Beispiel #1
0
 qlInterpolatedYieldCurve::qlInterpolatedYieldCurve(
         const std::string& ObjectId,
         const ObjectHandler::property_t& RefDate,
         const std::vector<ObjectHandler::property_t>& Dates,
         const std::vector<double>& Data,
         const std::string& Calendar,
         const std::string& DayCounter,
         const std::vector<ObjectHandler::property_t>& Jumps,
         const std::vector<ObjectHandler::property_t>& JumpDates,
         const std::string& TraitsID,
         const std::string& InterpolatorID,
         bool Permanent) :
     ObjectHandler::ValueObject(ObjectId, "qlInterpolatedYieldCurve", Permanent),
     RefDate_(RefDate),
     Dates_(Dates),
     Data_(Data),
     Calendar_(Calendar),
     DayCounter_(DayCounter),
     Jumps_(Jumps),
     JumpDates_(JumpDates),
     TraitsID_(TraitsID),
     InterpolatorID_(InterpolatorID),
     Permanent_(Permanent) {
               
         processVariant(Jumps);
         
 }
Beispiel #2
0
 qlForwardSpreadedTermStructure::qlForwardSpreadedTermStructure(
         const std::string& ObjectId,
         const std::string& BaseYieldCurve,
         const ObjectHandler::property_t& Spread,
         bool Permanent) :
     ObjectHandler::ValueObject(ObjectId, "qlForwardSpreadedTermStructure", Permanent),
     BaseYieldCurve_(BaseYieldCurve),
     Spread_(Spread),
     Permanent_(Permanent) {
               
         processPrecedentID(BaseYieldCurve);
         processVariant(Spread);
         
 }
Beispiel #3
0
void PacketDecodeNode::processVariant( QVariant V )
{
	if( V.type() == QVariant::List )
	{
		QVariantList	L = V.toList();

		for( QVariant I : L )
		{
			processVariant( I );
		}
	}
	else if( V.canConvert( QVariant::ByteArray ) )
	{
		processByteArray( V.toByteArray() );
	}
}
 qlFlatHazardRate::qlFlatHazardRate(
         const std::string& ObjectId,
         long NDays,
         const std::string& Calendar,
         const ObjectHandler::property_t& Rate,
         const std::string& DayCounter,
         bool Permanent) :
     ObjectHandler::ValueObject(ObjectId, "qlFlatHazardRate", Permanent),
     NDays_(NDays),
     Calendar_(Calendar),
     Rate_(Rate),
     DayCounter_(DayCounter),
     Permanent_(Permanent) {
               
         processVariant(Rate);
         
 }
Beispiel #5
0
void PacketDecodeNode::inputsUpdated( qint64 pTimeStamp )
{
	NodeControlBase::inputsUpdated( pTimeStamp );

	mValOutputData->variantClear();

	fugio::PinVariantIterator	Packets( mPinInputPackets );

	for( int i = 0 ; i < Packets.count() ; i++ )
	{
		processVariant( Packets.index( i ) );
	}

	if( mValOutputData->variantCount() )
	{
		pinUpdated( mPinOutputData );
	}
}
Beispiel #6
0
 qlSabrVolSurface::qlSabrVolSurface(
         const std::string& ObjectId,
         const std::string& InterestRateIndex,
         const std::string& BlackAtmVolCurve,
         const std::vector<ObjectHandler::property_t>& OptionTenors,
         const std::vector<double>& AtmRateSpreads,
         const std::vector<std::vector<ObjectHandler::property_t> >& VolatilitiesQuotes,
         bool Permanent) :
     ObjectHandler::ValueObject(ObjectId, "qlSabrVolSurface", Permanent),
     InterestRateIndex_(InterestRateIndex),
     BlackAtmVolCurve_(BlackAtmVolCurve),
     OptionTenors_(OptionTenors),
     AtmRateSpreads_(AtmRateSpreads),
     VolatilitiesQuotes_(VolatilitiesQuotes),
     Permanent_(Permanent) {
               
         processPrecedentID(InterestRateIndex);
         processPrecedentID(BlackAtmVolCurve);
         processVariant(VolatilitiesQuotes);
         
 }
Beispiel #7
0
 qlFlatForward::qlFlatForward(
         const std::string& ObjectId,
         long NDays,
         const std::string& Calendar,
         const ObjectHandler::property_t& Rate,
         const std::string& DayCounter,
         const std::string& Compounding,
         const std::string& Frequency,
         bool Permanent) :
     ObjectHandler::ValueObject(ObjectId, "qlFlatForward", Permanent),
     NDays_(NDays),
     Calendar_(Calendar),
     Rate_(Rate),
     DayCounter_(DayCounter),
     Compounding_(Compounding),
     Frequency_(Frequency),
     Permanent_(Permanent) {
               
         processVariant(Rate);
         
