internal static List <Currency> GetCurrency(long?idCurrency)
{
List <Currency> list = null;
SqlHelperXml.SelectCurrencyCommand(out list, idCurrency);
return(list);
}
/// Retrieves the list of yield curve families
/// </summary>
/// <param name="ctx">
/// The connection context
/// </param>
/// <param name="idYcFamily">
/// The id of yield curve family
/// </param>
/// <param name="idCcy">
/// The currency id
/// </param>
/// <returns>
/// List of yield curve families
/// </returns>
internal static List <YieldCurveFamily> GetYieldCurveFamily(long?idYcFamily, long?idCcy)
{
List <YieldCurveFamily> list = null;
SqlHelperXml.SelectYieldCurveFamilyCommand(out list, idYcFamily, idCcy);
return(list);
}
internal static List <ExchangeRate> GetXRates(long?idXRate)
{
List <ExchangeRate> list = null;
SqlHelperXml.SelectXRatesCommand(out list, idXRate);
return(list);
}
internal static List <DayCounter> GetDayCounter(long?idDC, string className)
{
List <DayCounter> list = null;
SqlHelperXml.SelectDayCounterCommand(out list, idDC, (idDC == null ? className : String.Empty));
return(list);
}
/// <summary>
/// Retrieves the list of all markets and their data (only for custom markets, for Quantlib markets -Class names and Market names)
/// </summary>
/// <param name="ctx">
/// The connection context
/// </param>
/// </returns>
internal static List <Calendar> GetCalendars()
{
List <Calendar> list = null;
SqlHelperXml.SelectCalendarsCommand(out list);
return(list);
}
/// <summary>
/// Retrieves the list of all bonds and their data
/// </summary>
/// <param name="ctx">
/// The connection context
/// </param>
/// </returns>
internal static List <Bond> GetBonds(long?idBond)
{
List <Bond> list = null;
SqlHelperXml.SelectBondsCommand(out list, idBond);
return(list);
}
internal static List <EntryPoint> GetYieldCurveEntryData(long?idYc, DateTime?settlementDate)
{
List <EntryPoint> EntryDataList = null;
SqlHelperXml.SelectYieldCurveEntryDataCommand(out EntryDataList, idYc, settlementDate);
return(EntryDataList);
}
/// <summary>
/// Retrieves the list of yield curve data
/// </summary>
/// <param name="ctx">
/// The connection context
/// </param>
/// <param name="idYc">
/// The yield curve id
/// </param>
/// <param name="idYc">
/// The date
/// </param>
/// <returns>
/// List of yield curve data
/// </returns>
///
// ??? obsolete method
internal static List <YieldCurveData> GetYieldCurveData(long?idYc)
{
List <YieldCurveData> ycDesc = null;
SqlHelperXml.SelectYieldCurveDataCommand(out ycDesc, idYc);
return(ycDesc);
}
internal static List <EntryPointHistory> GetExchangeRateHistory(long?RateId,
DateTime?settlementDate)
{
List <EntryPointHistory> ExchangeRateHistoryList = null;
SqlHelperXml.SelectExchangeRateHistoryCommand(out ExchangeRateHistoryList, RateId, settlementDate);
ExchangeRateHistoryList.Sort(new EntryPointHistoryCompare());
return(ExchangeRateHistoryList);
}
internal static List <EntryPointHistory> GetYieldCurveEntryDataHistory(long?idYc, DateTime?settlementDate)
{
List <EntryPointHistory> outEntryDataHistoryList = new List <EntryPointHistory>();
List <EntryPointHistory> tmp = null;
SqlHelperXml.SelectYieldCurveEntryDataHistoryCommand(out tmp, idYc, settlementDate);
// remove this empty list of history (don't know how to sort them out on linq level)
foreach (EntryPointHistory y in tmp)
{
if (y.epValueHistory.Count != 0)
{
y.epValue = y.epValueHistory.LastOrDefault(i => i.Date <= settlementDate);
outEntryDataHistoryList.Add(y);
}
}
return(outEntryDataHistoryList);
}
