public RelinkableCommodityCurveExtHandle(CommodityCurveExt arg0) : this(NQuantLibcPINVOKE.new_RelinkableCommodityCurveExtHandle__SWIG_0(CommodityCurveExt.getCPtr(arg0)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public static string eqCurveCommodIndex(
[ExcelArgument(Description = "index id ")] string ObjectId,
[ExcelArgument(Description = "index name ")] string indexname,
[ExcelArgument(Description = "curve id ")] string curveId,
[ExcelArgument(Description = "calendar")] string calendar,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
calendar = "NULL";
CommodityCurveExt curve = OHRepository.Instance.getObject <CommodityCurveExt>(curveId);
CommodityIndexExt idx = new CommodityIndexExt(indexname, curve, new NullCalendar());
// Store the index and return its id
string id = "IDX@" + ObjectId;
OHRepository.Instance.storeObject(id, idx, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public CommodityIndexExt(string name, CommodityCurveExt forwardCurve, Calendar calendar) : this(NQuantLibcPINVOKE.new_CommodityIndexExt__SWIG_0(name, CommodityCurveExt.getCPtr(forwardCurve), Calendar.getCPtr(calendar)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void linkTo(CommodityCurveExt arg0)
{
NQuantLibcPINVOKE.RelinkableCommodityCurveExtHandle_linkTo(swigCPtr, CommodityCurveExt.getCPtr(arg0));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public void setForwardCurve(CommodityCurveExt forwardCurve)
{
NQuantLibcPINVOKE.CommodityIndexExt_setForwardCurve(swigCPtr, CommodityCurveExt.getCPtr(forwardCurve));
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public static string eqCurveCommodForwardsCurve(
[ExcelArgument(Description = "curve id ")] string ObjectId,
[ExcelArgument(Description = "curve name (eg. commod ng exchange) ")] string curvename,
[ExcelArgument(Description = "tenors ")] object[] dates,
[ExcelArgument(Description = "quotes ")] double[] quotes,
[ExcelArgument(Description = "calendar ")] string calendar,
[ExcelArgument(Description = "day counter ")] string daycounter,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
calendar = "NULL";
daycounter = "Actual365Fixed";
if (dates.Length != quotes.Length)
{
return("size mismatch");
}
DateVector datesvector = new DateVector(dates.Length);
DoubleVector quotesvector = new DoubleVector(dates.Length);
for (int i = 0; i < dates.Length; i++)
{
if ((ExcelUtil.isNull(dates[i])) || (quotes[i] == 0))
{
continue;
}
//datesvector.Add(Conversion.ConvertObject<Date>((DateTime)dates[i], "NA"));
datesvector.Add(new Date(Convert.ToInt32(dates[i])));
quotesvector.Add(quotes[i]);
}
CommodityCurveExt curve =
new CommodityCurveExt(curvename, datesvector, quotesvector, new NullCalendar(), new Actual365Fixed());
// Store the curve and return its id
string id = "CRV@" + ObjectId;
OHRepository.Instance.storeObject(id, curve, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
public CommodityCurveExt __deref__()
{
CommodityCurveExt ret = new CommodityCurveExt(NQuantLibcPINVOKE.CommodityCurveExtHandle___deref__(swigCPtr), true);
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
return(ret);
}
public static object eqCurveCommodDisplayForwardsCurve(
[ExcelArgument(Description = "curve id ")] string ObjectId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = ExcelUtil.getActiveCellAddress();
try
{
if (!ObjectId.Contains('@'))
{
ObjectId = "CRV@" + ObjectId;
}
CommodityCurveExt curve = OHRepository.Instance.getObject <CommodityCurveExt>(ObjectId);
DateVector dts = curve.dates();
DoubleVector pts = curve.prices();
double[,] ret = new double[dts.Count, 2];
for (int i = 0; i < dts.Count; i++)
{
ret[i, 0] = dts[i].serialNumber();
ret[i, 1] = pts[i];
}
return(ret);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(CommodityCurveExt obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
