void CatBond::setupArguments(PricingEngine::arguments* args) const {
CatBond::arguments* arguments =
dynamic_cast<CatBond::arguments*>(args);
QL_REQUIRE(arguments != 0, "wrong arguments type");
Bond::setupArguments(args);
arguments->notionalRisk = notionalRisk_;
arguments->startDate = issueDate();
}
/* enregistre un TIPS */
DLLEXPORT xloper * xlInitiateAussieNote (const char * objectID_,
const double * issueDate_,
xloper * effectiveDate_,
xloper * firstCouponDate_,
xloper * lastCouponDate_,
const double * maturityDate_,
const double * couponRate_,
xloper * trigger_) {
boost::shared_ptr<ObjectHandler::FunctionCall> functionCall(
new ObjectHandler::FunctionCall("xlInitiateAussieNote")) ;
try {
QL_ENSURE(! functionCall->calledByFunctionWizard(), "") ;
// trigger pour provoquer le recalcul
ObjectHandler::validateRange(trigger_, "trigger") ;
ObjectHandler::validateRange(effectiveDate_, "effective Date") ;
ObjectHandler::validateRange(firstCouponDate_, "first Coupon Date") ;
ObjectHandler::validateRange(lastCouponDate_, "last Coupon Date") ;
ObjectHandler::ConvertOper myOper1(* effectiveDate_) ;
ObjectHandler::ConvertOper myOper2(* firstCouponDate_) ;
ObjectHandler::ConvertOper myOper3(* lastCouponDate_) ;
QuantLib::Date issueDate(static_cast<QuantLib::BigInteger>(* issueDate_)) ;
QuantLib::Date effectiveDate(myOper1.missing() ?
issueDate :
static_cast<QuantLib::Date>(myOper1)) ;
QuantLib::Date firstCouponDate(myOper2.missing() ?
QuantLib::Date() :
static_cast<QuantLib::Date>(myOper2)) ;
QuantLib::Date lastCouponDate(myOper3.missing() ?
QuantLib::Date() :
static_cast<QuantLib::Date>(myOper3)) ;
QuantLib::Date maturityDate(static_cast<QuantLib::BigInteger>(* maturityDate_)) ;
// Construction du value object
boost::shared_ptr<QuantLibAddin::ValueObjects::australianTreasuryNoteValueObject> myBondValueObject(
new QuantLibAddin::ValueObjects::australianTreasuryNoteValueObject(objectID_,
true)) ;
// instanciation de l'instrument
boost::shared_ptr<QuantLibAddin::australianTreasuryNoteObject> myBondObject(
new QuantLibAddin::australianTreasuryNoteObject(myBondValueObject,
issueDate,
effectiveDate,
firstCouponDate,
lastCouponDate,
maturityDate,
QuantLib::Rate(* couponRate_),
true)) ;
// stockage de l'objet
std::string returnValue =
ObjectHandler::RepositoryXL::instance().storeObject(objectID_,
myBondObject,
true) ; // on force la réécriture
static XLOPER returnOper ;
ObjectHandler::scalarToOper(returnValue, returnOper) ;
return & returnOper ;
} catch (std::exception & e) {
ObjectHandler::RepositoryXL::instance().logError(e.what(), functionCall) ;
static XLOPER returnOper ;
ObjectHandler::scalarToOper(e.what(), returnOper) ;
return & returnOper ;
}
} ;
