public List<IAdj> GetAdjs()
{
List<IAdj> adjs = new List<IAdj>();
Boolean disable = false;
if (disable)
{
return adjs;
}
{
BokRateAdj adj = new BokRateAdj("BokRate", new BokRatePolicy_Static(), 1.0);
adjs.Add(adj);
}
{
KoVolAdj adj = new KoVolAdj("Vol", 1.0);
adjs.Add(adj);
}
return adjs;
}
void RunAppAdjToExcelAdjResultConverter()
{
//tmp
SimInputData input = _controller.GetDefaultInputData();
MarketDataSet marketData = DataUtil.GetBaseMarketData(input);
List<IAdj> adjs = new List<IAdj>();
{
MacroAA_Adj adj = new MacroAA_Adj("MacroAA_Adj");
adjs.Add(adj);
}
{
DeltaVolAdj adj = new DeltaVolAdj("DeltaVol", 1.0);
adjs.Add(adj);
}
{
KrxCredRateAdj adj = new KrxCredRateAdj("KrxCredAdj", new CreditPolicyWithUpDownMA(1.5));
adjs.Add(adj);
}
{
BokRateAdj adj = new BokRateAdj("BokRateAdj", new BokRatePolicy_Static(), 1.0);
adjs.Add(adj);
}
{
KoVolAdj adj = new KoVolAdj("KoVolAdj", 1.0);
adjs.Add(adj);
}
{
DollarPriceAdj adj = new DollarPriceAdj("DollarAdj", 0.9);
adjs.Add(adj);
}
{
CycleEqAdj adj = new CycleEqAdj("Cycle", 1.0);
adjs.Add(adj);
}
{
RealIrAdj adj = new RealIrAdj("RealIR", 1.0);
adjs.Add(adj);
}
//{
// ExcelAdj adj = new ExcelAdj("RealIR", "RealRateIr_Adj_result.xlsx");
// adjs.Add(adj);
//}
//{
// ExcelAdj adj = new ExcelAdj("Cycle", "CycleEq_Adj_result.xlsx");
// adjs.Add(adj);
//}
AdjExcelAdjResultConverter converter = new AdjExcelAdjResultConverter(input, adjs, marketData);
converter.Generate();
}
public static List<IAdj> GetMixUpAdjs()
{
List<IAdj> adjs = new List<IAdj>();
Boolean disable = false;
if (disable)
{
return adjs;
}
//{
// MacroAA_Adj adj = new MacroAA_Adj("MacroAA");
// adjs.Add(adj);
//}
//{
// KrxCredRateAdj adj = new KrxCredRateAdj("CD", new CreditPolicyWithUpDownMA(1.5));
// adjs.Add(adj);
//}
//{
// DollarPriceAdj adj = new DollarPriceAdj("Dollar", 0.9);
// adjs.Add(adj);
//}
//{
// DeltaVolAdj adj = new DeltaVolAdj("DeltaVol", 1.0);
// //ExcelAdj adj = new ExcelAdj("DeltaVol", "DeltaVolBaseEqIrAdj_result.xlsx");
// adjs.Add(adj);
//}
//{
// CycleEqAdj adj = new CycleEqAdj("Cycle", 1.0);
// adjs.Add(adj);
//}
//{
// ExcelAdj adj = new ExcelAdj("CycleExcel", "CycleEq_Adj_result.xlsx");
// adjs.Add(adj);
//}
//{
// ExcelAdj adj = new ExcelAdj("LiquiEq", "LiquiEq_WithSwitch_Adj_result.xlsx");
// adjs.Add(adj);
//}
//{
// BokRateAdj adj = new BokRateAdj("BokRate", new BokRatePolicy_Static(), 1.0);
// adjs.Add(adj);
//}
{
KoVolAdj adj = new KoVolAdj("Vol", 1.0);
adjs.Add(adj);
}
{
RealIrAdj adj = new RealIrAdj("RealIr", 1.0);
adjs.Add(adj);
}
return adjs;
}