// product 화면에 underlying이 추가댔을 경우 그 이벤트를 받는 놈.
public override void instrumentEventObserver(object sender, PropertyChangedEventArgs e)
{
Excel_underlyingCalcInfoViewModel senderVM = sender as Excel_underlyingCalcInfoViewModel;
int count = senderVM.Excel_underlyingInfoViewModel_.Count;
if (count > 0)
{
Excel_underlyingInfoViewModel e_uivm = senderVM.Excel_underlyingInfoViewModel_[count - 1];
//// model associated type defined class
//UnderlyingModelSetting ums = new UnderlyingModelSetting();
// 원래 setting 해논 놈을 씀 UnderlyingModelSetting_
Excel_underlyingInfo_paraViewModel e_uipvm =
this.UnderlyingModelSetting_.getUnderlyingParameterModel(e_uivm);
this.excel_underlyingCalcInfo_paraViewModel_.
Excel_underlyingInfo_paraViewModel_.Add(e_uipvm);
this.excel_underlyingCalcInfo_paraViewModel_.
Excel_correlationInfo_paraViewModel_.addUnderlying(e_uipvm.UnderNameTrans_.Value_);
}
else
{
OutputLogViewModel.addResult("input underlying num is 0");
}
}
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_Excel_underlyingCalcInfo = serial_Class as FpmlSerializedCSharp.Excel_underlyingCalcInfo;
List <FpmlSerializedCSharp.Excel_underlyingInfo> serial_excel_underlyingInfo = serial_Excel_underlyingCalcInfo.Excel_underlyingInfo_;
// 역시 이미 있음.
//this.excel_underlyingInfoViewModel_ = new ObservableCollection<Excel_underlyingInfoViewModel>();
this.excel_underlyingInfoViewModel_.Clear();
foreach (var item in serial_excel_underlyingInfo)
{
string type = item.Excel_type_.ValueStr;
Excel_underlyingInfoViewModel viewModel = Excel_underlyingInfoViewModel.CreateExcel_underlyingInfo(type);
viewModel.setFromSerial(item);
//this.excel_underlyingInfoViewModel_.Add(viewModel);
this.addUnderlyingInfoVM(viewModel);
}
//List<FpmlSerializedCSharp.Excel_underlyingCalcID> serial_excel_underlyingCalcID = serial_Excel_underlyingCalcInfo.Excel_underlyingCalcID_;
//this.excel_underlyingCalcIDViewModel_ = new ObservableCollection<Excel_underlyingCalcIDViewModel>();
//foreach (var item in serial_excel_underlyingCalcID)
//{
// string type = item.Type_.ValueStr;
// Excel_underlyingCalcIDViewModel viewModel = Excel_underlyingCalcIDViewModel.CreateExcel_underlyingCalcID(type);
// viewModel.setFromSerial(item);
// this.excel_underlyingCalcIDViewModel_.Add(viewModel);
//}
//this.view_ = new Excel_underlyingCalcInfoView();
//this.view_.DataContext = this;
}
public static Excel_underlyingInfoViewModel loadUnderInfo(DateTime refDate, string nameTrans)
{
// nameTrans를 가지고 code를 찾음.
MARKETDATA_SYMBOL_INFO_Table_DAO dao = new MARKETDATA_SYMBOL_INFO_Table_DAO();
dao.NAME_KOR_ = (nameTrans.Trim()).ToUpper();
dao.selectNAME_KOR(DataBaseConnectManager.ConnectionFactory("myDB"));
// 코드를 찾아서 symbol을 로드함.
