// ki 계열
public string set_constKI_sch(double lowerTrigger,
double upperTrigger,
//CalculationEnum kiCheckType,
string kiCheckType,
string underlyings,
//LossType lossType,
string lossType, // 이거 구분 아직 안함
double noKICoupon,
DateTime obStartDate,
DateTime obEndDate)
{
try
{
#region CheckParameter
if (underlyings == "")
{
throw new Exception("underlying input is empty");
}
// check underlying
if (!this.hasUnderlyings(underlyings))
{
throw new Exception(underlyings + " does not exist. add underlying first.");
}
#endregion
Excel_simpleKiEventCalcViewModel e_simpleKiEvent = new Excel_simpleKiEventCalcViewModel();
//this.addUnderlying(underlyings);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_simpleKiEvent.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_simpleKiEvent.EventDate_ = obEndDate;
e_simpleKiEvent.PayoffDate_ = obEndDate;
#region EventCal
{
Excel_singleBarrierEventCalViewModel e_singleBarrierEvent = new Excel_singleBarrierEventCalViewModel();
e_singleBarrierEvent.UpperTrigger_ = upperTrigger.ToString();
e_singleBarrierEvent.LowerTrigger_ = lowerTrigger.ToString();
// 우선 max를 사용함
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = obEndDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_singleBarrierEvent.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
//e_singleBarrierEvent.setUnderlying(e_ucivm);
e_singleBarrierEvent.ObservationStartDate_ = obStartDate;
e_singleBarrierEvent.ObservationEndDate_ = obEndDate;
e_simpleKiEvent.Excel_eventCalcInfoViewModel_ = e_singleBarrierEvent;
}
#endregion
#region OccReturn
{
Excel_vanillaReturnCalViewModel e_vanillaReturn = new Excel_vanillaReturnCalViewModel();
e_vanillaReturn.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
//e_vanillaReturn.Gearing_ = "-1";
//e_vanillaReturn.Spread_ = "-0.2";
e_vanillaReturn.Gearing_ = "1.0";
e_vanillaReturn.Spread_ = "-1.0";
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = obEndDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_vanillaReturn.ReturnUnderlyingCalcIDViewModel_ = e_mucidvm;
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_ = new Excel_occReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_vanillaReturn;
}
#endregion
#region noOccReturn
{
Excel_constReturnCalViewModel e_constReturnCalc = new Excel_constReturnCalViewModel();
e_constReturnCalc.ConstReturn_ = noKICoupon.ToString();
e_constReturnCalc.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_ = new Excel_noOccReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_constReturnCalc;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.setUnderlying(e_ucivm);
}
#endregion
Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel;
e_hvm.Excel_kiEventCalculationViewModel_ = e_simpleKiEvent;
List <string> member = new List <string>()
{
"instType", "schtype", "lowerTrigger", "upperTrigger", "kiCheckType", "underlyings", "lossType", "noKICoupon", "obStartDate", "obEndDate"
};
List <string> value = new List <string>()
{
"hifive", "constKI", lowerTrigger.ToString(), upperTrigger.ToString(), kiCheckType.ToString(), underlyings.ToString(), lossType.ToString(), noKICoupon.ToString(), StringConverter.xmlDateTimeToDateString(obStartDate), StringConverter.xmlDateTimeToDateString(obEndDate)
};
e_simpleKiEvent.VBA_description_ = this.vba_description(member, value);
return("set complete");
}
catch (Exception e)
{
return("set fail : " + e.Message);
}
}
public string add_autoCall_sch(DateTime eventDate,
DateTime payoffDate,
double lowerTrigger,
double upperTrigger,
//CalculationEnum underCalcType,
string underCalcType,
string underlyings,
double constCoupon)
{
try
{
#region CheckParameter
if (underlyings == "")
{
throw new Exception("underlying input is empty");
}
// check underlying
if (!this.hasUnderlyings(underlyings))
{
throw new Exception(underlyings + " does not exist. add underlying first.");
}
#endregion
Excel_simpleCalculationViewModel e_scvm = new Excel_simpleCalculationViewModel();
//this.addUnderlying(underlyings);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_scvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_scvm.EventDate_ = eventDate;