 }
Beispiel #8
0
void PacketEncodeNode::inputsUpdated( qint64 pTimeStamp )
{
	NodeControlBase::inputsUpdated( pTimeStamp );

	if( mPinInputData->isUpdated( pTimeStamp ) )
	{
		mValOutputPacket->variantClear();

		fugio::PinVariantIterator	Data( mPinInputData );

		for( int i = 0 ; i < Data.count() ; i++ )
		{
			processVariant( Data.index( i ) );
		}

		if( mValOutputPacket->variantCount() )
		{
			pinUpdated( mPinOutputPacket );
		}
	}
}
Beispiel #9
0
 qlAbcdAtmVolCurve::qlAbcdAtmVolCurve(
         const std::string& ObjectId,
         long SettlementDays,
         const std::string& Calendar,
         const std::vector<ObjectHandler::property_t>& OptionTenors,
         const std::vector<ObjectHandler::property_t>& VolatilitiesQuotes,
         const std::vector<bool>& InclusionInInterpolation,
         const std::string& Convention,
         const std::string& DayCounter,
         bool Permanent) :
     ObjectHandler::ValueObject(ObjectId, "qlAbcdAtmVolCurve", Permanent),
     SettlementDays_(SettlementDays),
     Calendar_(Calendar),
     OptionTenors_(OptionTenors),
     VolatilitiesQuotes_(VolatilitiesQuotes),
     InclusionInInterpolation_(InclusionInInterpolation),
     Convention_(Convention),
     DayCounter_(DayCounter),
     Permanent_(Permanent) {
               
         processVariant(VolatilitiesQuotes);
         
 }
int main(int argc, char *argv[])
{
struct sqlConnection *conn2, *conn3;
  
char query2[256], query3[256];
struct sqlResult *sr2, *sr3;
char **row2, **row3;
char *proteinDb;
char *database;
char *acc, *start, *end;

char *accession;
char *displayID;
char *division;
char *extDB;
char *extAC;

char *proteinDataDate;
char *genomeRelease;
int  i;

char *swissID, *pdb;
char *name, *chrom, *strand, *txStart, *txEnd, *cdsStart, *cdsEnd,
     *exonCount, *exonStarts, *exonEnds;
int iStart;
char *varId;

char *aaSeq;
char *lenStr;
int  varLen;
char *orig;
int aaSeqLen;
char *outFileName;
char baseAa, variantAa;
char *origSeq;
char *varSeq;
FILE   *outf;

if (argc != 4) usage();
proteinDb = argv[1];
database  = argv[2];
outFileName   = argv[3];

hSetDb(database);
outf = mustOpen(outFileName, "w");
conn2 = sqlConnect(proteinDb);
conn3 = sqlConnect(proteinDb);
	
sprintf(query2,"select * from %s.dv", database);

sr2 = sqlMustGetResult(conn2, query2);
row2 = sqlNextRow(sr2);
while (row2 != NULL)
    {
    acc 	= row2[0];
    start 	= row2[1];
    lenStr 	= row2[2];
    origSeq 	= row2[3];
    varSeq      = row2[4];
    varId       = row2[5];
    
    iStart = atoi(start);
    varLen = atoi(lenStr);
   
    /* get protein sequence */
    sprintf(query3, "select val from %s.protein where acc='%s'", proteinDb, acc);
    sr3      = sqlMustGetResult(conn3, query3);
    row3     = sqlNextRow(sr3);
    aaSeq    = row3[0];
    aaSeqLen = strlen(aaSeq);
    
    if (strlen(varSeq) >= 255) 
	{
        fprintf(stderr,"varSeq longer than 255 AA: \t%s\t%s\n", varSeq, varId);
	*(varSeq+255) = '\0';
	}

    processVariant(database, acc, aaSeqLen, iStart, varLen, origSeq, varSeq, varId, outf); 
    sqlFreeResult(&sr3);
    
    row2 = sqlNextRow(sr2);
    }
    
sqlFreeResult(&sr2);
fclose(outf);
fflush(stdout);

printf("np=%d np0=%d np1=%d not covered = %d\n", np, np0, np1, np - np0 - np1);fflush(stdout);
printf("nn=%d nn0=%d nn1=%d not covered = %d\n", nn, nn0, nn1, nn - nn0 - nn1);fflush(stdout);
return(0);
}