public override void scheduleDataGenerateFromProductStr(TradeString ts)
{
this.subScheduleDataList_.Clear();
StepDownKI_TradeString tsm = ts as StepDownKI_TradeString;
this.CouponTenor_ = tsm.ObTenor_;
this.Maturity_ = tsm.MaturiryYear_;
this.Ki_ = tsm.KI_;
this.Coupon_ = tsm.Coupon_;
if (tsm.EffectiveDate_ != "")
{
this.EffectiveDate_ = StringConverter.xmlDateToDateTime(tsm.EffectiveDate_);
}
int stepMonth = Convert.ToInt32(this.CouponTenor_.Substring(0, this.CouponTenor_.Length - 1));
int legCount = (12 / stepMonth) * Convert.ToInt32(this.Maturity_.Substring(0, this.Maturity_.Length - 1));
double couponPerStep = (Convert.ToDouble(this.Coupon_) / 12) * Convert.ToDouble(stepMonth);
for (int i = 0; i < legCount; i++)
{
Excel_stepDownKI_subScheduleViewModel data = new Excel_stepDownKI_subScheduleViewModel();
data.Type_ = "AutoCall";
//data.EventDate_ = this.scheduleGeneratorVM_.Dates_[i + 1];
data.EventDate_ = this.effectiveDate_.AddMonths(stepMonth * (i + 1));
data.UnderCalcType_ = "Minimum";
data.AverageDays_ = "1";
data.Coupon_ = (couponPerStep * (i + 1)).ToString();
data.Trigger_ = tsm.TriggerList_[i];
//try { data.Trigger_ = tsm.TriggerList_[i - 1]; }
//catch (Exception) { }
//double count_i = Convert.ToDouble(i);
////data.Coupon_ = (Convert.ToDouble(this.coupon_) * (count_i * couponMultiplier)).ToString();
//double couponMultiplier = Convert.ToDouble(scheduleGeneratorVM_.FrequencyEnum_);
//data.Coupon_ = (count_i * Convert.ToDouble(this.coupon_) / couponMultiplier).ToString();
this.subScheduleDataList_.Add(data);
}
this.KiObStartDate_ = this.effectiveDate_;
//this.KiObStartDate_ = this.subScheduleDataList_[0].EventDate_;
this.KiObEndDate_ = this.subScheduleDataList_[this.subScheduleDataList_.Count - 1].EventDate_;
}
public static Excel_underlyingCalcIDViewModel CreateExcel_underlyingCalcID(Excel_stepDownKI_subScheduleViewModel e_s_svm)
{
string typeStr = e_s_svm.UnderCalcType_;
if (typeStr.ToUpper() == "MAXIMUM" || typeStr.ToUpper() == "MAX")
{
Excel_maximumUnderlyingCalcIDViewModel e_mucidvm = new Excel_maximumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = e_s_svm.EventDate_;
e_mucidvm.AverageDays_ = e_s_svm.AverageDays_;
return(e_mucidvm);
}
else if (typeStr.ToUpper() == "MINIMUM" || typeStr.ToUpper() == "MIN")
{
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = e_s_svm.EventDate_;
e_mucidvm.AverageDays_ = e_s_svm.AverageDays_;
return(e_mucidvm);
}
else if (typeStr.ToUpper() == "AVERAGE" || typeStr.ToUpper() == "AVER")
{
Excel_averageUnderlyingCalcIDViewModel e_mucidvm = new Excel_averageUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = e_s_svm.EventDate_;
//e_mucidvm.AverageDays_ = e_s_svm.AverageDays_;
return(e_mucidvm);
}
//else if (typeStr == "excel_orderUnderlyingCalcID")
//{
// return new Excel_orderUnderlyingCalcIDViewModel();
//}
else
{
throw new NotImplementedException();
}
}
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_hifive_subtype serial_Excel_hifive_subtype = serial_Class as FpmlSerializedCSharp.Excel_hifive_subtype;
FpmlSerializedCSharp.Excel_hifive_stepDown_ki serial_Excel_hifive_stepDown_ki = serial_Excel_hifive_subtype.Excel_hifive_stepDown_ki_;
this.underlyingCalcType_ = serial_Excel_hifive_stepDown_ki.UnderlyingCalcType_.ValueStr;
this.maturity_ = serial_Excel_hifive_stepDown_ki.Maturity_.ValueStr;
this.maturityPeriod_ = serial_Excel_hifive_stepDown_ki.MaturityPeriod_.ValueStr;
this.couponTenor_ = serial_Excel_hifive_stepDown_ki.CouponTenor_.ValueStr;
this.couponTenorPeriod_ = serial_Excel_hifive_stepDown_ki.CouponTenorPeriod_.ValueStr;
