private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
this.viewModel_ = this.DataContext as YieldTermstructureViewModel;
this.rateDateDataGrid_.ItemsSource = this.viewModel_.RateDataViewModel_;
//scheduleDataGrid_.ItemsSource = this.viewModel_.RedemptionEvents_;
//this.PayoffStackPanel_.Children.Add(this.viewModel_.ReturnCalculationViewModel_.ReturnCalculationView_);
}
private DiscountCurve_paraViewModel discount_paraVM(string itemCode)
{
DiscountCurve_paraViewModel discount_paraVM = new DiscountCurve_paraViewModel();
YieldTermstructureViewModel yieldTSVM = new YieldTermstructureViewModel();
yieldTSVM.Type_ = "ZEROYIELD";
yieldTSVM.Interpolation_ = "BACKWARDFLAT";
yieldTSVM.Daycounter_ = "ACT365FIX";
yieldTSVM.Calendar_ = "NULLCALENDAR";
yieldTSVM.BusinessDayConvention_ = "Following";
QueryStr queryStr = new QueryStr(this.discountQueryInfo_);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("CURVE_CODE", "S");
queryStr.VariableMap_.Add("BOND_CLASS_ID", "111001");
conn_.clearQuery();
conn_.addQuery("discountCurve", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["discountCurve"];
foreach (DataRow item in tb.Rows)
{
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("1", "D", (Convert.ToDouble(item["D001"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("3", "M", (Convert.ToDouble(item["M003"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("6", "M", (Convert.ToDouble(item["M006"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("9", "M", (Convert.ToDouble(item["M009"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("12", "M", (Convert.ToDouble(item["M012"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("18", "M", (Convert.ToDouble(item["M018"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("24", "M", (Convert.ToDouble(item["M024"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("30", "M", (Convert.ToDouble(item["M030"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("36", "M", (Convert.ToDouble(item["M036"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("48", "M", (Convert.ToDouble(item["M048"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("60", "M", (Convert.ToDouble(item["M060"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("84", "M", (Convert.ToDouble(item["M084"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("120", "M", (Convert.ToDouble(item["M120"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("180", "M", (Convert.ToDouble(item["M180"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("240", "M", (Convert.ToDouble(item["M240"].ToString()) / 100).ToString()));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("360", "M", (Convert.ToDouble(item["M360"].ToString()) / 100).ToString()));
}
discount_paraVM.YieldTermstructureViewModel_.Add(yieldTSVM);
return(discount_paraVM);
}
public override void buildXml()
{
YieldTermstructureViewModel ytvm = new YieldTermstructureViewModel();
ytvm.CurveType_ = this.curveType_;
ytvm.Interpolation_ = this.interpolation_;
ytvm.Daycounter_ = this.daycounter_;
ytvm.Calendar_ = this.calendar_;
ytvm.BusinessDayConvention_ = this.businessDC_;
for (int i = 0; i < tenorArr_.Length ; i++)
{
RateDataViewModel rdvm = new RateDataViewModel();
rdvm.PeriodMultiplier_ = this.tenorArr_[i].Substring(0,this.tenorArr_[i].Length - 1);
rdvm.Period_ = this.tenorArr_[i].Substring(this.tenorArr_[i].Length - 1);
rdvm.Data_ = this.dataArr_[i];
ytvm.RateDataViewModel_.Add(rdvm);
}
this.yieldCurveVM_ = ytvm;
//ytvm.buildXml();
}
private DiscountCurve_paraViewModel discount_paraVM(string itemCode)
{
DiscountCurve_paraViewModel discount_paraVM = new DiscountCurve_paraViewModel();
YieldTermstructureViewModel yieldTSVM = new YieldTermstructureViewModel();
yieldTSVM.Type_ = "ZEROYIELD";
yieldTSVM.Interpolation_ = "BACKWARDFLAT";
yieldTSVM.Daycounter_ = "ACT365FIX";
yieldTSVM.Calendar_ = "NULLCALENDAR";
yieldTSVM.BusinessDayConvention_ = "Following";
QueryStr queryStr = new QueryStr(this.discountQueryInfo_);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
queryStr.VariableMap_.Add("CURVE_CODE", "S");
queryStr.VariableMap_.Add("BOND_CLASS_ID","111001");
conn_.clearQuery();
conn_.addQuery("discountCurve", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["discountCurve"];
foreach (DataRow item in tb.Rows)
{
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("1","D", ( Convert.ToDouble(item["D001"].ToString())/100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("3", "M", ( Convert.ToDouble(item["M003"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("6", "M", ( Convert.ToDouble(item["M006"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("9", "M", ( Convert.ToDouble(item["M009"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("12", "M", ( Convert.ToDouble(item["M012"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("18", "M", ( Convert.ToDouble(item["M018"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("24", "M", ( Convert.ToDouble(item["M024"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("30", "M", ( Convert.ToDouble(item["M030"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("36", "M", ( Convert.ToDouble(item["M036"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("48", "M", ( Convert.ToDouble(item["M048"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("60", "M", ( Convert.ToDouble(item["M060"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("84", "M", ( Convert.ToDouble(item["M084"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("120", "M", ( Convert.ToDouble(item["M120"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("180", "M", ( Convert.ToDouble(item["M180"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("240", "M", ( Convert.ToDouble(item["M240"].ToString()) / 100).ToString() ));
yieldTSVM.RateDataViewModel_.Add(this.rateDataVM("360", "M", ( Convert.ToDouble(item["M360"].ToString()) / 100).ToString() ));
}
discount_paraVM.YieldTermstructureViewModel_.Add(yieldTSVM);
return discount_paraVM;
}