public TimeSeries <string> historyCurveSeriesMRO(DateTime sDate, DateTime eDate)
{
TimeSeries <string> hist = new TimeSeries <string>();
IRCurveMarketDataLoader irCurveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO");
ObservableCollection <Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection <Excel_irCurveDataViewModel>();
irCurveLoader.loadInterval(sDate, eDate, this.LinkedCurveCode_, e_ircdvmList);
//TD_MRSTOCKFACTOR_Table_DAOManager dao_m = new TD_MRSTOCKFACTOR_Table_DAOManager();
//dao_m.STOCK_ID_ = this.Code_;
//dao_m.selectInterval(DataBaseConnectManager.ConnectionFactory("MRO"), sDate, eDate);
int tenorIndex = e_ircdvmList[0].getTenorIndex(this.Tenor_);
if (tenorIndex != -1)
{
foreach (var item in e_ircdvmList)
{
string value = item.Excel_rateDataViewModelList_[tenorIndex].Value_;
hist.Add(new Date(item.ReferenceDate_), value);
}
}
return(hist);
}
public YieldTermStructure yieldCurveLoadFromDB(DateTime refDate, string code)
{
string provider = Excel_marketDataSymbol.getProvider(code);
IRCurveMarketDataLoader irLoader = IRCurveMarketDataLoader.CreateMarketDataLoader(provider);
this.excel_irCurveDataViewModelList_.Clear();
irLoader.load(refDate, code, this.excel_irCurveDataViewModelList_);
return(this.buildQLNet_YieldTS(this.excel_irCurveDataViewModelList_[0]));
//mro_irLoader.load(refDate, this.symbol_, this.excel_irCurveDataViewModelList_);
//CURVE_DATA_Table_DAOManager daoM = new CURVE_DATA_Table_DAOManager();
//daoM.CURVE_CODE_ = this.symbol_;
//daoM.KeyColumn_ = this.symbol_;
//// 날짜 select 해서
//daoM.select(DataBaseConnectManager.ConnectionFactory("myDB"));
//Excel_irCurveDataViewModel e_icdvm = new Excel_irCurveDataViewModel();
//string refDateStr = refDate.ToString(StringFormat.DbDateFormat_);
//e_icdvm.ReferenceDate_ = refDate;
//e_icdvm.Curve_code_ = this.symbol_;
//e_icdvm.Excel_rateDataViewModelList_.Clear();
//foreach (CURVE_DATA_Table_DAO item in daoM.DAOList_)
//{
// Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel();
// e_rdvm.Tenor_ = item.TENOR_;
// e_rdvm.Value_ = item.VALUE_;
// e_rdvm.RateType_ = item.CURVE_TYPE_;
// e_icdvm.Excel_rateDataViewModelList_.Add(e_rdvm);
//}
}
public Excel_yieldCurveViewModel discountCurve(DateTime refDate, string currencyCode)
{
//조회함
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
DISCOUNTCURVESETTING_Table_DAO dao = new DISCOUNTCURVESETTING_Table_DAO();
//dao.CURRENCY_ = cvm.CurrencyCode_;
dao.KeyColumn_ = currencyCode;
dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));
string provider = dao.PROVIDER_;
string curveCode = dao.CURVECODE_;
e_ycvm.Code_ = curveCode;
e_ycvm.Currency_ = currencyCode;
IRCurveMarketDataLoader loader = IRCurveMarketDataLoader.CreateMarketDataLoader(provider);
ObservableCollection <Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection <Excel_irCurveDataViewModel>();
loader.load(refDate, curveCode, e_ircdvmList);
foreach (var item in e_ircdvmList[0].Excel_rateDataViewModelList_)
{
Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel();
e_rdvm.RateType_ = item.RateType_;
e_rdvm.Tenor_ = item.Tenor_;
e_rdvm.Value_ = item.Value_;
e_ycvm.Excel_rateDataViewModel_.Add(e_rdvm);
}
e_ycvm.Excel_interpolationViewModel_ = new Excel_interpolationViewModel();
//e_ycvm.loadCurve();
return(e_ycvm);
}
public override string dataLoad(DateTime refDate, string code)
{
MARKETDATA_SYMBOL_INFO_Table_DAO dao = new MARKETDATA_SYMBOL_INFO_Table_DAO();
dao.SYMBOL_ = code;
dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));
this.setFromDAO(dao);
IRCurveMarketDataLoader irLoader = IRCurveMarketDataLoader.CreateMarketDataLoader(this.provider_);
ObservableCollection <Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection <Excel_irCurveDataViewModel>();
irLoader.load(refDate, this.Linkedcurve_, e_ircdvmList);
int tenorNum = e_ircdvmList[0].getTenorIndex(this.Tenor_);
string value = e_ircdvmList[0].Excel_rateDataViewModelList_[tenorNum].Value_;
return(value);
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
IRCurveMarketDataLoader curveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO");
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection <Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection <Excel_irCurveDataViewModel>();
curveLoader.load(dateTime, e_irvm.LinkedCurveCode_, e_ircdvmList);
//e_icsvm.Symbol_ = excel_uivm.KrCode_;
//e_icsvm.dataLoad(dateTime, e_irvm.LinkedCurveCode_);
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = e_ircdvmList[0].Curve_code_;
e_ycvm.Excel_rateDataViewModel_ = e_ircdvmList[0].Excel_rateDataViewModelList_;
return(e_ycvm);
}