public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_interface serial_Excel_interface = serial_Class as FpmlSerializedCSharp.Excel_interface; FpmlSerializedCSharp.Excel_vanillaFloatingBond serial_Excel_vanillaFloatingBond = serial_Excel_interface.Excel_vanillaFloatingBond_; FpmlSerializedCSharp.Excel_issueInfo serial_excel_issueInfo = serial_Excel_vanillaFloatingBond.Excel_issueInfo_; string excel_issueInfotype = serial_excel_issueInfo.Excel_type_.ValueStr; this.excel_issueInfoViewModel_ = Excel_issueInfoViewModel.CreateExcel_issueInfo(excel_issueInfotype); this.excel_issueInfoViewModel_.setFromSerial(serial_excel_issueInfo); FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_excel_underlyingCalcInfo = serial_Excel_vanillaFloatingBond.Excel_underlyingCalcInfo_; string excel_underlyingCalcInfotype = serial_excel_underlyingCalcInfo.Excel_type_.ValueStr; this.excel_underlyingCalcInfoViewModel_ = Excel_underlyingCalcInfoViewModel.CreateExcel_underlyingCalcInfo(excel_underlyingCalcInfotype); this.excel_underlyingCalcInfoViewModel_.setFromSerial(serial_excel_underlyingCalcInfo); FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList serial_excel_vanillaFloatingCouponScheduleList = serial_Excel_vanillaFloatingBond.Excel_vanillaFloatingCouponScheduleList_; string excel_vanillaFloatingCouponScheduleListtype = serial_excel_vanillaFloatingCouponScheduleList.Excel_type_.ValueStr; this.excel_vanillaFloatingCouponScheduleListViewModel_ = Excel_vanillaFloatingCouponScheduleListViewModel.CreateExcel_vanillaFloatingCouponScheduleList(excel_vanillaFloatingCouponScheduleListtype); this.excel_vanillaFloatingCouponScheduleListViewModel_.setFromSerial(serial_excel_vanillaFloatingCouponScheduleList); FpmlSerializedCSharp.Excel_vanillaFloatingBond_subtype serial_excel_vanillaFloatingBond_subtype = serial_Excel_vanillaFloatingBond.Excel_vanillaFloatingBond_subtype_; string excel_vanillaFloatingBond_subtypetype = serial_excel_vanillaFloatingBond_subtype.Excel_type_.ValueStr; this.excel_vanillaFloatingBond_subtypeViewModel_ = Excel_vanillaFloatingBond_subtypeViewModel.CreateExcel_vanillaFloatingBond_subtype(excel_vanillaFloatingBond_subtypetype); this.excel_vanillaFloatingBond_subtypeViewModel_.setFromSerial(serial_excel_vanillaFloatingBond_subtype); }
public override Excel_underlyingCalcInfoViewModel getExcel_underlyingCalcInfoViewModel() { Excel_underlyingCalcInfoViewModel mergedUnderyingInfoVM = new Excel_underlyingCalcInfoViewModel(); //part A foreach (var item in this.excel_swapLegViewModel_[0].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { if (!mergedUnderyingInfoVM.hasUnderlying(item.KrCode_)) { mergedUnderyingInfoVM.addUnderlyingInfoVM(item); } } //part B foreach (var item in this.excel_swapLegViewModel_[1].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { if (!mergedUnderyingInfoVM.hasUnderlying(item.KrCode_)) { mergedUnderyingInfoVM.addUnderlyingInfoVM(item); } } return(mergedUnderyingInfoVM); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_interface serial_Excel_interface = serial_Class as FpmlSerializedCSharp.Excel_interface; FpmlSerializedCSharp.Excel_hifive serial_Excel_hifive = serial_Excel_interface.Excel_hifive_; FpmlSerializedCSharp.Excel_issueInfo serial_excel_issueInfo = serial_Excel_hifive.Excel_issueInfo_; string excel_issueInfotype = serial_excel_issueInfo.Excel_type_.ValueStr; this.excel_issueInfoViewModel_ = Excel_issueInfoViewModel.CreateExcel_issueInfo(excel_issueInfotype); this.excel_issueInfoViewModel_.setFromSerial(serial_excel_issueInfo); FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_excel_underlyingCalcInfo = serial_Excel_hifive.Excel_underlyingCalcInfo_; string excel_underlyingCalcInfotype = serial_excel_underlyingCalcInfo.Excel_type_.ValueStr; this.excel_underlyingCalcInfoViewModel_ = Excel_underlyingCalcInfoViewModel.CreateExcel_underlyingCalcInfo(excel_underlyingCalcInfotype); this.excel_underlyingCalcInfoViewModel_.setFromSerial(serial_excel_underlyingCalcInfo); FpmlSerializedCSharp.Excel_hifive_subtype serial_excel_hifive_subtype = serial_Excel_hifive.Excel_hifive_subtype_; string excel_hifive_subtypetype = serial_excel_hifive_subtype.Excel_type_.ValueStr; this.excel_hifive_subtypeViewModel_ = Excel_hifive_subtypeViewModel.CreateExcel_hifive_subtype(excel_hifive_subtypetype); this.excel_hifive_subtypeViewModel_.setFromSerial(serial_excel_hifive_subtype); FpmlSerializedCSharp.Excel_scheduleList serial_excel_scheduleList = serial_Excel_hifive.Excel_scheduleList_; string excel_scheduleListtype = serial_excel_scheduleList.Excel_type_.ValueStr; this.excel_scheduleListViewModel_ = Excel_scheduleListViewModel.CreateExcel_scheduleList(excel_scheduleListtype); this.excel_scheduleListViewModel_.setFromSerial(serial_excel_scheduleList); FpmlSerializedCSharp.Excel_kiEventCalculation serial_excel_kiEventCalculation = serial_Excel_hifive.Excel_kiEventCalculation_; string excel_kiEventCalculationtype = serial_excel_kiEventCalculation.Excel_type_.ValueStr; this.excel_kiEventCalculationViewModel_ = Excel_kiEventCalculationViewModel.CreateExcel_kiEventCalculation(excel_kiEventCalculationtype); this.excel_kiEventCalculationViewModel_.setFromSerial(serial_excel_kiEventCalculation); }
//// 이놈을 쓸건지 //public void underlyingInfoChangeObserver() //{ // Excel_underlyingCalcInfoViewModel excel_under = new Excel_underlyingCalcInfoViewModel(); // this.barrierUnderlyingCalcIDViewModel_.setUnderlying(excel_under); // this.returnUnderlyingCalcIDViewModel_.setUnderlying(excel_under); //} // 이놈을 쓸건지 결정해야함 public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; this.barrierUnderlyingCalcIDViewModel_.setUnderlying(excel_under); this.returnUnderlyingCalcIDViewModel_.setUnderlying(excel_under); }
// product 화면에 underlying이 추가댔을 경우 그 이벤트를 받는 놈. public override void instrumentEventObserver(object sender, PropertyChangedEventArgs e) { Excel_underlyingCalcInfoViewModel senderVM = sender as Excel_underlyingCalcInfoViewModel; int count = senderVM.Excel_underlyingInfoViewModel_.Count; if (count > 0) { Excel_underlyingInfoViewModel e_uivm = senderVM.Excel_underlyingInfoViewModel_[count - 1]; //// model associated type defined class //UnderlyingModelSetting ums = new UnderlyingModelSetting(); // 원래 setting 해논 놈을 씀 UnderlyingModelSetting_ Excel_underlyingInfo_paraViewModel e_uipvm = this.UnderlyingModelSetting_.getUnderlyingParameterModel(e_uivm); this.excel_underlyingCalcInfo_paraViewModel_. Excel_underlyingInfo_paraViewModel_.Add(e_uipvm); this.excel_underlyingCalcInfo_paraViewModel_. Excel_correlationInfo_paraViewModel_.addUnderlying(e_uipvm.UnderNameTrans_.Value_); } else { OutputLogViewModel.addResult("input underlying num is 0"); } }
public void underlyingPropertyChangeObserver(object sender, PropertyChangedEventArgs e) { this.excel_underlyingCalcInfoViewModel_ = sender as Excel_underlyingCalcInfoViewModel; this.buildProduct(); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_interface serial_Excel_interface = serial_Class as FpmlSerializedCSharp.Excel_interface; FpmlSerializedCSharp.Excel_compositeOption serial_Excel_compositeOption = serial_Excel_interface.Excel_compositeOption_; FpmlSerializedCSharp.Excel_issueInfo serial_excel_issueInfo = serial_Excel_compositeOption.Excel_issueInfo_; string excel_issueInfotype = serial_excel_issueInfo.Excel_type_.ValueStr; this.excel_issueInfoViewModel_ = Excel_issueInfoViewModel.CreateExcel_issueInfo(excel_issueInfotype); this.excel_issueInfoViewModel_.setFromSerial(serial_excel_issueInfo); FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_excel_underlyingCalcInfo = serial_Excel_compositeOption.Excel_underlyingCalcInfo_; string excel_underlyingCalcInfotype = serial_excel_underlyingCalcInfo.Excel_type_.ValueStr; this.excel_underlyingCalcInfoViewModel_ = Excel_underlyingCalcInfoViewModel.CreateExcel_underlyingCalcInfo(excel_underlyingCalcInfotype); this.excel_underlyingCalcInfoViewModel_.setFromSerial(serial_excel_underlyingCalcInfo); this.exerciseDate_ = StringConverter.xmlDateToDateTime(serial_Excel_compositeOption.ExerciseDate_.ValueStr); this.payoffDate_ = StringConverter.xmlDateToDateTime(serial_Excel_compositeOption.PayoffDate_.ValueStr); this.notionalMaturityPayment_ = serial_Excel_compositeOption.NotionalMaturityPayment_.ValueStr; List <FpmlSerializedCSharp.Excel_compositeOption_subtype> serial_excel_compositeOption_subtype = serial_Excel_compositeOption.Excel_compositeOption_subtype_; this.excel_compositeOption_subtypeViewModel_ = new ObservableCollection <Excel_compositeOption_subtypeViewModel>(); foreach (var item in serial_excel_compositeOption_subtype) { string type = item.Excel_type_.ValueStr; Excel_compositeOption_subtypeViewModel viewModel = Excel_compositeOption_subtypeViewModel.CreateExcel_compositeOption_subtype(type); viewModel.setFromSerial(item); this.excel_compositeOption_subtypeViewModel_.Add(viewModel); } }
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; this.excel_eventCalcInfoViewModel_.setUnderlying(excel_under); this.excel_occReturnCalcInfoViewModel_.setUnderlying(excel_under); this.excel_noOccReturnCalcInfoViewModel_.setUnderlying(excel_under); }
public void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; foreach (var item in this.excel_vanillaFloatingCouponScheduleViewModel_) { item.setUnderlying(excel_under); } }
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_counterUnderlyingCalcInfo serial_Excel_counterUnderlyingCalcInfo = serial_Class as FpmlSerializedCSharp.Excel_counterUnderlyingCalcInfo; FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_excel_underlyingCalcInfo = serial_Excel_counterUnderlyingCalcInfo.Excel_underlyingCalcInfo_; //string excel_underlyingCalcInfotype = serial_excel_underlyingCalcInfo.Excel_type_.ValueStr; this.excel_underlyingCalcInfoViewModel_ = new Excel_underlyingCalcInfoViewModel(); this.excel_underlyingCalcInfoViewModel_.setFromSerial(serial_excel_underlyingCalcInfo); }
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; foreach (var item in this.excel_eventCalcInfoViewModel_) { item.setUnderlying(excel_under); } }
public void underlyingUpdated(object sender, PropertyChangedEventArgs e) { Excel_underlyingCalcInfoViewModel e_ucivm = sender as Excel_underlyingCalcInfoViewModel; foreach (var item in this.excel_multiAsset_compositeOption_subtypeViewModel_) { item.setUnderlying(e_ucivm); } }
private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e) { this.viewModel_ = this.DataContext as Excel_underlyingCalcInfoViewModel; //this.UnderlyingDataGrid_.ItemsSource = this.viewModel_.Excel_underlyingInfoViewModel_; //Binding b = new Binding() { Source = this.viewModel_.Excel_underlyingInfoViewModel_ ; // isas} //this.UnderlyingDataGrid_.SetBinding( }
public Excel_vanillaFloatingBond_subtypeViewModel() { this.excel_underlyingCalcInfoViewModel_ = new Excel_underlyingCalcInfoViewModel(); // shcuduleInfoVm 의 default 로드 // 그냥 static에서 가져와서 해도댐 this.scheduleGeneratorVM_ = new ScheduleGeneratorViewModel(); }
