private CalculationAmountViewModel calculationVM(string itemCode)
{
CalculationAmountViewModel calculationVM = new CalculationAmountViewModel();
QueryStr queryStr = new QueryStr(this.masterInfo_);
queryStr.VariableMap_.Add("KR_CODE", itemCode);
conn_.clearQuery();
conn_.addQuery("elsmaster", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["elsmaster"];
string issue_amt = "0";
string currency = "KRW";
foreach (DataRow item in tb.Rows)
{
issue_amt = item["ISSUE_AMT"].ToString();
}
calculationVM.Amount_ = issue_amt;
calculationVM.Currency_ = currency;
return(calculationVM);
}
private CorrelationInfo_paraViewModel makeCorrInfo(List <string> underCodeList)
{
QueryStr queryStr = new QueryStr(this.corrQueryInfo_);
StringBuilder sb = new StringBuilder();
for (int i = 0; i < underCodeList.Count; i++)
{
sb.Append(QueryStr.wrapComma(underCodeList[i]));
if (i != underCodeList.Count - 1)
{
sb.Append(",");
}
}
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("UNDER_LIST", sb.ToString());
conn_.addQuery("underCorrInfo", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["underCorrInfo"];
List <string> first = new List <string>();
List <string> second = new List <string>();
List <string> values = new List <string>();
foreach (DataRow item in tb.Rows)
{
first.Add(item["STOCK_ID"].ToString());
second.Add(item["OTHER_ID"].ToString());
values.Add(item["CORR"].ToString());
}
CorrelationInfo_paraViewModel corrInfoVM = new CorrelationInfo_paraViewModel();
corrInfoVM.Dimension_ = underCodeList.Count.ToString();
//Int32 dimensionTrans = underCodeList.Count;
//Int32 needCorrNum = dimensionTrans * (dimensionTrans + 1) / 2;
for (int i = 0; i < values.Count; i++)
{
corrInfoVM.Correlation_paraViewModel_.Add(this.makeCorr(first[i], second[i], values[i]));
}
return(corrInfoVM);
}
private DiscountCurve_paraViewModel discount_paraVM(string itemCode)
{
DiscountCurve_paraViewModel discount_paraVM = new DiscountCurve_paraViewModel();
YieldTermstructureViewModel yieldTSVM = new YieldTermstructureViewModel();
yieldTSVM.Type_ = "ZEROYIELD";
yieldTSVM.Interpolation_ = "BACKWARDFLAT";
yieldTSVM.Daycounter_ = "ACT365FIX";
yieldTSVM.Calendar_ = "NULLCALENDAR";
yieldTSVM.BusinessDayConvention_ = "Following";
QueryStr queryStr = new QueryStr(this.discountQueryInfo_);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("CURVE_CODE", "S");
queryStr.VariableMap_.Add("BOND_CLASS_ID", "111001");
conn_.clearQuery();
conn_.addQuery("discountCurve", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["discountCurve"];
foreach (DataRow item in tb.Rows)
{
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("1", "D", (Convert.ToDouble(item["D001"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("3", "M", (Convert.ToDouble(item["M003"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("6", "M", (Convert.ToDouble(item["M006"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("9", "M", (Convert.ToDouble(item["M009"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("12", "M", (Convert.ToDouble(item["M012"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("18", "M", (Convert.ToDouble(item["M018"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("24", "M", (Convert.ToDouble(item["M024"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("30", "M", (Convert.ToDouble(item["M030"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("36", "M", (Convert.ToDouble(item["M036"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("48", "M", (Convert.ToDouble(item["M048"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("60", "M", (Convert.ToDouble(item["M060"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("84", "M", (Convert.ToDouble(item["M084"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("120", "M", (Convert.ToDouble(item["M120"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("180", "M", (Convert.ToDouble(item["M180"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("240", "M", (Convert.ToDouble(item["M240"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("360", "M", (Convert.ToDouble(item["M360"].ToString()) / 100).ToString()));
}
discount_paraVM.YieldTermstructureViewModel_.Add(yieldTSVM);
return(discount_paraVM);
}
private UnderlyingInfo_paraViewModel underInfo_paraVM(string itemCode)
{
UnderlyingInfo_paraViewModel underInfo_paraVM = new UnderlyingInfo_paraViewModel();
QueryStr queryStr = new QueryStr(this.fileInfo_);
