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 setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList serial_Excel_vanillaFloatingCouponScheduleList = serial_Class as FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList;
this.fixedRate_ = serial_Excel_vanillaFloatingCouponScheduleList.FixedRate_.ValueStr;
this.dayCounter_ = serial_Excel_vanillaFloatingCouponScheduleList.DayCounter_.ValueStr;
List <FpmlSerializedCSharp.Excel_vanillaFloatingCouponSchedule> serial_excel_vanillaFloatingCouponSchedule = serial_Excel_vanillaFloatingCouponScheduleList.Excel_vanillaFloatingCouponSchedule_;
this.excel_vanillaFloatingCouponScheduleViewModel_ = new ObservableCollection <Excel_vanillaFloatingCouponScheduleViewModel>();
foreach (var item in serial_excel_vanillaFloatingCouponSchedule)
{
string type = item.Excel_type_.ValueStr;
Excel_vanillaFloatingCouponScheduleViewModel viewModel = Excel_vanillaFloatingCouponScheduleViewModel.CreateExcel_vanillaFloatingCouponSchedule(type);
viewModel.setFromSerial(item);
this.excel_vanillaFloatingCouponScheduleViewModel_.Add(viewModel);
}
}
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList serial_Excel_vanillaFloatingCouponScheduleList = serial_Class as FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList;
//this.scheduleInitialDate_ = serial_Excel_vanillaFloatingCouponScheduleList.ScheduleInitialDate_.ValueStr;
this.fixedRate_ = serial_Excel_vanillaFloatingCouponScheduleList.FixedRate_.ValueStr;
this.dayCounter_ = serial_Excel_vanillaFloatingCouponScheduleList.DayCounter_.ValueStr;
//this.maturityDate_ = serial_Excel_vanillaFloatingCouponScheduleList.MaturityDate_.ValueStr;
List <FpmlSerializedCSharp.Excel_vanillaFloatingCouponSchedule> serial_excel_vanillaFloatingCouponSchedule = serial_Excel_vanillaFloatingCouponScheduleList.Excel_vanillaFloatingCouponSchedule_;
this.excel_vanillaFloatingCouponScheduleViewModel_ = new ObservableCollection <Excel_vanillaFloatingCouponScheduleViewModel>();
foreach (var item in serial_excel_vanillaFloatingCouponSchedule)
{
Excel_vanillaFloatingCouponScheduleViewModel viewModel = new Excel_vanillaFloatingCouponScheduleViewModel();
viewModel.setFromSerial(item);
this.excel_vanillaFloatingCouponScheduleViewModel_.Add(viewModel);
}
}
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList serial_Excel_vanillaFloatingCouponScheduleList = serial_Class as FpmlSerializedCSharp.Excel_vanillaFloatingCouponScheduleList;
//this.scheduleInitialDate_ = serial_Excel_vanillaFloatingCouponScheduleList.ScheduleInitialDate_.ValueStr;
this.fixedRate_ = serial_Excel_vanillaFloatingCouponScheduleList.FixedRate_.ValueStr;
this.dayCounter_ = serial_Excel_vanillaFloatingCouponScheduleList.DayCounter_.ValueStr;
//this.maturityDate_ = serial_Excel_vanillaFloatingCouponScheduleList.MaturityDate_.ValueStr;
List<FpmlSerializedCSharp.Excel_vanillaFloatingCouponSchedule> serial_excel_vanillaFloatingCouponSchedule = serial_Excel_vanillaFloatingCouponScheduleList.Excel_vanillaFloatingCouponSchedule_;
this.excel_vanillaFloatingCouponScheduleViewModel_ = new ObservableCollection<Excel_vanillaFloatingCouponScheduleViewModel>();
foreach (var item in serial_excel_vanillaFloatingCouponSchedule)
{
Excel_vanillaFloatingCouponScheduleViewModel viewModel = new Excel_vanillaFloatingCouponScheduleViewModel();
viewModel.setFromSerial(item);
this.excel_vanillaFloatingCouponScheduleViewModel_.Add(viewModel);
}
}
public string addVanillaCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
double gearing,
double spread,
string underlyingCode)
{
try
{
#region CheckParameter
if (calculationStartDate >= calculationEndDate)
throw new Exception("startDate must be earlier than endDate");
// check underlying
if ( !this.hasUnderlyings(underlyingCode) )
throw new Exception(underlyingCode + " does not exist. add underlying first.");
#endregion
Excel_vanillaFloatingCouponScheduleViewModel e_vfcsvm = new Excel_vanillaFloatingCouponScheduleViewModel();
// ---------------- underlying part
//this.addUnderlying(underlyingCode);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_vfcsvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
Excel_underlyingCalcIDViewModel e_mucidvm =
Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID("CHOICE");
e_mucidvm.EventDate_ = payoffDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyingCode);
e_vfcsvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
// ----------------- coupon part
e_vfcsvm.EventDate_ = payoffDate;
e_vfcsvm.CalculationStartDate_ = calculationStartDate;
e_vfcsvm.CalculationEndDate_ = calculationEndDate;
e_vfcsvm.PayoffDate_ = payoffDate;
e_vfcsvm.Gearing_ = gearing.ToString();
e_vfcsvm.Spread_ = spread.ToString();
e_vfcsvm.OutGearing_ = "1.0";
e_vfcsvm.OutSpread_ = "0.0";
e_vfcsvm.Cap_ = "99.0";
e_vfcsvm.Floor_ = "-99.0";
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_vfcsvm);
int schNum = e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Count - 1;
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
List<string> member = vanillaFloatingCpnMember_;
List<string> value = new List<string>() { "structuredBond", "vanillaCpn_sch", schNum.ToString(),
StringConverter.xmlDateTimeToDateString(calculationStartDate),
StringConverter.xmlDateTimeToDateString(calculationEndDate),
StringConverter.xmlDateTimeToDateString(payoffDate),
gearing.ToString(),
spread.ToString(),
underlyingCode };
e_vfcsvm.VBA_description_ = this.vba_description(member, value);
return "OK";
}
catch (Exception)
{
return "vanillaCpn Add Fail";
throw;
}
}
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;
}