internal DataSet GetTickerData_Rate(DateTime PriceDate) { SqlCommand sqlCom = new SqlCommand("spOTCOptionPrice_GetBBTickers_RiskFreeRate"); sqlCom.CommandType = CommandType.StoredProcedure; sqlCom.Parameters.Add(new SqlParameter("@PriceDate", PriceDate)); DataSet ds = db.FetchData(sqlCom); return(ds); }
private static DataSet GetData(string server, string database, string sql) { var db = new SQLServer(server, database, "", "") { Timeout = 0, NTauthentication = true }; // no timeout DataSet ds; try { SqlCommand c = new SqlCommand(sql) { CommandType = CommandType.Text }; ds = db.FetchData(c); } catch (Exception e) { Exception e2 = new Exception(sql, e); throw e2; } finally { db.Close(); } return(ds); }
/// <summary> /// get a list of all of the options that we want to price (i.e. ones we have a balance in) /// </summary> /// <param name="ValuationDate"></param> /// <returns></returns> internal List <BOSSOption> GetBOSSOptionsToPrice(DateTime ValuationDate) { List <BOSSOption> options = new List <BOSSOption>(); SqlCommand sqlCom = new SqlCommand("spOTCOptionPrice_GetSecuritiesToPrice"); sqlCom.CommandType = CommandType.StoredProcedure; sqlCom.Parameters.Add(new SqlParameter("@PriceDate", ValuationDate)); DataSet ds = db.FetchData(sqlCom); if (ds.Tables[0].Rows.Count != 0) { foreach (DataRow dr in ds.Tables[0].Rows) { //get static data int SecurityID = int.Parse(dr["SecurityID"].ToString()); BOSSOption o = GetBOSSOption(SecurityID, ValuationDate); options.Add(o); } } return(options); }