public void CreateListFromHorizontalArrayRangeMattsRequest()
{
var sourceArrayWithExtraData = new object[4, 4];
// first two rows is almost empty (except 0-s)
//
sourceArrayWithExtraData[0, 0] = "";
sourceArrayWithExtraData[0, 1] = "";
sourceArrayWithExtraData[0, 2] = "";
sourceArrayWithExtraData[0, 3] = "";
sourceArrayWithExtraData[1, 0] = "";
sourceArrayWithExtraData[1, 1] = "";
sourceArrayWithExtraData[1, 2] = "";
sourceArrayWithExtraData[1, 3] = "";
sourceArrayWithExtraData[2, 0] = DateTime.Today;
sourceArrayWithExtraData[2, 1] = 1000;
sourceArrayWithExtraData[2, 2] = 0.0;
sourceArrayWithExtraData[2, 3] = 0.0;
sourceArrayWithExtraData[3, 0] = DateTime.Today.AddYears(10);
sourceArrayWithExtraData[3, 1] = -1000;
sourceArrayWithExtraData[3, 2] = 0.0;
sourceArrayWithExtraData[3, 3] = 0.0;
List <InputPrincipalExchangeCashflowRangeItem> list = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <InputPrincipalExchangeCashflowRangeItem>(sourceArrayWithExtraData);
Assert.AreEqual(list.Count, 2);
}
public void CreateListFromHorizontalArrayRangeSimpleTypes()
{
var dateTimeArray = new object[3, 1];
dateTimeArray[0, 0] = DateTime.Today.Date.AddDays(1);
dateTimeArray[1, 0] = null;
dateTimeArray[2, 0] = DateTime.Today.Date.AddDays(2);
List <DateTime> dateTimesList = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <DateTime>(dateTimeArray);
Assert.AreEqual(2, dateTimesList.Count);
Assert.AreEqual(DateTime.Today.Date.AddDays(1), dateTimesList[0]);
Assert.AreEqual(DateTime.Today.Date.AddDays(2), dateTimesList[1]);
var stringArray = new object[3, 1];
stringArray[0, 0] = "One";
stringArray[1, 0] = null;
stringArray[2, 0] = "Three";
List <string> stringList = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <string>(stringArray);
Assert.AreEqual(2, stringList.Count);
Assert.AreEqual("One", stringList[0]);
Assert.AreEqual("Three", stringList[1]);
var intArray = new object[3, 1];
intArray[0, 0] = 1;
intArray[1, 0] = null;
intArray[2, 0] = 3;
List <int> intList = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <int>(intArray);
Assert.AreEqual(2, intList.Count);
Assert.AreEqual(1, intList[0]);
Assert.AreEqual(3, intList[1]);
var doubleArray = new object[3, 1];
doubleArray[0, 0] = 1;
doubleArray[1, 0] = null;
doubleArray[2, 0] = 3;
List <double> doubleList = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <double>(doubleArray);
Assert.AreEqual(2, doubleList.Count);
Assert.AreEqual(1, doubleList[0]);
Assert.AreEqual(3, doubleList[1]);
var decimalArray = new object[3, 1];
decimalArray[0, 0] = 1.1m;
decimalArray[1, 0] = null;
decimalArray[2, 0] = 3.1m;
List <decimal> decimalList = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <decimal>(decimalArray);
Assert.AreEqual(2, decimalList.Count);
Assert.AreEqual(1.1m, decimalList[0]);
Assert.AreEqual(3.1m, decimalList[1]);
}
/// <summary>
/// Gets a dates schedule.
/// </summary>
/// <param name="metaScheduleDefinitionRange">This must have 3 columns: interval, interval, rollconventionenum.</param>
/// <param name="startDate">The start date of the schedule to be generated.</param>
/// <param name="calendar">The relevant calendar.</param>
/// <param name="businessDayAdjustment">The business day adjustments.</param>
/// <returns>A vertical arrray of dates.</returns>
public object[,] GetMetaDatesSchedule(Excel.Range metaScheduleDefinitionRange,
DateTime startDate,
string calendar,
string businessDayAdjustment)
{
var values = metaScheduleDefinitionRange.Value[System.Reflection.Missing.Value] as object[, ];
List <ThreeStringsRangeItem> metaScheduleDefinition = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <ThreeStringsRangeItem>(values);
BusinessCenters centers = BusinessCentersHelper.Parse(calendar);
IBusinessCalendar businessCalendar = Engine.ToBusinessCalendar(centers);
var metaSchedule = AdjustedDatesMetaSchedule.GetMetaDatesSchedule(metaScheduleDefinition, startDate, businessCalendar, calendar, businessDayAdjustment);
var result = RangeHelper.ConvertArrayToRange(metaSchedule);
return(result);
}
/// <summary>
///
/// </summary>
/// <param name="underlying"></param>
/// <param name="spot"></param>
/// <param name="callStrike"></param>
/// <param name="style"></param>
/// <param name="tradeDate"></param>
/// <param name="expiryDate"></param>
