public static string Factory_InstrumentFactory_AddFwdStartingSwaps(string instrumentFactoryHandle, object[] swapStrings)
{
var swapStringsString = swapStrings.Cast <string>().ToArray();
InstrumentFactoryFunctions.InstrumentFactory_AddFwdStartingSwaps(instrumentFactoryHandle, swapStringsString);
return("Added " + swapStrings.Length + " swap-instruments to " + instrumentFactoryHandle);
}
public static string Factory_InstrumentFactory_AddFutures(string instrumentFactoryHandle, object[] futureStrings)
{
var futureStringsString = futureStrings.Cast <string>().ToArray();
InstrumentFactoryFunctions.InstrumentFactory_AddFutures(instrumentFactoryHandle, futureStringsString);
return("Added " + futureStrings.Length + " futures-instruments to " + instrumentFactoryHandle);
}
public static string Factory_UpdateAllInstrumentsToPar(string baseHandle, string modelHandle)
{
Stopwatch sw = new Stopwatch();
sw.Start();
InstrumentFactoryFunctions.InstrumentFactory_UpdateAllInstrumentsToPar(baseHandle, modelHandle);
sw.Stop();
return("Updated all instruments to par in factory " + baseHandle + " using model " + modelHandle + ". CalcTime: " + sw.ElapsedMilliseconds);
}
public static object[,] Factory_InstrumentFactory_GetInstrumentInfo(string instrumentHandle, string instrumentFactoryHandle)
{
return(InstrumentFactoryFunctions.InstrumentFactory_GetInstrumentInfo(instrumentFactoryHandle, instrumentHandle));
}
public static double Factory_InstrumentFactory_ValueInstrument(string instrumentHandle, string instrumentFactoryHandle, string linearRateModelHandle)
{
return(InstrumentFactoryFunctions.ValueInstrument(instrumentHandle, instrumentFactoryHandle, linearRateModelHandle));
}
public static string Factory_InstrumentFactory_Make(string instrumentFactoryHandle)
{
InstrumentFactoryFunctions.InstrumentFactory_StoreInstrumentsInMap(instrumentFactoryHandle);
return("Instruments added to ObjectMap.");
}
public static string Factory_InstrumentFactory_Make(string baseHandle, DateTime asOf)
{
InstrumentFactoryFunctions.InstrumentFactory_Make(baseHandle, asOf);
return(baseHandle);
}