List <FpmlSerializedCSharp.Excel_stepDownKI_subSchedule> serial_excel_stepDownKI_subSchedule = serial_Excel_hifive_stepDown_ki.Excel_stepDownKI_subSchedule_;
this.subScheduleDataList_ = new ObservableCollection <Excel_stepDownKI_subScheduleViewModel>();
foreach (var item in serial_excel_stepDownKI_subSchedule)
{
//string type = item.Type_.ValueStr;
Excel_stepDownKI_subScheduleViewModel viewModel = new Excel_stepDownKI_subScheduleViewModel();
viewModel.setFromSerial(item);
this.subScheduleDataList_.Add(viewModel);
}
this.coupon_ = serial_Excel_hifive_stepDown_ki.Coupon_.ValueStr;
this.ki_ = serial_Excel_hifive_stepDown_ki.Ki_.ValueStr;
this.kiObStartDate_ = StringConverter.xmlDateToDateTime(serial_Excel_hifive_stepDown_ki.KiObStartDate_.ValueStr);
this.kiObEndDate_ = StringConverter.xmlDateToDateTime(serial_Excel_hifive_stepDown_ki.KiObEndDate_.ValueStr);
this.settlementDays_ = serial_Excel_hifive_stepDown_ki.SettlementDays_.IntValue();
//this.view_ = new Excel_hifive_StepDownKI_View();
//this.view_.DataContext = this;
}
private Excel_simpleCalculationViewModel excel_simpleCalculationVMBuild(Excel_stepDownKI_subScheduleViewModel scheduleData)
{
Excel_simpleCalculationViewModel e_cvm = new Excel_simpleCalculationViewModel();
e_cvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_cvm.EventDate_ = scheduleData.EventDate_;
e_cvm.PayoffDate_ = this.scheduleGeneratorVM_.addDays(scheduleData.EventDate_,this.settlementDays_);
#region EventCal
//---------------------------------------------------------------
{
//Excel_eventCalcInfoViewModel e_ecivm = new Excel_eventCalcInfoViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_srecvm.LowerRng_ = (Convert.ToDouble(scheduleData.Trigger_) /100.0).ToString();
e_srecvm.UpperRng_ = "1000";
// 우선 max를 사용함
Excel_underlyingCalcIDViewModel e_mucidvm = Excel_stepDownKI_subScheduleViewModel.CreateExcel_underlyingCalcID(scheduleData);
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
//e_ecivm.Excel_eventCalcViewModel_.Add(e_srecvm);
e_cvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ReturnCal
//---------------------------------------------------------------
{
//Excel_returnCalcInfoViewModel e_rcivm = new Excel_returnCalcInfoViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_crcvm.ConstReturn_ = (Convert.ToDouble(scheduleData.Coupon_) / 100).ToString();
//e_rcivm.Excel_returnCalcViewModel_.Add(e_crcvm);
e_cvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ComplementReturnCal
{
Excel_complementReturnCalcViewModel e_comp_rcvm = new Excel_complementReturnCalcViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_crcvm.ConstReturn_ = "0.0";
e_comp_rcvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_cvm.Excel_complementReturnCalcViewModel_ = e_comp_rcvm;
}
#endregion
#region AutoCall_Event
//---------------------------------------------------------------
{
Excel_eventCalcInfo_CallViewModel e_ecicvm = new Excel_eventCalcInfo_CallViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_srecvm.LowerRng_ = (Convert.ToDouble(scheduleData.Trigger_) / 100.0).ToString();
e_srecvm.UpperRng_ = "1000";
//처음꺼만 사용함
Excel_underlyingCalcIDViewModel e_mucidvm = Excel_stepDownKI_subScheduleViewModel.CreateExcel_underlyingCalcID(scheduleData);
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
e_ecicvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
e_cvm.Excel_eventCalcInfo_CallViewModel_ = e_ecicvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region AutoCall_ReturnCal
//---------------------------------------------------------------
{
Excel_returnCalcInfo_CallViewModel e_rcicvm = new Excel_returnCalcInfo_CallViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_crcvm.ConstReturn_ = "1.0"; // 원금
