// ki 계열 public string set_constKI_sch(double lowerTrigger, double upperTrigger, //CalculationEnum kiCheckType, string kiCheckType, string underlyings, //LossType lossType, string lossType, // 이거 구분 아직 안함 double noKICoupon, DateTime obStartDate, DateTime obEndDate) { try { #region CheckParameter if (underlyings == "") { throw new Exception("underlying input is empty"); } // check underlying if (!this.hasUnderlyings(underlyings)) { throw new Exception(underlyings + " does not exist. add underlying first."); } #endregion Excel_simpleKiEventCalcViewModel e_simpleKiEvent = new Excel_simpleKiEventCalcViewModel(); //this.addUnderlying(underlyings); Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_; e_simpleKiEvent.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_simpleKiEvent.EventDate_ = obEndDate; e_simpleKiEvent.PayoffDate_ = obEndDate; #region EventCal { Excel_singleBarrierEventCalViewModel e_singleBarrierEvent = new Excel_singleBarrierEventCalViewModel(); e_singleBarrierEvent.UpperTrigger_ = upperTrigger.ToString(); e_singleBarrierEvent.LowerTrigger_ = lowerTrigger.ToString(); // 우선 max를 사용함 Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel(); e_mucidvm.EventDate_ = obEndDate; e_mucidvm.setUnderlying(e_ucivm); e_mucidvm.selectUnderlyings(underlyings); e_singleBarrierEvent.Excel_underlyingCalcIDViewModel_ = e_mucidvm; //e_singleBarrierEvent.setUnderlying(e_ucivm); e_singleBarrierEvent.ObservationStartDate_ = obStartDate; e_singleBarrierEvent.ObservationEndDate_ = obEndDate; e_simpleKiEvent.Excel_eventCalcInfoViewModel_ = e_singleBarrierEvent; } #endregion #region OccReturn { Excel_vanillaReturnCalViewModel e_vanillaReturn = new Excel_vanillaReturnCalViewModel(); e_vanillaReturn.Excel_underlyingCalcInfoViewModel_ = e_ucivm; //e_vanillaReturn.Gearing_ = "-1"; //e_vanillaReturn.Spread_ = "-0.2"; e_vanillaReturn.Gearing_ = "1.0"; e_vanillaReturn.Spread_ = "-1.0"; Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel(); e_mucidvm.EventDate_ = obEndDate; e_mucidvm.setUnderlying(e_ucivm); e_mucidvm.selectUnderlyings(underlyings); e_vanillaReturn.ReturnUnderlyingCalcIDViewModel_ = e_mucidvm; e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_ = new Excel_occReturnCalcInfoViewModel(); e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_vanillaReturn; } #endregion #region noOccReturn { Excel_constReturnCalViewModel e_constReturnCalc = new Excel_constReturnCalViewModel(); e_constReturnCalc.ConstReturn_ = noKICoupon.ToString(); e_constReturnCalc.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_ = new Excel_noOccReturnCalcInfoViewModel(); e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_constReturnCalc; e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.setUnderlying(e_ucivm); } #endregion Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel; e_hvm.Excel_kiEventCalculationViewModel_ = e_simpleKiEvent; List <string> member = new List <string>() { "instType", "schtype", "lowerTrigger", "upperTrigger", "kiCheckType", "underlyings", "lossType", "noKICoupon", "obStartDate", "obEndDate" }; List <string> value = new List <string>() { "hifive", "constKI", lowerTrigger.ToString(), upperTrigger.ToString(), kiCheckType.ToString(), underlyings.ToString(), lossType.ToString(), noKICoupon.ToString(), StringConverter.xmlDateTimeToDateString(obStartDate), StringConverter.xmlDateTimeToDateString(obEndDate) }; e_simpleKiEvent.VBA_description_ = this.vba_description(member, value); return("set complete"); } catch (Exception e) { return("set fail : " + e.Message); } }
