public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_discountCurve_para serial_Excel_discountCurve_para = serial_Class as FpmlSerializedCSharp.Excel_discountCurve_para; List<FpmlSerializedCSharp.Excel_yieldCurve> serial_excel_yieldCurve = serial_Excel_discountCurve_para.Excel_yieldCurve_; this.excel_yieldCurveViewModel_ = new ObservableCollection<Excel_yieldCurveViewModel>(); foreach (var item in serial_excel_yieldCurve) { //string type = item.Type_.ValueStr; Excel_yieldCurveViewModel viewModel = new Excel_yieldCurveViewModel(); viewModel.setFromSerial(item); this.excel_yieldCurveViewModel_.Add(viewModel); } }
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm) { Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel; ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>(); Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel(); e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_; e_ycvm.Code_ = "constDefaultCurve"; e_ycvm.loadCurve(constRate_); return e_ycvm; }
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm) { IRCurveMarketDataLoader curveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO"); Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel; ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>(); curveLoader.load(dateTime, e_irvm.LinkedCurveCode_, e_ircdvmList); //e_icsvm.Symbol_ = excel_uivm.KrCode_; //e_icsvm.dataLoad(dateTime, e_irvm.LinkedCurveCode_); Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel(); e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_; e_ycvm.Code_ = e_ircdvmList[0].Curve_code_; e_ycvm.Excel_rateDataViewModel_ = e_ircdvmList[0].Excel_rateDataViewModelList_; return e_ycvm; }
public Excel_yieldCurveViewModel discountYieldCurve(string currencyStr) { Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel(); foreach (var item in this.excel_yieldCurveViewModel_) { if (item.Currency_ == currencyStr) { e_ycvm = item; } } if (e_ycvm.Code_ == "") { OutputLogViewModel.addResult("unknown currency"); } return e_ycvm; }
private void updateButton_Click(object sender, RoutedEventArgs e) { this.viewModel_.Excel_yieldCurveViewModel_.Clear(); Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel(); e_ycvm.Code_ = "testCode"; e_ycvm.Currency_ = "KRW"; e_ycvm.Description_ = "testDiscription"; e_ycvm.Name_ = "KRWBONDCurve"; e_ycvm.Excel_interpolationViewModel_ = new Excel_interpolationViewModel(); e_ycvm.loadCurve(); this.viewModel_.Excel_yieldCurveViewModel_.Add(e_ycvm); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_forwardModel serial_Excel_forwardModel = serial_Excel_underlyingModel_para.Excel_forwardModel_; this.currentValue_ = serial_Excel_forwardModel.CurrentValue_.ValueStr; this.tenor_ = serial_Excel_forwardModel.Tenor_.ValueStr; this.linkedCurveCode_ = serial_Excel_forwardModel.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_forwardModel.Excel_yieldCurve_; string excel_yieldCurvetype = serial_excel_yieldCurve.Excel_type_.ValueStr; this.excel_yieldCurveViewModel_ = Excel_yieldCurveViewModel.CreateExcel_yieldCurve(excel_yieldCurvetype); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); this.vba_description_ = serial_Excel_forwardModel.Vba_description_.ValueStr; }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_hullWhiteOneFactor serial_Excel_hullWhiteOneFactor = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_; this.currentValue_ = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr; this.alpha_ = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr; this.volatility_ = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr; this.linkedCurveCode_ = serial_Excel_hullWhiteOneFactor.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteOneFactor.Excel_rateInfo_; this.excel_rateInfoViewModel_ = new Excel_rateInfoViewModel(); this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo); FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteOneFactor.Excel_yieldCurve_; this.excel_yieldCurveViewModel_ = new Excel_yieldCurveViewModel(); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para; FpmlSerializedCSharp.Excel_hullWhiteOneFactor serial_Excel_hullWhiteOneFactor = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_; this.currentValue_ = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr; this.alpha_ = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr; this.volatility_ = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr; FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteOneFactor.Excel_rateInfo_; string excel_rateInfotype = serial_excel_rateInfo.Excel_type_.ValueStr; this.excel_rateInfoViewModel_ = Excel_rateInfoViewModel.CreateExcel_rateInfo(excel_rateInfotype); this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo); this.linkedCurveCode_ = serial_Excel_hullWhiteOneFactor.LinkedCurveCode_.ValueStr; FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteOneFactor.Excel_yieldCurve_; string excel_yieldCurvetype = serial_excel_yieldCurve.Excel_type_.ValueStr; this.excel_yieldCurveViewModel_ = Excel_yieldCurveViewModel.CreateExcel_yieldCurve(excel_yieldCurvetype); this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve); this.vba_description_ = serial_Excel_hullWhiteOneFactor.Vba_description_.ValueStr; }
public YieldTermStructure() { this.Excel_yieldCurveViewModel_ = new Excel_yieldCurveViewModel(); }