// code parsing or 어쩌구.
public static Kospi200Index_option CreateKOSPI200_Option(DateTime tradeDate,
string krxCode,
int quantity,
double tradeIndex)
{
// 장내 이므로 불러옴.
clsTRADABLE_KRX_INDEXOPTION_TB clstb = new clsTRADABLE_KRX_INDEXOPTION_TB();
clstb.INST_KRX_CD = krxCode;
clstb.SelectOwn();
Kospi200Index_option inst = new Kospi200Index_option();
string inst_ID = IDGenerator.getNewInstrumentID(inst.InstrumentType_, tradeDate, inst);
inst.baseDAO_.INSTRUMENT_ID = inst_ID;
inst.baseDAO_.INSTRUMENT_NM = clstb.INST_NM;
//inst.baseDAO_.FP_MASTER_TYP = Convert.ToInt32(inst.InstrumentType_); // 아직 구분 못했음. 우선 그냥 instType으로 넣음.
inst.baseDAO_.FP_MASTER_TYP = IDGenerator.KRXCodetoFP_MASTER_TYP(krxCode);
inst.baseDAO_.NOTIONAL = clstb.INDEX_MULTIPLIER;
inst.baseDAO_.PRICE = tradeIndex;
inst.baseDAO_.QUANTITY = quantity;
inst.baseDAO_.CURR = "KRW";
inst.baseDAO_.FX_RATE = 1.0;
//inst.baseDAO_.NOTIONAL = Math.Abs(quantity * clstb.STRIKE * clstb.INDEX_MULTIPLIER);
//inst.baseDAO_.CURR = "KRW";
//inst.baseDAO_.BUY_SELL = (quantity > 0) ? (int)clsMAST_FP_INSTRUMENT_TB.BUY_SELL_Type.Buy :
// (int)clsMAST_FP_INSTRUMENT_TB.BUY_SELL_Type.Sell;
//inst.baseDAO_.QUANTITY = Math.Abs(quantity);
inst.baseDAO_.EFFECTIVE_DT = tradeDate.ToString("yyyyMMdd");
inst.baseDAO_.MATURITY_DT = clstb.MATURITY_DT;
inst.baseDAO_.BOOKED_DT = tradeDate.ToString("yyyyMMdd");
inst.baseDAO_.CLOSED_DT = "20991231";
clsTRADABLE_KRX_INDEXOPTION_TB clstb_tradable = new clsTRADABLE_KRX_INDEXOPTION_TB();
clstb_tradable.INST_KRX_CD = krxCode;
clstb_tradable.SelectOwn();
inst.indexOptionDAO_.INSTRUMENT_ID = inst_ID;
inst.indexOptionDAO_.INSTRUMENT_TYP = Convert.ToInt32(inst.InstrumentType_); // 내부 타입인데..
inst.indexOptionDAO_.NOTIONAL = Math.Abs(quantity * clstb.STRIKE * clstb.INDEX_MULTIPLIER);
inst.indexOptionDAO_.QUANTITY = quantity;
inst.indexOptionDAO_.INDEX_MULTIPLIER = clstb_tradable.INDEX_MULTIPLIER;
inst.indexOptionDAO_.UNDERLYING_INDEX_CD = clstb.UNDERLYING_CD;
inst.indexOptionDAO_.OPTION_TYP = 0;
inst.indexOptionDAO_.STRIKE = clstb_tradable.STRIKE;
inst.indexOptionDAO_.CURR = "KRW";
inst.indexOptionDAO_.EFFECTIVE_DT = tradeDate.ToString("yyyyMMdd");
inst.indexOptionDAO_.MATURITY_DT = clstb.MATURITY_DT;
return inst;
}
// #CreateInstrument_ItemAdd
public static Financial_instrument CreateInstrument(clsMAST_FP_INSTRUMENT_TB tb)
{
int type = tb.FP_MASTER_TYP;
Financial_instrument fi = new Unknown_fi_instrument();
if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures)
{
fi = new Kospi200Index_futures();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call
|| type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put)
{
fi = new Kospi200Index_option();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS)
{
fi = new VanillaIRS_instrument();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap)
{
fi = new Vanilla_Swap();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan)
{
fi = new Ftp_DepositLoan();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Money_Cash)
{
fi = new CurrencyCash();
}
else
{
//fi = new Unknown_instrument();
}
fi.baseDAO_ = tb;
fi.loadDetail(tb.INSTRUMENT_ID);
return fi;
}