private UnderlyingInfo_paraViewModel underInfo_paraVM(string itemCode)
{
UnderlyingInfo_paraViewModel underInfo_paraVM = new UnderlyingInfo_paraViewModel();
QueryStr queryStr = new QueryStr(this.fileInfo_);
queryStr.VariableMap_.Add("ITEM_CODE", itemCode);
queryStr.VariableMap_.Add("STD_DATE", this.ReferenceDate_.ToString("yyyyMMdd"));
conn_.addQuery("underInfo", queryStr.getQuery());
conn_.excute();
DataTable tb = conn_.ResultDataSet_.Tables["underInfo"];
string krCode;
string underName;
string currentValue;
string drift;
string dividend;
string volatility;
List <string> underCode = new List <string>();
foreach (DataRow item in tb.Rows)
{
krCode = item["STOCK_ID"].ToString();
underName = item["STOCK_NAME"].ToString();
currentValue = item["CURR_PRICE"].ToString();
drift = (Convert.ToDouble(item["RF"].ToString()) / 100).ToString();
dividend = (Convert.ToDouble(item["DIVIDEND_RATE"].ToString()) / 100).ToString();
volatility = (Convert.ToDouble(item["VOL"].ToString()) / 100).ToString();
underCode.Add(krCode);
GeometricBMViewModel gbmVM = this.makeGBM(krCode, underName, currentValue, drift, dividend, volatility);
underInfo_paraVM.Underlying_paraViewModel_.Add(gbmVM);
}
underInfo_paraVM.CorrelationInfo_paraViewModel_ = this.makeCorrInfo(underCode);
return(underInfo_paraVM);
}
public override void buildXml()
{
GeometricBMViewModel gbmvm = new GeometricBMViewModel();
gbmvm.KrCode_ = this.krCode_;
gbmvm.UnderName_ = this.underName_;
gbmvm.CurrentValue_ = this.currentValue_;
gbmvm.Drift_ = this.drift_;
gbmvm.Dividend_ = this.dividend_;
gbmvm.Volatility_ = this.volatility_;
//viewModel_.buildXml(xmlWriter);
this.viewModel_ = gbmvm;
}
public GeometricBMViewModel makeGBM(string krCode,
string underName,
string currentValue,
string drift,
string dividend,
string volatility)
{
GeometricBMViewModel gbmVm = new GeometricBMViewModel();
gbmVm.Type_ = "geometricBM";
gbmVm.KrCode_ = krCode;
gbmVm.UnderName_ = underName;
gbmVm.CurrentValue_ = currentValue;
gbmVm.Drift_ = drift;
gbmVm.Dividend_ = dividend;
gbmVm.Volatility_ = volatility;
return(gbmVm);
}
public GeometricBMViewModel makeGBM(string krCode,
string underName,
string currentValue,
string drift,
string dividend,
string volatility)
{
GeometricBMViewModel gbmVm = new GeometricBMViewModel();
gbmVm.Type_ = "geometricBM";
gbmVm.KrCode_ = krCode;
gbmVm.UnderName_ = underName;
gbmVm.CurrentValue_ = currentValue;
gbmVm.Drift_ = drift;
gbmVm.Dividend_ = dividend;
gbmVm.Volatility_ = volatility;
return gbmVm;
}