//public override void vmBuildFromExcel_interface() //{ // SimpleEventCouponTriggerViewModel sectvm = new SimpleEventCouponTriggerViewModel(); // sectvm.EventDate_ = this.EventDate_.ToString("yyyy-MM-dd"); // this.excel_eventCalcInfoViewModel_.ReferenceFixingDate_ = this.EventDate_; // this.excel_returnCalcInfoViewModel_.ReferenceFixingDate_ = this.EventDate_; // //if (this.excel_complementReturnCalcViewModel_ != null) // //{ // this.excel_complementReturnCalcViewModel_.Excel_returnCalcInfoViewModel_.ReferenceFixingDate_ = this.EventDate_; // //} // this.excel_eventCalcInfo_CallViewModel_.Excel_eventCalcInfoViewModel_.ReferenceFixingDate_ = this.EventDate_; // this.excel_returnCalcInfo_CallViewModel_.Excel_returnCalcInfoViewModel_.ReferenceFixingDate_ = this.EventDate_; // sectvm.EventCalculationInfoViewModel_ = this.excel_eventCalcInfoViewModel_.eventCalcInfoVM(); // sectvm.ReturnCalculationInfoViewModel_ = this.excel_returnCalcInfoViewModel_.returnCalcInfoVM(); // sectvm.ComplementReturnCalculationViewModel_ = new ComplementReturnCalculationViewModel(); // sectvm.ComplementReturnCalculationViewModel_.ReturnCalculationInfoViewModel_ // = this.excel_complementReturnCalcViewModel_.returnCalcInfoVM(); // // payoffDateInfo // { // PayoffDateInfoViewModel pdvm = new PayoffDateInfoViewModel(); // FixedFixingDateInfoViewModel ffdvm = new FixedFixingDateInfoViewModel(); // ffdvm.Date_ = this.EventDate_.ToString("yyyy-MM-dd"); // pdvm.FixingDateInfoViewModel_ = ffdvm; // sectvm.PayoffDateInfoViewModel_ = pdvm; // } // // --------------- autoCallTrigger // { // AutoTerminationTriggerViewModel attvm = new AutoTerminationTriggerViewModel(); // attvm.EventCalculationInfoViewModel_ // = this.excel_eventCalcInfo_CallViewModel_.eventCalcInfoVM(); // attvm.ReturnCalculationInfoViewModel_ // = this.excel_returnCalcInfo_CallViewModel_.returnCalcInfoVM(); // sectvm.AutoTerminationTriggerViewModel_ = attvm; // } // { // PayoffDateInfoViewModel pdvm = new PayoffDateInfoViewModel(); // FixedFixingDateInfoViewModel ffdvm_call = new FixedFixingDateInfoViewModel(); // pdvm.FixingDateInfoViewModel_ = ffdvm_call; // ffdvm_call.Date_ = this.EventDate_.ToString("yyyy-MM-dd"); // sectvm.AutoTerminationTriggerViewModel_.PayoffDateInfoViewModel_ = pdvm; // } // this.eventTriggerViewModel_ = sectvm; //} public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; this.excel_eventCalcInfoViewModel_.setUnderlying(excel_under); this.excel_returnCalcInfoViewModel_.setUnderlying(excel_under); this.excel_complementReturnCalcViewModel_.setUnderlying(excel_under); this.excel_eventCalcInfo_CallViewModel_.setUnderlying(excel_under); this.excel_returnCalcInfo_CallViewModel_.setUnderlying(excel_under); }
//public void setReturnUnderCalcView(int underCount) //{ //} public void setReturnUnderCalcView(Excel_underlyingCalcInfoViewModel excel_under) { if (excel_under == null || excel_under.Excel_underlyingInfoViewModel_.Count == 1) { this.ReturnUnderCalcPanel_.Visibility = System.Windows.Visibility.Collapsed; } else { this.ReturnUnderCalcPanel_.Visibility = System.Windows.Visibility.Visible; } }
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; try { this.baseUnderlyingValue_ = Convert.ToDouble(excel_under.Excel_underlyingInfoViewModel_[0].BasePrice_); } catch (Exception e) { OutputLogViewModel.addResult(e.Message); } }
public override void instrumentEventObserver(object sender, System.ComponentModel.PropertyChangedEventArgs e) { Excel_underlyingCalcInfoViewModel e_ucivm = sender as Excel_underlyingCalcInfoViewModel; UnderlyingModelSetting ums = new UnderlyingModelSetting(); foreach (Excel_underlyingInfoViewModel item in e_ucivm.Excel_underlyingInfoViewModel_) { this.excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_ .Add(ums.getUnderlyingParameterModel(item)); } // 다른건..? ex) corr }
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; int underCount = excel_under.Excel_underlyingInfoViewModel_.Count; if (underCount > 1) { if (this.returnUnderlyingCalcIDViewModel_ == null) { this.returnUnderlyingCalcIDViewModel_ = new Excel_maximumUnderlyingCalcIDViewModel(); } this.returnUnderlyingCalcIDViewModel_.setUnderlying(excel_under); } }
