int IComparable.CompareTo(object obj)
{
YieldCurveSetting ycs = obj as YieldCurveSetting;
if (ycs != null)
{
if (
(this.ZcBasisId == ycs.ZcBasisId) && (this.ZcCompounding == ycs.ZcCompounding) &&
(this.ZcFrequency == ycs.ZcFrequency) && (this.ifZc == ycs.ifZc) &&
(this.ZCColor == ycs.ZCColor) && (this.FrwBasisId == ycs.FrwBasisId) &&
(this.FrwCompounding == ycs.FrwCompounding) && (this.FrwFrequency == ycs.FrwFrequency) &&
(this.ifFrw == ycs.ifFrw) && (this.FrwColor == ycs.FrwColor) && (this.FrwTerm == ycs.FrwTerm) &&
(this.FrwTermBase == ycs.FrwTermBase) && (this.SpreadType == ycs.SpreadType) &&
(this.SpreadSize == ycs.SpreadSize) && (this.SpreadFamily == ycs.SpreadFamily) &&
(this.Calendar == ycs.Calendar)
)
{
return(0);
}
else
{
return(-1);
}
}
else
{
throw new ArgumentException("Parameter is not a YieldCurveSetting!");
}
}
/// <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(ConnectionContextSQLite ctx,
long?idYc)
{
List <YieldCurveData> ycDesc = new List <YieldCurveData>();
var command = SqlHelperSQLite.SelectYieldCurveDataCommand(ctx, idYc);
using (var reader = command.ExecuteReader())
{
while (reader.Read())
{
var ycs = new YieldCurveSetting
{
ZcBasisId = reader.GetInt32(reader.GetOrdinal("ZcBasisId")),
ZcCompounding = reader.GetString(reader.GetOrdinal("ZcCompounding")),
ZcFrequency = reader.GetString(reader.GetOrdinal("ZcFrequency")),
FrwCompounding = reader.GetString(reader.GetOrdinal("FrwCompounding")),
ifZc = reader.GetBoolean(reader.GetOrdinal("ifZC")),
FrwBasisId = reader.GetInt32(reader.GetOrdinal("FrwBasisId")),
ZCColor = reader.IsDBNull(reader.GetOrdinal("ZCColor")) ? null : reader.GetString(reader.GetOrdinal("ZCColor")),
FrwFrequency = reader.GetString(reader.GetOrdinal("FrwFrequency")),
FrwTermBase = reader.GetString(reader.GetOrdinal("FrwTermBase")),
FrwTerm = reader.IsDBNull(reader.GetOrdinal("FrwTerm")) ? -1 : reader.GetInt32(reader.GetOrdinal("FrwTerm")),
FrwColor = reader.IsDBNull(reader.GetOrdinal("FrwColor")) ? null : reader.GetString(reader.GetOrdinal("FrwColor")),
ifFrw = reader.GetBoolean(reader.GetOrdinal("ifFrw")),
SpreadType = reader.IsDBNull(reader.GetOrdinal("SpreadType")) ? -1 : reader.GetInt32(reader.GetOrdinal("SpreadType")),
SpreadSize = reader.IsDBNull(reader.GetOrdinal("SpreadSize")) ? -1 : reader.GetInt32(reader.GetOrdinal("SpreadSize")),
SpreadFamily = reader.IsDBNull(reader.GetOrdinal("SpreadFamily")) ? -1 : reader.GetInt32(reader.GetOrdinal("SpreadFamily"))
};
Calendar cal = new Calendar
{
Id = reader.IsDBNull(reader.GetOrdinal("calId")) ? -1 : reader.GetInt32(reader.GetOrdinal("calId")),
ClassName = reader.IsDBNull(reader.GetOrdinal("calClassName")) ? null : reader.GetString(reader.GetOrdinal("calClassName")),
MarketName = reader.IsDBNull(reader.GetOrdinal("calMarketName")) ? null : reader.GetString(reader.GetOrdinal("calMarketName"))
};
ycs.Calendar = cal;
ycDesc.Add(new YieldCurveData
{
Id = reader.GetInt32(reader.GetOrdinal("Id")),
Name = reader.GetString(reader.GetOrdinal("Name")),
Family = reader.GetString(reader.GetOrdinal("Family")),
CurrencyId = reader.IsDBNull(reader.GetOrdinal("CurrencyId")) ? -1 : reader.GetInt32(reader.GetOrdinal("CurrencyId")),
settings = ycs,
entryPointList = null,
discountPointList = null
});
}
}
return(ycDesc);
}
public object Clone()
{
YieldCurveSetting ycs = new YieldCurveSetting();
ycs.ZcBasisId = this.ZcBasisId;
ycs.ZcCompounding = this.ZcCompounding;
ycs.ZcFrequency = this.ZcFrequency;
ycs.ifZc = this.ifZc;
ycs.ZCColor = this.ZCColor;
ycs.FrwBasisId = this.FrwBasisId;
ycs.FrwCompounding = this.FrwCompounding;
ycs.FrwFrequency = this.FrwFrequency;
ycs.ifFrw = this.ifFrw;
ycs.FrwColor = this.FrwColor;
ycs.FrwTerm = this.FrwTerm;
ycs.FrwTermBase = this.FrwTermBase;
ycs.SpreadType = this.SpreadType;
ycs.SpreadSize = this.SpreadSize;
ycs.SpreadFamily = this.SpreadFamily;
ycs.Calendar = this.Calendar;
return(ycs);
}
