public static bool TestGetSimpleRate(MySqlConnection conn)
{
DataSet MyDataSet = ExcelDataReader.LoadFile("C:/Research/data/test_data/stir_option_rate_test.xlsx");
DataTable MyDataTable = MyDataSet.Tables["All"];
MyDataTable.Columns.Add("int_rate2", typeof(Double));
MyDataTable.Columns.Add("rate_diff", typeof(Double));
foreach (DataRow row in MyDataTable.Rows)
{
string ExpDate = row.Field <double>("exp_date").ToString();
string Settledate = row.Field <double>("settle_date").ToString();
DateTime ExpDatetime = DateTime.ParseExact(ExpDate, "yyyyMMdd", CultureInfo.InvariantCulture);
DateTime SettleDatetime = DateTime.ParseExact(Settledate, "yyyyMMdd", CultureInfo.InvariantCulture);
row["int_rate2"] = RateFromStir.GetSimpleRate(SettleDatetime, SettleDatetime, ExpDatetime, "ED", conn);
row["rate_diff"] = row.Field <double>("int_rate") - row.Field <double>("int_rate2");
}
int NumLargeDiff = MyDataTable.Select("rate_diff>0.0000000001 AND rate_diff<-0.0000000001").Length;
if (NumLargeDiff == 0)
{
return(true);
}
else
{
return(false);
}
}