public void buildParaSetting(ParameterSettingManager paraSettingManager) { this.excel_underlyingInfo_paraViewModel_.Clear(); Excel_underlyingCalcInfoViewModel e_ucvm = paraSettingManager.Excel_InstrumentViewModel_.Excel_interfaceViewModel_.getExcel_underlyingCalcInfoViewModel(); foreach (var item in e_ucvm.Excel_underlyingInfoViewModel_) { Excel_underlyingInfo_paraViewModel e_uparavm = new Excel_underlyingInfo_paraViewModel(); e_uparavm.buildParaSetting(item, paraSettingManager); this.excel_underlyingInfo_paraViewModel_.Add(e_uparavm); } this.excel_correlationInfo_paraViewModel_.buildParaSetting(paraSettingManager); }
//public static Excel_underlyingCalcIDViewModel CreateExcel_underlyingCalcID(string typeStr) //{ // // Maximum , // // Minimum , // // Average // if (typeStr.ToUpper() == "MAXIMUM") // { // return new Excel_maximumUnderlyingCalcIDViewModel(); // } // else if (typeStr.ToUpper() == "MINIMUM") // { // return new Excel_minimumUnderlyingCalcIDViewModel(); // } // else if (typeStr.ToUpper() == "AVERAGE") // { // return new Excel_averageUnderlyingCalcIDViewModel(); // } // else // { // throw new NotImplementedException(); // } //} //이건 calculationEngine에 들어갈 꺼 //public ReferenceCalculationInfoViewModel referenceCalcInfoVM() //{ // ReferenceCalculationInfoViewModel rcivm = new ReferenceCalculationInfoViewModel(); // if (this.excel_type_.ToUpper() == "MAXIMUM") // { // MaximumReferenceCalViewModel mrcvm = new MaximumReferenceCalViewModel(); // //mrcvm.SelectedUnderName_ = this.selectedUnderlyingName_; // //mrcvm.Nth_ = this.nth_; // rcivm.ReferenceCalculationViewModel_.Add(mrcvm); // } // else if (this.excel_type_.ToUpper() == "MINIMUM") // { // MinimumReferenceCalViewModel mrcvm = new MinimumReferenceCalViewModel(); // //mrcvm.SelectedUnderName_ = this.selectedUnderlyingName_; // //mrcvm.Nth_ = this.nth_; // rcivm.ReferenceCalculationViewModel_.Add(mrcvm); // } // else // { // throw new NotImplementedException(); // } // //FixedFixingDateInfoViewModel ffdivm = new FixedFixingDateInfoViewModel(); // //ffdivm.Date_ = dateTime.ToString("yyyy-MM-dd"); // //mrcvm.FixingDateInfoViewModel_ = ffdivm; // // operatorND set 이런거 // return rcivm; //} //public ReferenceCalculationInfoViewModel referenceCalcInfoVM() //{ // ReferenceCalculationInfoViewModel rcivm = new ReferenceCalculationInfoViewModel(); // ObservableCollection<EventCalculationViewModel> eventCalcViewModelList // = new ObservableCollection<EventCalculationViewModel>(); // ecivm.EventCalculationViewModel_ = eventCalcViewModelList; // foreach (var item in excel_eventCalcViewModel_) // { // eventCalcViewModelList.Add(item.eventCalcVM()); // } // return ecivm; //} public virtual void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_selectedUnderlyingViewModel_.Clear(); this.excel_underlyingCalcInfoViewModel_ = excel_under; foreach (var item in excel_under.Excel_underlyingInfoViewModel_) { Excel_selectedUnderlyingViewModel e_suvm = new Excel_selectedUnderlyingViewModel(); e_suvm.Code_ = item.KrCode_; e_suvm.NameTrans_ = item.NameTrans_; e_suvm.Checked_ = false; this.excel_selectedUnderlyingViewModel_.Add(e_suvm); } }
public override Excel_underlyingCalcInfoViewModel getExcel_underlyingCalcInfoViewModel() { Excel_underlyingCalcInfoViewModel e_ucvm = new Excel_underlyingCalcInfoViewModel(); foreach (var item in this.excel_swapLegViewModel_[0].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { e_ucvm.Excel_underlyingInfoViewModel_.Add(item); } foreach (var item in this.excel_swapLegViewModel_[1].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { e_ucvm.Excel_underlyingInfoViewModel_.Add(item); } //e_ucvm.Excel_underlyingInfoViewModel_.Add( return(e_ucvm); //e_ucvm.Excel_underlyingInfoViewModel_.Add( }
