public void loadDiscountCurveData(DateTime refDate, string currency)
{
clsSET_DISCOUNTCURVE_TB tb = new clsSET_DISCOUNTCURVE_TB();
tb.CURR = currency;
DataTable dt = tb.Select();
foreach (DataRow dr in dt.Select())
{
tb = clsSET_DISCOUNTCURVE_TB.Create(dr);
}
string curveID = tb.CURVE_ID;
this.loadCurveData(refDate, curveID,clsHDAT_CURVEDATA_TB.RATE_TYP_Type.SPOT);
}
public void buildTestData()
{
clsSET_DISCOUNTCURVE_TB clsTB = new clsSET_DISCOUNTCURVE_TB();
string[] currStr = { "KRW" ,"USD"};
string[] curveIDStr = { "IRSKRW" , "IRSUSD" };
int currListLength = currStr.Length;
int curveIDListLength = curveIDStr.Length;
for (int i = 0; i < currListLength; i++)
{
clsTB.CURR = currStr[i];
clsTB.CURVE_ID = curveIDStr[i];
clsTB.START_DT = "20150101";
clsTB.END_DT = "20301231";
clsTB.SETTING_ID = "MYSETTING";
clsTB.Insert();
}
}
public clsSET_DISCOUNTCURVE_TB Clone()
{
try
{
clsSET_DISCOUNTCURVE_TB cloneTB = new clsSET_DISCOUNTCURVE_TB();
cloneTB._SETTING_ID = this._SETTING_ID;
cloneTB._CURR = this._CURR;
cloneTB._CURVE_ID = this._CURVE_ID;
cloneTB._START_DT = this._START_DT;
cloneTB._END_DT = this._END_DT;
return cloneTB;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
public static clsSET_DISCOUNTCURVE_TB Create(DataRow dr)
{
try
{
clsSET_DISCOUNTCURVE_TB tb = new clsSET_DISCOUNTCURVE_TB();
tb._SETTING_ID = Convert.ToString(dr[0]);
tb._CURR = Convert.ToString(dr[1]);
tb._CURVE_ID = Convert.ToString(dr[2]);
tb._START_DT = Convert.ToString(dr[3]);
tb._END_DT = Convert.ToString(dr[4]);
return tb;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
//private void evalCurveMap()
//{
// // eval ---------------------------------------------------------
// this.EvalCurveMap_.Clear();
// clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB();
// clstb.SETTING_ID = "MYSETTING";
// DataTable tb = clstb.Select();
// foreach (DataRow dr in tb.Select())
// {
// CurveManager cm = new CurveManager();
// clsSET_EVALUATIONCURVE_TB clstb_roop = clsSET_EVALUATIONCURVE_TB.Create(dr);
// cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID, clsHDAT_CURVEDATA_TB.RATE_TYP_Type.YTM);
// this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm.yieldCurve(this.CurveShift_));
// this.EvalCurveManagerMap_.Add(clstb_roop.INDEX_CD, cm);
// //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm);
// }
//}
private void discountCurveMap()
{
// discount ---------------------------------------------------------
//this.DiscountCurveMap_.Clear();
this.DiscountCurveManagerMap_.Clear();
clsSET_DISCOUNTCURVE_TB clstb = new clsSET_DISCOUNTCURVE_TB();
clstb.SETTING_ID = "MYSETTING";
DataTable tb = clstb.Select();
foreach (DataRow dr in tb.Select())
{
YieldCurve cm = new YieldCurve();
clsSET_DISCOUNTCURVE_TB clstb_roop = clsSET_DISCOUNTCURVE_TB.Create(dr);
cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID,clsHDAT_CURVEDATA_TB.RATE_TYP_Type.SPOT);
//this.DiscountCurveMap_.Add(clstb_roop.CURR, cm.yieldCurve());
this.DiscountCurveManagerMap_.Add(clstb_roop.CURR, cm);
//this.DiscountCurveMap_.Add(clstb_roop.CURR, cm);
}
}