simple.DAO_.CALC_START_DT = tradeDate.ToString("yyyyMMdd");
fp_simple.DAO_.CALC_END_DT = maturityDate.ToString("yyyyMMdd");
fp_simple.DAO_.CASHFLOW_DT = maturityDate.ToString("yyyyMMdd");
fp_simple.DAO_.PAY_RECEIVE = 1;
fp_simple.DAO_.PAYMENT_DT = fp_simple.DAO_.CASHFLOW_DT;
inst.FP_CashFlowList_.Add(fp_simple);
return inst;
}
