public static object VARAsync(
[ExcelArgument(Description = "The hash of a valid StochArray object", Name = "Stoch Array")] string hash,
[ExcelArgument(Description = "The relevant year", Name = "Year")] double year,
[ExcelArgument(Description = "The relevant confidence level", Name = "Confidence level")] object confidenceLevel)
{
return(RunAsync(() => StochArrayLogic.VAR(hash, year, confidenceLevel), "Lloyds.Async.StochArray.VAR"));
}
public static object Value(
[ExcelArgument(Description = "The hash of a valid StochArray object", Name = "Stoch Array")] string hash,
[ExcelArgument(Description = "The relevant sim", Name = "Sim")] double sim,
[ExcelArgument(Description = "The relevant year", Name = "Year")] double year)
{
return(Run(() => StochArrayLogic.Value(hash, sim, year)));
}
public static object CombineAsync(
[ExcelArgument(Description = "The hashes of valid StochArray objects", Name = "Stoch Array Range")] object[,] hashes,
[ExcelArgument(Description = "The starting porpotions to use for combining", Name = "Proportions Range")] object[,] proportions,
[ExcelArgument(Description = "[OPTIONAL] Rebalance the stocharray at each time step? 'Rebalance' or 'NoRebalancing'. Deafult = 'Rebalance'", Name = "Rebalance")] object rebalance)
{
rebalance = rebalance is ExcelMissing ? string.Empty : rebalance;
return(RunAsync(() => StochArrayLogic.Combine(hashes, proportions, rebalance), "Lloyds.Async.StochArray.Combine"));
}
public static object AccumulateAsync(
[ExcelArgument(Description = "The hash of a valid StochArray object", Name = "Stoch Array")] string hash,
[ExcelArgument(Description = "[OPTIONAL] The accumulation year. Default = MaxHorizon", Name = "Year")] object year,
[ExcelArgument(Description = "[OPTIONAL] Annualise the result? 'Y' or 'N'. Deafult = 'Y'", Name = "Annualise")] object annualise)
{
year = year is ExcelMissing ? string.Empty : year;
annualise = annualise is ExcelMissing ? string.Empty : annualise;
return(RunAsync(() => StochArrayLogic.Accumulate(hash, year, annualise), "Lloyds.Async.StochArray.Accumulate"));
}
public static object Volatility([ExcelArgument(Description = "The hash of a valid StochArray object", Name = "Stoch Array")] string hash)
{
return(Run(() => StochArrayLogic.Volatility(hash)));
}
public static object GetYearAsSample(
[ExcelArgument(Description = "The hash of a valid StochArray object", Name = "Stoch Array")] string hash,
[ExcelArgument(Description = "The year. Must be an ineger > 0", Name = "Year")] double year)
{
return(Run(() => StochArrayLogic.GetYearAsSample(hash, year)));
}
public static object VolatilityAsync([ExcelArgument(Description = "The hash of a valid StochArray object", Name = "Stoch Array")] string hash)
{
return(RunAsync(() => StochArrayLogic.Volatility(hash), "Lloyds.Async.StochArray.Volatility"));
}