queryStr.VariableMap_.Add("ITEM_CODE", itemCode);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
conn_.addQuery("underInfo", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["underInfo"];
string krCode;
string underName;
string currentValue;
string drift;
string dividend;
string volatility;
List <string> underCode = new List <string>();
foreach (DataRow item in tb.Rows)
{
krCode = item["STOCK_ID"].ToString();
underName = item["STOCK_NAME"].ToString();
currentValue = item["CURR_PRICE"].ToString();
drift = (Convert.ToDouble(item["RF"].ToString()) / 100).ToString();
dividend = (Convert.ToDouble(item["DIVIDEND_RATE"].ToString()) / 100).ToString();
volatility = (Convert.ToDouble(item["VOL"].ToString()) / 100).ToString();
underCode.Add(krCode);
GeometricBMViewModel gbmVM = this.makeGBM(krCode, underName, currentValue, drift, dividend, volatility);
underInfo_paraVM.Underlying_paraViewModel_.Add(gbmVM);
}
underInfo_paraVM.CorrelationInfo_paraViewModel_ = this.makeCorrInfo(underCode);
return(underInfo_paraVM);
}
private void positionLoad()
{
this.PositionList_ = new List<string>();
QueryStr queryStr = new QueryStr(this.positionInfo_);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("FUND_CODE", "A27212','A27211','A27214");
conn_.clearQuery();
conn_.addQuery("position", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["position"];
foreach (DataRow item in tb.Rows)
{
this.PositionList_.Add(item["KR_CODE"].ToString());
}
}
private void positionLoad()
{
this.PositionList_ = new List <string>();
QueryStr queryStr = new QueryStr(this.positionInfo_);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("FUND_CODE", "A27212','A27211','A27214");
conn_.clearQuery();
conn_.addQuery("position", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["position"];
foreach (DataRow item in tb.Rows)
{
this.PositionList_.Add(item["KR_CODE"].ToString());
}
}
public List <double> loadHistory(string itemCode, DateTime startDate, DateTime endDate)
{
OracleDataBaseConnect conn = OracleDataBaseConnect.CreateOracleDBConnet("Local");
QueryStr query = new QueryStr(fileInfo1_);
query.VariableMap_.Add("stockID", itemCode);
query.VariableMap_.Add("startDate", startDate.ToString("yyyyMMdd"));
query.VariableMap_.Add("endDate", endDate.ToString("yyyyMMdd"));
conn.addQuery("Test", query.getQuery());
conn.excute();
List <double> valueList = new List <double>();
List <string> datestr = new List <string>();
foreach (DataRow item in conn.ResultDataSet_.Tables["Test"].Rows)
{
valueList.Add(Convert.ToDouble(item["CURR_PRICE"].ToString()));
datestr.Add(item["STD_DATE"].ToString());
}
return(Result_);
}
public List<double> loadHistory(string itemCode, DateTime startDate, DateTime endDate)
{
OracleDataBaseConnect conn = OracleDataBaseConnect.CreateOracleDBConnet("Local");
QueryStr query = new QueryStr(fileInfo1_);
query.VariableMap_.Add("stockID", itemCode);
query.VariableMap_.Add("startDate", startDate.ToString("yyyyMMdd"));
query.VariableMap_.Add("endDate", endDate.ToString("yyyyMMdd"));
conn.addQuery("Test", query.getQuery());
conn.excute();
List<double> valueList = new List<double>();
List<string> datestr = new List<string>();
foreach (DataRow item in conn.ResultDataSet_.Tables["Test"].Rows)
{
valueList.Add(Convert.ToDouble(item["CURR_PRICE"].ToString()));
datestr.Add(item["STD_DATE"].ToString());
}
return Result_;
}
private CorrelationInfo_paraViewModel makeCorrInfo(List<string> underCodeList)
{
QueryStr queryStr = new QueryStr(this.corrQueryInfo_);
StringBuilder sb = new StringBuilder();
for (int i = 0; i < underCodeList.Count; i++)
{
sb.Append(QueryStr.wrapComma(underCodeList[i]));
if (i != underCodeList.Count - 1)
{
sb.Append(",");
}
}
queryStr.VariableMap_.Add("STD_DATE",this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("UNDER_LIST", sb.ToString());
conn_.addQuery("underCorrInfo", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["underCorrInfo"];
List<string> first = new List<string>();
List<string> second = new List<string>();
List<string> values = new List<string>();
foreach (DataRow item in tb.Rows)
{
first.Add(item["STOCK_ID"].ToString());
second.Add(item["OTHER_ID"].ToString());
values.Add(item["CORR"].ToString());
}
CorrelationInfo_paraViewModel corrInfoVM = new CorrelationInfo_paraViewModel();
corrInfoVM.Dimension_ = underCodeList.Count.ToString();
//Int32 dimensionTrans = underCodeList.Count;
//Int32 needCorrNum = dimensionTrans * (dimensionTrans + 1) / 2;