e_rcicvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_cvm.Excel_returnCalcInfo_CallViewModel_ = e_rcicvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
return e_cvm;
}
////underlying 이 바뀌면
//public void underCalcBuild()
//{
// this.excel_underlyingCalcIDVMList_ = new ObservableCollection<Excel_underlyingCalcIDViewModel>();
// ObservableCollection<string> selectedUnderName = new ObservableCollection<string>();
// foreach (var item in this.excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
// {
// selectedUnderName.Add(item.Name_);
// }
// Excel_underlyingCalcIDViewModel e_ucidvm
// = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(this.underlyingCalcType_.ToUpper());
// //if (this.underlyingCalcType_.ToUpper() == "MAXIMUM")
// //{
// // e_ucidvm.CalcID_ = "max0001";
// // e_ucidvm.ReferenceType_ = "Maximum";
// // e_ucidvm.SelectedUnderlyingName_ = selectedUnderName;
// // e_ucidvm.Nth_ = "1";
// //}
// //else if (this.underlyingCalcType_.ToUpper() == "MINIMUM")
// //{
// // e_ucidvm.CalcID_ = "min0001";
// // e_ucidvm.ReferenceType_ = "Minimum";
// // e_ucidvm.SelectedUnderlyingName_ = selectedUnderName;
// // e_ucidvm.Nth_ = "1";
// //}
// //else
// //{
// // throw new NotImplementedException();
// //}
// this.excel_underlyingCalcIDVMList_.Add(e_ucidvm);
//}
//이제 좀 정교하게 짜야함.
private void scheduleBuild()
{
this.subScheduleDataList_.Clear();
int stepMonth = Convert.ToInt32(this.CouponTenor_.Substring(0, this.CouponTenor_.Length - 1));
int legCount = (12 / stepMonth) * Convert.ToInt32(this.Maturity_.Substring(0, this.Maturity_.Length - 1));
double couponPerStep = ( Convert.ToDouble(this.Coupon_) / 12 ) * Convert.ToDouble(stepMonth) ;
#region comment
//this.subScheduleDataList_.Clear();
//this.scheduleGeneratorVM_.InitialDate_ = this.effectiveDate_;
////QLNet.Period maturityPeriod = new Period(maturityTenor, tu);
//QLNet.Period maturityPeriod = new Period(this.maturity_);
//// Y 말고 M도 처리해야함 // 우선은 int로 하자 1.5Y이런거는 잠시 대기
//int maturityTenor = maturityPeriod.length();
//TimeUnit tu = maturityPeriod.units(); //TimeUnit.Years;
//this.scheduleGeneratorVM_.EndDate_ = this.effectiveDate_.AddYears(maturityTenor);
//QLNet.Period couponPeriod = new Period(this.couponTenor_); //new Period(couponTenor, tu);
//// coupon
//int couponTenor = couponPeriod.length();
//double couponMultiplier = Convert.ToDouble(couponPeriod.frequency());//1.0;
//this.scheduleGeneratorVM_.Tenor_ = couponPeriod.ToShortString();
//int addingDays = 0;
//this.scheduleGeneratorVM_.genDates(addingDays);
//ObservableCollection<DateTime> eventDates = this.scheduleGeneratorVM_.Dates_;
//int scheduleLength = eventDates.Count;
//this.SettlementDays_ = Convert.ToInt32(tsm.SettlementDays_);
#endregion
for (int i = 0; i < legCount ; i++)
{
Excel_stepDownKI_subScheduleViewModel data = new Excel_stepDownKI_subScheduleViewModel();
data.Type_ = "AutoCall";
data.EventDate_ = this.effectiveDate_.AddMonths(stepMonth*(i+1));
data.UnderCalcType_ = "Minimum";
data.AverageDays_ = "1";
data.Coupon_ = ( couponPerStep * (i+1)).ToString();
data.Trigger_ = "100.0";
this.subScheduleDataList_.Add(data);
}
this.KiObStartDate_ = this.effectiveDate_;
this.KiObEndDate_ = this.subScheduleDataList_[this.subScheduleDataList_.Count - 1].EventDate_;
}
public override void scheduleDataGenerateFromProductStr(TradeString ts)
{
this.subScheduleDataList_.Clear();
StepDownKI_TradeString tsm = ts as StepDownKI_TradeString;
this.CouponTenor_ = tsm.ObTenor_;
this.Maturity_ = tsm.MaturiryYear_;
this.Ki_ = tsm.KI_;
this.Coupon_ = tsm.Coupon_;