// symbol을 통해서 type을 로드함
// type을 통해서 symbolVM을 만들음
string underType = dao.SYMBOL_TYPE_;
Excel_marketDataSymbol e_mds = Excel_loaderViewModel.CreateSymbolViewModel(underType);
e_mds.setFromDAO(dao);
Excel_underlyingInfoViewModel e_uivm = e_mds.underlyingInfoVM();
e_uivm.BasePrice_ = e_mds.dataLoad(Excel_loaderViewModel.availableMarketDataDate(refDate), e_mds.Symbol_);
return(e_uivm);
}
public Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm)
{
// if 이놈이 stock이면
string underType = excel_uivm.Excel_type_;
if (underType.ToUpper() == "STOCK" || underType.ToUpper() == "EXCEL_STOCK" || underType.ToUpper() == "EQUITY")
{
return this.StockParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_);
}
else if (underType.ToUpper() == "INTERESTRATE" || underType.ToUpper() == "EXCEL_INTERESTRATE")
{
return this.InterestRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_);
}
else if (underType.ToUpper() == "FXRATE" )
{
return this.FxRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_);
}
else if (underType.ToUpper() == "INDEX" ||
underType.ToUpper() == "INDEX_TYPE" ||
underType.ToUpper() == "EXCEL_INDEXTYPE")
{
Excel_indexTypeViewModel excel_itvm = excel_uivm as Excel_indexTypeViewModel;
string subType = excel_itvm.Sub_type_.ToUpper();
if (subType == "STOCK")
{
return this.StockParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_);
}
else if (subType == "INTERESTRATE")
{
return this.InterestRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_);
}
else if (subType == "FXRATE")
{
return this.FxRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_);
}
else
{
OutputLogViewModel.addResult("unknown subtype in indexType underlying " + subType);
throw new NotImplementedException();
}
}
else
{
OutputLogViewModel.addResult("unknown underlying type" + underType);
throw new NotImplementedException();
//return new Excel_forwardModelViewModel();
}
}
public void buildParaSetting(Excel_underlyingInfoViewModel e_uivm)
{
this.Excel_type_ = e_uivm.Excel_type_;
this.KrCode_ = e_uivm.KrCode_;
this.UnderNameTrans_ = e_uivm.NameTrans_;
this.BasePrice_ = e_uivm.BasePrice_;
this.Tenor_ = e_uivm.Tenor_;
this.Sub_type_ = e_uivm.Sub_type_;
this.LinkedCurve_ = e_uivm.LinkedCurveCode_;
}
private void UnderlyingDataGrid__PreviewKeyDown(object sender, KeyEventArgs e)
{
Excel_underlyingInfoViewModel e_ivm = ((DataGrid)sender).SelectedItem as Excel_underlyingInfoViewModel;
if (Key.Delete == e.Key)
{
this.viewModel_.Excel_underlyingInfoViewModel_.Remove(e_ivm);
//this.UnderlyingDataGrid_.Items.Refresh();
}
}
public Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm)
{
// if 이놈이 stock이면
string underType = excel_uivm.Excel_type_;
if (underType.ToUpper() == "STOCK" || underType.ToUpper() == "EXCEL_STOCK" || underType.ToUpper() == "EQUITY")
{
return(this.StockParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
}
else if (underType.ToUpper() == "INTERESTRATE" || underType.ToUpper() == "EXCEL_INTERESTRATE")
{
return(this.InterestRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
}
else if (underType.ToUpper() == "FXRATE")
{
return(this.FxRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
}
else if (underType.ToUpper() == "INDEX" ||
underType.ToUpper() == "INDEX_TYPE" ||
underType.ToUpper() == "EXCEL_INDEXTYPE")
{
Excel_indexTypeViewModel excel_itvm = excel_uivm as Excel_indexTypeViewModel;
string subType = excel_itvm.Sub_type_.ToUpper();
if (subType == "STOCK")
{
return(this.StockParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
}
else if (subType == "INTERESTRATE")
{
return(this.InterestRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
}
else if (subType == "FXRATE")
{
