/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add(new InfoOutputProperty("RowCount", RowCount),
new InfoOutputProperty("ColumnCount", ColumnCount),
new InfoOutputProperty("SubDiagonalCount", SubDiagonalCount),
new InfoOutputProperty("SuperDiagonalCount", SuperDiagonalCount));
var dataTable = new System.Data.DataTable("Data");
for (int j = 0; j < ColumnCount; j++)
{
dataTable.Columns.Add(j.ToString(), typeof(double));
}
for (int k = 0; k < RowCount; k++)
{
var row = dataTable.NewRow();
for (int j = 0; j < ColumnCount; j++)
{
row[j] = this[k, j];
}
dataTable.Rows.Add(row);
}
infoOutputCollection.Add(dataTable);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput" /> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput" /> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName = InfoOutput.GeneralCategoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add(new InfoOutputProperty("RowCount", RowCount),
new InfoOutputProperty("ColumnCount", ColumnCount),
new InfoOutputProperty("Dimension", Dimension),
new InfoOutputProperty("IsSymmetric", true));
var dataTable = new System.Data.DataTable("Data");
for (int j = 0; j < Dimension; j++)
{
dataTable.Columns.Add(j.ToString(), typeof(double));
}
for (int k = 0; k < Dimension; k++)
{
var row = dataTable.NewRow();
for (int j = 0; j < Dimension; j++)
{
row[j] = this[k, j];
}
dataTable.Rows.Add(row);
}
infoOutputCollection.Add(dataTable);
}
/// <summary>Gets informations of the current object as a specific <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public virtual void FillInfoOutput(InfoOutput infoOutput, string categoryName = "General")
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Tenor", Tenor);
infoOutputCollection.Add("Start date adjustment", StartDateAdjustment);
infoOutputCollection.Add("End date adjustment", EndDateAdjustment);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Rounding rule", RoundingRule.Name.String);
(BondMarket as IInfoOutputQueriable).FillInfoOutput(infoOutput, categoryName + ".Bond market");
(SwapMarket as IInfoOutputQueriable).FillInfoOutput(infoOutput, categoryName + ".Swap market");
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Day count convention", DayCountConvention.Name.String);
infoOutputCollection.Add("Business day convention", BusinessDayConvention.Name.String);
infoOutputCollection.Add("Coupon frequency", CouponFrequency.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Day count convention", DayCountConvention.Name.String);
infoOutputCollection.Add("Business day convention", BusinessDayConvention.Name.String);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
infoOutputCollection.Add("Coupon frequency", CouponFrequency.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public virtual void FillInfoOutput(InfoOutput infoOutput, string categoryName = "General")
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Period start month", PeriodStartMonth);
infoOutputCollection.Add("Period start year offset", PeriodStartYearOffset);
infoOutputCollection.Add("Tenor", Tenor);
infoOutputCollection.Add("Start date adjustment", StartDateAdjustment);
infoOutputCollection.Add("End date adjustment", EndDateAdjustment);
}
/// <summary>Gets informations of the current object as a specific <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName = "General")
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("End date", EndDate);
infoOutputCollection.Add("Spot date adjustment", SpotDateAdjustment);
infoOutputCollection.Add("Start date adjustment", StartDateAdjustment);
infoOutputCollection.Add("End date adjustment", EndDateAdjustment);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
infoOutputCollection.Add("Fixed leg Business day convention", FixedBusinessDayConvention.Name.String);
infoOutputCollection.Add("Fixed leg Day count convention", FixedDayCountConvention.Name.String);
infoOutputCollection.Add("Fixed leg Frequency", FixedFrequency.Name.String);
infoOutputCollection.Add("Floating leg Business day convention", FloatingBusinessDayConvention.Name.String);
infoOutputCollection.Add("Floating leg Day count convention", FloatingDayCountConvention.Name.String);
infoOutputCollection.Add("Floating leg Frequency", FloatingFrequency.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
infoOutputCollection.Add("Fixing lag", FixingLag.Name.String);
infoOutputCollection.Add("Business day convention", BusinessDayConvention.Name.String);
infoOutputCollection.Add("Day count convention", DayCountConvention.Name.String);
infoOutputCollection.Add("Future base point value", FutureBasePointValue);
infoOutputCollection.Add("Libor rate rounding rule", LiborRateRoundingRule.Name.String);
infoOutputCollection.Add("Caplet tenor convention", CapletTenorConvention.Name.String);
infoOutputCollection.Add("Libor index name", LiborIndexName);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
/// <remarks>This implementation returns a <see cref="System.Data.DataTable"/> objects which contains the <see cref="System.DateTime"/> objects.</remarks>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
var dateTable = new System.Data.DataTable("Dates");
dateTable.Columns.Add("Value", typeof(DateTime));
foreach (DateTime date in m_DateScheduleSet)
{
dateTable.Rows.Add(date);
}
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add(dateTable);
infoOutputCollection.Add("Holiday calendar", HolidayCalendar.Name.String);
}
/// <summary>Stores informations of an <see cref="IPolynomial"/> object into a specified <see cref="InfoOutputPackage"/>.
