// Update serialized dictionary
string ICalculator.UpdateSerializedDictionary(string FileFullPath)
{
try
{
BondDictionary SD = new BondDictionary(@FileFullPath);
SD.DeSerialize();
foreach (KeyValuePair <string, BaseBond> k in BondDictionarySerial)
{
string idCode = k.Key;
BaseBond bond = k.Value;
if (SD.dic.ContainsKey(idCode) == true) // check if idCode is in dictionary
{
SD.dic[idCode] = bond; // if true, updates it
}
else
{
SD.dic.Add(idCode, bond); // if false, adds it
}
}
SD.Serialize(); // serialize it
BondDictionarySerial.Clear();
return("Dictionary Serialized @ " + DateTime.Now.ToString()); // return time of last load
}
catch (Exception e)
{
return((string)e.ToString());
}
}
// given a clean price and idCode will return the yield of the corresponding bond in BondDictionaryData
object ICalculator.YieldFromDictionary(string idCode, double Today, double CleanPrice, int Freq, string DayCount, string Compounding)
{
// int Freq, string DayCount, string Compounding refers to yield calculation
// string idCode is the identification code of bond in BondDictionaryData
// make it volatile
if (m_xlApp != null)
{
m_xlApp.Volatile(true);
}
try
{
BaseBond bond = null; // initialise a bond
if (BondDictionaryData.TryGetValue(idCode, out bond)) // is the idCode in dictionary?
{
// update today since I the bond in dictionary can be the same but I can change my reference date to do simulations
bond.SetNewToDay(new Date(Today));
// Parse enum Type
Dc dc = (Dc)Enum.Parse(typeof(Dc), DayCount);
Compounding comp = (Compounding)Enum.Parse(typeof(Compounding), Compounding);
// return the yield given parameters
return(bond.Yield(CleanPrice, Freq, dc, comp));
}
else
{
return("IdCode not found"); // bond not found
}
}
catch (Exception e)
{
return((string)e.ToString());
}
}
// given a clean price and idCode will return the yield of the corresponding bond in BondDictionaryData
object ICalculator.CleanFromYieldFromFile(string idCode, double Today, double Yield, int Freq, string DayCount, string Compounding, string FileFullName)
{
// int Freq, string DayCount, string Compounding refers to yield calculation
// string idCode is the identification code of bond in BondDictionaryData
// make it volatile
if (m_xlApp != null)
{
m_xlApp.Volatile(true);
}
try
{
BaseBond bond = null; // initialise a bond
// deserialize
BondDictionary SD = new BondDictionary(@FileFullName);
SD.DeSerialize();
if (SD.dic.TryGetValue(idCode, out bond)) // is the idCode in dictionary?
{
// update today since I the bond in dictionary can be the same but I can change my reference date to do simulations
bond.SetNewToDay(new Date(Today));
// Parse enum Type
Dc dc = (Dc)Enum.Parse(typeof(Dc), DayCount);
Compounding comp = (Compounding)Enum.Parse(typeof(Compounding), Compounding);
// if yield is zero return a message
if (Yield == 0)
{
return((string)"YldZero");
}
// return clean price from yield given parameters
return(bond.CleanPriceFromYield(Yield, Freq, dc, comp));
}
else
{
return("IdCode not found"); // bond not found
}
}
catch (Exception e)
{
return((string)e.ToString());
}
}
// Add fixed coupon bond to the dictionary
string ICalculator.LoadBondFixedCouponSerialLoadBondFixedCoupon(string idCode, double Today, double StartDateBond, double EndDateBond, double Coupon, string BondFixedCouponType, string FileFullPath)
{
// for details of inputs refer to comments on BondDBR,BondBTAN,BondBTP classes
// as example, I decide to use only 3 type of bond DBR,BTAN,BTP (arbitrary strings)
BaseBond bond = null;
if (BondFixedCouponType == "DBR") // BondDBR
{
bond = new BondDBR(new Date(Today), new Date(StartDateBond), new Date(EndDateBond), Coupon);
}
else if (BondFixedCouponType == "BTAN") // BondBTAN
{
bond = new BondBTAN(new Date(Today), new Date(StartDateBond), new Date(EndDateBond), Coupon);
}
else if (BondFixedCouponType == "BTP") // BondBTP
{
bond = new BondBTP(new Date(Today), new Date(StartDateBond), new Date(EndDateBond), Coupon);
}
else if (BondFixedCouponType == "BOT") // BondBOT
{
bond = new BondBOT(new Date(Today), new Date(StartDateBond), new Date(EndDateBond));
}
else
{
return("Bond not recognized"); // if not managed
}
try
{
if (BondDictionarySerial.ContainsKey(idCode) == true) // check if idCode is in dictionary
{
BondDictionarySerial[idCode] = bond; // if true, updates it
}
else
{
BondDictionarySerial.Add(idCode, bond); // if false, adds it
}
return("Loaded @ " + DateTime.Now.ToString()); // return time of last load
}
catch (Exception e)
{
return((string)e.ToString());
}
}