return(this.FxRateParaSetting_.underModel(excel_uivm, owner_parameterSettingManager_.Excel_InstrumentViewModel_, owner_parameterSettingManager_.ReferenceDate_));
}
else
{
OutputLogViewModel.addResult("unknown subtype in indexType underlying " + subType);
throw new NotImplementedException();
}
}
else
{
OutputLogViewModel.addResult("unknown underlying type" + underType);
throw new NotImplementedException();
//return new Excel_forwardModelViewModel();
}
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
TD_MRSTOCKFACTOR_Table_DAO dao = new TD_MRSTOCKFACTOR_Table_DAO();
dao.STOCK_ID_ = excel_uivm.KrCode_;
dao.STD_DATE_ = StringConverter.dbDateTimeToDateString(dateTime);
dao.select_ID_Date(DataBaseConnectManager.ConnectionFactory("MRO"));
string v = dao.DIVIDEND_RATE_;
return v;
}
public void buildParaSetting(Excel_underlyingInfoViewModel e_uivm, ParameterSettingManager paraSettingManager)
{
this.Excel_type_ = e_uivm.Excel_type_;
this.KrCode_ = e_uivm.KrCode_;
this.UnderNameTrans_ = e_uivm.NameTrans_;
this.BasePrice_ = e_uivm.BasePrice_;
this.Tenor_ = e_uivm.Tenor_;
this.Sub_type_ = e_uivm.Sub_type_;
this.LinkedCurve_ = e_uivm.LinkedCurveCode_;
//this.CurrentValue_ = ? // model에서 setting 을 통해 set됨
this.excel_underlyingModel_paraViewModel_ =
paraSettingManager.UnderlyingParaSetting_.underModel(e_uivm);
}
public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.Excel_underlyingCalcInfo serial_Excel_underlyingCalcInfo = serial_Class as FpmlSerializedCSharp.Excel_underlyingCalcInfo;
List <FpmlSerializedCSharp.Excel_underlyingInfo> serial_excel_underlyingInfo = serial_Excel_underlyingCalcInfo.Excel_underlyingInfo_;
this.excel_underlyingInfoViewModel_ = new ObservableCollection <Excel_underlyingInfoViewModel>();
foreach (var item in serial_excel_underlyingInfo)
{
string type = item.Excel_type_.ValueStr;
Excel_underlyingInfoViewModel viewModel = Excel_underlyingInfoViewModel.CreateExcel_underlyingInfo(type);
viewModel.setFromSerial(item);
this.excel_underlyingInfoViewModel_.Add(viewModel);
}
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>();
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = "constDefaultCurve";
e_ycvm.loadCurve(constRate_);
return e_ycvm;
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime)
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
//excel_upvm.loadMarketData(dateTime);
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_gbmvm.CurrentValue_ = value;
e_gbmvm.Drift_ = this.GBMDriftSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Dividend_ = this.GBMDividendSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Volatility_ = this.GBMVolatilitySetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return(e_gbmvm);
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime)
{
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
//excel_upvm.loadMarketData(dateTime);
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_gbmvm.CurrentValue_ = value;
e_gbmvm.Drift_ = this.GBMDriftSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Dividend_ = this.GBMDividendSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_gbmvm.Volatility_ = this.GBMVolatilitySetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return e_gbmvm;
}
public override Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm, Excel_instrumentViewModel excel_instrumentViewModel, DateTime dateTime)
{
Excel_hullWhiteOneFactorViewModel e_hwofvm = new Excel_hullWhiteOneFactorViewModel();
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
string value = Excel_loaderViewModel.loadMarketData(dateTime, excel_uivm.Excel_type_, excel_uivm.KrCode_);
e_hwofvm.CurrentValue_ = value;
e_hwofvm.Alpha_ = this.HullWhite_AlphaSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_hwofvm.Volatility_ = this.HullWhite_SigmaSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
