public OTCApplicationBookViewModel()
{
RootBookViewModel.setRootBookReferenceDate(ProgramVariable.ReferenceDate_);
BookFolderView bfv = new BookFolderView();
bfv.ReferenceDate_ = ProgramVariable.ReferenceDate_;
bfv.positionXmlReload();
this.view_ = bfv;
}
public string load()
{
try
{
if (this.root_bvm == null)
{
this.root_bvm = new RootBookViewModel();
}
return "loaded";
}
catch (Exception e)
{
return "load Fail : " + e.Message;
}
}
public void loadDetailContext()
{
//try
//{
string type = this.masterInformationViewModel_.Booking_type_;
this.excel_interfaceViewModel_ = Excel_InterfaceLoader.Load(type);
this.excel_interfaceViewModel_.ItemCode_ = this.masterInformationViewModel_.Item_code_;
//this.excel_interfaceViewModel_.TradeID_ = this.masterInformationViewModel_.Trade_id_;
this.excel_parameterViewModel_ = Excel_parameterLoader.Load(type);
this.excel_parameterViewModel_.ItemCode_ = this.masterInformationViewModel_.Item_code_;
//this.excel_parameterViewModel_.TradeID_ = this.masterInformationViewModel_.Trade_id_;
this.excel_parameterViewModel_.ReferenceDate_ = RootBookViewModel.rootBookReferenceDate();
//링크
//this.linkEventPass();
this.excel_profitLossViewModel_ = new Excel_profitLossViewModel();
this.excel_profitLossViewModel_.ItemCode_ = this.masterInformationViewModel_.Item_code_;
this.excel_profitLossViewModel_.TradeID_ = this.masterInformationViewModel_.Trade_id_;
this.excel_profitLossViewModel_.ExportItemCode_ = this.masterInformationViewModel_.Export_itemcode_;
this.loadInterfaceVMFromXml();
this.loadParameterFromXml();
// xml이 로드된 후에 setting 함.. xml로드할때 class가 생성되므로..
this.excel_interfaceViewModel_.setUnderlying();
//d 나중에 클릭 대면 로드함 왜냐면 DB접속이니까... 느릴까바.. 흐앙
this.excel_profitLossViewModel_.ReferenceDate_ = RootBookViewModel.rootBookReferenceDate();
this.excel_profitLossViewModel_.loadBookingInfo();
//this.excel_profitLossViewModel_.loadNPV();
//this.excel_profitLossViewModel_.loadTradeEvent();
this.excel_eventManagerViewModel_ = new Excel_eventManagerViewModel();
this.excel_eventManagerViewModel_.ItemCode_ = this.masterInformationViewModel_.Item_code_;
this.excel_eventManagerViewModel_.dbLoad();
//}
//catch (Exception e)
//{
// e.Source += "\n" + this.Item_code_;
// throw e;
//}
}
private void rootBookViewModelReload()
{
this.RootBookViewModel_ = null;
this.RootFavoriteViewModel_ = null;
RootBookViewModel.setRootBookReferenceDate(this.referenceDate_);
RootBookViewModel root_bvm = new RootBookViewModel();
root_bvm.loadPosition();
RootFavoriteViewModel root_fvm = new RootFavoriteViewModel();
root_fvm.loadPosition();
this.RootBookViewModel_ = root_bvm;
this.RootBookViewModelChanged();
this.RootFavoriteViewModel_ = root_fvm;
this.RootFavoriteViewModelChanged();
}
private void rootBookViewModelReload()
{
this.RootBookViewModel_ = null;
this.RootFavoriteViewModel_ = null;
RootBookViewModel.setRootBookReferenceDate(this.referenceDate_);
RootBookViewModel root_bvm = new RootBookViewModel();
root_bvm.loadPosition();
RootFavoriteViewModel root_fvm = new RootFavoriteViewModel();
root_fvm.loadPosition();
this.RootBookViewModel_ = root_bvm;
this.RootBookViewModelChanged();
this.RootFavoriteViewModel_ = root_fvm;