/// </summary>
/// <param name="polynomial">The <see cref="IPolynomial"/> object.</param>
/// <param name="infoOutputPackage">The <see cref="InfoOutputPackage"/> object to store the degree and coefficients of <paramref name="polynomial"/>.</param>
internal static void FillInfoOutput(IPolynomial polynomial, InfoOutputPackage infoOutputPackage)
{
infoOutputPackage.Add("Degree", polynomial.Degree);
DataTable coefficientDataTable = new DataTable("Coefficients");
coefficientDataTable.Columns.Add("Order", typeof(int));
coefficientDataTable.Columns.Add("Coefficient.Real", typeof(double));
coefficientDataTable.Columns.Add("Coefficient.Imaginary", typeof(double));
for (int order = 0; order <= polynomial.Degree; order++)
{
var coefficient = polynomial.GetCoefficient(order);
coefficientDataTable.Rows.Add(order, coefficient.Real, coefficient.Imaginary);
}
infoOutputPackage.Add(coefficientDataTable);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName = InfoOutput.GeneralCategoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Frequency", m_Frequency.Name);
infoOutputCollection.Add("Business day convention", m_BusinessDayConvention.Name);
if ((m_FirstRegularDate != null) && (m_FirstRegularDate.HasValue == true))
{
infoOutputCollection.Add("First regular date", m_FirstRegularDate.Value);
}
if ((m_LastRegularDate != null) && (m_LastRegularDate.HasValue == true))
{
infoOutputCollection.Add("Last regular date", m_LastRegularDate.Value);
}
infoOutputCollection.Add("Seed date business day convention", SeedBusinessDayConvention.Name);
if (m_ReferenceDate != DateTime.MinValue)
{
infoOutputCollection.Add("Reference date", m_ReferenceDate);
}
m_TimeSpanDescription.FillInfoOutput(infoOutput, categoryName);
}
public static object GetOutputPropertyValue(
[ExcelArgument(Name = "objectName", Description = "The name of the object", AllowReference = true)]
object xlObjectName,
[ExcelArgument(Name = "propertyName", Description = "The name of the property", AllowReference = true)]
object xlPropertyName,
[ExcelArgument(Name = "propertyGroupName", Description = "[optional] The name of the property group ('general properties' is standard)", AllowReference = true)]
object xlPropertyGroupName,
[ExcelArgument(Name = "category", Description = "The category of the output, i.e. 'general' etc.", AllowReference = true)]
object xlCategoryName)
{
try
{
if (ExcelDnaUtil.IsInFunctionWizard() == true)
{
return(String.Empty);
}
IExcelDataQuery objectNameQuery = ExcelDataQuery.Create(xlObjectName);
string objectName;
ExcelPoolItem poolItem;
if ((objectNameQuery.TryGetValue <string>(out objectName, dataAdvice: ExcelDataAdvice.Create(ExcelPool.GetObjectNames())) != ExcelCellValueState.ProperValue) || (ExcelPool.TryGetItem(objectName, out poolItem) == false))
{
throw new ArgumentException("No object with name '" + objectNameQuery.ToString(0, 0).GetRelevantSubstring() + "' available.");
}
/* get the output of the pool object: */
InfoOutput itemOutput = new InfoOutput();
poolItem.Value.FillInfoOutput(itemOutput);
InfoOutputPackage itemOutputCollection = null;
IExcelDataQuery categoryNameQuery = ExcelDataQuery.Create(xlCategoryName);
if (categoryNameQuery.IsEmpty == true)
{
itemOutputCollection = itemOutput.GetGeneralPackage();
}
else
{
string categoryName = categoryNameQuery.GetValue <string>(dataAdvice: ExcelDataAdvice.Create(itemOutput.CategoryNames));
itemOutputCollection = itemOutput.GetPackage(categoryName);
}
string propertyGroupName = InfoOutputPackage.GeneralPropertyGroupName.String;
IExcelDataQuery propertyGroupNameQuery = ExcelDataQuery.Create(xlPropertyGroupName);
if (propertyGroupNameQuery.IsEmpty == false)
{
propertyGroupName = propertyGroupNameQuery.GetValue <string>(dataAdvice: ExcelDataAdvice.Create(itemOutputCollection.PropertyGroupNames));
}
IIdentifierStringDictionary <InfoOutputProperty> properties;
if (itemOutputCollection.TryGetProperties(propertyGroupName, out properties) == false)
{
throw new ArgumentException("The property group name' " + propertyGroupName + "' is invalid.");
}
IExcelDataQuery propertyNameQuery = ExcelDataQuery.Create(xlPropertyName);
string propertyName;
if (propertyNameQuery.TryGetValue <string>(out propertyName, dataAdvice: ExcelDataAdvice.Create(properties)) != ExcelCellValueState.ProperValue)
{
throw new ArgumentException("The property name '" + propertyNameQuery.ToString(0, 0) + "' is invalid.");
}
InfoOutputProperty property;
if (properties.TryGetValue(propertyName, out property) == false)
{
throw new ArgumentException("No property with name '" + propertyName + "' found.");
}
return(ExcelDataConverter.GetExcelCellRepresentation(property.Value));
}
catch (Exception e)
{
return(ExcelDataConverter.GetExcelRangeErrorMessage(e.Message));
}
}
/// <summary>Adds the property 'State'.
