public ResponseDiscountsList CalculateInflationRateList(InflationCurveSnapshot ycd, DateTime settlementDate, HashSet <DateTime> discountDates, bool ifToDraw)
{
ResponseDiscountsList result = new ResponseDiscountsList();
result.ifToDraw = ifToDraw;
try
{
//CalculateInflationRate1b is working for europe
QuantLibAdaptor.IterativeInflationCurveCalculation(ycd, discountDates.ToList(), result.discountPoints);
// result.entryPoints = Repository.GetInflationCurveEntryData(ycd.Id, settlementDate);
result.YcId = ycd.Id;
}
catch (Exception ex)
{
while (ex.InnerException != null)
{
ex = ex.InnerException;
}
result.Error = new CustomException();
result.Error.Message = ex.Message + ex.StackTrace;
}
return(result);
}
// iftoDraw indicates if only computation is required or after computation is done the chart has to be drawn by SL client
public ResponseDiscountsList CalculateDiscountedRateList(YieldCurveData ycd, DateTime settlementDate, HashSet <DateTime> discountDates, bool ifToDraw)
{
ResponseDiscountsList result = new ResponseDiscountsList();
result.ifToDraw = ifToDraw;
try
{
// will be only one YieldCurveData element if idYc is provided (this is unique key)
//YieldCurveData ycDesc = Repository.GetYieldCurveData(idYc).Single();
ycd.settlementDate = settlementDate;
ycd.entryPointList = DataLayer.Repository.GetYieldCurveEntryPoint(ycd.Id, settlementDate);
QuantLibAdaptor.CalculateDiscountedRate(ycd, discountDates.ToList(), result.discountPoints);
/*
* for (int i = 0; i < ycDesc.entryPoints.Count(); i++)
* {
* result.EnabledEntry.Add(ycDesc.entryPoints[i].Enabled);
* result.EntryId.Add(ycDesc.entryPoints[i].Id);
* }
*/
result.YcId = ycd.Id;
result.entryPoints = ycd.entryPointList;
}
catch (Exception ex)
{
while (ex.InnerException != null)
{
ex = ex.InnerException;
}
result.Error = new CustomException();
result.Error.Message = ex.Message + ex.StackTrace;
}
return(result);
}