/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput" /> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput" /> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName = InfoOutput.GeneralCategoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add(new InfoOutputProperty("RowCount", RowCount),
new InfoOutputProperty("ColumnCount", ColumnCount),
new InfoOutputProperty("Dimension", Dimension),
new InfoOutputProperty("IsSymmetric", true));
var dataTable = new System.Data.DataTable("Data");
for (int j = 0; j < Dimension; j++)
{
dataTable.Columns.Add(j.ToString(), typeof(double));
}
for (int k = 0; k < Dimension; k++)
{
var row = dataTable.NewRow();
for (int j = 0; j < Dimension; j++)
{
row[j] = this[k, j];
}
dataTable.Rows.Add(row);
}
infoOutputCollection.Add(dataTable);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add(new InfoOutputProperty("RowCount", RowCount),
new InfoOutputProperty("ColumnCount", ColumnCount),
new InfoOutputProperty("SubDiagonalCount", SubDiagonalCount),
new InfoOutputProperty("SuperDiagonalCount", SuperDiagonalCount));
var dataTable = new System.Data.DataTable("Data");
for (int j = 0; j < ColumnCount; j++)
{
dataTable.Columns.Add(j.ToString(), typeof(double));
}
for (int k = 0; k < RowCount; k++)
{
var row = dataTable.NewRow();
for (int j = 0; j < ColumnCount; j++)
{
row[j] = this[k, j];
}
dataTable.Rows.Add(row);
}
infoOutputCollection.Add(dataTable);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Day count convention", DayCountConvention.Name.String);
infoOutputCollection.Add("Business day convention", BusinessDayConvention.Name.String);
infoOutputCollection.Add("Coupon frequency", CouponFrequency.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public virtual void FillInfoOutput(InfoOutput infoOutput, string categoryName = "General")
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Tenor", Tenor);
infoOutputCollection.Add("Start date adjustment", StartDateAdjustment);
infoOutputCollection.Add("End date adjustment", EndDateAdjustment);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Day count convention", DayCountConvention.Name.String);
infoOutputCollection.Add("Business day convention", BusinessDayConvention.Name.String);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
infoOutputCollection.Add("Coupon frequency", CouponFrequency.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public virtual void FillInfoOutput(InfoOutput infoOutput, string categoryName = "General")
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Period start month", PeriodStartMonth);
infoOutputCollection.Add("Period start year offset", PeriodStartYearOffset);
infoOutputCollection.Add("Tenor", Tenor);
infoOutputCollection.Add("Start date adjustment", StartDateAdjustment);
infoOutputCollection.Add("End date adjustment", EndDateAdjustment);
}
/// <summary>Gets informations of the current object as a specific <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="T:Dodoni.BasicComponents.Containers.InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName = "General")
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("End date", EndDate);
infoOutputCollection.Add("Spot date adjustment", SpotDateAdjustment);
infoOutputCollection.Add("Start date adjustment", StartDateAdjustment);
infoOutputCollection.Add("End date adjustment", EndDateAdjustment);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
/// <remarks>This implementation returns a <see cref="System.Data.DataTable"/> objects which contains the <see cref="System.DateTime"/> objects.</remarks>
void IInfoOutputQueriable.FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
var dateTable = new System.Data.DataTable("Dates");
dateTable.Columns.Add("Value", typeof(DateTime));
foreach (DateTime date in m_DateScheduleSet)
{
dateTable.Rows.Add(date);
}
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add(dateTable);
infoOutputCollection.Add("Holiday calendar", HolidayCalendar.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Rounding rule", RoundingRule.Name.String);
(BondMarket as IInfoOutputQueriable).FillInfoOutput(infoOutput, categoryName + ".Bond market");
(SwapMarket as IInfoOutputQueriable).FillInfoOutput(infoOutput, categoryName + ".Swap market");
}
/// <summary>Stores informations of an <see cref="IPolynomial"/> object into a specified <see cref="InfoOutputPackage"/>.