/// </summary>
/// <param name="infoOutputCollection">The <see cref="InfoOutputPackage"/> object.</param>
/// <param name="state">The state.</param>
public static void Add(this InfoOutputPackage infoOutputCollection, InfoOutputState state)
{
infoOutputCollection.Add("State", state, Resources.State);
}
public static object GetOutputRange(
[ExcelArgument(Name = "objectName", Description = "The name of the object", AllowReference = true)]
object xlObjectName,
[ExcelArgument(Name = "tableName", Description = "The name of the table", AllowReference = true)]
object xlTableName,
[ExcelArgument(Name = "rowIndices", Description = "An [optional] Excel Range vector that contains null-based (excluding header) row indices of the table", AllowReference = true)]
object xlRowIndices,
[ExcelArgument(Name = "columnIndicesOrNames", Description = "An [optional] Excel Range vector which contains column names or null-based column indices of the table", AllowReference = true)]
object xlColumnIndicesOrNames,
[ExcelArgument(Name = "category", Description = "The category of the output, i.e. 'general' etc.", AllowReference = true)]
object xlCategoryName)
{
try
{
if (ExcelDnaUtil.IsInFunctionWizard() == true)
{
return(String.Empty);
}
string objectName;
ExcelPoolItem poolItem;
IExcelDataQuery objectNameQuery = ExcelDataQuery.Create(xlObjectName);
if ((objectNameQuery.TryGetValue <string>(out objectName, dataAdvice: ExcelDataAdvice.Create(ExcelPool.GetObjectNames())) != ExcelCellValueState.ProperValue) || (ExcelPool.TryGetItem(objectName, out poolItem) == false))
{
throw new ArgumentException("No object with name '" + objectNameQuery.ToString(0, 0).GetRelevantSubstring() + "' available.");
}
InfoOutput infoOutput = new InfoOutput();
poolItem.Value.FillInfoOutput(infoOutput);
InfoOutputPackage itemOutputCollection = null;
IExcelDataQuery categoryNameQuery = ExcelDataQuery.Create(xlCategoryName);
if (categoryNameQuery.IsEmpty == true)
{
itemOutputCollection = infoOutput.GetGeneralPackage();
}
else
{
string categoryName = categoryNameQuery.GetValue <string>(dataAdvice: ExcelDataAdvice.Create(infoOutput.CategoryNames));
itemOutputCollection = infoOutput.GetPackage(categoryName);
}
IExcelDataQuery tableNameDataQuery = ExcelDataQuery.Create(xlTableName);
DataTable tableOutput;
string tableName;
if ((tableNameDataQuery.TryGetValue <string>(out tableName, dataAdvice: ExcelDataAdvice.Create(itemOutputCollection.GetDataTableNames())) != ExcelCellValueState.ProperValue) || (itemOutputCollection.TryGetDataTable(tableName, out tableOutput) == false))
{
throw new ArgumentException("Table with name '" + tableNameDataQuery.ToString(0, 0) + "' is invalid.");
}
int rowCount, columnCount;
IEnumerable <int> rowIndices = GetRowIndices(ExcelDataQuery.Create(xlRowIndices), tableOutput, out rowCount);
IEnumerable <int> columnIndices = GetColumnIndices(ExcelDataQuery.Create(xlColumnIndicesOrNames), tableOutput, out columnCount);
return(ExcelDataConverter.GetExcelRangeOutput(GetSubTable(rowIndices, rowCount, columnIndices, columnCount, tableOutput)));
}
catch (Exception e)
{
return(ExcelDataConverter.GetExcelRangeErrorMessage(e.Message));
}
}
/// <summary>Adds the property 'Execution time'.
