private SimpleRangeEventCalViewModel simpleRangeEventCalViewModel(
string lowerTrigger,
string lowerEquality,
string referenceID,
string upperEquality,
string upperTrigger)
{
SimpleRangeEventCalViewModel srevm = new SimpleRangeEventCalViewModel();
#region rangeCal
Range1DViewModel r1dvm = new Range1DViewModel();
r1dvm.LowerBound_ = lowerTrigger.ToString();
r1dvm.LowerBoundEquality_ = lowerEquality.ToString();
r1dvm.UpperBoundEquality_ = upperEquality.ToString();
r1dvm.UpperBound_ = upperTrigger.ToString();
srevm.Range1DViewModel_ = r1dvm;
#endregion
#region referenceCal
ReferenceCalculationInfoViewModel rcivm = new ReferenceCalculationInfoViewModel();
rcivm.ReferenceCalculationViewModel_ = new ObservableCollection <ReferenceCalculationViewModel>();
ReferenceCalculationViewModel rcvm = this.refCalVM(referenceID, eventDate_);
rcivm.ReferenceCalculationViewModel_.Add(rcvm);
srevm.ReferenceCalculationInfoViewModel_ = rcivm;
#endregion
return(srevm);
}
public string addConditionMultiRangAccrualFixedCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
List <double> lowerRngList,
List <string> referenceUnderCodeList,
List <double> upperRngList,
double fixedRate)
{
try
{
Excel_multiCondi_structuredAccrualCouponScheduleViewModel e_mc_sacsvm
= new Excel_multiCondi_structuredAccrualCouponScheduleViewModel();
e_mc_sacsvm.EventDate_ = payoffDate;
e_mc_sacsvm.CalculationStartDate_ = calculationStartDate;
e_mc_sacsvm.CalculationEndDate_ = calculationEndDate;
e_mc_sacsvm.PaymentDate_ = payoffDate;
int rangeCount = lowerRngList.Count;
for (int i = 0; i < rangeCount; i++)
{
Range1DViewModel accRng1D = new Range1DViewModel();
accRng1D.LowerBound_ = lowerRngList[i].ToString();
DateTime effDate = this.InstVM_.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;
//this.addUnderlying(Excel_loaderViewModel.loadUnderInfo2(effDate, referenceUnderCodeList[i]));
this.addUnderlying(referenceUnderCodeList[i]);
Excel_choiceUnderlyingCalcIDViewModel choiceUnderCalcIDVM = new Excel_choiceUnderlyingCalcIDViewModel();
choiceUnderCalcIDVM.EventDate_ = payoffDate;
Excel_selectedUnderlyingViewModel selectedUnder = new Excel_selectedUnderlyingViewModel();
selectedUnder.Code_ = referenceUnderCodeList[i];
selectedUnder.NameTrans_ = new NameTrans(referenceUnderCodeList[i]);
selectedUnder.Checked_ = true;
choiceUnderCalcIDVM.Excel_selectedUnderlyingViewModel_.Add(selectedUnder);
accRng1D.UpperBound_ = upperRngList[i].ToString();
e_mc_sacsvm.Range1DViewModel_.Add(accRng1D);
e_mc_sacsvm.Excel_underlyingCalcIDViewModel_.Add(choiceUnderCalcIDVM);
}
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.ConstReturn_ = fixedRate.ToString();
e_mc_sacsvm.Excel_returnCalcInfoViewModel_.Add(e_crcvm);
//e_mc_sacsvm.FixedRate_ = fixedRate.ToString();
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_mc_sacsvm);
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
return("OK");
}
catch (Exception)
{
return("conditionMultiRangAccrualFixedCoupon add Fail.");
throw;
}
}
public string addSingleConditionDualRangAccrualFixedCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
List <double> lowerRngList,
List <string> referenceUnderCodeList,
List <double> upperRngList,
double fixedRate)
{
try
{
#region CheckParameter
if (calculationStartDate >= calculationEndDate)
{
throw new Exception("startDate must be earlier than endDate");
}
//// check underlying
//if ( !this.hasUnderlyings(underlyings))
// throw new Exception(underlyings + " does not exist. add underlying first.");
#endregion
Excel_multiCondi_multiRng_structuredAccrualCouponScheduleViewModel e_mc_mr_sacsvm
= new Excel_multiCondi_multiRng_structuredAccrualCouponScheduleViewModel();
e_mc_mr_sacsvm.EventDate_ = payoffDate;
e_mc_mr_sacsvm.CalculationStartDate_ = calculationStartDate;
e_mc_mr_sacsvm.CalculationEndDate_ = calculationEndDate;
e_mc_mr_sacsvm.PayoffDate_ = payoffDate;
int rangeCount = lowerRngList.Count;
Excel_multi_rangeNDViewModel e_m_rngNDVM = new Excel_multi_rangeNDViewModel();
for (int i = 0; i < rangeCount; i++)
{
Range1DViewModel accRng1D = new Range1DViewModel();
accRng1D.LowerBound_ = lowerRngList[i].ToString();
DateTime effDate = this.InstVM_.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;
//this.addUnderlying(Excel_loaderViewModel.loadUnderInfo2(effDate, referenceUnderCodeList[i]));
this.addUnderlying(referenceUnderCodeList[i]);
Excel_choiceUnderlyingCalcIDViewModel choiceUnderCalcIDVM = new Excel_choiceUnderlyingCalcIDViewModel();
choiceUnderCalcIDVM.EventDate_ = payoffDate;
Excel_selectedUnderlyingViewModel selectedUnder = new Excel_selectedUnderlyingViewModel();
selectedUnder.Code_ = referenceUnderCodeList[i];
selectedUnder.NameTrans_ = new NameTrans(referenceUnderCodeList[i]);
selectedUnder.Checked_ = true;
choiceUnderCalcIDVM.Excel_selectedUnderlyingViewModel_.Add(selectedUnder);
accRng1D.UpperBound_ = upperRngList[i].ToString();
e_m_rngNDVM.Range1DViewModel_.Add(accRng1D);
e_m_rngNDVM.Excel_underlyingCalcIDViewModel_.Add(choiceUnderCalcIDVM);
}
e_mc_mr_sacsvm.Excel_multi_rangeNDViewModel_.Add(e_m_rngNDVM);
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.ConstReturn_ = fixedRate.ToString();
e_mc_mr_sacsvm.Excel_returnCalcInfoViewModel_.Add(e_crcvm);
//e_mc_sacsvm.FixedRate_ = fixedRate.ToString();
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_mc_mr_sacsvm);
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
return("OK");
}
catch (Exception)
{
return("singleConditionDualRangAccrualFixedCoupon Add Fail");
}
}
