private void SetMyView(BondClient bondClient)
{
var bondDateAndPrices = client.ComputeToBondLastDate(MapClientFixBondWithLibraryFixBond(BondCLient));
var bondPrices = bondDateAndPrices.Values.ToArray();
var bondDates = bondDateAndPrices.Keys.ToArray();
Model = new PlotModel {
Title = "Pricer"
};
Model.Title = "Pricer";
Model.Subtitle = "using OxyPlot ";
var series1 = new LineSeries();
series1.Title = "Series 1";
series1.MarkerType = MarkerType.Circle;
for (int i = 0; i < bondDateAndPrices.Count; i++)
{
series1.Points.Add(new DataPoint(DateTimeAxis.ToDouble(bondDates[i]), bondPrices[i]));
}
Model.Axes.Add(new DateTimeAxis {
Position = AxisPosition.Bottom, StringFormat = "dd/MM/yyyy"
});
Model.Series.Add(series1);
}
public ActionResult Index(BondClient bondClient)
{
var bondPrices = GetBondPrices(bondClient);
var couponsCouru = GetCouponsCouru(bondClient);
SetViewBagForShow(bondPrices, couponsCouru);
return(View(bondClient));
}
private BondClient GetDefaultBond()
{
BondClient bond = new BondClient();
bond.Maturity = 2;
bond.Periodicity = 6;
bond.IssueDate = DateTime.Parse("01/01/1993");
bond.Rate = 0.05;
bond.Nominal = 100;
return(bond);
}
//private List<double> GetBondPrices(BondClient bond)
//{
// var libraryBond = MapClientFixBondWithLibraryFixBond(bond);
// var dates = GetPricingDates(libraryBond);
// List<double> prices = new List<double>();
// double bondPrice;
// int i = 0;
// foreach (var item in dates)
// {
// bondPrice = client.Compute(libraryBond, item);
// prices.Add(bondPrice);
// i++;
// if (i==30)
// {
// }
// }
// return prices;
//}
private BondWcf MapClientFixBondWithLibraryFixBond(BondClient clientBond)
{
// A revoir !!!
var bond = new BondWcf();
bond.Maturity = clientBond.Maturity;
bond.Periodicity = clientBond.Periodicity;
bond.IssueDate = clientBond.IssueDate;
bond.Rate = clientBond.Rate;
bond.Nominal = clientBond.Nominal;
return(bond);
}
private List <double> GetCouponsCouru(BondClient bond)
{
var libraryBond = MapClientFixBondWithLibraryFixBond(bond);
var dates = GetPricingDates(libraryBond);
List <double> couponsCouru = new List <double>();
foreach (var item in dates)
{
couponsCouru.Add(libraryBond.GetCouponCouru(item));
}
return(couponsCouru);
}
private List <double> GetBondPrices(BondClient bond)
{
var libraryBond = MapClientFixBondWithLibraryFixBond(bond);
var dates = GetPricingDates(libraryBond);
List <double> prices = new List <double>();
double bondPrice;
foreach (var item in dates)
{
bondPrice = pricer.Compute(libraryBond, item);
prices.Add(bondPrice);
}
return(prices);
}
