// 그냥 셀렉트하면 댐. // 데일리 greekPosition을 direct로 계산해서 쌓아놈.
// modle point로 구분하기 때문에..financial product랑은 다르게 상품이 동일한건 없고 죄다 다름.
// 그냥 공통의 insurance_product는 없다고 보면댐.
// position은 단순 데일리를 쌓기 위한것임.
public GreekPositions greekPositions()
{
GreekPositions gps = new GreekPositions();
// SELECT 함.
//gps.GreekPositionList_ =
// option 별로 그릭이 나옴.
List<Greek> greekList = this.Insurance_product_.greek();
foreach (Greek greek in greekList)
{
GreekPosition gp = new GreekPosition();
gp.Greek_ = greek;
gp.GreekPositionAmount_ = this.Quantity_ * greek.Value_;
gps.merge(gp);
}
return gps;
}
public GreekPositions greekPositions()
{
//QlArray q_array = new QlArray();
//q_array.set(1, 1.0);
GreekPositions gps = new GreekPositions();
GreekPosition gp1 = new GreekPosition();
gp1.Greek_ = new Greek(Greek.Type.Delta, 1.2);
gp1.Greek_.associated_ID_ = "testAssociated_1";
gp1.Greek_.UnderCode_ = "testUnderCode_1";
gp1.GreekPositionAmount_ = 1.2;
GreekPosition gp2 = new GreekPosition();
gp2.Greek_ = new Greek(Greek.Type.Delta, 2.1);
gp2.Greek_.associated_ID_ = "testAssociated_2";
gp2.Greek_.UnderCode_ = "testUnderCode_2";
gp2.GreekPositionAmount_ = 2.1;
gps.GreekPositionList_.Add(gp1);
gps.GreekPositionList_.Add(gp2);
return gps;
}
public List<TradeInfo> getHedgeTradeInfoList(GreekPositions greekPositions)
{
// 필요한 Trade를 담을 놈
List<TradeInfo> matchedTrades = new List<TradeInfo>();
#region Trading Calculating
{
foreach (GreekPosition roop_gp in greekPositions.GreekPositionList_)
{
matchedTrades.Add(this.match_trade(roop_gp));
}
}
#endregion
return matchedTrades;
}
//public List<TradeInfo> TradeInfoList_ { get; set; }
// method
// 시간별 그릭을 떨궈야함...?
// 이놈은 delta(kopsi , msci) , rho ( ir ) , vol ( kospi , msci ) 이런걸 담고 있음.
public GreekPositions greekPositions()
{
// 포지션 리스트가 나왔음.
// 포지션에서 그릭이 오는게 아니고
// 바로 greek table 에서 greek 이 옴.
// 포지션 리스트는 주욱 대면
// select * from ( select position_id from position ) where
// greek을 factor 별 sum 함.
// market Data를 기준으로 interpolation 해서 던져줌.
////modelPoint 는 여기가 아님... ㅡ.ㅡ;; 더 먼저임.. 배치 계산 파트에 있어야함.
//GreekPositions mergedGreekPositions = new GreekPositions();
//foreach ( PolicyPosition pos in this.PolicyPositionList_)
//{
// mergedGreekPositions.merge( pos.greekPositions() );
//}
//return mergedGreekPositions;
//GreekGridPositions_DAO ggps_dao = new GreekGridPositions_DAO();
//WhereCondition wc = new WhereCondition();
//ggps_dao.WhereCondition_ = wc;
//GreekGridPositions ggps = ggps_dao.greekGridPositions();
//GreekPositions gps = ggps.greekPositions();
GreekPositions gps = new GreekPositions();
return gps;
}
public void merge(GreekPositions greekPositions)
{
throw new NotImplementedException();
}
