public void loadCurve(string constRate) { this.excel_rateDataViewModel_ = new ObservableCollection <Excel_rateDataViewModel>(); CurveManager cm = new CurveManager(); // 데이터를 로드함 // cm.load(this.code_,this.referenceDate_); //for (int i = 0; i < cm.Tenor_.Count ; i++) List <string> tenorList = new List <string>() { "1D", "3M", "6M", "9M", "12M", "18M", "24M", "30M", "36M", "48M", "60M", "84M", "120M", "180M", "240M", "360M" }; for (int i = 0; i < tenorList.Count; i++) { Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel(); e_rdvm.RateType_ = "Spot"; //e_rdvm.Tenor_ = cm.Tenor_[i]; e_rdvm.Tenor_ = tenorList[i]; //e_rdvm.Value_ = cm.Data_[i]; e_rdvm.Value_ = constRate; this.excel_rateDataViewModel_.Add(e_rdvm); } }
public void loadCurve() { this.excel_rateDataViewModel_ = new ObservableCollection <Excel_rateDataViewModel>(); CurveManager cm = new CurveManager(); // 데이터를 로드함 // cm.load(this.code_,this.referenceDate_); //for (int i = 0; i < cm.Tenor_.Count ; i++) for (int i = 0; i < 15; i++) { Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel(); e_rdvm.RateType_ = "Spot"; //e_rdvm.Tenor_ = cm.Tenor_[i]; e_rdvm.Tenor_ = i.ToString() + "M"; //e_rdvm.Value_ = cm.Data_[i]; e_rdvm.Value_ = (i * 0.01).ToString(); this.excel_rateDataViewModel_.Add(e_rdvm); } }
public void loadCurve(string constRate) { this.excel_rateDataViewModel_ = new ObservableCollection<Excel_rateDataViewModel>(); CurveManager cm = new CurveManager(); // 데이터를 로드함 // cm.load(this.code_,this.referenceDate_); //for (int i = 0; i < cm.Tenor_.Count ; i++) List<string> tenorList = new List<string>() { "1D", "3M", "6M", "9M", "12M", "18M", "24M", "30M", "36M", "48M", "60M", "84M", "120M", "180M", "240M", "360M" }; for (int i = 0; i < tenorList.Count ; i++) { Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel(); e_rdvm.RateType_ = "Spot"; //e_rdvm.Tenor_ = cm.Tenor_[i]; e_rdvm.Tenor_ = tenorList[i]; //e_rdvm.Value_ = cm.Data_[i]; e_rdvm.Value_ = constRate; this.excel_rateDataViewModel_.Add(e_rdvm); } }
public void loadCurve() { this.excel_rateDataViewModel_ = new ObservableCollection<Excel_rateDataViewModel>(); CurveManager cm = new CurveManager(); // 데이터를 로드함 // cm.load(this.code_,this.referenceDate_); //for (int i = 0; i < cm.Tenor_.Count ; i++) for (int i = 0; i < 15 ; i++) { Excel_rateDataViewModel e_rdvm = new Excel_rateDataViewModel(); e_rdvm.RateType_ = "Spot"; //e_rdvm.Tenor_ = cm.Tenor_[i]; e_rdvm.Tenor_ = i.ToString() + "M"; //e_rdvm.Value_ = cm.Data_[i]; e_rdvm.Value_ = (i * 0.01).ToString(); this.excel_rateDataViewModel_.Add(e_rdvm); } }
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(); }