public Excel_underlyingCalcInfo_paraViewModel underInfo_para(Excel_underlyingCalcInfoViewModel underInfo) { Excel_underlyingCalcInfo_paraViewModel e_uc_pvm = new Excel_underlyingCalcInfo_paraViewModel(); Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel(); e_u_pvm.Excel_underlyingModel_paraViewModel_ = new Excel_geometricBMViewModel(); e_u_pvm.CurrentValue_ = "100"; Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel(); e_gbmvm.Dividend_ = "0.012"; e_gbmvm.Drift_ = "0.03"; e_gbmvm.Volatility_ = "0.03"; e_u_pvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm; e_uc_pvm.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm); return(e_uc_pvm); }
public Excel_underlyingCalcInfo_paraViewModel underInfo_para(Excel_underlyingCalcInfoViewModel underInfo) { Excel_underlyingCalcInfo_paraViewModel e_uc_pvm = new Excel_underlyingCalcInfo_paraViewModel(); Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel(); e_u_pvm.Excel_underlyingModel_paraViewModel_ = new Excel_geometricBMViewModel(); e_u_pvm.CurrentValue_ = "100"; Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel(); e_gbmvm.Dividend_ = "0.012"; e_gbmvm.Drift_ = "0.03"; e_gbmvm.Volatility_ = "0.03"; e_u_pvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm; e_uc_pvm.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm); return e_uc_pvm; }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_interface serial_Excel_interface = serial_Class as FpmlSerializedCSharp.Excel_interface; FpmlSerializedCSharp.Excel_stepDownKICustom serial_Excel_stepDownKICustom = serial_Excel_interface.Excel_stepDownKICustom_; FpmlSerializedCSharp.Excel_issueInfo serial_excel_issueInfo = serial_Excel_stepDownKICustom.Excel_issueInfo_; string excel_issueInfotype = serial_excel_issueInfo.Excel_type_.ValueStr; this.excel_issueInfoViewModel_ = Excel_issueInfoViewModel.CreateExcel_issueInfo(excel_issueInfotype); this.excel_issueInfoViewModel_.setFromSerial(serial_excel_issueInfo); FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_excel_underlyingCalcInfo = serial_Excel_stepDownKICustom.Excel_underlyingCalcInfo_; string excel_underlyingCalcInfotype = serial_excel_underlyingCalcInfo.Excel_type_.ValueStr; this.excel_underlyingCalcInfoViewModel_ = Excel_underlyingCalcInfoViewModel.CreateExcel_underlyingCalcInfo(excel_underlyingCalcInfotype); this.excel_underlyingCalcInfoViewModel_.setFromSerial(serial_excel_underlyingCalcInfo); FpmlSerializedCSharp.Excel_hifive_subtype serial_excel_hifive_subtype = serial_Excel_stepDownKICustom.Excel_hifive_subtype_; string excel_hifive_subtypetype = serial_excel_hifive_subtype.Excel_type_.ValueStr; this.excel_hifive_subtypeViewModel_ = Excel_hifive_subtypeViewModel.CreateExcel_hifive_subtype(excel_hifive_subtypetype); this.excel_hifive_subtypeViewModel_.setFromSerial(serial_excel_hifive_subtype); }
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_underlyingCalcInfoViewModel) { throw new NotImplementedException(); }
public abstract void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under);
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; }
