Exemplo n.º 1
0
        public AdjRateDatum CalculateAssetWeight(OperationSet opSet, DateTime targetDate, MarketDataSet data)
        {
            OperationRow opData = opSet.GetData(_key);
            Boolean on = opData.On;
            AdjRateDatum others = _nextAdjustment.CalculateAssetWeight(opSet, targetDate, data);

            if (on)
            {
                AdjRateDatum mine = new AdjRateDatum(_kospiAdjustment, _bondAdjustment, _dollarAdjustment);
                Operation op = opData.Op;
                if (op == Operation.Multiply)
                {
                    AdjRateDatum ret = AdjUtil.Multiply(mine, others);
                    return ret;
                }
                else
                {
                    logger.Warn("Multiply 이외의 기능은 아직 제공하고 있지 않음");
                    return others;
                }
            }
            else
            {
                return others;
            }
        }
Exemplo n.º 2
0
        public static AdjRateDatum Calculate(
            int key, 
            AdjRateDatum mine, 
            IAdjustment next, 
            OperationSet opSet, 
            DateTime targetDate, 
            MarketDataSet data)
        {
            if (next == null)
            {
                return mine;
            }

            OperationRow opData = opSet.GetData(key);
            Boolean on = opData.On;
            AdjRateDatum others = next.CalculateAssetWeight(opSet, targetDate, data);

            if (on)
            {
                Operation op = opData.Op;
                if (op == Operation.Multiply)
                {
                    AdjRateDatum ret = AdjUtil.Multiply(mine, others);
                    return ret;
                }
                else
                {
                    Trace.Assert(false);
                    return others;
                }
            }
            else
            {
                return others;
            }
        }