/// </summary>
/// <param name="polynomial">The <see cref="IPolynomial"/> object.</param>
/// <param name="infoOutputPackage">The <see cref="InfoOutputPackage"/> object to store the degree and coefficients of <paramref name="polynomial"/>.</param>
internal static void FillInfoOutput(IPolynomial polynomial, InfoOutputPackage infoOutputPackage)
{
infoOutputPackage.Add("Degree", polynomial.Degree);
DataTable coefficientDataTable = new DataTable("Coefficients");
coefficientDataTable.Columns.Add("Order", typeof(int));
coefficientDataTable.Columns.Add("Coefficient.Real", typeof(double));
coefficientDataTable.Columns.Add("Coefficient.Imaginary", typeof(double));
for (int order = 0; order <= polynomial.Degree; order++)
{
var coefficient = polynomial.GetCoefficient(order);
coefficientDataTable.Rows.Add(order, coefficient.Real, coefficient.Imaginary);
}
infoOutputPackage.Add(coefficientDataTable);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
infoOutputCollection.Add("Fixing lag", FixingLag.Name.String);
infoOutputCollection.Add("Business day convention", BusinessDayConvention.Name.String);
infoOutputCollection.Add("Day count convention", DayCountConvention.Name.String);
infoOutputCollection.Add("Future base point value", FutureBasePointValue);
infoOutputCollection.Add("Libor rate rounding rule", LiborRateRoundingRule.Name.String);
infoOutputCollection.Add("Caplet tenor convention", CapletTenorConvention.Name.String);
infoOutputCollection.Add("Libor index name", LiborIndexName);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category name.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Business days to settle", BusinessDaysToSettle);
infoOutputCollection.Add("Fixing lag", FixingLag.Name.String);
infoOutputCollection.Add("Fixed leg Business day convention", FixedBusinessDayConvention.Name.String);
infoOutputCollection.Add("Fixed leg Day count convention", FixedDayCountConvention.Name.String);
infoOutputCollection.Add("Fixed leg Frequency", FixedFrequency.Name.String);
infoOutputCollection.Add("Floating leg Business day convention", FloatingBusinessDayConvention.Name.String);
infoOutputCollection.Add("Floating leg Day count convention", FloatingDayCountConvention.Name.String);
infoOutputCollection.Add("Floating leg Frequency", FloatingFrequency.Name.String);
}
/// <summary>Gets informations of the current object as a specific <see cref="InfoOutput"/> instance.
/// </summary>
/// <param name="infoOutput">The <see cref="InfoOutput"/> object which is to be filled with informations concering the current instance.</param>
/// <param name="categoryName">The name of the category, i.e. all informations will be added to these category.</param>
public void FillInfoOutput(InfoOutput infoOutput, string categoryName = InfoOutput.GeneralCategoryName)
{
InfoOutputPackage infoOutputCollection = infoOutput.AcquirePackage(categoryName);
infoOutputCollection.Add("Frequency", m_Frequency.Name);
infoOutputCollection.Add("Business day convention", m_BusinessDayConvention.Name);
if ((m_FirstRegularDate != null) && (m_FirstRegularDate.HasValue == true))
{
infoOutputCollection.Add("First regular date", m_FirstRegularDate.Value);
}
if ((m_LastRegularDate != null) && (m_LastRegularDate.HasValue == true))
{
infoOutputCollection.Add("Last regular date", m_LastRegularDate.Value);
}
infoOutputCollection.Add("Seed date business day convention", SeedBusinessDayConvention.Name);
if (m_ReferenceDate != DateTime.MinValue)
{
infoOutputCollection.Add("Reference date", m_ReferenceDate);
}
m_TimeSpanDescription.FillInfoOutput(infoOutput, categoryName);
}
/// <summary>Adds the property 'Execution time'.
/// </summary>
/// <param name="infoOutputCollection">The <see cref="InfoOutputPackage"/> object.</param>
/// <param name="executionTime">The exection time in milliseconds.</param>
public static void AddExecutionTime(this InfoOutputPackage infoOutputCollection, long executionTime)
{
infoOutputCollection.Add("Execution time", executionTime, Resources.ExecutionTime);
}
/// <summary>Adds the property 'State'.
/// </summary>
/// <param name="infoOutputCollection">The <see cref="InfoOutputPackage"/> object.</param>
/// <param name="state">The state.</param>
public static void Add(this InfoOutputPackage infoOutputCollection, InfoOutputState state)
{
infoOutputCollection.Add("State", state, Resources.State);
}
