public static Underlying_paraViewModel CreateUnderlying_para(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
            string typeStr = serial_Underlying_para.Type_.ValueStr;

            return(Underlying_paraViewModel.CreateUnderlying_para(typeStr));
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.GeometricBM     serial_GeometricBM     = serial_Underlying_para.GeometricBM_;

            this.currentValue_ = serial_GeometricBM.CurrentValue_.ValueStr;

            this.drift_ = serial_GeometricBM.Drift_.ValueStr;

            this.dividend_ = serial_GeometricBM.Dividend_.ValueStr;

            this.volatility_ = serial_GeometricBM.Volatility_.ValueStr;
        }
示例#3
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        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.ForwardModel    serial_ForwardModel    = serial_Underlying_para.ForwardModel_;

            FpmlSerializedCSharp.Tenor serial_tenor = serial_ForwardModel.Tenor_;
            string tenortype = serial_tenor.Excel_type_.ValueStr;

            this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
            this.tenorViewModel_.setFromSerial(serial_tenor);

            FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_ForwardModel.FittingYieldCurve_;
            string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;

            this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
            this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
        }
示例#4
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        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            this.type_ = "GeometricBM";

            FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.GeometricBM     serial_GeometricBM     = serial_Underlying_para.GeometricBM_;

            this.krCode_    = serial_Underlying_para.KrCode_.ValueStr;
            this.underName_ = serial_Underlying_para.UnderName_.ValueStr;

            this.currentValue_ = serial_GeometricBM.CurrentValue_.ValueStr;

            this.drift_ = serial_GeometricBM.Drift_.ValueStr;

            this.dividend_ = serial_GeometricBM.Dividend_.ValueStr;

            this.volatility_ = serial_GeometricBM.Volatility_.ValueStr;

            this.view_             = new GeometricBMView();
            this.view_.DataContext = this;
        }
示例#5
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        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para    serial_Underlying_para    = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.HullWhiteOneFactor serial_HullWhiteOneFactor = serial_Underlying_para.HullWhiteOneFactor_;

            this.alpha_ = serial_HullWhiteOneFactor.Alpha_.ValueStr;

            this.sigma_ = serial_HullWhiteOneFactor.Sigma_.ValueStr;

            FpmlSerializedCSharp.Tenor serial_tenor = serial_HullWhiteOneFactor.Tenor_;
            string tenortype = serial_tenor.Excel_type_.ValueStr;

            this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
            this.tenorViewModel_.setFromSerial(serial_tenor);

            FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_HullWhiteOneFactor.FittingYieldCurve_;
            string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;

            this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
            this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
        }