private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
this.viewModel_ = this.DataContext as Excel_vanillaReturnCalViewModel;
//this.viewModel_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.PropertyChanged +=
// this.viewModel_.Excel_parameterViewModel_.instrumentEventObserver;
}
private void ViewModelChanged(object sender, DependencyPropertyChangedEventArgs e)
{
this.viewModel_ = this.DataContext as Excel_vanillaReturnCalViewModel;
//this.viewModel_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.PropertyChanged +=
// this.viewModel_.Excel_parameterViewModel_.instrumentEventObserver;
}
public override void excel_kiEventCalculationBuild()
{
Excel_simpleKiEventCalcViewModel e_simpleKiEvent = new Excel_simpleKiEventCalcViewModel();
e_simpleKiEvent.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_simpleKiEvent.EventDate_ = this.KiObEndDate_;
e_simpleKiEvent.PayoffDate_ = this.KiObEndDate_;
#region EventCal
{
Excel_singleBarrierEventCalViewModel e_singleBarrierEvent = new Excel_singleBarrierEventCalViewModel();
e_singleBarrierEvent.UpperTrigger_ = "1000";
e_singleBarrierEvent.LowerTrigger_ = ( Convert.ToDouble(this.Ki_) /100.0 ).ToString();
// 우선 max를 사용함
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = this.KiObEndDate_;
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_singleBarrierEvent.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
e_singleBarrierEvent.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_singleBarrierEvent.ObservationStartDate_ = this.KiObStartDate_;
e_singleBarrierEvent.ObservationEndDate_ = this.KiObEndDate_;
e_simpleKiEvent.Excel_eventCalcInfoViewModel_ = e_singleBarrierEvent;
}
#endregion
#region OccReturn
{
Excel_vanillaReturnCalViewModel e_vanillaReturn = new Excel_vanillaReturnCalViewModel();
e_vanillaReturn.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
//e_vanillaReturn.Gearing_ = "-1";
//e_vanillaReturn.Spread_ = "-0.2";
e_vanillaReturn.Gearing_ = "1.0";
e_vanillaReturn.Spread_ = "0.0";
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = this.KiObEndDate_;
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_vanillaReturn.ReturnUnderlyingCalcIDViewModel_ = e_mucidvm;
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_ = new Excel_occReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_vanillaReturn;
}
#endregion
#region noOccReturn
{
Excel_constReturnCalViewModel e_constReturnCalc = new Excel_constReturnCalViewModel();
int count = this.subScheduleDataList_.Count;
//입력으로 받아도 대는데 지금은 마지막껄로함.
e_constReturnCalc.ConstReturn_ = (1.0 + Convert.ToDouble(this.subScheduleDataList_[count - 1].Coupon_) / 100.0).ToString();
e_constReturnCalc.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_ = new Excel_noOccReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_constReturnCalc;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
}
#endregion
this.Excel_kiEventCalculationViewModel_ = e_simpleKiEvent;
}
public override void excel_kiEventCalculationBuild()
{
Excel_simpleKiEventCalcViewModel e_simpleKiEvent = new Excel_simpleKiEventCalcViewModel();
e_simpleKiEvent.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_simpleKiEvent.EventDate_ = this.KiObEndDate_;
e_simpleKiEvent.PayoffDate_ = this.KiObEndDate_;
#region EventCal
{
Excel_singleBarrierEventCalViewModel e_singleBarrierEvent = new Excel_singleBarrierEventCalViewModel();
e_singleBarrierEvent.UpperTrigger_ = "1000";
e_singleBarrierEvent.LowerTrigger_ = (Convert.ToDouble(this.Ki_) / 100.0).ToString();
// 우선 max를 사용함
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = this.KiObEndDate_;
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_singleBarrierEvent.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
e_singleBarrierEvent.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_singleBarrierEvent.ObservationStartDate_ = this.KiObStartDate_;
e_singleBarrierEvent.ObservationEndDate_ = this.KiObEndDate_;
e_simpleKiEvent.Excel_eventCalcInfoViewModel_ = e_singleBarrierEvent;
}
#endregion
#region OccReturn
{
Excel_vanillaReturnCalViewModel e_vanillaReturn = new Excel_vanillaReturnCalViewModel();
e_vanillaReturn.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
//e_vanillaReturn.Gearing_ = "-1";
//e_vanillaReturn.Spread_ = "-0.2";
e_vanillaReturn.Gearing_ = "1.0";
e_vanillaReturn.Spread_ = "0.0";
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = this.KiObEndDate_;
e_mucidvm.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
e_vanillaReturn.ReturnUnderlyingCalcIDViewModel_ = e_mucidvm;
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_ = new Excel_occReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_vanillaReturn;
}
#endregion
#region noOccReturn
{
Excel_constReturnCalViewModel e_constReturnCalc = new Excel_constReturnCalViewModel();
int count = this.subScheduleDataList_.Count;
//입력으로 받아도 대는데 지금은 마지막껄로함.
