// Get information on file containing serialized dictionary
object[] ICalculator.ReportOnDictionary(string FileFullName, bool OnOff)
{
object[] output = new object[3];
if (OnOff)
{
if (File.Exists(FileFullName))
{
try
{
BondDictionary SD = new BondDictionary(@FileFullName);
SD.DeSerialize();
// blank dictionary
if (SD.dic.Count == 0)
{
output[0] = (string)"Empty Dictionary";
}
else
{
output[0] = (int)SD.dic.Count;
FileInfo fi = new FileInfo(@FileFullName);
output[1] = fi.LastWriteTime.ToString();
double?date = null;
foreach (KeyValuePair <string, BaseBond> b in SD.dic)
{
if (date == null)
{
date = b.Value.GetToday().SerialValue;
}
if (date == b.Value.GetToday().SerialValue)
{
date = b.Value.GetToday().SerialValue;
}
else
{
output[2] = (string)"Not equal refDates";
}
output[2] = date;
}
}
}
catch (Exception e) // exception
{
output[0] = (string)e.ToString();
}
}
else
{
output[0] = (string)"File not found";
}
return(output);
}
else
{
return(output);
}
}
// Update serialized dictionary
string ICalculator.UpdateSerializedDictionary(string FileFullPath)
{
try
{
BondDictionary SD = new BondDictionary(@FileFullPath);
SD.DeSerialize();
foreach (KeyValuePair <string, BaseBond> k in BondDictionarySerial)
{
string idCode = k.Key;
BaseBond bond = k.Value;
if (SD.dic.ContainsKey(idCode) == true) // check if idCode is in dictionary
{
SD.dic[idCode] = bond; // if true, updates it
}
else
{
SD.dic.Add(idCode, bond); // if false, adds it
}
}
SD.Serialize(); // serialize it
BondDictionarySerial.Clear();
return("Dictionary Serialized @ " + DateTime.Now.ToString()); // return time of last load
}
catch (Exception e)
{
return((string)e.ToString());
}
}
// given a clean price and idCode will return the yield of the corresponding bond in BondDictionaryData
object ICalculator.CleanFromYieldFromFile(string idCode, double Today, double Yield, int Freq, string DayCount, string Compounding, string FileFullName)
{
// int Freq, string DayCount, string Compounding refers to yield calculation
// string idCode is the identification code of bond in BondDictionaryData
// make it volatile
if (m_xlApp != null)
{
m_xlApp.Volatile(true);
}
try
{
BaseBond bond = null; // initialise a bond
// deserialize
BondDictionary SD = new BondDictionary(@FileFullName);
SD.DeSerialize();
if (SD.dic.TryGetValue(idCode, out bond)) // is the idCode in dictionary?
{
// update today since I the bond in dictionary can be the same but I can change my reference date to do simulations
bond.SetNewToDay(new Date(Today));
// Parse enum Type
Dc dc = (Dc)Enum.Parse(typeof(Dc), DayCount);
Compounding comp = (Compounding)Enum.Parse(typeof(Compounding), Compounding);
// if yield is zero return a message
if (Yield == 0)
{
return((string)"YldZero");
}
// return clean price from yield given parameters
return(bond.CleanPriceFromYield(Yield, Freq, dc, comp));
}
else
{
return("IdCode not found"); // bond not found
}
}
catch (Exception e)
{
return((string)e.ToString());
}
}
// Look up a bond code in the dictionary
string ICalculator.CheckCode(string idCode, string FileFullName, bool OnOff)
{
if (OnOff)
{
try
{
BondDictionary BD = new BondDictionary(FileFullName);
BD.DeSerialize();
return(BD.dic.ContainsKey(idCode).ToString()); // check for idCode
}
catch (Exception e) // exception
{
return((string)e.ToString());
}
}
else
{
return("");
}
}
// Update Today for each bond in the dictionary
string ICalculator.UpdateToday(double NewToday, string FileFullName, bool OnOff)
{
if (OnOff)
{
try
{
BondDictionary BD = new BondDictionary(FileFullName);
BD.DeSerialize();
BD.SetRefDate(new Date(NewToday));
BD.Serialize();
return("Updated @ " + DateTime.Now.ToString()); // return time of last load
}
catch (Exception e) // exception
{
return((string)e.ToString());
}
}
else
{
return("");
}
}
