public static void booking2() { DateTime refDate = DateTime.Now.AddDays(-1); RootBookViewModel root_bvm = new RootBookViewModel(); RootBookViewModel.setRootBookReferenceDate(refDate); root_bvm.loadPosition(); BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode"); Make_instrument_structuredBond makeStructuredBond = new Make_instrument_structuredBond(); DateTime eff = new DateTime(2014, 10, 11); DateTime mat = new DateTime(2015, 10, 11); double notional = 10000; string curr = "KRW"; string daycount = "KOR"; DateTime cpn1 = new DateTime(2015, 1, 11); DateTime cpn2 = new DateTime(2015, 4, 11); DateTime cpn3 = new DateTime(2015, 7, 11); DateTime cpn4 = new DateTime(2015, 10, 11); makeStructuredBond.makeIssueInfo(eff, mat, notional, curr, daycount); List<double> lowerRngList = new List<double>(){ 0.0 , 0.6 }; List<string> referenceUnderCodeList = new List<string>() { "CD91AAA", "SX5E" }; List<double> upperRngList = new List<double>(){ 0.06 , 10.0 }; double fixedAccRate = 0.055; makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(eff, cpn1, cpn1, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate); makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn1, cpn2, cpn2, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate); makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn2, cpn3, cpn3, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate); makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn3, cpn4, cpn4, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate); root_bvm.booking("deltaHedgeBookCode", makeStructuredBond.InstVM_); root_bvm.saveXml(); }
public static void booking() { DateTime refDate = DateTime.Now.AddDays(-1); RootBookViewModel root_bvm = new RootBookViewModel(); RootBookViewModel.setRootBookReferenceDate(refDate); root_bvm.loadPosition(); BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode"); Make_instrument_structuredBond makeStructuredBond = new Make_instrument_structuredBond(); DateTime eff = new DateTime(2014,10,11); DateTime mat = new DateTime(2015,10,11); double notional = 10000; string curr = "KRW"; string daycount = "KOR"; DateTime cpn1 = new DateTime(2015,1,11); double fixedRate = 0.03; DateTime cpn2 = new DateTime(2015,4,11); DateTime cpn3 = new DateTime(2015,7,11); DateTime cpn4 = new DateTime(2015,10,11); makeStructuredBond.makeIssueInfo(eff,mat,notional,curr,daycount); makeStructuredBond.addFixedCoupon(eff,cpn1,cpn1,fixedRate); makeStructuredBond.addFixedCoupon(cpn1,cpn2,cpn2,fixedRate); makeStructuredBond.addFixedCoupon(cpn2,cpn3,cpn3,fixedRate); makeStructuredBond.addFixedCoupon(cpn3,cpn4,cpn4,fixedRate); root_bvm.booking("deltaHedgeBookCode", makeStructuredBond.InstVM_); root_bvm.saveXml(); }