public Instrument_swap() { this.InstVM_ = new Excel_instrument_structuredSwapViewModel(true); this.swapInterfaceVM_ = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredSwapViewModel; this.swapInterfaceVM_.Excel_swapLegViewModel_.Add(new Excel_structuredSwapLegViewModel()); this.swapInterfaceVM_.Excel_swapLegViewModel_.Add(new Excel_hifiveSwapLegViewModel()); this.ErrLog_ = new ErrLog(); }
public static Excel_instrumentViewModel CreateInstrument(string itemCode) { string[] sp = itemCode.Split('_'); string typeNum = sp[1]; if (typeNum == "700") { Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel(); return(e_ivm); } else if (typeNum == "333") { Excel_instrumentViewModel e_ivm = new Excel_instrument_fixedBondViewModel(); return(e_ivm); } else if (typeNum == "340") { Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredBondViewModel(); return(e_ivm); } else if (typeNum == "444") { Excel_instrumentViewModel e_ivm = new Excel_instrument_compositeOptionViewModel(); return(e_ivm); } else if (typeNum == "450") { Excel_instrumentViewModel e_ivm = new Excel_instrument_multiAssetCompositeOptionViewModel(); return(e_ivm); } else if (typeNum == "600") { Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredSwapViewModel(); return(e_ivm); } else if (typeNum == "700") { Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel(); return(e_ivm); } else { Excel_instrumentViewModel e_ivm = new Excel_instrument_generalViewModel(); return(e_ivm); } }
public void load_instrument(string itemCode) { try { Excel_instrumentViewModel e_i_hvm = MasterInformationViewModel.loadInstrumentVM(itemCode); //this.InstVM_ = new Excel_instrument_hifiveViewModel(); this.InstVM_ = e_i_hvm as Excel_instrument_structuredSwapViewModel; if (this.InstVM_ == null) throw new Exception("instrument is not structuredSwap type"); this.InstVM_.loadInterfaceVMFromXml(XMLFileLoader.LoadInstrument(itemCode)); this.swapInterfaceVM_ = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredSwapViewModel; // parameter load는 나중에 하자으. //// //Excel_standardSwapParaViewModel e_sspvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardSwapParaViewModel; //// //foreach (var item in InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_) //{ // Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel(); // e_u_pvm.buildParaSetting(item); // e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm); // e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_correlationInfo_paraViewModel_.addDiagonal(e_u_pvm); //} this.ErrLog_.add("load complete"); } catch (Exception e) { this.ErrLog_.add("load err : " + e.Message); } }
private static void testStructuredSwap_ServerCalculation() { Excel_instrument_structuredSwapViewModel inst = new Excel_instrument_structuredSwapViewModel(); DateTime refDate = new DateTime(2014, 12, 10); //inst.calculate("testInst", refDate); CalculationBatchController cbc = new CalculationBatchController(); cbc.CalculationDate_ = refDate; cbc.enqueue_intrument("itemCode_600_14122910472470120"); cbc.enqueue_intrument("itemCode_600_14123013416614082"); cbc.enqueue_intrument("itemCode_600_14123013419733688"); cbc.enqueue_intrument("itemCode_600_14123013413915072"); cbc.enqueue_intrument("itemCode_600_14123013416785236"); cbc.calculateStart(); }
private static void testStructuredSwapCalculation() { Excel_instrument_structuredSwapViewModel inst = new Excel_instrument_structuredSwapViewModel(); DateTime refDate = new DateTime(2014, 12, 10); inst.calculate("testInst", refDate); }
public static Excel_instrumentViewModel CreateInstrument(string itemCode) { string[] sp = itemCode.Split('_'); string typeNum = sp[1]; if (typeNum == "700") { Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel(); return e_ivm; } else if (typeNum == "333") { Excel_instrumentViewModel e_ivm = new Excel_instrument_fixedBondViewModel(); return e_ivm; } else if (typeNum == "340") { Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredBondViewModel(); return e_ivm; } else if (typeNum == "444") { Excel_instrumentViewModel e_ivm = new Excel_instrument_compositeOptionViewModel(); return e_ivm; } else if (typeNum == "450") { Excel_instrumentViewModel e_ivm = new Excel_instrument_multiAssetCompositeOptionViewModel(); return e_ivm; } else if (typeNum == "600") { Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredSwapViewModel(); return e_ivm; } else if (typeNum == "700") { Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel(); return e_ivm; } else { Excel_instrumentViewModel e_ivm = new Excel_instrument_generalViewModel(); return e_ivm; } }