public static string eqRiskPortfolio(
[ExcelArgument(Description = "Portfolio Id ")] string ObjectId,
[ExcelArgument(Description = "Instruments in portfolio ")] object[] instids,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
List <EnergyCommodityExt> port_ = new List <EnergyCommodityExt>();
foreach (string sid in instids)
{
EnergyCommodityExt inst = OHRepository.Instance.getObject <EnergyCommodityExt>(sid);
port_.Add(inst);
}
string id = "Port@" + ObjectId;
OHRepository.Instance.storeObject(id, port_, callerAddress);
id += "#" + (String)DateTime.Now.ToString(@"HH:mm:ss");
return(id);
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return(e.Message);
}
}
internal static global::System.Runtime.InteropServices.HandleRef getCPtr(EnergyCommodityExt obj)
{
return((obj == null) ? new global::System.Runtime.InteropServices.HandleRef(null, global::System.IntPtr.Zero) : obj.swigCPtr);
}
public static object eqInstDisplayEnergySwap(
[ExcelArgument(Description = "id of energy ")] string ObjectId,
[ExcelArgument(Description = "trigger ")] object trigger)
{
if (ExcelUtil.CallFromWizard())
{
return("");
}
string callerAddress = "";
callerAddress = ExcelUtil.getActiveCellAddress();
try
{
Xl.Range rng = ExcelUtil.getActiveCellRange();
EnergyCommodityExt inst = OHRepository.Instance.getObject <EnergyCommodityExt>(ObjectId);
if (inst.GetType() == typeof(EnergyFutureExt))
{
PricingPeriodExt pp = (inst as EnergyFutureExt).pricingPeriod();
object[,] ret = new object[2, 10];
ret[0, 0] = "PayDate"; ret[0, 1] = "Quantity"; ret[0, 2] = "PayCoeff"; ret[0, 3] = "RecCoeff";
ret[0, 4] = "PaySprd"; ret[0, 5] = "RecSprd";
ret[0, 6] = "PayDelta"; ret[0, 7] = "DiscountedPayDelta";
ret[0, 8] = "RecDelta"; ret[0, 9] = "DiscountedRecDelta";
ret[1, 0] = pp.paymentDate().serialNumber();
ret[1, 1] = pp.quantity();
ret[1, 2] = pp.payCoeff();
ret[1, 3] = pp.recCoeff();
ret[1, 4] = pp.paySpread();
ret[1, 5] = pp.recSpread();
ret[1, 6] = pp.getuPayDelta();
ret[1, 7] = pp.getdPayDelta();
ret[1, 8] = pp.getuRecDelta();
ret[1, 9] = pp.getdRecDelta();
return(ret);
}
else
{
double npv = inst.NPV();
PricingPeriodExts pps = (inst as EnergySwapExt).pricingPeriods();
object[,] ret = new object[pps.Count + 1, 10];
ret[0, 0] = "PayDate"; ret[0, 1] = "Quantity"; ret[0, 2] = "PayCoeff"; ret[0, 3] = "RecCoeff";
ret[0, 4] = "PaySprd"; ret[0, 5] = "RecSprd";
ret[0, 6] = "PayDelta"; ret[0, 7] = "DiscountedPayDelta";
ret[0, 8] = "RecDelta"; ret[0, 9] = "DiscountedRecDelta";
for (int i = 0; i < pps.Count; i++)
{
ret[i + 1, 0] = pps[i].paymentDate().serialNumber();
ret[i + 1, 1] = pps[i].quantity();
ret[i + 1, 2] = pps[i].payCoeff();
ret[i + 1, 3] = pps[i].recCoeff();
ret[i + 1, 4] = pps[i].paySpread();
ret[i + 1, 5] = pps[i].recSpread();
ret[i + 1, 6] = pps[i].getuPayDelta();
ret[i + 1, 7] = pps[i].getdPayDelta();
ret[i + 1, 8] = pps[i].getuRecDelta();
ret[i + 1, 9] = pps[i].getdRecDelta();
}
return(ret);
}
}
catch (Exception e)
{
ExcelUtil.logError(callerAddress, System.Reflection.MethodInfo.GetCurrentMethod().Name.ToString(), e.Message);
return("#EQ_ERR!");
}
}
