private void yieldTestBtn_Click(object sender, RoutedEventArgs e)
{
//Excel_irCurveSymbolViewModel test = new Excel_irCurveSymbolViewModel();
//test.Symbol_ = "111000";
//DataBaseConnectManager.DBConnection_
// = DataBaseConnectManager.ConnectionFactory(EnvironmentVariable.MarketDataDBFile_,"RMS");
//test.dataLoad(new DateTime(2014, 10, 24));
CurveManager cm = new CurveManager();
cm.load("111000", ProgramVariable.ReferenceDate_);
//QLNet.YieldTermStructure ts = cm.yieldTS();
QLNet.YieldTermStructure ts = cm.yieldTSBuild();
double[] sumY = Enumerable.Repeat <double>(0.0, 100).ToArray <double>();
double[] x = Enumerable.Range(0, 200).Select(i => i / 100.0).ToArray();
double[] y = new double[x.Length];
for (int i = 0; i < x.Length; i++)
{
y[i] = ts.zeroRate(x[i], QLNet.Compounding.Compounded).value();
}
ChartPlotter cp = new ChartPlotter();
var xData = x.AsXDataSource();
var yData = y.AsYDataSource();
CompositeDataSource compositeDataSource = xData.Join(yData);
LineGraph lineG = new LineGraph(compositeDataSource);
lineG.Description = new PenDescription("합계");
cp.Children.Add(lineG);
//this.chartGrid_.Children.Add(cp);
Window w = new Window();
w.Content = cp;
w.ShowDialog();
}
public void addEvalCurve(string index_cd)
{
QLNet.YieldTermStructure ql_curve = new QLNet.YieldTermStructure();
clsITEM_INDEX_CURVE_MAP_TB clstb = new clsITEM_INDEX_CURVE_MAP_TB();
clstb.INDEX_CD = index_cd;
clstb.SelectOwn();
string curve_cd = clstb.CURVE_CD;
// ql _ yield curve build
this.EvalCurveMap_.Add(index_cd, ql_curve);
}