public ObservableCollection<Excel_correlation_paraViewModel> corrInfo(Excel_underlyingCalcInfoViewModel excel_ucivm) { DateTime refDate = this.owner_parameterSettingManager_.ReferenceDate_; ObservableCollection<Excel_correlation_paraViewModel> corrParaList = new ObservableCollection<Excel_correlation_paraViewModel>(); ObservableCollection<Excel_underlyingInfoViewModel> underInfoVMList = excel_ucivm.Excel_underlyingInfoViewModel_; int underNum = excel_ucivm.Excel_underlyingInfoViewModel_.Count; Excel_correlation_paraViewModel corr = new Excel_correlation_paraViewModel(); corr.First_ = underInfoVMList[0].KrCode_; corr.Second_ = underInfoVMList[0].KrCode_; corr.Value_ = "1.0"; corrParaList.Add(corr); for (int under_i = 1; under_i < underInfoVMList.Count; under_i++) { int preUnderNum = under_i; Excel_correlation_paraViewModel diagCorrVM = new Excel_correlation_paraViewModel(); diagCorrVM.First_ = underInfoVMList[under_i].KrCode_; diagCorrVM.Second_ = underInfoVMList[under_i].KrCode_; diagCorrVM.Value_ = "1.0"; corrParaList.Add(diagCorrVM); for (int i = 0; i < preUnderNum; i++) { //Excel_correlation_paraViewModel e_corr = new Excel_correlation_paraViewModel(); //// 새롭게 추가된 underlying을 넣음 //e_corr.First_ = addedUnderInfoVM.KrCode_; //// 기존꺼를 넣음 //e_corr.Second_ = preCorrParaList[i]; //// value는 default 0 이 드감. //e_corr.value_ = "0.0"; //this.correlationDataList_.Add(e_corr); Excel_correlation_paraViewModel e_corrVM_1 = new Excel_correlation_paraViewModel(); e_corrVM_1.First_ = underInfoVMList[under_i].KrCode_; e_corrVM_1.Second_ = underInfoVMList[i].KrCode_; // data load e_corrVM_1.Value_ = this.value(refDate, e_corrVM_1.First_, e_corrVM_1.Second_); corrParaList.Add(e_corrVM_1); Excel_correlation_paraViewModel e_corrVM_2 = new Excel_correlation_paraViewModel(); e_corrVM_2.First_ = underInfoVMList[i].KrCode_; e_corrVM_2.Second_ = underInfoVMList[under_i].KrCode_; e_corrVM_2.Value_ = this.value(refDate, e_corrVM_2.First_, e_corrVM_2.Second_); ; corrParaList.Add(e_corrVM_2); } } return corrParaList; }
public void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_returnCalcInfoViewModel_.setUnderlying(excel_under); }
public override void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { throw new NotImplementedException(); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_interface serial_Excel_interface = serial_Class as FpmlSerializedCSharp.Excel_interface; FpmlSerializedCSharp.Excel_compositeOption serial_Excel_compositeOption = serial_Excel_interface.Excel_compositeOption_; FpmlSerializedCSharp.Excel_issueInfo serial_excel_issueInfo = serial_Excel_compositeOption.Excel_issueInfo_; string excel_issueInfotype = serial_excel_issueInfo.Excel_type_.ValueStr; this.excel_issueInfoViewModel_ = Excel_issueInfoViewModel.CreateExcel_issueInfo(excel_issueInfotype); this.excel_issueInfoViewModel_.setFromSerial(serial_excel_issueInfo); FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_excel_underlyingCalcInfo = serial_Excel_compositeOption.Excel_underlyingCalcInfo_; string excel_underlyingCalcInfotype = serial_excel_underlyingCalcInfo.Excel_type_.ValueStr; this.excel_underlyingCalcInfoViewModel_ = Excel_underlyingCalcInfoViewModel.CreateExcel_underlyingCalcInfo(excel_underlyingCalcInfotype); this.excel_underlyingCalcInfoViewModel_.setFromSerial(serial_excel_underlyingCalcInfo); this.exerciseDate_ = StringConverter.xmlDateToDateTime(serial_Excel_compositeOption.ExerciseDate_.ValueStr); this.payoffDate_ = StringConverter.xmlDateToDateTime(serial_Excel_compositeOption.PayoffDate_.ValueStr); this.notionalMaturityPayment_ = serial_Excel_compositeOption.NotionalMaturityPayment_.ValueStr; List<FpmlSerializedCSharp.Excel_compositeOption_subtype> serial_excel_compositeOption_subtype = serial_Excel_compositeOption.Excel_compositeOption_subtype_; this.excel_compositeOption_subtypeViewModel_ = new ObservableCollection<Excel_compositeOption_subtypeViewModel>(); foreach (var item in serial_excel_compositeOption_subtype) { string type = item.Excel_type_.ValueStr; Excel_compositeOption_subtypeViewModel viewModel = Excel_compositeOption_subtypeViewModel.CreateExcel_compositeOption_subtype(type); viewModel.setFromSerial(item); this.excel_compositeOption_subtypeViewModel_.Add(viewModel); } }
