public TenorStrikeRates GetDataGridSource()
{
TenorStrikeRates quotes = new TenorStrikeRates();
foreach (DataGridViewColumn column in dgv.Columns)
{
string columnHeaderValue = column.HeaderText;
if (columnHeaderValue != null)
{
double strike = ReadStrike(columnHeaderValue);
foreach (DataGridViewRow row in dgv.Rows)
{
object rowHeaderValue = row.HeaderCell.Value;
if (rowHeaderValue != null)
{
string tenor = rowHeaderValue.ToString();
object rateValue = row.Cells[column.Name].Value;
double rate = rateValue == null ? double.NaN : Convert.ToDouble(rateValue);
quotes.Add(new TenorStrikeRate(tenor, strike, rate));
}
}
}
}
return(quotes);
}
private void dgv_CellEndEdit(object sender, DataGridViewCellEventArgs e)
{
if (ReturnDataGridSource != null)
{
TenorStrikeRates newSource = GetDataGridSource();
ReturnDataGridSource(newSource);
}
}
private static void OnGridSourcePropertyChanged(DependencyObject d, DependencyPropertyChangedEventArgs e)
{
TenorStrikeRates newGridSource = (TenorStrikeRates)e.NewValue;
TenorStrikeRates currentGridSource = dgvUc.GetDataGridSource();
if (!currentGridSource.Equals(newGridSource))
{
dgvUc.Set(newGridSource);
}
}
public void Set(TenorStrikeRates source)
{
dgv.Columns.Clear();
dgv.Rows.Clear();
if (source != null)
{
PopulateColumnHeader(source.UniqueSortedStrikes);
PopulateRowHeader(source.UniqueSortedTenors);
PopulateCells(source);
}
}
private string BuildOutputValue(TenorStrikeRates tenorStrikeRates)
{
string text = string.Empty;
foreach (TenorStrikeRate item in tenorStrikeRates)
{
text = text + string.Format("Tenor: {0}, Strike: {1}, Rate: {2}\n", item.Tenor, item.Strike.ToString("P2"), item.Rate);
}
return(text);
}
private TenorStrikeRates BuildInitialInput()
{
var quotes = new TenorStrikeRates();
quotes.Add(new TenorStrikeRate("1y", -0.01, 0.01));
quotes.Add(new TenorStrikeRate("1y", 0, 0.02));
quotes.Add(new TenorStrikeRate("1y", 0.01, 0.03));
quotes.Add(new TenorStrikeRate("2y", -0.01, 0.04));
quotes.Add(new TenorStrikeRate("2y", 0, 0.05));
quotes.Add(new TenorStrikeRate("2y", 0.01, 0.06));
return(quotes);
}
private void PopulateCells(TenorStrikeRates quotes)
{
List <string> tenors = quotes.UniqueSortedTenors;
List <double> strikes = quotes.UniqueSortedStrikes;
for (int rowIdx = 0; rowIdx < tenors.Count; rowIdx++)
{
string optionTenor = tenors[rowIdx];
for (int colIdx = 0; colIdx < strikes.Count; colIdx++)
{
double strike = strikes[colIdx];
TenorStrikeRate quote = quotes.Find(optionTenor, strike);
if (quote != null)
{
double rate = quote.Rate;
DataGridViewCell cell = dgv.Rows[rowIdx].Cells[colIdx];
cell.Value = rate;
}
}
}
}
private void OnReturnDataGridSource(TenorStrikeRates currentGridSource)
{
GridSource = currentGridSource;
}