e_hwofvm.setInterestRateInfo(e_irvm);
e_hwofvm.Excel_yieldCurveViewModel_ = this.HullWhite_FittingCurveSetting_.value(dateTime, excel_instrumentViewModel, excel_uivm);
return(e_hwofvm);
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
OTC_TD_MRSTOCKFACTORVOL_Table_DAO dao = new OTC_TD_MRSTOCKFACTORVOL_Table_DAO();
dao.STD_DATE_ = StringConverter.dbDateTimeToDateString(dateTime);
dao.STOCK_ID_ = excel_uivm.KrCode_;
dao.KR_CODE_ = e_instVM.MasterInformationViewModel_.Export_itemcode_;
string sql = dao.select_date_code_id(DataBaseConnectManager.ConnectionFactory("MRO"));
if (dao.STOCK_ID_ == "KR7060980000")
{
dao.VOL_ = "0.33";
}
//SQL_Logger.addLog(sql);
return dao.VOL_;
}
public Excel_underlyingInfo_paraViewModel getUnderlyingParameterModel(Excel_underlyingInfoViewModel e_uivm)
{
Excel_underlyingInfo_paraViewModel e_uipvm = new Excel_underlyingInfo_paraViewModel();
if (e_uivm.Excel_type_.ToUpper() == "STOCK")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "GBM";
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.Code_ = e_uivm.KrCode_;
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
}
else if (e_uivm.Excel_type_.ToUpper() == "INTERESTRATE")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "HullWhiteOne";
Excel_hullWhiteOneFactorViewModel e_hwofvm = new Excel_hullWhiteOneFactorViewModel();
Excel_interestRateViewModel e_irvm = e_uivm as Excel_interestRateViewModel;
e_hwofvm.Code_ = e_uivm.KrCode_;
e_hwofvm.setInterestRateInfo(e_irvm);
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_hwofvm;
}
else
{
throw new NotImplementedException();
}
e_uipvm.Excel_underlyingModel_paraViewModel_.parameterLoad(
this.ParameterSettingManager_);
return e_uipvm;
}
public Excel_underlyingInfo_paraViewModel getUnderlyingParameterModel(Excel_underlyingInfoViewModel e_uivm)
{
Excel_underlyingInfo_paraViewModel e_uipvm = new Excel_underlyingInfo_paraViewModel();
if (e_uivm.Excel_type_.ToUpper() == "STOCK")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "GBM";
Excel_geometricBMViewModel e_gbmvm = new Excel_geometricBMViewModel();
e_gbmvm.Code_ = e_uivm.KrCode_;
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_gbmvm;
}
else if (e_uivm.Excel_type_.ToUpper() == "INTERESTRATE")
{
e_uipvm.KrCode_ = e_uivm.KrCode_;
//e_uipvm.UnderName_ = e_uivm.Name_;
//e_uipvm.Model_ = "HullWhiteOne";
Excel_hullWhiteOneFactorViewModel e_hwofvm = new Excel_hullWhiteOneFactorViewModel();
Excel_interestRateViewModel e_irvm = e_uivm as Excel_interestRateViewModel;
e_hwofvm.Code_ = e_uivm.KrCode_;
e_hwofvm.setInterestRateInfo(e_irvm);
e_uipvm.Excel_underlyingModel_paraViewModel_ = e_hwofvm;
}
else
{
throw new NotImplementedException();
}
e_uipvm.Excel_underlyingModel_paraViewModel_.parameterLoad(
this.ParameterSettingManager_);
return(e_uipvm);
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
// 국고 커브를 로드함
DateTime maturity = e_instVM.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.MaturityDate_;
Excel_yieldCurveViewModel e_ycvm =
e_instVM.Excel_parameterViewModel_.ParameterSettingManager_.DiscountCurveParaSetting_.discountCurve(dateTime,"KRW");
QLNet.YieldTermStructure q_y = e_ycvm.yieldCurve();
TimeSpan timeSpan = maturity - dateTime;
double t = timeSpan.TotalDays / 365;
InterestRate rate = q_y.zeroRate(t, QLNet.Compounding.Compounded);
double drift = rate.value();
return drift.ToString();
}
public static Excel_underlyingInfoViewModel loadUnderInfo2(DateTime refDate, string nameTrans)
{
// nameTrans를 가지고 code를 찾음.
try
{
MARKETDATA_SYMBOL_INFO_Table_DAO dao = new MARKETDATA_SYMBOL_INFO_Table_DAO();
dao.SYMBOL_ = nameTrans.Trim();
dao.select(DataBaseConnectManager.ConnectionFactory("myDB"));
// 코드를 찾아서 symbol을 로드함.