public override Excel_underlyingCalcInfoViewModel getExcel_underlyingCalcInfoViewModel() { Excel_underlyingCalcInfoViewModel e_ucvm = new Excel_underlyingCalcInfoViewModel(); foreach (var item in this.excel_swapLegViewModel_[0].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { e_ucvm.Excel_underlyingInfoViewModel_.Add(item); } foreach (var item in this.excel_swapLegViewModel_[1].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { e_ucvm.Excel_underlyingInfoViewModel_.Add(item); } //e_ucvm.Excel_underlyingInfoViewModel_.Add( return e_ucvm; //e_ucvm.Excel_underlyingInfoViewModel_.Add( }
//public ReturnCalculationInfoViewModel returnCalcInfoVM() //{ // return this.excel_returnCalcInfoViewModel_.returnCalcInfoVM(); //} public void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_returnCalcInfoViewModel_.setUnderlying(excel_under); }
public override Excel_underlyingCalcInfoViewModel getExcel_underlyingCalcInfoViewModel() { Excel_underlyingCalcInfoViewModel mergedUnderyingInfoVM = new Excel_underlyingCalcInfoViewModel(); //part A foreach (var item in this.excel_swapLegViewModel_[0].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { if (!mergedUnderyingInfoVM.hasUnderlying(item.KrCode_)) { mergedUnderyingInfoVM.addUnderlyingInfoVM(item); } } //part B foreach (var item in this.excel_swapLegViewModel_[1].getExcel_underlyingCalcInfoViewModel().Excel_underlyingInfoViewModel_) { if (!mergedUnderyingInfoVM.hasUnderlying(item.KrCode_)) { mergedUnderyingInfoVM.addUnderlyingInfoVM(item); } } return mergedUnderyingInfoVM; }
public ObservableCollection <Excel_correlation_paraViewModel> corrInfo(Excel_underlyingCalcInfoViewModel excel_ucivm) { DateTime refDate = this.owner_parameterSettingManager_.ReferenceDate_; ObservableCollection <Excel_correlation_paraViewModel> corrParaList = new ObservableCollection <Excel_correlation_paraViewModel>(); ObservableCollection <Excel_underlyingInfoViewModel> underInfoVMList = excel_ucivm.Excel_underlyingInfoViewModel_; int underNum = excel_ucivm.Excel_underlyingInfoViewModel_.Count; Excel_correlation_paraViewModel corr = new Excel_correlation_paraViewModel(); corr.First_ = underInfoVMList[0].KrCode_; corr.Second_ = underInfoVMList[0].KrCode_; corr.Value_ = "1.0"; corrParaList.Add(corr); for (int under_i = 1; under_i < underInfoVMList.Count; under_i++) { int preUnderNum = under_i; Excel_correlation_paraViewModel diagCorrVM = new Excel_correlation_paraViewModel(); diagCorrVM.First_ = underInfoVMList[under_i].KrCode_; diagCorrVM.Second_ = underInfoVMList[under_i].KrCode_; diagCorrVM.Value_ = "1.0"; corrParaList.Add(diagCorrVM); for (int i = 0; i < preUnderNum; i++) { //Excel_correlation_paraViewModel e_corr = new Excel_correlation_paraViewModel(); //// 새롭게 추가된 underlying을 넣음 //e_corr.First_ = addedUnderInfoVM.KrCode_; //// 기존꺼를 넣음 //e_corr.Second_ = preCorrParaList[i]; //// value는 default 0 이 드감. //e_corr.value_ = "0.0"; //this.correlationDataList_.Add(e_corr); Excel_correlation_paraViewModel e_corrVM_1 = new Excel_correlation_paraViewModel(); e_corrVM_1.First_ = underInfoVMList[under_i].KrCode_; e_corrVM_1.Second_ = underInfoVMList[i].KrCode_; // data load e_corrVM_1.Value_ = this.value(refDate, e_corrVM_1.First_, e_corrVM_1.Second_); corrParaList.Add(e_corrVM_1); Excel_correlation_paraViewModel e_corrVM_2 = new Excel_correlation_paraViewModel(); e_corrVM_2.First_ = underInfoVMList[i].KrCode_; e_corrVM_2.Second_ = underInfoVMList[under_i].KrCode_; e_corrVM_2.Value_ = this.value(refDate, e_corrVM_2.First_, e_corrVM_2.Second_);; corrParaList.Add(e_corrVM_2); } } return(corrParaList); }
public virtual void setUnderlying(Excel_underlyingCalcInfoViewModel excel_under) { this.excel_underlyingCalcInfoViewModel_ = excel_under; }