private static void testStructuredBondCalculation()
        {
            Excel_instrument_structuredBondViewModel inst = new Excel_instrument_structuredBondViewModel();
            DateTime refDate = new DateTime(2014, 12, 10);

            inst.calculate("testInst", refDate);
        }
示例#2
0
        public string load_instrument(string itemCode)
        {
            try
            {
                Excel_instrumentViewModel e_i_hvm = MasterInformationViewModel.loadInstrumentVM(itemCode);

                //this.InstVM_ = new Excel_instrument_hifiveViewModel();
                this.InstVM_ = e_i_hvm as Excel_instrument_structuredBondViewModel;

                if (this.InstVM_ == null)
                {
                    throw new Exception("instrument is not structuredBond type");
                }

                this.InstVM_.loadInterfaceVMFromXml(XMLFileLoader.LoadInstrument(itemCode));

                //
                Excel_standardParaViewModel e_spvm = this.InstVM_.Excel_parameterViewModel_ as Excel_standardParaViewModel;
                //

                foreach (var item in InstVM_.Excel_interfaceViewModel_.Excel_underlyingCalcInfoViewModel_.Excel_underlyingInfoViewModel_)
                {
                    Excel_underlyingInfo_paraViewModel e_u_pvm = new Excel_underlyingInfo_paraViewModel();

                    e_u_pvm.buildParaSetting(item);

                    e_spvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_underlyingInfo_paraViewModel_.Add(e_u_pvm);
                    e_spvm.Excel_underlyingCalcInfo_paraViewModel_.Excel_correlationInfo_paraViewModel_.addDiagonal(e_u_pvm);
                }

                return("load complete");
            }
            catch (Exception e)
            {
                return("load err : " + e.Message);
            }
        }
示例#3
0
 public Instrument_structuredBond()
 {
     this.InstVM_ = new Excel_instrument_structuredBondViewModel(true);
 }