public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_vanillaFloatingBond_subtype serial_Excel_vanillaFloatingBond_subtype = serial_Class as FpmlSerializedCSharp.Excel_vanillaFloatingBond_subtype;
FpmlSerializedCSharp.Excel_vanillaFloatingBond_simple serial_Excel_vanillaFloatingBond_simple = serial_Excel_vanillaFloatingBond_subtype.Excel_vanillaFloatingBond_simple_;
this.maturity_ = serial_Excel_vanillaFloatingBond_simple.Maturity_.ValueStr;
this.maturityPeriod_ = serial_Excel_vanillaFloatingBond_simple.MaturityPeriod_.ValueStr;
this.couponTenor_ = serial_Excel_vanillaFloatingBond_simple.CouponTenor_.ValueStr;
this.couponTenorPeriod_ = serial_Excel_vanillaFloatingBond_simple.CouponTenorPeriod_.ValueStr;
List <FpmlSerializedCSharp.Excel_vanillaFloatingBond_subSchedule> serial_excel_vanillaFloatingBond_subSchedule = serial_Excel_vanillaFloatingBond_simple.Excel_vanillaFloatingBond_subSchedule_;
this.excel_vanillaFloatingBond_subScheduleViewModel_ = new ObservableCollection <Excel_vanillaFloatingBond_subScheduleViewModel>();
foreach (var item in serial_excel_vanillaFloatingBond_subSchedule)
{
string type = item.Excel_type_.ValueStr;
Excel_vanillaFloatingBond_subScheduleViewModel viewModel = Excel_vanillaFloatingBond_subScheduleViewModel.CreateExcel_vanillaFloatingBond_subSchedule(type);
viewModel.setFromSerial(item);
this.excel_vanillaFloatingBond_subScheduleViewModel_.Add(viewModel);
}
this.gearing_ = serial_Excel_vanillaFloatingBond_simple.Gearing_.ValueStr;
this.spread_ = serial_Excel_vanillaFloatingBond_simple.Spread_.ValueStr;
this.settlementDays_ = serial_Excel_vanillaFloatingBond_simple.SettlementDays_.ValueStr;
}
public void scheduleDataGenerate()
{
VanillaFloatingBond_TradeString vfb_ts = new VanillaFloatingBond_TradeString();
vfb_ts.parsingString(this.productString_);
this.excel_vanillaFloatingBond_subScheduleViewModel_.Clear();
#region block
//this.scheduleGeneratorVM_.InitialDate_ = this.effectiveDate_;
////QLNet.Period maturityPeriod = new Period(maturityTenor, tu);
//QLNet.Period maturityPeriod = new Period(this.maturity_);
//// Y 말고 M도 처리해야함 // 우선은 int로 하자 1.5Y이런거는 잠시 대기
//int maturityTenor = maturityPeriod.length();
//TimeUnit tu = maturityPeriod.units(); //TimeUnit.Years;
//this.scheduleGeneratorVM_.EndDate_ = this.effectiveDate_.AddYears(maturityTenor);
//QLNet.Period couponPeriod = new Period(this.couponTenor_); //new Period(couponTenor, tu);
//// coupon
//int couponTenor = couponPeriod.length();
//double couponMultiplier = Convert.ToDouble(couponPeriod.frequency());//1.0;
//this.scheduleGeneratorVM_.Tenor_ = couponPeriod.ToShortString();
//int addingDays = 0;
//this.scheduleGeneratorVM_.genDates(addingDays);
//ObservableCollection<DateTime> eventDates = this.scheduleGeneratorVM_.Dates_;
//int scheduleLength = eventDates.Count;
//this.SettlementDays_ = Convert.ToInt32(tsm.SettlementDays_);
#endregion
for (int i = 0; i < this.scheduleGeneratorVM_.Dates_.Count - 1; i++)
{
Excel_vanillaFloatingBond_subScheduleViewModel data = new Excel_vanillaFloatingBond_subScheduleViewModel();
data.EventDate_ = new DateTime();
data.CalculationStartDate_ = this.scheduleGeneratorVM_.Dates_[i];
data.CalculationEndDate_ = this.scheduleGeneratorVM_.Dates_[i + 1];
data.FixingDate_ = this.scheduleGeneratorVM_.Dates_[i];
data.PaymentDate_ = this.scheduleGeneratorVM_.Dates_[i + 1].AddDays(Convert.ToDouble(this.scheduleGeneratorVM_.PaymentDays_));
data.Gearing_ = this.Gearing_;
data.Spread_ = this.Spread_;
this.excel_vanillaFloatingBond_subScheduleViewModel_.Add(data);
}
}
private Excel_vanillaFloatingCouponScheduleViewModel excel_vanillaSimpleVMBuild(Excel_vanillaFloatingBond_subScheduleViewModel excel_subScheduleVM)
{
Excel_vanillaFloatingCouponScheduleViewModel e_vfcsvm = new Excel_vanillaFloatingCouponScheduleViewModel();
e_vfcsvm.EventDate_ = excel_subScheduleVM.EventDate_;
e_vfcsvm.CalculationStartDate_ = excel_subScheduleVM.CalculationStartDate_;
e_vfcsvm.CalculationEndDate_ = excel_subScheduleVM.CalculationEndDate_;
e_vfcsvm.PayoffDate_ = excel_subScheduleVM.PaymentDate_;
e_vfcsvm.Gearing_ = excel_subScheduleVM.Gearing_;
e_vfcsvm.Spread_ = excel_subScheduleVM.Spread_;
e_vfcsvm.Excel_underlyingCalcInfoViewModel_ = this.excel_underlyingCalcInfoViewModel_;
e_vfcsvm.Excel_underlyingCalcIDViewModel_ = new Excel_maximumUnderlyingCalcIDViewModel();