e_constReturnCalc.ConstReturn_ = (1.0 + Convert.ToDouble(this.subScheduleDataList_[count - 1].Coupon_) / 100.0).ToString();
e_constReturnCalc.Excel_underlyingCalcInfoViewModel_ = this.Excel_underlyingCalcInfoViewModel_;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_ = new Excel_noOccReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_constReturnCalc;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.setUnderlying(this.Excel_underlyingCalcInfoViewModel_);
}
#endregion
this.Excel_kiEventCalculationViewModel_ = e_simpleKiEvent;
}
// ki 계열
public string set_constKI_sch(double lowerTrigger,
double upperTrigger,
//CalculationEnum kiCheckType,
string kiCheckType,
string underlyings,
//LossType lossType,
string lossType, // 이거 구분 아직 안함
double noKICoupon,
DateTime obStartDate,
DateTime obEndDate)
{
try
{
#region CheckParameter
if (underlyings == "")
throw new Exception("underlying input is empty");
// check underlying
if ( !this.hasUnderlyings(underlyings))
throw new Exception(underlyings + " does not exist. add underlying first.");
#endregion
Excel_simpleKiEventCalcViewModel e_simpleKiEvent = new Excel_simpleKiEventCalcViewModel();
//this.addUnderlying(underlyings);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_simpleKiEvent.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_simpleKiEvent.EventDate_ = obEndDate;
e_simpleKiEvent.PayoffDate_ = obEndDate;
#region EventCal
{
Excel_singleBarrierEventCalViewModel e_singleBarrierEvent = new Excel_singleBarrierEventCalViewModel();
e_singleBarrierEvent.UpperTrigger_ = upperTrigger.ToString();
e_singleBarrierEvent.LowerTrigger_ = lowerTrigger.ToString();
// 우선 max를 사용함
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = obEndDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_singleBarrierEvent.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
//e_singleBarrierEvent.setUnderlying(e_ucivm);
e_singleBarrierEvent.ObservationStartDate_ = obStartDate;
e_singleBarrierEvent.ObservationEndDate_ = obEndDate;
e_simpleKiEvent.Excel_eventCalcInfoViewModel_ = e_singleBarrierEvent;
}
#endregion
#region OccReturn
{
Excel_vanillaReturnCalViewModel e_vanillaReturn = new Excel_vanillaReturnCalViewModel();
e_vanillaReturn.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
//e_vanillaReturn.Gearing_ = "-1";
//e_vanillaReturn.Spread_ = "-0.2";
e_vanillaReturn.Gearing_ = "1.0";
e_vanillaReturn.Spread_ = "-1.0";
Excel_minimumUnderlyingCalcIDViewModel e_mucidvm = new Excel_minimumUnderlyingCalcIDViewModel();
e_mucidvm.EventDate_ = obEndDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyings);
e_vanillaReturn.ReturnUnderlyingCalcIDViewModel_ = e_mucidvm;
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_ = new Excel_occReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_occReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_vanillaReturn;
}
#endregion
#region noOccReturn
{
Excel_constReturnCalViewModel e_constReturnCalc = new Excel_constReturnCalViewModel();
e_constReturnCalc.ConstReturn_ = noKICoupon.ToString();
e_constReturnCalc.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_ = new Excel_noOccReturnCalcInfoViewModel();
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.Excel_returnCalcInfoViewModel_ = e_constReturnCalc;
e_simpleKiEvent.Excel_noOccReturnCalcInfoViewModel_.setUnderlying(e_ucivm);
}
#endregion
Excel_hifiveViewModel e_hvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_hifiveViewModel;
e_hvm.Excel_kiEventCalculationViewModel_ = e_simpleKiEvent;
List<string> member = new List<string>() {"instType", "schtype","lowerTrigger", "upperTrigger", "kiCheckType", "underlyings", "lossType", "noKICoupon", "obStartDate", "obEndDate" };
List<string> value = new List<string>() { "hifive" ,"constKI",lowerTrigger.ToString(), upperTrigger.ToString(), kiCheckType.ToString(), underlyings.ToString(), lossType.ToString(), noKICoupon.ToString(), StringConverter.xmlDateTimeToDateString(obStartDate), StringConverter.xmlDateTimeToDateString(obEndDate) };
e_simpleKiEvent.VBA_description_ = this.vba_description(member, value);
return "set complete";
}
catch (Exception e)
{
return "set fail : " + e.Message;
}
}