public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_couponSchedule serial_Excel_couponSchedule = serial_Class as FpmlSerializedCSharp.Excel_couponSchedule; FpmlSerializedCSharp.Excel_condi_structuredAccrualCouponSchedule serial_Excel_condi_structuredAccrualCouponSchedule = serial_Excel_couponSchedule.Excel_condi_structuredAccrualCouponSchedule_; this.eventDate_ = StringConverter.xmlDateToDateTime(serial_Excel_condi_structuredAccrualCouponSchedule.EventDate_.ValueStr); this.payoffDate_ = StringConverter.xmlDateToDateTime(serial_Excel_condi_structuredAccrualCouponSchedule.PayoffDate_.ValueStr); this.calculationStartDate_ = StringConverter.xmlDateToDateTime(serial_Excel_condi_structuredAccrualCouponSchedule.CalculationStartDate_.ValueStr); this.calculationEndDate_ = StringConverter.xmlDateToDateTime(serial_Excel_condi_structuredAccrualCouponSchedule.CalculationEndDate_.ValueStr); this.description_ = serial_Excel_condi_structuredAccrualCouponSchedule.Description_.ValueStr; this.vba_description_ = serial_Excel_condi_structuredAccrualCouponSchedule.Vba_description_.ValueStr; FpmlSerializedCSharp.Range1D serial_range1D = serial_Excel_condi_structuredAccrualCouponSchedule.Range1D_; string range1Dtype = serial_range1D.Excel_type_.ValueStr; this.range1DViewModel_ = Range1DViewModel.CreateRange1D(range1Dtype); this.range1DViewModel_.setFromSerial(serial_range1D); FpmlSerializedCSharp.Excel_returnCalcInfo serial_excel_returnCalcInfo = serial_Excel_condi_structuredAccrualCouponSchedule.Excel_returnCalcInfo_; string excel_returnCalcInfotype = serial_excel_returnCalcInfo.Excel_type_.ValueStr; this.excel_returnCalcInfoViewModel_ = Excel_returnCalcInfoViewModel.CreateExcel_returnCalcInfo(excel_returnCalcInfotype); this.excel_returnCalcInfoViewModel_.setFromSerial(serial_excel_returnCalcInfo); this.dayCounter_ = serial_Excel_condi_structuredAccrualCouponSchedule.DayCounter_.ValueStr; this.detailScheduleType_ = serial_Excel_condi_structuredAccrualCouponSchedule.DetailScheduleType_.ValueStr; }
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_multi_rangeND serial_Excel_multi_rangeND = serial_Class as FpmlSerializedCSharp.Excel_multi_rangeND; this.joint_type_ = serial_Excel_multi_rangeND.Joint_type_.ValueStr; List <FpmlSerializedCSharp.Range1D> serial_range1D = serial_Excel_multi_rangeND.Range1D_; this.range1DViewModel_ = new ObservableCollection <Range1DViewModel>(); foreach (var item in serial_range1D) { string type = item.Excel_type_.ValueStr; Range1DViewModel viewModel = Range1DViewModel.CreateRange1D(type); viewModel.setFromSerial(item); this.range1DViewModel_.Add(viewModel); } List <FpmlSerializedCSharp.Excel_underlyingCalcID> serial_excel_underlyingCalcID = serial_Excel_multi_rangeND.Excel_underlyingCalcID_; this.excel_underlyingCalcIDViewModel_ = new ObservableCollection <Excel_underlyingCalcIDViewModel>(); foreach (var item in serial_excel_underlyingCalcID) { string type = item.Excel_type_.ValueStr; Excel_underlyingCalcIDViewModel viewModel = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(type); viewModel.setFromSerial(item); this.excel_underlyingCalcIDViewModel_.Add(viewModel); } }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.EventCalculation serial_EventCalculation = serial_Class as FpmlSerializedCSharp.EventCalculation; FpmlSerializedCSharp.SimpleRangeEventCal serial_SimpleRangeEventCal = serial_EventCalculation.SimpleRangeEventCal_; FpmlSerializedCSharp.Range1D serial_range1D = serial_SimpleRangeEventCal.Range1D_; string range1Dtype = serial_range1D.Excel_type_.ValueStr; this.range1DViewModel_ = Range1DViewModel.CreateRange1D(range1Dtype); this.range1DViewModel_.setFromSerial(serial_range1D); FpmlSerializedCSharp.ReferenceCalculationInfo serial_referenceCalculationInfo = serial_SimpleRangeEventCal.ReferenceCalculationInfo_; string referenceCalculationInfotype = serial_referenceCalculationInfo.Excel_type_.ValueStr; this.referenceCalculationInfoViewModel_ = ReferenceCalculationInfoViewModel.CreateReferenceCalculationInfo(referenceCalculationInfotype); this.referenceCalculationInfoViewModel_.setFromSerial(serial_referenceCalculationInfo); FpmlSerializedCSharp.DateInformation serial_dateInformation = serial_SimpleRangeEventCal.DateInformation_; string