private void evalCurveMap() { // eval --------------------------------------------------------- //this.EvalCurveMap_.Clear(); this.EvalCurveManagerMap_.Clear(); clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB(); clstb.SETTING_ID = "MYSETTING"; DataTable tb = clstb.Select(); foreach (DataRow dr in tb.Select()) { YieldCurve cm = new YieldCurve(); clsSET_EVALUATIONCURVE_TB clstb_roop = clsSET_EVALUATIONCURVE_TB.Create(dr); cm.loadCurveData(this.CalcDate_, clstb_roop.CURVE_ID, clsHDAT_CURVEDATA_TB.RATE_TYP_Type.YTM); //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm.yieldCurve(this.CurveShift_)); this.EvalCurveManagerMap_.Add(clstb_roop.INDEX_CD, cm); //this.EvalCurveMap_.Add(clstb_roop.INDEX_CD, cm); } }
public string indexCurveMapping(string indexCD) { string curveID = ""; clsSET_EVALUATIONCURVE_TB tb = new clsSET_EVALUATIONCURVE_TB(); tb.INDEX_CD = indexCD; DataTable dt = tb.Select(); foreach (DataRow dr in dt.Select()) { tb = clsSET_EVALUATIONCURVE_TB.Create(dr); } curveID = tb.CURVE_ID; return curveID; }
public void addEvalCurve(string index_cd) { QLNet.YieldTermStructure ql_curve = new QLNet.YieldTermStructure(); YieldCurve cm = new YieldCurve(); clsSET_EVALUATIONCURVE_TB clstb = new clsSET_EVALUATIONCURVE_TB(); clstb.INDEX_CD = index_cd; clstb.SelectOwn(); string curve_cd = clstb.CURVE_ID; // ql _ yield curve build //this.EvalCurveMap_.Add(index_cd, ql_curve); this.EvalCurveManagerMap_.Add(index_cd, cm); }