예제 #1
0
        public virtual void build_emptyResult(DateTime refDate)
        {
            clsHITM_FP_GREEKRESULT_TB clstb = new clsHITM_FP_GREEKRESULT_TB();

            string refDateStr = refDate.ToString("yyyyMMdd");

            List<string> underlyingList = new List<string>();

            this.underlyingList(underlyingList);

            clstb.FP_GREEKRESULT_ID = IDGenerator.getNewGreekResultID(this.baseDAO_.INSTRUMENT_ID, refDateStr);
            clstb.CALC_DT = refDateStr;
            clstb.INSTRUMENT_ID = this.baseDAO_.INSTRUMENT_ID;
            clstb.INSTRUMENT_TYP = this.baseDAO_.FP_MASTER_TYP;

            int i = 1;

            foreach (string under in underlyingList)
            {
                clstb.UNDERLYING_ID = under;
                clstb.UNDERLYING_VALUE = 0.0;
                clstb.SEQ = i;
                clstb.DELTA = 0.0;
                clstb.GAMMA = 0.0;
                clstb.VEGA = 0.0;
                clstb.CALC_PRICE = 0.0;
                clstb.CALCULATED_FLAG = 0;
                clstb.CALCULATED_TIME = "";
                clstb.CALCULATE_TYP = 0;

                clstb.Insert();

                i += 1;
            }

            // SCENARIO 팀장 미친 개새끼
            clsSET_SCENARIO_TB cls_scenario = new clsSET_SCENARIO_TB();
            cls_scenario.FP_MASTER_TYP = this.baseDAO_.FP_MASTER_TYP;

            DataTable dt = cls_scenario.Select();

            foreach (DataRow dr in dt.Select())
            {
                clstb.UNDERLYING_ID = clsSET_SCENARIO_TB.Create(dr).SCENARIO_CD;
                clstb.SEQ = i;
                clstb.Insert();
                i += 1;
            }

            // 지워
            clsHITM_FP_CASHFLOWRESULT_TB clstb_cf = new clsHITM_FP_CASHFLOWRESULT_TB();

            clstb_cf.CALC_DT = refDate.ToString("yyyyMMdd");
            clstb_cf.INSTRUMENT_ID = this.baseDAO_.INSTRUMENT_ID;

            clstb_cf.DeleteInstDateCashFlow();

        }
예제 #2
0
        public override void delete_result(string calcDateStr,string instID)
        {
            // greekresult

            clsHITM_FP_GREEKRESULT_TB clstb_greekresult = new clsHITM_FP_GREEKRESULT_TB();

            clstb_greekresult.CALC_DT = calcDateStr;
            clstb_greekresult.DeleteDate(instID);

            // cashflowresult

            clsHITM_FP_CASHFLOWRESULT_TB clstb_cashflow = new clsHITM_FP_CASHFLOWRESULT_TB();

            clstb_cashflow.CALC_DT = calcDateStr;
            clstb_cashflow.INSTRUMENT_ID = instID;
            clstb_cashflow.DeleteInstDateCashFlow();

        }