if (tsm.EffectiveDate_ != "")
{
this.EffectiveDate_ = StringConverter.xmlDateToDateTime(tsm.EffectiveDate_);
}
int stepMonth = Convert.ToInt32(this.CouponTenor_.Substring(0, this.CouponTenor_.Length - 1));
int legCount = (12 / stepMonth) * Convert.ToInt32(this.Maturity_.Substring(0, this.Maturity_.Length - 1));
double couponPerStep = (Convert.ToDouble(this.Coupon_) / 12) * Convert.ToDouble(stepMonth);
for (int i = 0; i < legCount; i++)
{
Excel_stepDownKI_subScheduleViewModel data = new Excel_stepDownKI_subScheduleViewModel();
data.Type_ = "AutoCall";
//data.EventDate_ = this.scheduleGeneratorVM_.Dates_[i + 1];
data.EventDate_ = this.effectiveDate_.AddMonths(stepMonth * (i + 1));
data.UnderCalcType_ = "Minimum";
data.AverageDays_ = "1";
data.Coupon_ = (couponPerStep * (i + 1)).ToString();
data.Trigger_ = tsm.TriggerList_[i];
//try { data.Trigger_ = tsm.TriggerList_[i - 1]; }
//catch (Exception) { }
//double count_i = Convert.ToDouble(i);
////data.Coupon_ = (Convert.ToDouble(this.coupon_) * (count_i * couponMultiplier)).ToString();
//double couponMultiplier = Convert.ToDouble(scheduleGeneratorVM_.FrequencyEnum_);
//data.Coupon_ = (count_i * Convert.ToDouble(this.coupon_) / couponMultiplier).ToString();
this.subScheduleDataList_.Add(data);
}
this.KiObStartDate_ = this.effectiveDate_;
//this.KiObStartDate_ = this.subScheduleDataList_[0].EventDate_;
this.KiObEndDate_ = this.subScheduleDataList_[this.subScheduleDataList_.Count - 1].EventDate_;
}
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_hifive_subtype serial_Excel_hifive_subtype = serial_Class as FpmlSerializedCSharp.Excel_hifive_subtype;
FpmlSerializedCSharp.Excel_hifive_stepDown_ki serial_Excel_hifive_stepDown_ki = serial_Excel_hifive_subtype.Excel_hifive_stepDown_ki_;
this.underlyingCalcType_ = serial_Excel_hifive_stepDown_ki.UnderlyingCalcType_.ValueStr;
this.maturity_ = serial_Excel_hifive_stepDown_ki.Maturity_.ValueStr;
this.maturityPeriod_ = serial_Excel_hifive_stepDown_ki.MaturityPeriod_.ValueStr;
this.couponTenor_ = serial_Excel_hifive_stepDown_ki.CouponTenor_.ValueStr;
this.couponTenorPeriod_ = serial_Excel_hifive_stepDown_ki.CouponTenorPeriod_.ValueStr;
List<FpmlSerializedCSharp.Excel_stepDownKI_subSchedule> serial_excel_stepDownKI_subSchedule = serial_Excel_hifive_stepDown_ki.Excel_stepDownKI_subSchedule_;
this.subScheduleDataList_ = new ObservableCollection<Excel_stepDownKI_subScheduleViewModel>();
foreach (var item in serial_excel_stepDownKI_subSchedule)
{
//string type = item.Type_.ValueStr;
Excel_stepDownKI_subScheduleViewModel viewModel = new Excel_stepDownKI_subScheduleViewModel();
viewModel.setFromSerial(item);
this.subScheduleDataList_.Add(viewModel);
}
this.coupon_ = serial_Excel_hifive_stepDown_ki.Coupon_.ValueStr;
this.ki_ = serial_Excel_hifive_stepDown_ki.Ki_.ValueStr;
this.kiObStartDate_ = StringConverter.xmlDateToDateTime(serial_Excel_hifive_stepDown_ki.KiObStartDate_.ValueStr);
this.kiObEndDate_ = StringConverter.xmlDateToDateTime(serial_Excel_hifive_stepDown_ki.KiObEndDate_.ValueStr);
this.settlementDays_ =serial_Excel_hifive_stepDown_ki.SettlementDays_.IntValue();
//this.view_ = new Excel_hifive_StepDownKI_View();
//this.view_.DataContext = this;
}
private Excel_simpleCalculationViewModel excel_simpleCalculationVMBuild(Excel_stepDownKI_subScheduleViewModel scheduleData)
{
Excel_simpleCalculationViewModel e_cvm = new Excel_simpleCalculationViewModel();
e_cvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_cvm.EventDate_ = scheduleData.EventDate_;
e_cvm.PayoffDate_ = this.scheduleGeneratorVM_.addDays(scheduleData.EventDate_, this.settlementDays_);
