public static object eqInstCommodityFuture(
[ExcelArgument(Description = "id of instrument ")] string ObjectId,
[ExcelArgument(Description = "name of instrument ")] string name, // given by user, could be the same as objectid
[ExcelArgument(Description = "buy/sell (1/-1) ")] int buysell,
[ExcelArgument(Description = "trade price ")] double tradePrice,
[ExcelArgument(Description = "trade quantity ")] double quantity,
[ExcelArgument(Description = "start date ")] DateTime startdate,
[ExcelArgument(Description = "end date ")] DateTime enddate,
[ExcelArgument(Description = "id of commodity index ")] string indexid,
[ExcelArgument(Description = "id of discount curve ")] string discountId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
CommodityIndexExt idx = OHRepository.Instance.getObject <CommodityIndexExt>(indexid);
YieldTermStructureHandle discountcurve = OHRepository.Instance.getObject <YieldTermStructureHandle>(discountId);
Date refDate = discountcurve.referenceDate();
EliteQuant.Date sd = EliteQuant.EQConverter.ConvertObject <EliteQuant.Date>(startdate);
EliteQuant.Date ed = EliteQuant.EQConverter.ConvertObject <EliteQuant.Date>(enddate);
PricingPeriodExt pp = new PricingPeriodExt(sd, ed, sd, quantity); // pay at start date
EnergyFutureExt ef = new EnergyFutureExt(buysell, pp, tradePrice, idx, name, discountcurve);
// Store the futures and return its id
string id = "Fut@" + ObjectId;
OHRepository.Instance.storeObject(id, ef, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(EnergyFutureExt obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