dateInformationtype = serial_dateInformation.Excel_type_.ValueStr; this.dateInformationViewModel_ = DateInformationViewModel.CreateDateInformation(dateInformationtype); this.dateInformationViewModel_.setFromSerial(serial_dateInformation); FpmlSerializedCSharp.JointSimpleCalculation serial_jointSimpleCalculation = serial_SimpleRangeEventCal.JointSimpleCalculation_; string jointSimpleCalculationtype = serial_jointSimpleCalculation.Excel_type_.ValueStr; this.jointSimpleCalculationViewModel_ = JointSimpleCalculationViewModel.CreateJointSimpleCalculation(jointSimpleCalculationtype); this.jointSimpleCalculationViewModel_.setFromSerial(serial_jointSimpleCalculation); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_couponSchedule serial_Excel_couponSchedule = serial_Class as FpmlSerializedCSharp.Excel_couponSchedule; FpmlSerializedCSharp.Excel_multiCondi_structuredAccrualCouponSchedule serial_Excel_multiCondi_structuredAccrualCouponSchedule = serial_Excel_couponSchedule.Excel_multiCondi_structuredAccrualCouponSchedule_; this.eventDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.EventDate_.ValueStr); this.payoffDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.PayoffDate_.ValueStr); this.calculationStartDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.CalculationStartDate_.ValueStr); this.calculationEndDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.CalculationEndDate_.ValueStr); this.description_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Description_.ValueStr; this.vba_description_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Vba_description_.ValueStr; List <FpmlSerializedCSharp.Range1D> serial_range1D = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Range1D_; this.range1DViewModel_ = new ObservableCollection <Range1DViewModel>(); foreach (var item in serial_range1D) { string type = item.Excel_type_.ValueStr; Range1DViewModel viewModel = Range1DViewModel.CreateRange1D(type); viewModel.setFromSerial(item); this.range1DViewModel_.Add(viewModel); } List <FpmlSerializedCSharp.Excel_underlyingCalcID> serial_excel_underlyingCalcID = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Excel_underlyingCalcID_; this.excel_underlyingCalcIDViewModel_ = new ObservableCollection <Excel_underlyingCalcIDViewModel>(); foreach (var item in serial_excel_underlyingCalcID) { string type = item.Excel_type_.ValueStr; Excel_underlyingCalcIDViewModel viewModel = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(type); viewModel.setFromSerial(item); this.excel_underlyingCalcIDViewModel_.Add(viewModel); } List <FpmlSerializedCSharp.Excel_returnCalcInfo> serial_excel_returnCalcInfo = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Excel_returnCalcInfo_; this.excel_returnCalcInfoViewModel_ = new ObservableCollection <Excel_returnCalcInfoViewModel>(); foreach (var item in serial_excel_returnCalcInfo) { string type = item.Excel_type_.ValueStr; Excel_returnCalcInfoViewModel viewModel = Excel_returnCalcInfoViewModel.CreateExcel_returnCalcInfo(type); viewModel.setFromSerial(item); this.excel_returnCalcInfoViewModel_.Add(viewModel); } this.dayCounter_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.DayCounter_.ValueStr; this.detailScheduleType_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.DetailScheduleType_.ValueStr; }
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.RangeCondition1D serial_RangeCondition1D = serial_Class as FpmlSerializedCSharp.RangeCondition1D; FpmlSerializedCSharp.Range1D serial_range1D = serial_RangeCondition1D.Range1D_; string range1Dtype = serial_range1D.Excel_type_.ValueStr; this.range1DViewModel_ = Range1DViewModel.CreateRange1D(range1Dtype); this.range1DViewModel_.setFromSerial(serial_range1D); this.constValue_ = serial_RangeCondition1D.ConstValue_.ValueStr; this.refName_ = serial_RangeCondition1D.RefName_.ValueStr; }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_couponSchedule serial_Excel_couponSchedule = serial_Class as FpmlSerializedCSharp.Excel_couponSchedule; FpmlSerializedCSharp.Excel_multiCondi_structuredAccrualCouponSchedule serial_Excel_multiCondi_structuredAccrualCouponSchedule = serial_Excel_couponSchedule.Excel_multiCondi_structuredAccrualCouponSchedule_; base.setFromSerial(serial_Excel_couponSchedule.Excel_additionalOption_); this.eventDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.EventDate_.ValueStr); this.payoffDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.PayoffDate_.ValueStr); this.calculationStartDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.CalculationStartDate_.ValueStr); this.calculationEndDate_ = StringConverter.xmlDateToDateTime(serial_Excel_multiCondi_structuredAccrualCouponSchedule.CalculationEndDate_.ValueStr); this.description_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Description_.ValueStr; this.vba_description_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Vba_description_.ValueStr; List<FpmlSerializedCSharp.Range1D> serial_range1D = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Range1D_; this.range1DViewModel_ = new ObservableCollection<Range1DViewModel>(); foreach (var item in serial_range1D) { Range1DViewModel viewModel = new Range1DViewModel(); viewModel.setFromSerial(item); this.range1DViewModel_.Add(viewModel); } List<FpmlSerializedCSharp.Excel_underlyingCalcID> serial_excel_underlyingCalcID = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Excel_underlyingCalcID_; this.excel_underlyingCalcIDViewModel_ = new ObservableCollection<Excel_underlyingCalcIDViewModel>(); foreach (var item in serial_excel_underlyingCalcID) { string type = item.Excel_type_.ValueStr; Excel_underlyingCalcIDViewModel viewModel = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(type); viewModel.setFromSerial(item); this.excel_underlyingCalcIDViewModel_.Add(viewModel); } List<FpmlSerializedCSharp.Excel_returnCalcInfo> serial_excel_returnCalcInfo = serial_Excel_multiCondi_structuredAccrualCouponSchedule.Excel_returnCalcInfo_; this.excel_returnCalcInfoViewModel_ = new ObservableCollection<Excel_returnCalcInfoViewModel>(); foreach (var item in serial_excel_returnCalcInfo) { string type = item.Excel_type_.ValueStr; Excel_returnCalcInfoViewModel viewModel = Excel_returnCalcInfoViewModel.CreateExcel_returnCalcInfo(type); viewModel.setFromSerial(item); this.excel_returnCalcInfoViewModel_.Add(viewModel); } this.dayCounter_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.DayCounter_.ValueStr; this.detailScheduleType_ = serial_Excel_multiCondi_structuredAccrualCouponSchedule.DetailScheduleType_.ValueStr; }
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_multi_rangeND serial_Excel_multi_rangeND = serial_Class as FpmlSerializedCSharp.Excel_multi_rangeND; this.joint_type_ = serial_Excel_multi_rangeND.Joint_type_.ValueStr; List<FpmlSerializedCSharp.Range1D> serial_range1D = serial_Excel_multi_rangeND.Range1D_; this.range1DViewModel_ = new ObservableCollection<Range1DViewModel>(); foreach (var item in serial_range1D) { Range1DViewModel viewModel = new Range1DViewModel(); viewModel.setFromSerial(item); this.range1DViewModel_.Add(viewModel); } List<FpmlSerializedCSharp.Excel_underlyingCalcID> serial_excel_underlyingCalcID = serial_Excel_multi_rangeND.Excel_underlyingCalcID_; this.excel_underlyingCalcIDViewModel_ = new ObservableCollection<Excel_underlyingCalcIDViewModel>(); foreach (var item in serial_excel_underlyingCalcID) { string type = item.Excel_type_.ValueStr; Excel_underlyingCalcIDViewModel viewModel = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(type); viewModel.setFromSerial(item); this.excel_underlyingCalcIDViewModel_.Add(viewModel); } }
public void addSingleConditionDualRangAccrualFixedCoupon(DateTime calculationStartDate, DateTime calculationEndDate, DateTime payoffDate, List<double> lowerRngList, List<string> referenceUnderCodeList, List<double> upperRngList, double fixedRate) { 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(effDate, 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; }
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"; } }
public void addSingleConditionDualRangAccrualFixedCoupon(DateTime calculationStartDate, DateTime calculationEndDate, DateTime payoffDate, List <double> lowerRngList, List <string> referenceUnderCodeList, List <double> upperRngList, double fixedRate) { 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(effDate, 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; }