// additional option
public string set_option(int scheduleNum, string optionType)
{
try
{
Excel_structuredBondViewModel e_structuredBondVM = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
if (optionType.ToUpper() == "NONE")
{
e_structuredBondVM.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_[scheduleNum].Excel_additionalOptionViewModel_
= new Excel_noneOptionViewModel();
}
else if (optionType.ToUpper() == "CALLABLE" || optionType.ToUpper() == "CALL")
{
e_structuredBondVM.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_[scheduleNum].Excel_additionalOptionViewModel_
= new Excel_callableOptionViewModel();
}
else if (optionType.ToUpper() == "PUTTABLE" || optionType.ToUpper() == "PUT")
{
e_structuredBondVM.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_[scheduleNum].Excel_additionalOptionViewModel_
= new Excel_puttableOptionViewModel();
}
else
{
throw new Exception();
}
return("set option complete : " + optionType + " , type : [ none , callable , puttable ]");
}
catch (Exception)
{
return("set fail , " + optionType + " , type : [ none , callable , puttable ] , default setting is none");
}
}
public string addFixedCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
double fixedRate)
{
try
{
#region CheckParameter
if (calculationStartDate >= calculationEndDate)
{
throw new Exception("startDate must be earlier than endDate");
}
#endregion
Excel_fixedCouponScheduleViewModel e_fcsvm = new Excel_fixedCouponScheduleViewModel();
e_fcsvm.EventDate_ = payoffDate;
e_fcsvm.CalculationStartDate_ = calculationStartDate;
e_fcsvm.CalculationEndDate_ = calculationEndDate;
e_fcsvm.PayoffDate_ = payoffDate;
e_fcsvm.FixedRate_ = fixedRate.ToString();
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_fcsvm);
int schNum = e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Count - 1;
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
List <string> member = fixedCpnMember_;
List <string> value = new List <string>()
{
"structuredBond", "fixedCpn_sch", schNum.ToString(),
StringConverter.xmlDateTimeToDateString(calculationStartDate),
StringConverter.xmlDateTimeToDateString(calculationEndDate),
StringConverter.xmlDateTimeToDateString(payoffDate),
fixedRate.ToString()
};
e_fcsvm.VBA_description_ = this.vba_description(member, value);
return("OK");
}
catch (Exception)
{
return("fixedCpn Add Fail");
}
}
public int get_scheduleNum()
{
try
{
Excel_structuredBondViewModel e_structuredBondVM = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
return(e_structuredBondVM.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Count);
}
catch (Exception)
{
return(0);
}
}
public string get_optionInfo(int scheduleNum, InfoType infoType)
{
try
{
Excel_structuredBondViewModel e_structuredBondVM = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
string vba_desc = e_structuredBondVM.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_[scheduleNum]
.Excel_additionalOptionViewModel_.vba_desciption(scheduleNum);
return(this.infoParsing(vba_desc, infoType));
}
catch (Exception e)
{
return("not implemented : " + e.Message);
}
}
public string get_sch_info(int scheduleNum, InfoType infoType)
{
try
{
Excel_structuredBondViewModel e_structuredBondVM = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
string vba_desc = e_structuredBondVM.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_[scheduleNum].VBA_description_;
return(this.infoParsing(vba_desc, infoType));
}
catch (Exception e)
{