/// </summary>
/// <param name="infoOutputCollection">The <see cref="InfoOutputPackage"/> object.</param>
/// <param name="executionTime">The exection time in milliseconds.</param>
public static void AddExecutionTime(this InfoOutputPackage infoOutputCollection, long executionTime)
{
infoOutputCollection.Add("Execution time", executionTime, Resources.ExecutionTime);
}
public static object GetOutputNames(
[ExcelArgument(Name = "objectName", Description = "The name of the object", AllowReference = true)]
object xlObjectName,
[ExcelArgument(Name = "outputType", Description = "Contains the type of the output, i.e. 'tables' or 'properties'", AllowReference = true)]
object xlOutputType,
[ExcelArgument(Name = "propertyGroupName", Description = "[optional] If 'inputType = \"properties\" this argument represents the name of the table which represents the properties", AllowReference = true)]
object xlPropertyTableName,
[ExcelArgument(Name = "category", Description = "[optional] The category of the output, i.e. 'general' etc.", AllowReference = true)]
object xlCategoryName)
{
try
{
if (ExcelDnaUtil.IsInFunctionWizard() == true)
{
return(String.Empty);
}
IExcelDataQuery objectNameQuery = ExcelDataQuery.Create(xlObjectName);
string objectName;
ExcelPoolItem poolItem;
if ((objectNameQuery.TryGetValue <string>(out objectName, dataAdvice: ExcelDataAdvice.Create(ExcelPool.GetObjectNames())) != ExcelCellValueState.ProperValue) || (ExcelPool.TryGetItem(objectName, out poolItem) == false))
{
throw new ArgumentException("No object with name '" + objectNameQuery.ToString(0, 0).GetRelevantSubstring() + "' available.");
}
IExcelDataQuery outputTypeQuery = ExcelDataQuery.Create(xlOutputType);
eQueryType outputType;
if (outputTypeQuery.TryGetValue <eQueryType>(out outputType, EnumStringRepresentationUsage.StringAttribute) != ExcelCellValueState.ProperValue)
{
throw new ArgumentException("Invalid output type '" + outputTypeQuery.ToString(0, 0) + "'.");
}
/* get the output of the pool object: */
InfoOutput itemOutput = new InfoOutput();
poolItem.Value.FillInfoOutput(itemOutput);
InfoOutputPackage itemOutputCollection = null;
IExcelDataQuery categoryNameQuery = ExcelDataQuery.Create(xlCategoryName);
if (categoryNameQuery.IsEmpty == true)
{
itemOutputCollection = itemOutput.GetGeneralPackage();
}
else
{
string categoryName = categoryNameQuery.GetValue <string>(0, 0, ExcelDataAdvice.Create(itemOutput.CategoryNames));
itemOutputCollection = itemOutput.GetPackage(categoryName);
}
IExcelDataQuery propertyTableQuery = ExcelDataQuery.Create(xlPropertyTableName);
if (outputType == eQueryType.PropertyNames)
{
string propertyTableName = InfoOutputPackage.GeneralPropertyGroupName.String;
if (propertyTableQuery.IsEmpty == false)
{
propertyTableName = propertyTableQuery.GetValue <string>(0, 0, ExcelDataAdvice.Create(itemOutputCollection.PropertyGroupNames));
}
IIdentifierStringDictionary <InfoOutputProperty> propertyCollection;
if (itemOutputCollection.TryGetProperties(propertyTableName, out propertyCollection) == false)
{
throw new ArgumentException("The property table with name' " + propertyTableName + "' is invalid.");
}
object[,] outputRange = new object[propertyCollection.Count() + 1, 1];
outputRange[0, 0] = "Property names (output)";
int j = 1;
foreach (var property in propertyCollection)
{
outputRange[j, 0] = (string)property.Name;
j++;
}
return(ExcelDataConverter.GetExcelRangeOutput(outputRange));
}
else
{
if (propertyTableQuery.IsEmpty == false)
{
throw new ArgumentException("The property table with name' " + propertyTableQuery.ToString(0, 0) + "' is invalid.");
}
List <object> outputRange = new List <object>();
outputRange.Add("Table names");
foreach (var table in itemOutputCollection.GetDataTables(InfoOutputPackage.DataTableType.Single | InfoOutputPackage.DataTableType.Parent))
{
outputRange.Add(table.Item1.String);
}
return(ExcelDataConverter.GetExcelRangeOutput(outputRange));
}
}
catch (Exception e)
{
return(ExcelDataConverter.GetExcelRangeErrorMessage(e.Message));
}
}
