internal static List <Currency> GetCurrency(long?idCurrency) { List <Currency> list = null; SqlHelperXml.SelectCurrencyCommand(out list, idCurrency); return(list); }
/// Retrieves the list of yield curve families /// </summary> /// <param name="ctx"> /// The connection context /// </param> /// <param name="idYcFamily"> /// The id of yield curve family /// </param> /// <param name="idCcy"> /// The currency id /// </param> /// <returns> /// List of yield curve families /// </returns> internal static List <YieldCurveFamily> GetYieldCurveFamily(long?idYcFamily, long?idCcy) { List <YieldCurveFamily> list = null; SqlHelperXml.SelectYieldCurveFamilyCommand(out list, idYcFamily, idCcy); return(list); }
internal static List <ExchangeRate> GetXRates(long?idXRate) { List <ExchangeRate> list = null; SqlHelperXml.SelectXRatesCommand(out list, idXRate); return(list); }
internal static List <DayCounter> GetDayCounter(long?idDC, string className) { List <DayCounter> list = null; SqlHelperXml.SelectDayCounterCommand(out list, idDC, (idDC == null ? className : String.Empty)); return(list); }
/// <summary> /// Retrieves the list of all markets and their data (only for custom markets, for Quantlib markets -Class names and Market names) /// </summary> /// <param name="ctx"> /// The connection context /// </param> /// </returns> internal static List <Calendar> GetCalendars() { List <Calendar> list = null; SqlHelperXml.SelectCalendarsCommand(out list); return(list); }
/// <summary> /// Retrieves the list of all bonds and their data /// </summary> /// <param name="ctx"> /// The connection context /// </param> /// </returns> internal static List <Bond> GetBonds(long?idBond) { List <Bond> list = null; SqlHelperXml.SelectBondsCommand(out list, idBond); return(list); }
internal static List <EntryPoint> GetYieldCurveEntryData(long?idYc, DateTime?settlementDate) { List <EntryPoint> EntryDataList = null; SqlHelperXml.SelectYieldCurveEntryDataCommand(out EntryDataList, idYc, settlementDate); return(EntryDataList); }
/// <summary> /// Retrieves the list of yield curve data /// </summary> /// <param name="ctx"> /// The connection context /// </param> /// <param name="idYc"> /// The yield curve id /// </param> /// <param name="idYc"> /// The date /// </param> /// <returns> /// List of yield curve data /// </returns> /// // ??? obsolete method internal static List <YieldCurveData> GetYieldCurveData(long?idYc) { List <YieldCurveData> ycDesc = null; SqlHelperXml.SelectYieldCurveDataCommand(out ycDesc, idYc); return(ycDesc); }
internal static List <EntryPointHistory> GetExchangeRateHistory(long?RateId, DateTime?settlementDate) { List <EntryPointHistory> ExchangeRateHistoryList = null; SqlHelperXml.SelectExchangeRateHistoryCommand(out ExchangeRateHistoryList, RateId, settlementDate); ExchangeRateHistoryList.Sort(new EntryPointHistoryCompare()); return(ExchangeRateHistoryList); }
internal static List <EntryPointHistory> GetYieldCurveEntryDataHistory(long?idYc, DateTime?settlementDate) { List <EntryPointHistory> outEntryDataHistoryList = new List <EntryPointHistory>(); List <EntryPointHistory> tmp = null; SqlHelperXml.SelectYieldCurveEntryDataHistoryCommand(out tmp, idYc, settlementDate); // remove this empty list of history (don't know how to sort them out on linq level) foreach (EntryPointHistory y in tmp) { if (y.epValueHistory.Count != 0) { y.epValue = y.epValueHistory.LastOrDefault(i => i.Date <= settlementDate); outEntryDataHistoryList.Add(y); } } return(outEntryDataHistoryList); }