Example #1
0
        private void evalCurveMap()
        {
            // eval ---------------------------------------------------------
            
            //this.EvalCurveMap_.Clear();
            this.EvalCurveManagerMap_.Clear();

            clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB();

            clstb.SETTING_ID = "MYSETTING";

            DataTable tb = clstb.Select();

            foreach (DataRow dr in tb.Select())
            {
                YieldCurve cm = new YieldCurve();

                clsSET_EVALUATIONCURVE_TB clstb_roop = clsSET_EVALUATIONCURVE_TB.Create(dr);

                cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID, clsHDAT_CURVEDATA_TB.RATE_TYP_Type.YTM);

                //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm.yieldCurve(this.CurveShift_));
                this.EvalCurveManagerMap_.Add(clstb_roop.INDEX_CD, cm);
                //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm);
            }

        }
Example #2
0
        public string indexCurveMapping(string indexCD)
        {
            string curveID = "";

            clsSET_EVALUATIONCURVE_TB tb = new clsSET_EVALUATIONCURVE_TB();

            tb.INDEX_CD = indexCD;

            DataTable dt = tb.Select();

            foreach (DataRow dr in dt.Select())
            {
                tb = clsSET_EVALUATIONCURVE_TB.Create(dr);
            }

            curveID = tb.CURVE_ID;

            return curveID;
        }
Example #3
0
        public void addEvalCurve(string index_cd) 
        {
            QLNet.YieldTermStructure ql_curve = new QLNet.YieldTermStructure();
            YieldCurve cm = new YieldCurve();

            clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB();

            clstb.INDEX_CD = index_cd;

            clstb.SelectOwn();

            string curve_cd = clstb.CURVE_ID;

            // ql _ yield curve build

            //this.EvalCurveMap_.Add(index_cd, ql_curve);
            this.EvalCurveManagerMap_.Add(index_cd, cm);

        }