string errStr = "get couponSchdule info fail: " + e.Message;
return(errStr);
}
}
public string addConditionMultiRangAccrualFixedCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
List <double> lowerRngList,
List <string> referenceUnderCodeList,
List <double> upperRngList,
double fixedRate)
{
try
{
Excel_multiCondi_structuredAccrualCouponScheduleViewModel e_mc_sacsvm
= new Excel_multiCondi_structuredAccrualCouponScheduleViewModel();
e_mc_sacsvm.EventDate_ = payoffDate;
e_mc_sacsvm.CalculationStartDate_ = calculationStartDate;
e_mc_sacsvm.CalculationEndDate_ = calculationEndDate;
e_mc_sacsvm.PaymentDate_ = payoffDate;
int rangeCount = lowerRngList.Count;
for (int i = 0; i < rangeCount; i++)
{
Range1DViewModel accRng1D = new Range1DViewModel();
accRng1D.LowerBound_ = lowerRngList[i].ToString();
DateTime effDate = this.InstVM_.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;
//this.addUnderlying(Excel_loaderViewModel.loadUnderInfo2(effDate, referenceUnderCodeList[i]));
this.addUnderlying(referenceUnderCodeList[i]);
Excel_choiceUnderlyingCalcIDViewModel choiceUnderCalcIDVM = new Excel_choiceUnderlyingCalcIDViewModel();
choiceUnderCalcIDVM.EventDate_ = payoffDate;
Excel_selectedUnderlyingViewModel selectedUnder = new Excel_selectedUnderlyingViewModel();
selectedUnder.Code_ = referenceUnderCodeList[i];
selectedUnder.NameTrans_ = new NameTrans(referenceUnderCodeList[i]);
selectedUnder.Checked_ = true;
choiceUnderCalcIDVM.Excel_selectedUnderlyingViewModel_.Add(selectedUnder);
accRng1D.UpperBound_ = upperRngList[i].ToString();
e_mc_sacsvm.Range1DViewModel_.Add(accRng1D);
e_mc_sacsvm.Excel_underlyingCalcIDViewModel_.Add(choiceUnderCalcIDVM);
}
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.ConstReturn_ = fixedRate.ToString();
e_mc_sacsvm.Excel_returnCalcInfoViewModel_.Add(e_crcvm);
//e_mc_sacsvm.FixedRate_ = fixedRate.ToString();
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_mc_sacsvm);
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
return("OK");
}
catch (Exception)
{
return("conditionMultiRangAccrualFixedCoupon add Fail.");
throw;
}
}
public string addSingleConditionDualRangAccrualFixedCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
List <double> lowerRngList,
List <string> referenceUnderCodeList,
List <double> upperRngList,
double fixedRate)
{
try
{
#region CheckParameter
if (calculationStartDate >= calculationEndDate)
{
throw new Exception("startDate must be earlier than endDate");
}
//// check underlying
//if ( !this.hasUnderlyings(underlyings))
// throw new Exception(underlyings + " does not exist. add underlying first.");
#endregion
Excel_multiCondi_multiRng_structuredAccrualCouponScheduleViewModel e_mc_mr_sacsvm
= new Excel_multiCondi_multiRng_structuredAccrualCouponScheduleViewModel();
e_mc_mr_sacsvm.EventDate_ = payoffDate;
e_mc_mr_sacsvm.CalculationStartDate_ = calculationStartDate;
e_mc_mr_sacsvm.CalculationEndDate_ = calculationEndDate;
e_mc_mr_sacsvm.PayoffDate_ = payoffDate;
int rangeCount = lowerRngList.Count;
Excel_multi_rangeNDViewModel e_m_rngNDVM = new Excel_multi_rangeNDViewModel();
for (int i = 0; i < rangeCount; i++)
{
Range1DViewModel accRng1D = new Range1DViewModel();
accRng1D.LowerBound_ = lowerRngList[i].ToString();
DateTime effDate = this.InstVM_.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.EffectiveDate_;
//this.addUnderlying(Excel_loaderViewModel.loadUnderInfo2(effDate, referenceUnderCodeList[i]));
this.addUnderlying(referenceUnderCodeList[i]);