e_scvm.PayoffDate_ = payoffDate;
#region EventCal
//---------------------------------------------------------------
{
//Excel_eventCalcInfoViewModel e_ecivm = new Excel_eventCalcInfoViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_srecvm.LowerRng_ = lowerTrigger.ToString();
e_srecvm.UpperRng_ = upperTrigger.ToString();
// 우선 max를 사용함
Excel_underlyingCalcIDViewModel e_mucidvm =
Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(underCalcType);
e_mucidvm.EventDate_ = eventDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
//e_ecivm.Excel_eventCalcViewModel_.Add(e_srecvm);
e_scvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ReturnCal
//---------------------------------------------------------------
{
//Excel_returnCalcInfoViewModel e_rcivm = new Excel_returnCalcInfoViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_crcvm.ConstReturn_ = constCoupon.ToString();
//e_rcivm.Excel_returnCalcViewModel_.Add(e_crcvm);
e_scvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ComplementReturnCal
{
Excel_complementReturnCalcViewModel e_comp_rcvm = new Excel_complementReturnCalcViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_crcvm.ConstReturn_ = "0.0";
e_comp_rcvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_scvm.Excel_complementReturnCalcViewModel_ = e_comp_rcvm;
}
#endregion
#region AutoCall_Event
//---------------------------------------------------------------
{
Excel_eventCalcInfo_CallViewModel e_ecicvm = new Excel_eventCalcInfo_CallViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_srecvm.LowerRng_ = lowerTrigger.ToString();
e_srecvm.UpperRng_ = upperTrigger.ToString();;
//처음꺼만 사용함
Excel_underlyingCalcIDViewModel e_mucidvm =
Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(underCalcType);
e_mucidvm.EventDate_ = eventDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
e_ecicvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
e_scvm.Excel_eventCalcInfo_CallViewModel_ = e_ecicvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region AutoCall_ReturnCal
//---------------------------------------------------------------
{
Excel_returnCalcInfo_CallViewModel e_rcicvm = new Excel_returnCalcInfo_CallViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_crcvm.ConstReturn_ = "0.0"; // 원금
e_rcicvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_scvm.Excel_returnCalcInfo_CallViewModel_ = e_rcicvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel;
e_hvm.Excel_scheduleListViewModel_.Excel_scheduleViewModel_.Add(e_scvm);
int schNum = e_hvm.Excel_scheduleListViewModel_.Excel_scheduleViewModel_.Count - 1;
//Type type = this. GetType();
//MethodInfo methodInfo = type.GetMethod("add_autoCall_sch");
//ParameterInfo[] paraList = methodInfo.GetParameters();
List <string> member = new List <string>()
{
"instType", "type", "schNum", "eventDate", "payoffDate", "lowerTrigger", "upperTrigger", "underCalcType", "underlyings", "constCoupon"
};
List <string> value = new List <string>()
{
"hifive", "autoCall_sch", schNum.ToString(), StringConverter.xmlDateTimeToDateString(eventDate), StringConverter.xmlDateTimeToDateString(payoffDate), lowerTrigger.ToString(), upperTrigger.ToString(), underCalcType, underlyings, constCoupon.ToString()
};
e_scvm.VBA_description_ = this.vba_description(member, value);
return("add complete");
}
catch (Exception e)
{
return("add fail : " + e.Message);
}
}
public string add_monthlyCoupon_sch(DateTime eventDate,
DateTime payoffDate,
double lowerTrigger,
double upperTrigger,
//CalculationEnum underCalcType,
string underCalcType,
string underlyings,
double constCoupon)
{
try
{
#region CheckParameter
if (underlyings == "")
{
throw new Exception("underlying input is empty");
}
// check underlying
if (!this.hasUnderlyings(underlyings))
{
throw new Exception(underlyings + " does not exist. add underlying first.");
}
#endregion
Excel_simpleCalculationViewModel e_scvm = new Excel_simpleCalculationViewModel();
