Exemple #1
0
        public List<IAdj> GetAdjs()
        {
            List<IAdj> adjs = new List<IAdj>();

            Boolean disable = false;

            if (disable)
            {
                return adjs;
            }

            {
                BokRateAdj adj = new BokRateAdj("BokRate", new BokRatePolicy_Static(), 1.0);
                adjs.Add(adj);
            }

            {
                KoVolAdj adj = new KoVolAdj("Vol", 1.0);
                adjs.Add(adj);
            }

            return adjs;
        }
Exemple #2
0
        void RunAppAdjToExcelAdjResultConverter()
        {
            //tmp
            SimInputData input = _controller.GetDefaultInputData();
            MarketDataSet marketData = DataUtil.GetBaseMarketData(input);

            List<IAdj> adjs = new List<IAdj>();

            {
                MacroAA_Adj adj = new MacroAA_Adj("MacroAA_Adj");
                adjs.Add(adj);
            }

            {
                DeltaVolAdj adj = new DeltaVolAdj("DeltaVol", 1.0);
                adjs.Add(adj);
            }

            {
                KrxCredRateAdj adj = new KrxCredRateAdj("KrxCredAdj", new CreditPolicyWithUpDownMA(1.5));
                adjs.Add(adj);
            }

            {
                BokRateAdj adj = new BokRateAdj("BokRateAdj", new BokRatePolicy_Static(), 1.0);
                adjs.Add(adj);
            }

            {
                KoVolAdj adj = new KoVolAdj("KoVolAdj", 1.0);
                adjs.Add(adj);
            }

            {
                DollarPriceAdj adj = new DollarPriceAdj("DollarAdj", 0.9);
                adjs.Add(adj);
            }

            {
                CycleEqAdj adj = new CycleEqAdj("Cycle", 1.0);
                adjs.Add(adj);
            }

            {
                RealIrAdj adj = new RealIrAdj("RealIR", 1.0);
                adjs.Add(adj);
            }

            //{
            //    ExcelAdj adj = new ExcelAdj("RealIR", "RealRateIr_Adj_result.xlsx");
            //    adjs.Add(adj);
            //}

            //{
            //    ExcelAdj adj = new ExcelAdj("Cycle", "CycleEq_Adj_result.xlsx");
            //    adjs.Add(adj);
            //}

            AdjExcelAdjResultConverter converter = new AdjExcelAdjResultConverter(input, adjs, marketData);
            converter.Generate();
        }
Exemple #3
0
        public static List<IAdj> GetMixUpAdjs()
        {
            List<IAdj> adjs = new List<IAdj>();

            Boolean disable = false;

            if (disable)
            {
                return adjs;
            }

            //{
            //    MacroAA_Adj adj = new MacroAA_Adj("MacroAA");
            //    adjs.Add(adj);
            //}

            //{
            //    KrxCredRateAdj adj = new KrxCredRateAdj("CD", new CreditPolicyWithUpDownMA(1.5));
            //    adjs.Add(adj);
            //}

            //{
            //    DollarPriceAdj adj = new DollarPriceAdj("Dollar", 0.9);
            //    adjs.Add(adj);
            //}

            //{
            //    DeltaVolAdj adj = new DeltaVolAdj("DeltaVol", 1.0);
            //    //ExcelAdj adj = new ExcelAdj("DeltaVol", "DeltaVolBaseEqIrAdj_result.xlsx");
            //    adjs.Add(adj);
            //}

            //{
            //    CycleEqAdj adj = new CycleEqAdj("Cycle", 1.0);
            //    adjs.Add(adj);
            //}

            //{
            //    ExcelAdj adj = new ExcelAdj("CycleExcel", "CycleEq_Adj_result.xlsx");
            //    adjs.Add(adj);
            //}
            //{
            //    ExcelAdj adj = new ExcelAdj("LiquiEq", "LiquiEq_WithSwitch_Adj_result.xlsx");
            //    adjs.Add(adj);
            //}

            //{
            //    BokRateAdj adj = new BokRateAdj("BokRate", new BokRatePolicy_Static(), 1.0);
            //    adjs.Add(adj);
            //}

            {
                KoVolAdj adj = new KoVolAdj("Vol", 1.0);
                adjs.Add(adj);
            }

            {
                RealIrAdj adj = new RealIrAdj("RealIr", 1.0);
                adjs.Add(adj);
            }

            return adjs;
        }