Excel_choiceUnderlyingCalcIDViewModel choiceUnderCalcIDVM = new Excel_choiceUnderlyingCalcIDViewModel();
choiceUnderCalcIDVM.EventDate_ = payoffDate;
Excel_selectedUnderlyingViewModel selectedUnder = new Excel_selectedUnderlyingViewModel();
selectedUnder.Code_ = referenceUnderCodeList[i];
selectedUnder.NameTrans_ = new NameTrans(referenceUnderCodeList[i]);
selectedUnder.Checked_ = true;
choiceUnderCalcIDVM.Excel_selectedUnderlyingViewModel_.Add(selectedUnder);
accRng1D.UpperBound_ = upperRngList[i].ToString();
e_m_rngNDVM.Range1DViewModel_.Add(accRng1D);
e_m_rngNDVM.Excel_underlyingCalcIDViewModel_.Add(choiceUnderCalcIDVM);
}
e_mc_mr_sacsvm.Excel_multi_rangeNDViewModel_.Add(e_m_rngNDVM);
Excel_constReturnCalViewModel e_crcvm = new Excel_constReturnCalViewModel();
e_crcvm.ConstReturn_ = fixedRate.ToString();
e_mc_mr_sacsvm.Excel_returnCalcInfoViewModel_.Add(e_crcvm);
//e_mc_sacsvm.FixedRate_ = fixedRate.ToString();
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_mc_mr_sacsvm);
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
return("OK");
}
catch (Exception)
{
return("singleConditionDualRangAccrualFixedCoupon Add Fail");
}
}
public string addVanillaCoupon(DateTime calculationStartDate,
DateTime calculationEndDate,
DateTime payoffDate,
double gearing,
double spread,
string underlyingCode)
{
try
{
#region CheckParameter
if (calculationStartDate >= calculationEndDate)
{
throw new Exception("startDate must be earlier than endDate");
}
// check underlying
if (!this.hasUnderlyings(underlyingCode))
{
throw new Exception(underlyingCode + " does not exist. add underlying first.");
}
#endregion
Excel_vanillaFloatingCouponScheduleViewModel e_vfcsvm = new Excel_vanillaFloatingCouponScheduleViewModel();
// ---------------- underlying part
//this.addUnderlying(underlyingCode);
Excel_underlyingCalcInfoViewModel e_ucivm = this.InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_;
e_vfcsvm.Excel_underlyingCalcInfoViewModel_ = e_ucivm;
Excel_underlyingCalcIDViewModel e_mucidvm =
Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID("CHOICE");
e_mucidvm.EventDate_ = payoffDate;
e_mucidvm.setUnderlying(e_ucivm);
e_mucidvm.selectUnderlyings(underlyingCode);
e_vfcsvm.Excel_underlyingCalcIDViewModel_ = e_mucidvm;
// ----------------- coupon part
e_vfcsvm.EventDate_ = payoffDate;
e_vfcsvm.CalculationStartDate_ = calculationStartDate;
e_vfcsvm.CalculationEndDate_ = calculationEndDate;
e_vfcsvm.PayoffDate_ = payoffDate;
e_vfcsvm.Gearing_ = gearing.ToString();
e_vfcsvm.Spread_ = spread.ToString();
e_vfcsvm.OutGearing_ = "1.0";
e_vfcsvm.OutSpread_ = "0.0";
e_vfcsvm.Cap_ = "99.0";
e_vfcsvm.Floor_ = "-99.0";
Excel_structuredBondViewModel e_sbvm = this.InstVM_.Excel_interfaceViewModel_ as Excel_structuredBondViewModel;
e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Add(e_vfcsvm);
int schNum = e_sbvm.Excel_couponScheduleListViewModel_.Excel_couponScheduleViewModel_.Count - 1;
//this.instVM_.Excel_interfaceViewModel_ = e_sbvm;
List <string> member = vanillaFloatingCpnMember_;
List <string> value = new List <string>()
{
"structuredBond", "vanillaCpn_sch", schNum.ToString(),
StringConverter.xmlDateTimeToDateString(calculationStartDate),
StringConverter.xmlDateTimeToDateString(calculationEndDate),
StringConverter.xmlDateTimeToDateString(payoffDate),
gearing.ToString(),
spread.ToString(),
underlyingCode
};
e_vfcsvm.VBA_description_ = this.vba_description(member, value);
return("OK");
}
catch (Exception)
{
return("vanillaCpn Add Fail");
throw;
}
}