for (int i = 0; i < values.Count; i++)
{
corrInfoVM.Correlation_paraViewModel_.Add(this.makeCorr(first[i], second[i], values[i]));
}
return corrInfoVM;
}
private UnderlyingInfo_paraViewModel underInfo_paraVM(string itemCode)
{
UnderlyingInfo_paraViewModel underInfo_paraVM = new UnderlyingInfo_paraViewModel();
QueryStr queryStr = new QueryStr(this.fileInfo_);
queryStr.VariableMap_.Add("ITEM_CODE", itemCode);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
conn_.addQuery("underInfo", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["underInfo"];
string krCode;
string underName;
string currentValue;
string drift;
string dividend;
string volatility;
List<string> underCode = new List<string>();
foreach (DataRow item in tb.Rows)
{
krCode = item["STOCK_ID"].ToString();
underName = item["STOCK_NAME"].ToString();
currentValue = item["CURR_PRICE"].ToString();
drift = ( Convert.ToDouble(item["RF"].ToString())/100 ).ToString();
dividend = (Convert.ToDouble(item["DIVIDEND_RATE"].ToString()) / 100).ToString();
volatility = (Convert.ToDouble(item["VOL"].ToString()) / 100).ToString();
underCode.Add(krCode);
GeometricBMViewModel gbmVM = this.makeGBM(krCode, underName, currentValue, drift, dividend, volatility);
underInfo_paraVM.Underlying_paraViewModel_.Add(gbmVM);
}
underInfo_paraVM.CorrelationInfo_paraViewModel_ = this.makeCorrInfo(underCode);
return underInfo_paraVM;
}
private DiscountCurve_paraViewModel discount_paraVM(string itemCode)
{
DiscountCurve_paraViewModel discount_paraVM = new DiscountCurve_paraViewModel();
YieldTermstructureViewModel yieldTSVM = new YieldTermstructureViewModel();
yieldTSVM.Type_ = "ZEROYIELD";
yieldTSVM.Interpolation_ = "BACKWARDFLAT";
yieldTSVM.Daycounter_ = "ACT365FIX";
yieldTSVM.Calendar_ = "NULLCALENDAR";
yieldTSVM.BusinessDayConvention_ = "Following";
QueryStr queryStr = new QueryStr(this.discountQueryInfo_);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("CURVE_CODE", "S");
queryStr.VariableMap_.Add("BOND_CLASS_ID","111001");
conn_.clearQuery();
conn_.addQuery("discountCurve", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["discountCurve"];
foreach (DataRow item in tb.Rows)
{
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("1","D", ( Convert.ToDouble(item["D001"].ToString())/100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("3", "M", ( Convert.ToDouble(item["M003"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("6", "M", ( Convert.ToDouble(item["M006"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("9", "M", ( Convert.ToDouble(item["M009"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("12", "M", ( Convert.ToDouble(item["M012"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("18", "M", ( Convert.ToDouble(item["M018"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("24", "M", ( Convert.ToDouble(item["M024"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("30", "M", ( Convert.ToDouble(item["M030"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("36", "M", ( Convert.ToDouble(item["M036"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("48", "M", ( Convert.ToDouble(item["M048"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("60", "M", ( Convert.ToDouble(item["M060"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("84", "M", ( Convert.ToDouble(item["M084"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("120", "M", ( Convert.ToDouble(item["M120"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("180", "M", ( Convert.ToDouble(item["M180"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("240", "M", ( Convert.ToDouble(item["M240"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("360", "M", ( Convert.ToDouble(item["M360"].ToString()) / 100).ToString() ));
}
discount_paraVM.YieldTermstructureViewModel_.Add(yieldTSVM);
return discount_paraVM;
}
private CalculationAmountViewModel calculationVM(string itemCode)
{
CalculationAmountViewModel calculationVM = new CalculationAmountViewModel();
QueryStr queryStr = new QueryStr(this.masterInfo_);
queryStr.VariableMap_.Add("KR_CODE", itemCode);
conn_.clearQuery();
conn_.addQuery("elsmaster", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["elsmaster"];
string issue_amt = "0";
string currency = "KRW";
foreach (DataRow item in tb.Rows)
{
issue_amt = item["ISSUE_AMT"].ToString();
}
calculationVM.Amount_ = issue_amt;
calculationVM.Currency_ = currency;
return calculationVM;
}