public static Currencies getCurrency(Irate ir)
{
switch (ir)
{
case Irate.Euribor:
return Currencies.EUR;
case Irate.Hibor:
return Currencies.HKD;
case Irate.LiborCHF:
return Currencies.CHF;
case Irate.LiborGBP:
return Currencies.GBP;
case Irate.LiborUSD:
return Currencies.USD;
default:
return Currencies.EUR;
}
}
public static KeyValuePair<string, string> getCodeQuandl(Irate interestRate)
{
switch (interestRate)
{
case Irate.LiborUSD:
return new KeyValuePair<string, string>("FRED", "USD3MTD156N");
case Irate.Hibor:
return new KeyValuePair<string, string>("WSJ", "HIB1M");
case Irate.LiborGBP:
return new KeyValuePair<string, string>("FRED", "GBP3MTD156N");
case Irate.LiborCHF:
return new KeyValuePair<string, string>("FRED", "CHF3MTD156N");
case Irate.Euribor:
return new KeyValuePair<string, string>("FRED", "EUR3MTD156N");
default:
return new KeyValuePair<string, string>();
}
}
public static DateTime GetLastData(Irate interestRate)
{
using (var context = new qpcptfaw())
{
//double l;
int id = getInterestRateIdFromIrate(interestRate);
var rates = from p in context.Rates //est ce bien forexRate
where p.RateDBId == id
select p;
if (rates.Count() == 0) return DBInitialisation.DBstart;
return rates.OrderByDescending(x => x.date).First().date;
}
}
public static int getInterestRateIdFromIrate(Irate ir)
{
int id = -1;
using (var context = new qpcptfaw())
{
var a = from irate in context.InteresRatesType
where irate.rate == ir
select irate;
if (a.Count() == 0) throw new ArgumentException("symbol does not exist in the database", ir.ToString());
if (a.Count() > 1) throw new ArgumentException("duplicate symbol in the database", ir.ToString());
id = a.First().RateDBId;
return id;
}
}
public static bool InterestRateContains(Irate ir)
{
using (var context = new qpcptfaw())
{
var interestRate = from f in context.InteresRatesType
where f.rate == ir
select f;
if (interestRate.Count() == 1) return true;
if (interestRate.Count() == 0) return false;
throw new Exception("The data should be unique. Problem in the database.");
}
}