public string add_monthlyCoupon_sch(DateTime eventDate, DateTime payoffDate, double lowerTrigger, double upperTrigger, //CalculationEnum underCalcType, string underCalcType, string underlyings, double constCoupon) { try { #region CheckParameter if (underlyings == "") { throw new Exception("underlying input is empty"); } // check underlying if (!this.hasUnderlyings(underlyings)) { throw new Exception(underlyings + " does not exist. add underlying first."); } #endregion Excel_simpleCalculationViewModel e_scvm = new Excel_simpleCalculationViewModel(); //this.addUnderlying(underlyings); Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_; e_scvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_scvm.EventDate_ = eventDate; e_scvm.PayoffDate_ = payoffDate; #region EventCal //--------------------------------------------------------------- { //Excel_eventCalcInfoViewModel e_ecivm = new Excel_eventCalcInfoViewModel(); Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel(); e_srecvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_srecvm.LowerRng_ = lowerTrigger.ToString(); e_srecvm.UpperRng_ = upperTrigger.ToString(); // 우선 max를 사용함 Excel_underlyingCalcIDViewModel e_mucidvm = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(underCalcType); e_mucidvm.EventDate_ = eventDate; e_mucidvm.setUnderlying(e_ucivm); e_mucidvm.selectUnderlyings(underlyings); e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm; //e_ecivm.Excel_eventCalcViewModel_.Add(e_srecvm); e_scvm.Excel_eventCalcInfoViewModel_ = e_srecvm; //info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함 } #endregion #region ReturnCal //--------------------------------------------------------------- { //Excel_returnCalcInfoViewModel e_rcivm = new Excel_returnCalcInfoViewModel(); Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel(); e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_crcvm.ConstReturn_ = constCoupon.ToString(); //e_rcivm.Excel_returnCalcViewModel_.Add(e_crcvm); e_scvm.Excel_returnCalcInfoViewModel_ = e_crcvm; //info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함 } #endregion #region ComplementReturnCal { Excel_complementReturnCalcViewModel e_comp_rcvm = new Excel_complementReturnCalcViewModel(); Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel(); e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_crcvm.ConstReturn_ = "0.0"; e_comp_rcvm.Excel_returnCalcInfoViewModel_ = e_crcvm; e_scvm.Excel_complementReturnCalcViewModel_ = e_comp_rcvm; } #endregion Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel; e_hvm.Excel_scheduleListViewModel_.Excel_scheduleViewModel_.Add(e_scvm); return("add complete"); } catch (Exception e) { return("add fail : " + e.Message); } }
public string addConditionMultiRangAccrualFixedCoupon(DateTime calculationStartDate, DateTime calculationEndDate, DateTime payoffDate, List <double> lowerRngList, List <string> referenceUnderCodeList, List <double> upperRngList, double fixedRate) { try { Excel_multiCondi_structuredAccrualCouponScheduleViewModel e_mc_sacsvm = new Excel_multiCondi_structuredAccrualCouponScheduleViewModel(); e_mc_sacsvm.EventDate_ = payoffDate; e_mc_sacsvm.CalculationStartDate_ = calculationStartDate; e_mc_sacsvm.CalculationEndDate_ = calculationEndDate; e_mc_sacsvm.PaymentDate_ = payoffDate; int rangeCount = lowerRngList.Count; 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_mc_sacsvm.Range1DViewModel_.Add(accRng1D); e_mc_sacsvm.Excel_underlyingCalcIDViewModel_.Add(choiceUnderCalcIDVM); } Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel(); e_crcvm.ConstReturn_ = fixedRate.ToString(); e_mc_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_sacsvm); //this.instVM_.Excel_interfaceViewModel_ = e_sbvm; return("OK"); } catch (Exception) { return("conditionMultiRangAccrualFixedCoupon add Fail."); throw; } }
public string add_autoCall_sch(DateTime eventDate, DateTime payoffDate, double lowerTrigger, double upperTrigger, //CalculationEnum underCalcType, string underCalcType, string underlyings, double constCoupon) { try { #region CheckParameter if (underlyings == "") { throw new Exception("underlying input is empty"); } // check underlying if (!this.hasUnderlyings(underlyings)) { throw new Exception(underlyings + " does not exist. add underlying first."); } #endregion Excel_simpleCalculationViewModel e_scvm = new Excel_simpleCalculationViewModel(); //this.addUnderlying(underlyings); Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_; e_scvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_scvm.EventDate_ = eventDate; e_scvm.PayoffDate_ = payoffDate; #region EventCal //--------------------------------------------------------------- { //Excel_eventCalcInfoViewModel