this.RootFavoriteViewModelChanged();
}
public static void calculation()
{
DateTime refDate = DateTime.Now.AddDays(-1);
RootBookViewModel root_bvm = new RootBookViewModel();
RootBookViewModel.setRootBookReferenceDate(refDate);
root_bvm.loadPosition();
BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode");
CalculationManagerViewModel cmvm = new CalculationManagerViewModel();
cmvm.setBook(bvm);
CalculationSetting setting = new CalculationSetting();
setting.CalculateTypeEnum_ = CalculationSetting.CalculateTypeEnum.Parellel;
cmvm.CalculationSetting_ = setting;
cmvm.calculate(refDate);
}
public static void booking2()
{
DateTime refDate = DateTime.Now.AddDays(-1);
RootBookViewModel root_bvm = new RootBookViewModel();
RootBookViewModel.setRootBookReferenceDate(refDate);
root_bvm.loadPosition();
BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode");
Make_instrument_structuredBond makeStructuredBond = new Make_instrument_structuredBond();
DateTime eff = new DateTime(2014, 10, 11);
DateTime mat = new DateTime(2015, 10, 11);
double notional = 10000;
string curr = "KRW";
string daycount = "KOR";
DateTime cpn1 = new DateTime(2015, 1, 11);
DateTime cpn2 = new DateTime(2015, 4, 11);
DateTime cpn3 = new DateTime(2015, 7, 11);
DateTime cpn4 = new DateTime(2015, 10, 11);
makeStructuredBond.makeIssueInfo(eff, mat, notional, curr, daycount);
List<double> lowerRngList = new List<double>(){ 0.0 , 0.6 };
List<string> referenceUnderCodeList = new List<string>() { "CD91AAA", "SX5E" };
List<double> upperRngList = new List<double>(){ 0.06 , 10.0 };
double fixedAccRate = 0.055;
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(eff, cpn1, cpn1, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn1, cpn2, cpn2, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn2, cpn3, cpn3, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
makeStructuredBond.addSingleConditionDualRangAccrualFixedCoupon(cpn3, cpn4, cpn4, lowerRngList, referenceUnderCodeList, upperRngList, fixedAccRate);
root_bvm.booking("deltaHedgeBookCode", makeStructuredBond.InstVM_);
root_bvm.saveXml();
}
public static void booking()
{
DateTime refDate = DateTime.Now.AddDays(-1);
RootBookViewModel root_bvm = new RootBookViewModel();
RootBookViewModel.setRootBookReferenceDate(refDate);
root_bvm.loadPosition();
BookViewModel bvm = root_bvm.getBook("deltaHedgeBookCode");
Make_instrument_structuredBond makeStructuredBond = new Make_instrument_structuredBond();
DateTime eff = new DateTime(2014,10,11);
DateTime mat = new DateTime(2015,10,11);
double notional = 10000;
string curr = "KRW";
string daycount = "KOR";
DateTime cpn1 = new DateTime(2015,1,11); double fixedRate = 0.03;
DateTime cpn2 = new DateTime(2015,4,11);
DateTime cpn3 = new DateTime(2015,7,11);
DateTime cpn4 = new DateTime(2015,10,11);
makeStructuredBond.makeIssueInfo(eff,mat,notional,curr,daycount);
makeStructuredBond.addFixedCoupon(eff,cpn1,cpn1,fixedRate);
makeStructuredBond.addFixedCoupon(cpn1,cpn2,cpn2,fixedRate);
makeStructuredBond.addFixedCoupon(cpn2,cpn3,cpn3,fixedRate);
makeStructuredBond.addFixedCoupon(cpn3,cpn4,cpn4,fixedRate);
root_bvm.booking("deltaHedgeBookCode", makeStructuredBond.InstVM_);
root_bvm.saveXml();
}
