public Instrument_swap()
{
this.InstVM_ = new Excel_instrument_structuredSwapViewModel(true);
this.swapInterfaceVM_ = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredSwapViewModel;
this.swapInterfaceVM_.Excel_swapLegViewModel_.Add(new Excel_structuredSwapLegViewModel());
this.swapInterfaceVM_.Excel_swapLegViewModel_.Add(new Excel_hifiveSwapLegViewModel());
this.ErrLog_ = new ErrLog();
}
public static Excel_instrumentViewModel CreateInstrument(string itemCode)
{
string[] sp = itemCode.Split('_');
string typeNum = sp[1];
if (typeNum == "700")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel();
return(e_ivm);
}
else if (typeNum == "333")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_fixedBondViewModel();
return(e_ivm);
}
else if (typeNum == "340")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredBondViewModel();
return(e_ivm);
}
else if (typeNum == "444")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_compositeOptionViewModel();
return(e_ivm);
}
else if (typeNum == "450")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_multiAssetCompositeOptionViewModel();
return(e_ivm);
}
else if (typeNum == "600")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredSwapViewModel();
return(e_ivm);
}
else if (typeNum == "700")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel();
return(e_ivm);
}
else
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_generalViewModel();
return(e_ivm);
}
}
public void load_instrument(string itemCode)
{
try
{
Excel_instrumentViewModel e_i_hvm = MasterInformationViewModel.loadInstrumentVM(itemCode);
//this.InstVM_ = new Excel_instrument_hifiveViewModel();
this.InstVM_ = e_i_hvm as Excel_instrument_structuredSwapViewModel;
if (this.InstVM_ == null)
throw new Exception("instrument is not structuredSwap type");
this.InstVM_.loadInterfaceVMFromXml(XMLFileLoader.LoadInstrument(itemCode));
this.swapInterfaceVM_ = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredSwapViewModel;
// parameter load는 나중에 하자으.
////
//Excel_standardSwapParaViewModel e_sspvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardSwapParaViewModel;
////
//foreach (var item in InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
//{
// Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel();
// e_u_pvm.buildParaSetting(item);
// e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm);
// e_sspvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_correlationInfo_paraViewModel_.addDiagonal(e_u_pvm);
//}
this.ErrLog_.add("load complete");
}
catch (Exception e)
{
this.ErrLog_.add("load err : " + e.Message);
}
}
private static void testStructuredSwap_ServerCalculation()
{
Excel_instrument_structuredSwapViewModel inst = new Excel_instrument_structuredSwapViewModel();
DateTime refDate = new DateTime(2014, 12, 10);
//inst.calculate("testInst", refDate);
CalculationBatchController cbc = new CalculationBatchController();
cbc.CalculationDate_ = refDate;
cbc.enqueue_intrument("itemCode_600_14122910472470120");
cbc.enqueue_intrument("itemCode_600_14123013416614082");
cbc.enqueue_intrument("itemCode_600_14123013419733688");
cbc.enqueue_intrument("itemCode_600_14123013413915072");
cbc.enqueue_intrument("itemCode_600_14123013416785236");
cbc.calculateStart();
}
private static void testStructuredSwapCalculation()
{
Excel_instrument_structuredSwapViewModel inst = new Excel_instrument_structuredSwapViewModel();
DateTime refDate = new DateTime(2014, 12, 10);
inst.calculate("testInst", refDate);
}
public static Excel_instrumentViewModel CreateInstrument(string itemCode)
{
string[] sp = itemCode.Split('_');
string typeNum = sp[1];
if (typeNum == "700")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel();
return e_ivm;
}
else if (typeNum == "333")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_fixedBondViewModel();
return e_ivm;
}
else if (typeNum == "340")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredBondViewModel();
return e_ivm;
}
else if (typeNum == "444")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_compositeOptionViewModel();
return e_ivm;
}
else if (typeNum == "450")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_multiAssetCompositeOptionViewModel();
return e_ivm;
}
else if (typeNum == "600")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_structuredSwapViewModel();
return e_ivm;
}
else if (typeNum == "700")
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_hifiveViewModel();
return e_ivm;
}
else
{
Excel_instrumentViewModel e_ivm = new Excel_instrument_generalViewModel();
return e_ivm;
}
}
