static void Main(string[] args)
{
//SortedDictionary<double, double> myDictionary = new SortedDictionary<double, double>();
//for(double x = 0.25; x<=5; x+=0.25)
//{
// myDictionary.Add(x,x * x + 1);
//}
//for(int i = 0; i<myDictionary.Count(); i++)
//{
// Console.WriteLine($"Key: {myDictionary.ElementAt(i).Key} \t Value: {myDictionary.ElementAt(i).Value}");
//}
string filePath = @"C:\Users\Steeve\source\repos\RateCurve\Utils\ratecurve1.csv";
char sep = ';';
SortedDictionary <double, double> myDictionary = CurveLoader.LoadFromFile(filePath, sep, true);
double value = Tools.FindLowestAbove(myDictionary, 2.37);
double value2 = Tools.FindIndex(myDictionary.Keys.ToArray <double>(), 5);
}
static void Main()
{
Application.EnableVisualStyles();
Application.SetCompatibleTextRenderingDefault(false);
#region Whole Curve
string filePath = @"C:\Users\Steeve\source\repos\RateCurve\Utils\ratecurve1.csv";
char sep = ';';
SortedDictionary <double, double> myDictionary = CurveLoader.LoadFromFile(filePath, sep, true);
#endregion
#region Euribor Rates
string euriborRatesPath = @"C:\Users\Steeve\source\repos\RateCurve\Input\Euribor_Rates.csv";
SortedDictionary <double, double> euriborRates = CurveLoader.LoadFromFile(euriborRatesPath, sep, true);
#endregion
#region Swap Rates
string swapRatesPath = @"C:\Users\Steeve\source\repos\RateCurve\Input\ICESwapRateHistoricalRates.csv";
SortedDictionary <double, double> swapRates = CurveLoader.LoadFromFile(swapRatesPath, sep, true);
#endregion
#region building custom path
CustomCurve customCurve = null;
try
{
customCurve = new CustomCurve(euriborRates, swapRates);
}
catch (Exception ex)
{
string errMessage = "Error: unable to build custom curve.\n" + ex.Message;
MessageBox.Show(errMessage);
}
#endregion
//Application.Run(new RateCurvePlots(myDictionary));
SortedDictionary <double, double> points = customCurve.GetCurvePoints();
Application.Run(new RateCurvePlots(points));
}
public void should_load_data_from_correct_rate_curve_file()
{
string filePath = @"C:\Users\Steeve\source\repos\RateCurve\Utils\ratecurve.csv";
char separator = ';';
// First create the file
SortedDictionary <double, double> originalRateCurve = new SortedDictionary <double, double>()
{
{ 0.0833333333333333, 0.00465 },
{ 0.166666666666667, 0.00473 },
{ 0.25, 0.0048 },
{ 0.5, 0.007 },
{ 0.75, 0.0073 },
{ 1, 0.00893 },
{ 2, 0.00899 },
{ 3, 0.0115 },
{ 4, 0.01457 },
{ 5, 0.01714 },
{ 6, 0.01953 },
{ 7, 0.02166 },
{ 8, 0.02355 },
{ 9, 0.02518 },
{ 10, 0.02656 },
{ 11, 0.02768 },
{ 12, 0.02859 },
{ 13, 0.02935 },
{ 14, 0.02999 },
{ 15, 0.03054 },
{ 16, 0.03102 },
{ 17, 0.03143 },
{ 18, 0.03179 },
{ 19, 0.0321 },
{ 20, 0.03236 },
{ 21, 0.03258 },
{ 22, 0.03275 },
{ 23, 0.0329 },
{ 24, 0.03302 },
{ 25, 0.03311 },
{ 26, 0.03319 },
{ 27, 0.03325 },
{ 28, 0.03331 },
{ 29, 0.03335 },
{ 30, 0.03339 },
{ 31, 0.03343 },
{ 32, 0.03346 },
{ 33, 0.03349 },
{ 34, 0.03353 },
{ 35, 0.03355 },
{ 36, 0.03358 },
{ 37, 0.0336 },
{ 38, 0.03362 },
{ 39, 0.03364 },
{ 40, 0.03366 },
{ 41, 0.03367 },
{ 42, 0.03368 },
{ 43, 0.03368 },
{ 44, 0.03369 },
{ 45, 0.03369 },
{ 46, 0.03369 },
{ 47, 0.03369 },
{ 48, 0.03369 },
{ 49, 0.03369 },
{ 50, 0.03369 }
};
// create file
using (StreamWriter writetext = new StreamWriter(filePath))
{
foreach (var pair in originalRateCurve)
{
writetext.WriteLine($"{pair.Key}{separator}{pair.Value}");
}
}
SortedDictionary <double, double> rateCurve = CurveLoader.LoadFromFile(filePath, separator, true);
// delete file
if (File.Exists(filePath))
{
File.Delete(filePath);
}
bool check = true;
double[] rateCurveKeys = rateCurve.Keys.ToArray();
double[] originalRateCurveKeys = originalRateCurve.Keys.ToArray();
for (int i = 0; i < rateCurve.Count; i++)
{
var y = rateCurve[0.25];
check = check && rateCurve[rateCurveKeys[i]].Equals(rateCurve[rateCurveKeys[i]]);
if (!check)
{
break;
}
}
Assert.IsTrue(rateCurve != null);
}