private void SetMyView(BondClient bondClient) { var bondDateAndPrices = client.ComputeToBondLastDate(MapClientFixBondWithLibraryFixBond(BondCLient)); var bondPrices = bondDateAndPrices.Values.ToArray(); var bondDates = bondDateAndPrices.Keys.ToArray(); Model = new PlotModel { Title = "Pricer" }; Model.Title = "Pricer"; Model.Subtitle = "using OxyPlot "; var series1 = new LineSeries(); series1.Title = "Series 1"; series1.MarkerType = MarkerType.Circle; for (int i = 0; i < bondDateAndPrices.Count; i++) { series1.Points.Add(new DataPoint(DateTimeAxis.ToDouble(bondDates[i]), bondPrices[i])); } Model.Axes.Add(new DateTimeAxis { Position = AxisPosition.Bottom, StringFormat = "dd/MM/yyyy" }); Model.Series.Add(series1); }
public ActionResult Index(BondClient bondClient) { var bondPrices = GetBondPrices(bondClient); var couponsCouru = GetCouponsCouru(bondClient); SetViewBagForShow(bondPrices, couponsCouru); return(View(bondClient)); }
private BondClient GetDefaultBond() { BondClient bond = new BondClient(); bond.Maturity = 2; bond.Periodicity = 6; bond.IssueDate = DateTime.Parse("01/01/1993"); bond.Rate = 0.05; bond.Nominal = 100; return(bond); }
//private List<double> GetBondPrices(BondClient bond) //{ // var libraryBond = MapClientFixBondWithLibraryFixBond(bond); // var dates = GetPricingDates(libraryBond); // List<double> prices = new List<double>(); // double bondPrice; // int i = 0; // foreach (var item in dates) // { // bondPrice = client.Compute(libraryBond, item); // prices.Add(bondPrice); // i++; // if (i==30) // { // } // } // return prices; //} private BondWcf MapClientFixBondWithLibraryFixBond(BondClient clientBond) { // A revoir !!! var bond = new BondWcf(); bond.Maturity = clientBond.Maturity; bond.Periodicity = clientBond.Periodicity; bond.IssueDate = clientBond.IssueDate; bond.Rate = clientBond.Rate; bond.Nominal = clientBond.Nominal; return(bond); }
private List <double> GetCouponsCouru(BondClient bond) { var libraryBond = MapClientFixBondWithLibraryFixBond(bond); var dates = GetPricingDates(libraryBond); List <double> couponsCouru = new List <double>(); foreach (var item in dates) { couponsCouru.Add(libraryBond.GetCouponCouru(item)); } return(couponsCouru); }
private List <double> GetBondPrices(BondClient bond) { var libraryBond = MapClientFixBondWithLibraryFixBond(bond); var dates = GetPricingDates(libraryBond); List <double> prices = new List <double>(); double bondPrice; foreach (var item in dates) { bondPrice = pricer.Compute(libraryBond, item); prices.Add(bondPrice); } return(prices); }