//this.addUnderlying(underlyings);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_scvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_scvm.EventDate_ = eventDate;
e_scvm.PayoffDate_ = payoffDate;
#region EventCal
//---------------------------------------------------------------
{
//Excel_eventCalcInfoViewModel e_ecivm = new Excel_eventCalcInfoViewModel();
Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel();
e_srecvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_srecvm.LowerRng_ = lowerTrigger.ToString();
e_srecvm.UpperRng_ = upperTrigger.ToString();
// 우선 max를 사용함
Excel_underlyingCalcIDViewModel e_mucidvm =
Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(underCalcType);
e_mucidvm.EventDate_ = eventDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
//e_ecivm.Excel_eventCalcViewModel_.Add(e_srecvm);
e_scvm.Excel_eventCalcInfoViewModel_ = e_srecvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ReturnCal
//---------------------------------------------------------------
{
//Excel_returnCalcInfoViewModel e_rcivm = new Excel_returnCalcInfoViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_crcvm.ConstReturn_ = constCoupon.ToString();
//e_rcivm.Excel_returnCalcViewModel_.Add(e_crcvm);
e_scvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
//info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함
}
#endregion
#region ComplementReturnCal
{
Excel_complementReturnCalcViewModel e_comp_rcvm = new Excel_complementReturnCalcViewModel();
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_crcvm.ConstReturn_ = "0.0";
e_comp_rcvm.Excel_returnCalcInfoViewModel_ = e_crcvm;
e_scvm.Excel_complementReturnCalcViewModel_ = e_comp_rcvm;
}
#endregion
Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel;
e_hvm.Excel_scheduleListViewModel_.Excel_scheduleViewModel_.Add(e_scvm);
return("add complete");
}
catch (Exception e)
{
return("add fail : " + e.Message);
}
}
public string addVanillaCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
double gearing,
double spread,
string underlyingCode)
{
try
{
#region CheckParameter
if (calculationStartDate >= calculationEndDate)
{
throw new Exception("startDate must be earlier than endDate");
}
// check underlying
if (!this.hasUnderlyings(underlyingCode))
{
throw new Exception(underlyingCode + " does not exist. add underlying first.");
}
#endregion
Excel_vanillaFloatingCouponScheduleViewModel e_vfcsvm = new Excel_vanillaFloatingCouponScheduleViewModel();
// ---------------- underlying part
//this.addUnderlying(underlyingCode);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_vfcsvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
Excel_underlyingCalcIDViewModel e_mucidvm =
Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID("CHOICE");
e_mucidvm.EventDate_ = payoffDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyingCode);
e_vfcsvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
// ----------------- coupon part
e_vfcsvm.EventDate_ = payoffDate;
e_vfcsvm.CalculationStartDate_ = calculationStartDate;
e_vfcsvm.CalculationEndDate_ = calculationEndDate;
e_vfcsvm.PayoffDate_ = payoffDate;
e_vfcsvm.Gearing_ = gearing.ToString();
e_vfcsvm.Spread_ = spread.ToString();
e_vfcsvm.OutGearing_ = "1.0";
e_vfcsvm.OutSpread_ = "0.0";
e_vfcsvm.Cap_ = "99.0";
e_vfcsvm.Floor_ = "-99.0";
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_vfcsvm);
int schNum = e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Count - 1;
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
List <string> member = vanillaFloatingCpnMember_;
List <string> value = new List <string>()
{
"structuredBond", "vanillaCpn_sch", schNum.ToString(),
StringConverter.xmlDateTimeToDateString(calculationStartDate),
StringConverter.xmlDateTimeToDateString(calculationEndDate),
StringConverter.xmlDateTimeToDateString(payoffDate),
gearing.ToString(),
spread.ToString(),
underlyingCode
};
e_vfcsvm.VBA_description_ = this.vba_description(member, value);
return("OK");
}
catch (Exception)
{
return("vanillaCpn Add Fail");
throw;
}
}
