public ProcessECL_Framework(Guid eclId, ECL_Scenario scenario, EclType eclType) { this._eclId = eclId; this._Scenario = scenario; this._eclType = eclType; _sicrWorkings = new SicrWorkings(eclId, this._eclType); }
protected List <LifeTimeObject> GetScenarioRedfaultLifetimePdResult(ECL_Scenario _scenario) { var redefaultLifetimePd = new List <LifeTimeObject>(); switch (_scenario) { case ECL_Scenario.Best: redefaultLifetimePd = FileSystemStorage <LifeTimeObject> .ReadCsvData(this._eclId, ECLStringConstants.i.PdRedefaultLifetimeBests_Table(this._eclType)); break; case ECL_Scenario.Optimistic: redefaultLifetimePd = FileSystemStorage <LifeTimeObject> .ReadCsvData(this._eclId, ECLStringConstants.i.PdRedefaultLifetimeOptimistics_Table(this._eclType)); break; case ECL_Scenario.Downturn: redefaultLifetimePd = FileSystemStorage <LifeTimeObject> .ReadCsvData(this._eclId, ECLStringConstants.i.PdRedefaultLifetimeDownturns_Table(this._eclType)); break; default: return(null); } Log4Net.Log.Info($"LGD_RedefaultLifetimePD - {_scenario}"); return(redefaultLifetimePd); }
public ScenarioLifetimePd(ECL_Scenario scenario, Guid eclId, EclType eclType) { _scenario = scenario; this._eclId = eclId; this._eclType = eclType; _scenarioMarginalPd = new ScenarioMarginalPd(_scenario, eclId, this._eclType); }
public ScenarioMarginalPd(ECL_Scenario scenario, Guid eclId, EclType eclType) { _scenario = scenario; this._eclId = eclId; this._eclType = eclType; _pdInternalModelWorkings = new PdInternalModelWorkings(this._eclId, this._eclType); _vasicekWorkings = new VasicekWorkings(_scenario, this._eclId, this._eclType); }
public ScenarioLifetimeCollateral(ECL_Scenario scenario, Guid eclId, EclType eclType) { _scenario = scenario; this._eclId = eclId; this._eclType = eclType; _lifetimeEad = new LifetimeEadWorkings(eclId, this._eclType); _irFactorWorkings = new IrFactorWorkings(eclId, this._eclType); _updatedFSVsWorkings = new UpdatedFSVsWorkings(eclId, this._eclType); _scenarioLifetimeLGD = new ScenarioLifetimeLGD(eclId, this._eclType); }
public ScenarioLifetimeLGD(Guid eclId, EclType eclType, ECL_Scenario _scenario) { this._eclId = eclId; // this._scenario = scenario; this._eclType = eclType; _sicrInputs = new SicrInputWorkings(this._eclId, _eclType); _sicrWorkings = new SicrWorkings(this._eclId, _eclType); _lifetimeEadWorkings = new LifetimeEadWorkings(this._eclId, _eclType); _scenarioLifetimeCollateral = new ScenarioLifetimeCollateral(ECL_Scenario.Best, this._eclId, _eclType); _pdMapping = new PDMapping(this._eclId, _eclType); _creditIndex = new CreditIndex(this._eclId, _eclType); }
public ScenarioEclWorkings(Guid eclId, ECL_Scenario scenario, EclType eclType) { this._eclId = eclId; _scenario = scenario; this._eclType = eclType; _lifetimeEad = new LifetimeEadWorkings(eclId, this._eclType); //_lifetimeLgd = new ScenarioLifetimeLGD(eclId,this._eclType); _irFactorWorkings = new IrFactorWorkings(eclId, this._eclType); _sicrWorkings = new SicrWorkings(eclId, this._eclType); _lifetimeEadWorkings = new LifetimeEadWorkings(eclId, this._eclType); }
public IndexForecastWorkings(ECL_Scenario eCL_Scenario, Guid eclId, EclType eclType) { this._Scenario = eCL_Scenario; this._eclId = eclId; this._eclType = eclType; }
protected List <LifetimeCollateral> GetScenarioLifetimeCollateralResult(List <Loanbook_Data> loanbook, List <LifeTimeProjections> eadInputs, ECL_Scenario _scenario, List <LGDAccountData> contractData) { _scenarioLifetimeCollateral = new ScenarioLifetimeCollateral(_scenario, this._eclId, this._eclType); var data = _scenarioLifetimeCollateral.ComputeLifetimeCollateral(loanbook, eadInputs, contractData); Log4Net.Log.Info($"LGD_Lifetim_Collateral - {_scenario}"); return(data); }
public VasicekWorkings(ECL_Scenario screnario, Guid eclId, EclType eclType) { this._eclId = eclId; this._eclType = eclType; _scenario = screnario; }