public static object MortgageLoan_create(
[ExcelArgument(Description = @"Balance Notional")] double Balance,
[ExcelArgument(Description = @"Loan Rate")] double Rate,
[ExcelArgument(Description = @"Loan Spread, Zero if It is a Fixed Rate Loan")] double Spread,
[ExcelArgument(Description = @"Maturity Period")] int Maturity,
[ExcelArgument(Description = @"Rate Resetting Period, the same as Maturity if it is a Fixed Rate Loan")] int Resetting,
[ExcelArgument(Description = @"Fixed (Fixed) or ARM (ARM)")] string FixedOrARM,
[ExcelArgument(Description = @"Principal and Interest (PI) or Interest Only (IO)")] string PIOrIO,
[ExcelArgument(Description = @"Libor Curve as an name")] string LiborCurve)
{
if (ExcelDnaUtil.IsInFunctionWizard())
{
return(ExcelError.ExcelErrorRef);
}
else
{
return(GlobalCache.CreateHandle(m_tag, new object[] { Balance, Rate, Spread, Maturity, Resetting, FixedOrARM, PIOrIO, LiborCurve, "MortgageLoan_create" },
(objectType, parameters) =>
{
IMortgageLoan loan = construct_loan(Balance, Rate, Spread, Maturity, Resetting, FixedOrARM, PIOrIO, LiborCurve);
if (loan == null)
{
return ExcelError.ExcelErrorNull;
}
else
{
return loan;
}
}));
}
}
public static object LiborCurve_create([ExcelArgument(Description = @"Libor Curve as an array")] double[] Libor_Array_)
{
if (ExcelDnaUtil.IsInFunctionWizard())
{
return(ExcelError.ExcelErrorRef);
}
else
{
// Libor Curve
int len = Libor_Array_.Length;
Debug.Assert(len <= GlobalVar.GlobalMaxMortgageLoanMaturity, "Libor Curve should be EXACTLY of 360 data points" + GlobalVar.GlobalMaxMortgageLoanMaturity);
return(GlobalCache.CreateHandle(m_tagLibor, new object[] { Libor_Array_, len, "LiborCurve_create" },
(objectType, parameters) =>
{
LiborRates BoERate_Array = construct_LiborCurve(Libor_Array_);
if (BoERate_Array == null)
{
return ExcelError.ExcelErrorNull;
}
else
{
return BoERate_Array;
}
}));
}
}
public static object SampleOption(
[ExcelArgument("is whether the instrument is a call (c) or a put (p).",
Name = "call_put_flag")] string callPutFlag)
{
if (ExcelDnaUtil.IsInFunctionWizard())
{
return(ExcelError.ExcelErrorRef);
}
callPutFlag = callPutFlag == "p" ? "put" : "call";
string optName = callPutFlag;
var ret = GlobalCache.CreateHandle(nameof(SampleOption), new object[] { optName },
(objectType, parameters) =>
{
try
{
var instance = TradeFactory.GetInstanceAsync.Task.Result;
var option = instance.EuropeanMonthlyPowerOption(optName).Result;
return(option);
}
catch (Exception e)
{
return(new object[, ] {
{ "!Exception! : " + e.Message }
});
}
});
if (Equals(ret, ExcelError.ExcelErrorNA))
{
return(new object[, ] {
{ "! WAIT !" }
});
}
return(ret);
}