#region EventCal
//---------------------------------------------------------------
{
//Excel_eventCalcInfoViewModel e_ecivm = new Excel_eventCalcInfoViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_srecvm.LowerRng_ = (Convert.ToDouble(scheduleData.Trigger_) / 100.0).ToString();
e_srecvm.UpperRng_ = "1000";
// 우선 max를 사용함
Excel_underlyingCalcIDViewModel e_mucidvm = Excel_stepDownKI_subScheduleViewModel.CreateExcel_underlyingCalcID(scheduleData);
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
//e_ecivm.Excel_eventCalcViewModel_.Add(e_srecvm);
e_cvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ReturnCal
//---------------------------------------------------------------
{
//Excel_returnCalcInfoViewModel e_rcivm = new Excel_returnCalcInfoViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_crcvm.ConstReturn_ = (Convert.ToDouble(scheduleData.Coupon_) / 100).ToString();
//e_rcivm.Excel_returnCalcViewModel_.Add(e_crcvm);
e_cvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ComplementReturnCal
{
Excel_complementReturnCalcViewModel e_comp_rcvm = new Excel_complementReturnCalcViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_crcvm.ConstReturn_ = "0.0";
e_comp_rcvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_cvm.Excel_complementReturnCalcViewModel_ = e_comp_rcvm;
}
#endregion
#region AutoCall_Event
//---------------------------------------------------------------
{
Excel_eventCalcInfo_CallViewModel e_ecicvm = new Excel_eventCalcInfo_CallViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_srecvm.LowerRng_ = (Convert.ToDouble(scheduleData.Trigger_) / 100.0).ToString();
e_srecvm.UpperRng_ = "1000";
//처음꺼만 사용함
Excel_underlyingCalcIDViewModel e_mucidvm = Excel_stepDownKI_subScheduleViewModel.CreateExcel_underlyingCalcID(scheduleData);
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
e_ecicvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
e_cvm.Excel_eventCalcInfo_CallViewModel_ = e_ecicvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region AutoCall_ReturnCal
//---------------------------------------------------------------
{
Excel_returnCalcInfo_CallViewModel e_rcicvm = new Excel_returnCalcInfo_CallViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_crcvm.ConstReturn_ = "1.0"; // 원금
e_rcicvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_cvm.Excel_returnCalcInfo_CallViewModel_ = e_rcicvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
return(e_cvm);
}
////underlying 이 바뀌면
//public void underCalcBuild()
//{
// this.excel_underlyingCalcIDVMList_ = new ObservableCollection<Excel_underlyingCalcIDViewModel>();
// ObservableCollection<string> selectedUnderName = new ObservableCollection<string>();
// foreach (var item in this.excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
// {
// selectedUnderName.Add(item.Name_);
// }
// Excel_underlyingCalcIDViewModel e_ucidvm
// = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(this.underlyingCalcType_.ToUpper());
// //if (this.underlyingCalcType_.ToUpper() == "MAXIMUM")
// //{
// // e_ucidvm.CalcID_ = "max0001";
// // e_ucidvm.ReferenceType_ = "Maximum";
// // e_ucidvm.SelectedUnderlyingName_ = selectedUnderName;
// // e_ucidvm.Nth_ = "1";
// //}
// //else if (this.underlyingCalcType_.ToUpper() == "MINIMUM")
// //{
// // e_ucidvm.CalcID_ = "min0001";
// // e_ucidvm.ReferenceType_ = "Minimum";
// // e_ucidvm.SelectedUnderlyingName_ = selectedUnderName;
// // e_ucidvm.Nth_ = "1";
// //}
// //else
// //{
// // throw new NotImplementedException();
// //}
// this.excel_underlyingCalcIDVMList_.Add(e_ucidvm);
//}
//이제 좀 정교하게 짜야함.