/// <param name="zeroRange"></param>
/// <param name="divRange"></param>
/// <param name="orcParamsRange"></param>
/// <returns></returns>
public double CallCollarPricer(string underlying, double spot, double callStrike,
string style, DateTime tradeDate, DateTime expiryDate,
Excel.Range zeroRange,
Excel.Range divRange, Excel.Range orcParamsRange)
{
var values = orcParamsRange.Value[System.Reflection.Missing.Value] as object[, ];
values = (object[, ])DataRangeHelper.TrimNulls(values);
var orcParams = RangeHelper.Convert2DArrayToClass <WingParamsRange>(ArrayHelper.RangeToMatrix(values));
var zeroArray = zeroRange.Value[System.Reflection.Missing.Value] as object[, ];
var zeroes = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <ZeroCurveRange>(zeroArray);
var divArray = zeroRange.Value[System.Reflection.Missing.Value] as object[, ];
var divs = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <DividendRange>(divArray);
var result = Orion.EquityCollarPricer.Collar.CallCollarPricer(underlying, spot, callStrike,
style, tradeDate, expiryDate,
zeroes, divs, orcParams);
return(result);
}
public void CreateListFromHorizontalArrayRangeNonZeroBasedArray()
{
var sourceArrayWithExtraData = (object[, ])Array.CreateInstance(typeof(object), new[] { 3, 10 }, new[] { 2, 2 });
sourceArrayWithExtraData[2, 2] = "Jonh Doe";
sourceArrayWithExtraData[2, 3] = 100;
sourceArrayWithExtraData[2, 4] = 40;
sourceArrayWithExtraData[2, 5] = PersonType.One;
sourceArrayWithExtraData[2, 6] = false;
sourceArrayWithExtraData[2, 7] = null;
sourceArrayWithExtraData[2, 8] = "#N/A";
sourceArrayWithExtraData[2, 9] = null;
sourceArrayWithExtraData[2, 10] = "#N/A";
sourceArrayWithExtraData[2, 11] = null;
sourceArrayWithExtraData[3, 2] = "Jonh Doe ";
sourceArrayWithExtraData[3, 3] = 200;
sourceArrayWithExtraData[3, 4] = 50;
sourceArrayWithExtraData[3, 5] = PersonType.Two;
sourceArrayWithExtraData[3, 6] = true;
sourceArrayWithExtraData[3, 7] = null;
sourceArrayWithExtraData[3, 8] = "#N/A";
sourceArrayWithExtraData[3, 9] = null;
sourceArrayWithExtraData[3, 10] = "#N/A";
sourceArrayWithExtraData[3, 11] = null;
// Third row is empty and should be not converted to object.
//
sourceArrayWithExtraData[4, 2] = null;
sourceArrayWithExtraData[4, 3] = null;
sourceArrayWithExtraData[4, 4] = null;
sourceArrayWithExtraData[4, 5] = null;
sourceArrayWithExtraData[4, 6] = null;
sourceArrayWithExtraData[4, 7] = null;
sourceArrayWithExtraData[4, 8] = null;
sourceArrayWithExtraData[4, 9] = null;
sourceArrayWithExtraData[4, 10] = null;
sourceArrayWithExtraData[4, 11] = null;
List <ClassWithParamData> list = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <ClassWithParamData>(sourceArrayWithExtraData);
Assert.AreEqual(list.Count, 2);
}
public void CreateListFromHorizontalArrayRange()
{
var sourceArrayWithExtraData = new object[3, 10];
sourceArrayWithExtraData[0, 0] = "Jonh Doe";
sourceArrayWithExtraData[0, 1] = 100;
sourceArrayWithExtraData[0, 2] = 40;
sourceArrayWithExtraData[0, 3] = PersonType.One;
sourceArrayWithExtraData[0, 4] = false;
sourceArrayWithExtraData[0, 5] = null;
sourceArrayWithExtraData[0, 6] = "#N/A";
sourceArrayWithExtraData[0, 7] = null;
sourceArrayWithExtraData[0, 8] = "#N/A";
sourceArrayWithExtraData[0, 9] = null;
sourceArrayWithExtraData[1, 0] = "Jonh Doe ";
sourceArrayWithExtraData[1, 1] = 200;
sourceArrayWithExtraData[1, 2] = 50;
sourceArrayWithExtraData[1, 3] = PersonType.Two;
sourceArrayWithExtraData[1, 4] = true;
sourceArrayWithExtraData[1, 5] = null;
sourceArrayWithExtraData[1, 6] = "#N/A";
sourceArrayWithExtraData[1, 7] = null;
sourceArrayWithExtraData[1, 8] = "#N/A";
sourceArrayWithExtraData[1, 9] = null;
// Third row is empty and should be not converted to object.
//
sourceArrayWithExtraData[2, 0] = null;
sourceArrayWithExtraData[2, 1] = null;
sourceArrayWithExtraData[2, 2] = null;
sourceArrayWithExtraData[2, 3] = null;
sourceArrayWithExtraData[2, 4] = null;
sourceArrayWithExtraData[2, 5] = null;
sourceArrayWithExtraData[2, 6] = null;
sourceArrayWithExtraData[2, 7] = null;
sourceArrayWithExtraData[2, 8] = null;
sourceArrayWithExtraData[2, 9] = null;
List <ClassWithParamData> list = ObjectToArrayOfPropertiesConverter.CreateListFromHorizontalArrayRange <ClassWithParamData>(sourceArrayWithExtraData);
Assert.AreEqual(list.Count, 2);
}
