public void loadDiscountCurveData(DateTime refDate, string currency)
{
clsSET_DISCOUNTCURVE_TB tb = new clsSET_DISCOUNTCURVE_TB();
tb.CURR = currency;
DataTable dt = tb.Select();
foreach (DataRow dr in dt.Select())
{
tb = clsSET_DISCOUNTCURVE_TB.Create(dr);
}
string curveID = tb.CURVE_ID;
this.loadCurveData(refDate, curveID,clsHDAT_CURVEDATA_TB.RATE_TYP_Type.SPOT);
}
//private void evalCurveMap()
//{
// // eval ---------------------------------------------------------
// this.EvalCurveMap_.Clear();
// clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB();
// clstb.SETTING_ID = "MYSETTING";
// DataTable tb = clstb.Select();
// foreach (DataRow dr in tb.Select())
// {
// CurveManager cm = new CurveManager();
// clsSET_EVALUATIONCURVE_TB clstb_roop = clsSET_EVALUATIONCURVE_TB.Create(dr);
// cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID, clsHDAT_CURVEDATA_TB.RATE_TYP_Type.YTM);
// this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm.yieldCurve(this.CurveShift_));
// this.EvalCurveManagerMap_.Add(clstb_roop.INDEX_CD, cm);
// //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm);
// }
//}
private void discountCurveMap()
{
// discount ---------------------------------------------------------
//this.DiscountCurveMap_.Clear();
this.DiscountCurveManagerMap_.Clear();
clsSET_DISCOUNTCURVE_TB clstb = new clsSET_DISCOUNTCURVE_TB();
clstb.SETTING_ID = "MYSETTING";
DataTable tb = clstb.Select();
foreach (DataRow dr in tb.Select())
{
YieldCurve cm = new YieldCurve();
clsSET_DISCOUNTCURVE_TB clstb_roop = clsSET_DISCOUNTCURVE_TB.Create(dr);
cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID,clsHDAT_CURVEDATA_TB.RATE_TYP_Type.SPOT);
//this.DiscountCurveMap_.Add(clstb_roop.CURR, cm.yieldCurve());
this.DiscountCurveManagerMap_.Add(clstb_roop.CURR, cm);
//this.DiscountCurveMap_.Add(clstb_roop.CURR, cm);
}
}