// #CreateInstrument_ItemAdd
public static Financial_instrument CreateInstrument(clsMAST_FP_INSTRUMENT_TB tb)
{
int type = tb.FP_MASTER_TYP;
Financial_instrument fi = new Unknown_fi_instrument();
if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures)
{
fi = new Kospi200Index_futures();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call
|| type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put)
{
fi = new Kospi200Index_option();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS)
{
fi = new VanillaIRS_instrument();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap)
{
fi = new Vanilla_Swap();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan)
{
fi = new Ftp_DepositLoan();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Money_Cash)
{
fi = new CurrencyCash();
}
else
{
//fi = new Unknown_instrument();
}
fi.baseDAO_ = tb;
fi.loadDetail(tb.INSTRUMENT_ID);
return fi;
}
public static Ftp_DepositLoan CreateFixedDepositLoan(long notional,
DateTime effective,
string currency,
bool depositLoanFlag,
double rate)
{
Ftp_DepositLoan inst = new Ftp_DepositLoan();
// Master
string inst_ID = IDGenerator.getNewInstrumentID(inst.InstrumentType_, effective, inst);
inst.baseDAO_.INSTRUMENT_ID = inst_ID;
inst.baseDAO_.INSTRUMENT_NM = "FTP_DepositLoan";
inst.baseDAO_.FP_MASTER_TYP = (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan;
inst.baseDAO_.NOTIONAL = notional;
inst.baseDAO_.PRICE = rate;
inst.baseDAO_.QUANTITY = 1.0;
inst.baseDAO_.CURR = currency;
inst.baseDAO_.FX_RATE = 1.0;
inst.baseDAO_.EFFECTIVE_DT = effective.ToString("yyyyMMdd");
inst.baseDAO_.MATURITY_DT = "20991231";
inst.baseDAO_.BOOKED_DT = ""; // 아직 booking 전
inst.baseDAO_.CLOSED_DT = "20991231";
inst.DAO_.INSTRUMENT_ID = inst_ID;
inst.DAO_.INSTRUMENT_TYP = inst.baseDAO_.FP_MASTER_TYP;
inst.DAO_.NOTIONAL = notional;
inst.DAO_.QUANTITY = 1;
inst.DAO_.CURR = currency;
inst.DAO_.DEPOSITELOAN_TYP = (depositLoanFlag) ? 1 : -1;
inst.DAO_.INDEX_CD = "INTERNAL_FTP";
inst.DAO_.INDEX_RATE = rate;
inst.DAO_.SPREAD = 0.0;
inst.DAO_.EFFECTIVE_DT = effective.ToString("yyyyMMdd");
inst.DAO_.MATURITY_DT = "20991231";
return inst;
}