private void scheduleBuild()
{
this.subScheduleDataList_.Clear();
int stepMonth = Convert.ToInt32(this.CouponTenor_.Substring(0, this.CouponTenor_.Length - 1));
int legCount = (12 / stepMonth) * Convert.ToInt32(this.Maturity_.Substring(0, this.Maturity_.Length - 1));
double couponPerStep = (Convert.ToDouble(this.Coupon_) / 12) * Convert.ToDouble(stepMonth);
#region comment
//this.subScheduleDataList_.Clear();
//this.scheduleGeneratorVM_.InitialDate_ = this.effectiveDate_;
////QLNet.Period maturityPeriod = new Period(maturityTenor, tu);
//QLNet.Period maturityPeriod = new Period(this.maturity_);
//// Y 말고 M도 처리해야함 // 우선은 int로 하자 1.5Y이런거는 잠시 대기
//int maturityTenor = maturityPeriod.length();
//TimeUnit tu = maturityPeriod.units(); //TimeUnit.Years;
//this.scheduleGeneratorVM_.EndDate_ = this.effectiveDate_.AddYears(maturityTenor);
//QLNet.Period couponPeriod = new Period(this.couponTenor_); //new Period(couponTenor, tu);
//// coupon
//int couponTenor = couponPeriod.length();
//double couponMultiplier = Convert.ToDouble(couponPeriod.frequency());//1.0;
//this.scheduleGeneratorVM_.Tenor_ = couponPeriod.ToShortString();
//int addingDays = 0;
//this.scheduleGeneratorVM_.genDates(addingDays);
//ObservableCollection<DateTime> eventDates = this.scheduleGeneratorVM_.Dates_;
//int scheduleLength = eventDates.Count;
//this.SettlementDays_ = Convert.ToInt32(tsm.SettlementDays_);
#endregion
for (int i = 0; i < legCount; i++)
{
Excel_stepDownKI_subScheduleViewModel data = new Excel_stepDownKI_subScheduleViewModel();
data.Type_ = "AutoCall";
data.EventDate_ = this.effectiveDate_.AddMonths(stepMonth * (i + 1));
data.UnderCalcType_ = "Minimum";
data.AverageDays_ = "1";
data.Coupon_ = (couponPerStep * (i + 1)).ToString();
data.Trigger_ = "100.0";
this.subScheduleDataList_.Add(data);
}
this.KiObStartDate_ = this.effectiveDate_;
this.KiObEndDate_ = this.subScheduleDataList_[this.subScheduleDataList_.Count - 1].EventDate_;
}
public static Excel_underlyingCalcIDViewModel CreateExcel_underlyingCalcID(Excel_stepDownKI_subScheduleViewModel e_s_svm)
{
string typeStr = e_s_svm.UnderCalcType_;
if (typeStr.ToUpper() == "MAXIMUM" || typeStr.ToUpper() == "MAX")
{
Excel_maximumUnderlyingCalcIDViewModel e_mucidvm = new Excel_maximumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = e_s_svm.EventDate_;
e_mucidvm.AverageDays_ = e_s_svm.AverageDays_;
return e_mucidvm;
}
else if (typeStr.ToUpper() == "MINIMUM" || typeStr.ToUpper() == "MIN")
{
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = e_s_svm.EventDate_;
e_mucidvm.AverageDays_ = e_s_svm.AverageDays_;
return e_mucidvm;
}
else if (typeStr.ToUpper() == "AVERAGE" || typeStr.ToUpper() == "AVER")
{
Excel_averageUnderlyingCalcIDViewModel e_mucidvm = new Excel_averageUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = e_s_svm.EventDate_;
//e_mucidvm.AverageDays_ = e_s_svm.AverageDays_;
return e_mucidvm;
}
//else if (typeStr == "excel_orderUnderlyingCalcID")
//{
// return new Excel_orderUnderlyingCalcIDViewModel();
//}
else
{
throw new NotImplementedException();
}
}
