public ELSUnderlyingStock(
//DateTime referenceDate,
string name,
long currentPrice,
double basePrice,
double dividend,
string associateDerivativesCode,
double volatiltity,
Delta delta,
Gamma gamma,
Vega vega)
{
//this.referenceDate_ = referenceDate;
this.Name_ = name;
this.CurrentPrice_ = currentPrice; // - Live
//int Quantity_
//double UnitPrice_ - Calculate
this.BasePrice_ = basePrice;
this.Dividend_ = dividend;
this.AssociateDerivativesCode_ = associateDerivativesCode;
this.Volatility_ = volatiltity;
this.Delta_ = delta;
this.Gamma_ = gamma;
this.Vega_ = vega;
}
public List<ELSUnderlyingStock> ELSUnderlyingStockListLoad()
{
DataSet dataSet_ = new DataSet();
DataTable dt = dataSet_.Tables["ELSUNDERLYINGSTOCK"];
List<ELSUnderlyingStock> underList = new List<ELSUnderlyingStock>();
foreach (DataRow item in dt.Rows)
{
string name = item["STOCKNAME"].ToString();
long currentPrice = Convert.ToInt64(item["CURRENTPRICE"].ToString());
long basePrice = Convert.ToInt64(item["BASEPRICE"].ToString());
double dividend = Convert.ToDouble(item["DIVIDEND"].ToString());
string assDerivativesCode = Convert.ToString(item["ASSDERIVATIVESCODE"].ToString());
double vol = Convert.ToDouble(item["VOL"].ToString());
Delta delta = new Delta(Convert.ToDouble(item["DELTA"].ToString()));
Gamma gamma = new Gamma(Convert.ToDouble(item["GAMMA"].ToString()));
Vega vega = new Vega(Convert.ToDouble(item["VEGA"].ToString()));
underList.Add(new ELSUnderlyingStock(name,
currentPrice,
basePrice,
dividend,
assDerivativesCode,
vol,
delta,
gamma,
vega));
}
return underList;
}