return(e_vfcsvm);
}
public void scheduleDataGenerate()
{
VanillaFloatingBond_TradeString vfb_ts = new VanillaFloatingBond_TradeString();
vfb_ts.parsingString(this.productString_);
this.excel_vanillaFloatingBond_subScheduleViewModel_.Clear();
#region block
//this.scheduleGeneratorVM_.InitialDate_ = this.effectiveDate_;
////QLNet.Period maturityPeriod = new Period(maturityTenor, tu);
//QLNet.Period maturityPeriod = new Period(this.maturity_);
//// Y 말고 M도 처리해야함 // 우선은 int로 하자 1.5Y이런거는 잠시 대기
//int maturityTenor = maturityPeriod.length();
//TimeUnit tu = maturityPeriod.units(); //TimeUnit.Years;
//this.scheduleGeneratorVM_.EndDate_ = this.effectiveDate_.AddYears(maturityTenor);
//QLNet.Period couponPeriod = new Period(this.couponTenor_); //new Period(couponTenor, tu);
//// coupon
//int couponTenor = couponPeriod.length();
//double couponMultiplier = Convert.ToDouble(couponPeriod.frequency());//1.0;
//this.scheduleGeneratorVM_.Tenor_ = couponPeriod.ToShortString();
//int addingDays = 0;
//this.scheduleGeneratorVM_.genDates(addingDays);
//ObservableCollection<DateTime> eventDates = this.scheduleGeneratorVM_.Dates_;
//int scheduleLength = eventDates.Count;
//this.SettlementDays_ = Convert.ToInt32(tsm.SettlementDays_);
#endregion
for (int i = 0; i < this.scheduleGeneratorVM_.Dates_.Count - 1; i++)
{
Excel_vanillaFloatingBond_subScheduleViewModel data = new Excel_vanillaFloatingBond_subScheduleViewModel();
data.EventDate_ = new DateTime();
data.CalculationStartDate_ = this.scheduleGeneratorVM_.Dates_[i];
data.CalculationEndDate_ = this.scheduleGeneratorVM_.Dates_[i + 1];
data.FixingDate_ = this.scheduleGeneratorVM_.Dates_[i];
data.PaymentDate_ = this.scheduleGeneratorVM_.Dates_[i + 1].AddDays(Convert.ToDouble(this.scheduleGeneratorVM_.PaymentDays_));
data.Gearing_ = this.Gearing_;
data.Spread_ = this.Spread_;
this.excel_vanillaFloatingBond_subScheduleViewModel_.Add(data);
}
}
private Excel_vanillaFloatingCouponScheduleViewModel excel_vanillaSimpleVMBuild(Excel_vanillaFloatingBond_subScheduleViewModel excel_subScheduleVM)
{
Excel_vanillaFloatingCouponScheduleViewModel e_vfcsvm = new Excel_vanillaFloatingCouponScheduleViewModel();
e_vfcsvm.EventDate_ = excel_subScheduleVM.EventDate_;
e_vfcsvm.CalculationStartDate_ = excel_subScheduleVM.CalculationStartDate_;
e_vfcsvm.CalculationEndDate_ = excel_subScheduleVM.CalculationEndDate_;
e_vfcsvm.PayoffDate_ = excel_subScheduleVM.PaymentDate_;
e_vfcsvm.Gearing_ = excel_subScheduleVM.Gearing_;
e_vfcsvm.Spread_ = excel_subScheduleVM.Spread_;
e_vfcsvm.Excel_underlyingCalcInfoViewModel_ = this.excel_underlyingCalcInfoViewModel_;
e_vfcsvm.Excel_underlyingCalcIDViewModel_ = new Excel_maximumUnderlyingCalcIDViewModel();
return e_vfcsvm;
}
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_vanillaFloatingBond_subtype serial_Excel_vanillaFloatingBond_subtype = serial_Class as FpmlSerializedCSharp.Excel_vanillaFloatingBond_subtype;
FpmlSerializedCSharp.Excel_vanillaFloatingBond_simple serial_Excel_vanillaFloatingBond_simple = serial_Excel_vanillaFloatingBond_subtype.Excel_vanillaFloatingBond_simple_;
this.maturity_ = serial_Excel_vanillaFloatingBond_simple.Maturity_.ValueStr;
this.maturityPeriod_ = serial_Excel_vanillaFloatingBond_simple.MaturityPeriod_.ValueStr;
this.couponTenor_ = serial_Excel_vanillaFloatingBond_simple.CouponTenor_.ValueStr;
this.couponTenorPeriod_ = serial_Excel_vanillaFloatingBond_simple.CouponTenorPeriod_.ValueStr;
List<FpmlSerializedCSharp.Excel_vanillaFloatingBond_subSchedule> serial_excel_vanillaFloatingBond_subSchedule = serial_Excel_vanillaFloatingBond_simple.Excel_vanillaFloatingBond_subSchedule_;
this.excel_vanillaFloatingBond_subScheduleViewModel_ = new ObservableCollection<Excel_vanillaFloatingBond_subScheduleViewModel>();
foreach (var item in serial_excel_vanillaFloatingBond_subSchedule)
{
//string type = item.Excel_type_.ValueStr;
Excel_vanillaFloatingBond_subScheduleViewModel viewModel = new Excel_vanillaFloatingBond_subScheduleViewModel();
viewModel.setFromSerial(item);
this.excel_vanillaFloatingBond_subScheduleViewModel_.Add(viewModel);
}
this.gearing_ = serial_Excel_vanillaFloatingBond_simple.Gearing_.ValueStr;
this.spread_ = serial_Excel_vanillaFloatingBond_simple.Spread_.ValueStr;
this.settlementDays_ = serial_Excel_vanillaFloatingBond_simple.SettlementDays_.ValueStr;
}