public static void booking2()
{
DateTime refDate = DateTime.Now.AddDays(-1);
RootBookViewModel root_bvm = new RootBookViewModel();
RootBookViewModel.setRootBookReferenceDate(refDate);
root_bvm.loadPosition();
BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode");
Make_instrument_structuredBond makeStructuredBond = new Make_instrument_structuredBond();
DateTime eff = new DateTime(2014, 10, 11);
DateTime mat = new DateTime(2015, 10, 11);
double notional = 10000;
string curr = "KRW";
string daycount = "KOR";
DateTime cpn1 = new DateTime(2015, 1, 11);
DateTime cpn2 = new DateTime(2015, 4, 11);
DateTime cpn3 = new DateTime(2015, 7, 11);
DateTime cpn4 = new DateTime(2015, 10, 11);
makeStructuredBond.makeIssueInfo(eff, mat, notional, curr, daycount);
List <double> lowerRngList = new List <double>()
{
0.0, 0.6
};
List <string> referenceUnderCodeList = new List <string>()
{
"CD91AAA", "SX5E"
};
List <double> upperRngList = new List <double>()
{
0.06, 10.0
};
double fixedAccRate = 0.055;
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(eff, cpn1, cpn1, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn1, cpn2, cpn2, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn2, cpn3, cpn3, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn3, cpn4, cpn4, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
root_bvm.booking("deltaHedgeBookCode", makeStructuredBond.InstVM_);
root_bvm.saveXml();
}
public static void booking()
{
DateTime refDate = DateTime.Now.AddDays(-1);
RootBookViewModel root_bvm = new RootBookViewModel();
RootBookViewModel.setRootBookReferenceDate(refDate);
root_bvm.loadPosition();
BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode");
Make_instrument_structuredBond makeStructuredBond = new Make_instrument_structuredBond();
DateTime eff = new DateTime(2014, 10, 11);
DateTime mat = new DateTime(2015, 10, 11);
double notional = 10000;
string curr = "KRW";
string daycount = "KOR";
DateTime cpn1 = new DateTime(2015, 1, 11); double fixedRate = 0.03;
DateTime cpn2 = new DateTime(2015, 4, 11);
DateTime cpn3 = new DateTime(2015, 7, 11);
DateTime cpn4 = new DateTime(2015, 10, 11);
makeStructuredBond.makeIssueInfo(eff, mat, notional, curr, daycount);
makeStructuredBond.addFixedCoupon(eff, cpn1, cpn1, fixedRate);
makeStructuredBond.addFixedCoupon(cpn1, cpn2, cpn2, fixedRate);
makeStructuredBond.addFixedCoupon(cpn2, cpn3, cpn3, fixedRate);
makeStructuredBond.addFixedCoupon(cpn3, cpn4, cpn4, fixedRate);
root_bvm.booking("deltaHedgeBookCode", makeStructuredBond.InstVM_);
root_bvm.saveXml();
}
public static void calculation()
{
DateTime refDate = DateTime.Now.AddDays(-1);
RootBookViewModel root_bvm = new RootBookViewModel();
RootBookViewModel.setRootBookReferenceDate(refDate);
root_bvm.loadPosition();
BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode");
CalculationManagerViewModel cmvm = new CalculationManagerViewModel();
cmvm.setBook(bvm);
CalculationSetting setting = new CalculationSetting();
setting.CalculateTypeEnum_ = CalculationSetting.CalculateTypeEnum.Parellel;
cmvm.CalculationSetting_ = setting;
cmvm.calculate(refDate);
}