e_ecivm = new Excel_eventCalcInfoViewModel(); Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel(); e_srecvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_srecvm.LowerRng_ = lowerTrigger.ToString(); e_srecvm.UpperRng_ = upperTrigger.ToString(); // 우선 max를 사용함 Excel_underlyingCalcIDViewModel e_mucidvm = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(underCalcType); e_mucidvm.EventDate_ = eventDate; e_mucidvm.setUnderlying(e_ucivm); e_mucidvm.selectUnderlyings(underlyings); e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm; //e_ecivm.Excel_eventCalcViewModel_.Add(e_srecvm); e_scvm.Excel_eventCalcInfoViewModel_ = e_srecvm; //info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함 } #endregion #region ReturnCal //--------------------------------------------------------------- { //Excel_returnCalcInfoViewModel e_rcivm = new Excel_returnCalcInfoViewModel(); Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel(); e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_crcvm.ConstReturn_ = constCoupon.ToString(); //e_rcivm.Excel_returnCalcViewModel_.Add(e_crcvm); e_scvm.Excel_returnCalcInfoViewModel_ = e_crcvm; //info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함 } #endregion #region ComplementReturnCal { Excel_complementReturnCalcViewModel e_comp_rcvm = new Excel_complementReturnCalcViewModel(); Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel(); e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_crcvm.ConstReturn_ = "0.0"; e_comp_rcvm.Excel_returnCalcInfoViewModel_ = e_crcvm; e_scvm.Excel_complementReturnCalcViewModel_ = e_comp_rcvm; } #endregion #region AutoCall_Event //--------------------------------------------------------------- { Excel_eventCalcInfo_CallViewModel e_ecicvm = new Excel_eventCalcInfo_CallViewModel(); Excel_singleRangeEventCalViewModel e_srecvm = new Excel_singleRangeEventCalViewModel(); e_srecvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_srecvm.LowerRng_ = lowerTrigger.ToString(); e_srecvm.UpperRng_ = upperTrigger.ToString();; //처음꺼만 사용함 Excel_underlyingCalcIDViewModel e_mucidvm = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(underCalcType); e_mucidvm.EventDate_ = eventDate; e_mucidvm.setUnderlying(e_ucivm); e_mucidvm.selectUnderlyings(underlyings); e_srecvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm; e_ecicvm.Excel_eventCalcInfoViewModel_ = e_srecvm; e_scvm.Excel_eventCalcInfo_CallViewModel_ = e_ecicvm; //info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함 } #endregion #region AutoCall_ReturnCal //--------------------------------------------------------------- { Excel_returnCalcInfo_CallViewModel e_rcicvm = new Excel_returnCalcInfo_CallViewModel(); Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel(); e_crcvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm; e_crcvm.ConstReturn_ = "0.0"; // 원금 e_rcicvm.Excel_returnCalcInfoViewModel_ = e_crcvm; e_scvm.Excel_returnCalcInfo_CallViewModel_ = e_rcicvm; //info 에 드가는 곱하기라던지 floor라던지 postCalculation 같은게 붙어야함 } #endregion Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel; e_hvm.Excel_scheduleListViewModel_.Excel_scheduleViewModel_.Add(e_scvm); int schNum = e_hvm.Excel_scheduleListViewModel_.Excel_scheduleViewModel_.Count - 1; //Type type = this. GetType(); //MethodInfo methodInfo = type.GetMethod("add_autoCall_sch"); //ParameterInfo[] paraList = methodInfo.GetParameters(); List <string> member = new List <string>() { "instType", "type", "schNum", "eventDate", "payoffDate", "lowerTrigger", "upperTrigger", "underCalcType", "underlyings", "constCoupon" }; List <string> value = new List <string>() { "hifive", "autoCall_sch", schNum.ToString(), StringConverter.xmlDateTimeToDateString(eventDate), StringConverter.xmlDateTimeToDateString(payoffDate), lowerTrigger.ToString(), upperTrigger.ToString(), underCalcType, underlyings, constCoupon.ToString() }; e_scvm.VBA_description_ = this.vba_description(member, value); return("add complete"); } catch (Exception e) { return("add fail : " + e.Message); } }
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"); } }