// symbol을 통해서 type을 로드함
// type을 통해서 symbolVM을 만들음
string underType = dao.SYMBOL_TYPE_;
if (underType == null)
{
throw new Exception("symbol doesn't exist in symbolList : " + dao.SYMBOL_);
}
Excel_marketDataSymbol e_mds = Excel_loaderViewModel.CreateSymbolViewModel(underType);
e_mds.setFromDAO(dao);
Excel_underlyingInfoViewModel e_uivm = e_mds.underlyingInfoVM();
e_uivm.BasePrice_ = e_mds.dataLoad(Excel_loaderViewModel.availableMarketDataDate(refDate), e_mds.Symbol_);
return(e_uivm);
}
catch (Exception)
{
throw;
}
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
IRCurveMarketDataLoader curveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO");
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection<Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection<Excel_irCurveDataViewModel>();
curveLoader.load(dateTime, e_irvm.LinkedCurveCode_, e_ircdvmList);
//e_icsvm.Symbol_ = excel_uivm.KrCode_;
//e_icsvm.dataLoad(dateTime, e_irvm.LinkedCurveCode_);
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = e_ircdvmList[0].Curve_code_;
e_ycvm.Excel_rateDataViewModel_ = e_ircdvmList[0].Excel_rateDataViewModelList_;
return e_ycvm;
}
public abstract Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime);
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
OTC_TD_MRSTOCKFACTORVOL_Table_DAO dao = new OTC_TD_MRSTOCKFACTORVOL_Table_DAO();
dao.STD_DATE_ = StringConverter.dbDateTimeToDateString(dateTime);
dao.STOCK_ID_ = excel_uivm.KrCode_;
dao.KR_CODE_ = e_instVM.MasterInformationViewModel_.Export_itemcode_;
string sql = dao.select_date_code_id(DataBaseConnectManager.ConnectionFactory("MRO"));
if (dao.STOCK_ID_ == "KR7060980000")
{
dao.VOL_ = "0.33";
}
//SQL_Logger.addLog(sql);
return(dao.VOL_);
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
return this.constDiv_;
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
IRCurveMarketDataLoader curveLoader = IRCurveMarketDataLoader.CreateMarketDataLoader("MRO");
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection <Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection <Excel_irCurveDataViewModel>();
curveLoader.load(dateTime, e_irvm.LinkedCurveCode_, e_ircdvmList);
//e_icsvm.Symbol_ = excel_uivm.KrCode_;
//e_icsvm.dataLoad(dateTime, e_irvm.LinkedCurveCode_);
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = e_ircdvmList[0].Curve_code_;
e_ycvm.Excel_rateDataViewModel_ = e_ircdvmList[0].Excel_rateDataViewModelList_;
return(e_ycvm);
}
public Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm, Excel_instrumentViewModel excel_instrumentViewModel, DateTime dateTime)
{
throw new NotImplementedException();
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
return(this.constDiv_);
}
public void buildParaSetting(Excel_underlyingInfoViewModel e_uivm)
{
this.Excel_type_ = e_uivm.Excel_type_;
this.KrCode_ = e_uivm.KrCode_;
this.UnderNameTrans_ = e_uivm.NameTrans_;
this.BasePrice_ = e_uivm.BasePrice_;
this.Tenor_ = e_uivm.Tenor_;
this.Sub_type_ = e_uivm.Sub_type_;
this.LinkedCurve_ = e_uivm.LinkedCurveCode_;
}
public abstract string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm);
public abstract Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm);
