public override Excel_underlyingModel_paraViewModel Clone()
{
Excel_geometricBMViewModel e_gbmVM = new Excel_geometricBMViewModel();
e_gbmVM.CurrentValue_ = this.CurrentValue_;
e_gbmVM.drift_ = this.Drift_;
e_gbmVM.dividend_ = this.dividend_;
e_gbmVM.volatility_ = this.volatility_;
return(e_gbmVM);
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime)
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
//excel_upvm.loadMarketData(dateTime);
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_gbmvm.CurrentValue_ = value;
e_gbmvm.Drift_ = this.GBMDriftSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Dividend_ = this.GBMDividendSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Volatility_ = this.GBMVolatilitySetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return(e_gbmvm);
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime)
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
//excel_upvm.loadMarketData(dateTime);
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_gbmvm.CurrentValue_ = value;
e_gbmvm.Drift_ = this.GBMDriftSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Dividend_ = this.GBMDividendSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Volatility_ = this.GBMVolatilitySetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return e_gbmvm;
}
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 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 ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
this.viewModel_ = this.DataContext as Excel_geometricBMViewModel;
//this.gbmPanel_.DataContext = this.viewModel_;
}
public string set_gbmModel(string underCode, double currentValue, double drift, double dividend, double constVol)
{
try
{
Excel_standardSwapParaViewModel e_sspvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardSwapParaViewModel;
bool setFlag = false;
foreach (var item in e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_)
//foreach (var item in InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
{
if (underCode.ToUpper() == item.KrCode_.ToUpper())
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.CurrentValue_ = currentValue.ToString();
e_gbmvm.Drift_ = drift.ToString();
e_gbmvm.Dividend_ = dividend.ToString();
e_gbmvm.Volatility_ = constVol.ToString();
item.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
}
}
if (!setFlag)
{
throw new Exception( underCode + " doesn't exist");
}
return "set gbm_model complete : " + underCode;
}
catch (Exception e)
{
string errStr = "set fail: " + e.Message;
return errStr;
}
}
private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
this.viewModel_ = this.DataContext as Excel_geometricBMViewModel;
//this.gbmPanel_.DataContext = this.viewModel_;
}
public override Excel_underlyingModel_paraViewModel Clone()
{
Excel_geometricBMViewModel e_gbmVM = new Excel_geometricBMViewModel();
e_gbmVM.CurrentValue_ = this.CurrentValue_;
e_gbmVM.drift_ = this.Drift_;
e_gbmVM.dividend_ = this.dividend_;
e_gbmVM.volatility_ = this.volatility_;
return e_gbmVM;
}
