public static object GetCurveDefinition(
[ExcelArgument(Name = "currency", Description = "The code of the currency")] string currency,
[ExcelArgument(Name = "family_reference", Description = "The curve family")] string family,
[ExcelArgument(Name = "curve_reference", Description = "The curve reference")] string reference)
{
if (AddIn.Client.State != System.ServiceModel.CommunicationState.Opened)
{
return(Resources.NotConnectedMessage);
}
List <CurvePoint> points;
try
{
points = AddIn.Client.GetCurvePoints(currency, family, reference);
}
catch (CurveNotFoundException)
{
return(Resources.CurveNotFoundMessage);
}
object[,] array = new object[points.Count + 1, 5];
array[0, 0] = "Tenor";
array[0, 1] = "Rate";
array[0, 2] = "IsEnabled";
array[0, 3] = "RateCode";
array[0, 4] = "Type";
for (int i = 0; i < points.Count; i++)
{
array[i + 1, 0] = points[i].Tenor;
array[i + 1, 1] = points[i].Rate ?? 0;
array[i + 1, 2] = points[i].IsEnabled;
array[i + 1, 3] = points[i].RateCode;
array[i + 1, 4] = points[i].PointType;
}
return(ExcelRangeResizer.TransformToExcelRange(array));
}
public static object GetPriceHistory([ExcelArgument(Name = "instrument_id", Description = "The instrument Reference (either Reference or Sicovam)")] object reference,
[ExcelArgument(Name = "start_date", Description = "Start Date")] DateTime startDate,
[ExcelArgument(Name = "end_date", Description = "End Date")] DateTime endDate)
{
if (startDate == ExcelStaticData.ExcelMinDate)
{
startDate = DateTime.MinValue;
}
if (endDate == ExcelStaticData.ExcelMinDate)
{
endDate = DateTime.MaxValue;
}
if (startDate > endDate)
{
return(Resources.StartDateGreaterThanEndDateMessage);
}
if (AddIn.Client.State != System.ServiceModel.CommunicationState.Opened)
{
return(Resources.NotConnectedMessage);
}
List <PriceHistory> prices;
try
{
if (reference is double)
{
prices = AddIn.Client.GetPriceHistory(Convert.ToInt32(reference), startDate, endDate);
}
else
{
prices = AddIn.Client.GetPriceHistory((string)reference, startDate, endDate);
}
}
catch (InstrumentNotFoundException)
{
return(Resources.InstrumentNotFoundMessage);
}
object[,] array = new object[prices.Count + 1, 9];
array[0, 0] = "Date";
array[0, 1] = "First";
array[0, 2] = "High";
array[0, 3] = "Low";
array[0, 4] = "Last";
array[0, 5] = "Theoretical";
array[0, 6] = "Bid";
array[0, 7] = "Ask";
array[0, 8] = "Volume";
for (int i = 0; i < prices.Count; i++)
{
array[i + 1, 0] = prices[i].Date;
array[i + 1, 1] = prices[i].First ?? 0;
array[i + 1, 2] = prices[i].High ?? 0;
array[i + 1, 3] = prices[i].Low ?? 0;
array[i + 1, 4] = prices[i].Last ?? 0;
array[i + 1, 5] = prices[i].Theoretical ?? 0;
array[i + 1, 6] = prices[i].Bid ?? 0;
array[i + 1, 7] = prices[i].Ask ?? 0;
array[i + 1, 8] = prices[i].Volume ?? 0;
}
return(ExcelRangeResizer.TransformToExcelRange(array));
}