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
// 국고 커브를 로드함
DateTime maturity = e_instVM.Excel_interfaceViewModel_.Excel_issueInfoViewModel_.MaturityDate_;
Excel_yieldCurveViewModel e_ycvm =
e_instVM.Excel_parameterViewModel_.ParameterSettingManager_.DiscountCurveParaSetting_.discountCurve(dateTime, "KRW");
QLNet.YieldTermStructure q_y = e_ycvm.yieldCurve();
TimeSpan timeSpan = maturity - dateTime;
double t = timeSpan.TotalDays / 365;
InterestRate rate = q_y.zeroRate(t, QLNet.Compounding.Compounded);
double drift = rate.value();
return(drift.ToString());
}
public override Excel_yieldCurveViewModel value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
Excel_interestRateViewModel e_irvm = excel_uivm as Excel_interestRateViewModel;
ObservableCollection <Excel_irCurveDataViewModel> e_ircdvmList = new ObservableCollection <Excel_irCurveDataViewModel>();
Excel_yieldCurveViewModel e_ycvm = new Excel_yieldCurveViewModel();
e_ycvm.Excel_interpolationViewModel_ = Excel_interpolationViewModel_;
e_ycvm.Code_ = "constDefaultCurve";
e_ycvm.loadCurve(constRate_);
return(e_ycvm);
}
public override string value(DateTime dateTime, Excel_instrumentViewModel excel_instrumentViewModel, Excel_underlyingInfoViewModel excel_uivm)
{
TD_MRSTOCKFACTOR_Table_DAO dao = new TD_MRSTOCKFACTOR_Table_DAO();
dao.STOCK_ID_ = excel_uivm.KrCode_;
dao.STD_DATE_ = StringConverter.dbDateTimeToDateString(dateTime);
dao.select_ID_Date(DataBaseConnectManager.ConnectionFactory("MRO"));
string v = dao.DIVIDEND_RATE_;
return(v);
}
public void addUnderlyingInfoVM(Excel_underlyingInfoViewModel vm)
{
excel_underlyingInfoViewModel_.Add(vm);
this.NotifyPropertyChanged("Excel_underlyingInfoViewModel_");
}
private void UnderlyingDataGrid__SelectionChanged(object sender, SelectionChangedEventArgs e)
{
this.selectedViewModel_ = this.UnderlyingDataGrid_.SelectedItem as Excel_underlyingInfoViewModel;
}
public void buildParaSetting(Excel_underlyingInfoViewModel e_uivm, ParameterSettingManager paraSettingManager)
{
this.Excel_type_ = e_uivm.Excel_type_;
this.KrCode_ = e_uivm.KrCode_;
this.UnderNameTrans_ = e_uivm.NameTrans_;
this.BasePrice_ = e_uivm.BasePrice_;
this.Tenor_ = e_uivm.Tenor_;
this.Sub_type_ = e_uivm.Sub_type_;
this.LinkedCurve_ = e_uivm.LinkedCurveCode_;
//this.CurrentValue_ = ? // model에서 setting 을 통해 set됨
this.excel_underlyingModel_paraViewModel_ =
paraSettingManager.UnderlyingParaSetting_.underModel(e_uivm);
}
public void addUnderlyingInfoVM(Excel_underlyingInfoViewModel vm)
{
excel_underlyingInfoViewModel_.Add(vm);
this.NotifyPropertyChanged("Excel_underlyingInfoViewModel_");
}
public abstract Excel_underlyingModel_paraViewModel underModel(Excel_underlyingInfoViewModel excel_uivm,
Excel_instrumentViewModel excel_instrumentViewModel,
DateTime dateTime);
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
return constVol_;
}
private void UnderlyingDataGrid__SelectionChanged(object sender, SelectionChangedEventArgs e)
{
this.selectedViewModel_ = this.UnderlyingDataGrid_.SelectedItem as Excel_underlyingInfoViewModel;
}
public override string value(DateTime dateTime, Excel_instrumentViewModel e_instVM, Excel_underlyingInfoViewModel excel_uivm)
{
return(constVol_);
}