/*

Copyright (C) 2016 -2017 Jerry Jin

*/

#ifndef defaultbasket_h

#define defaultbasket_h

#include <nan.h>

#include <string>

#include <queue>

#include <utility>

#include "../quantlibnode.hpp"

#include <oh/objecthandler.hpp>

using namespace node;

using namespace v8;

using namespace std;

class CreditBasketWorker : public Nan::AsyncWorker {

public:

string mObjectID;

std::vector<string> mIssuerNames;

std::vector<string> mIssuers;

std::vector<double> mNotionals;

ObjectHandler::property_t mReferenceDate;

double mAttachmentRatio;

double mDettachmentRatio;

bool mAmortizing;

string mReturnValue;

string mError;

CreditBasketWorker(

Nan::Callback *callback

,string ObjectID

,std::vector<string> IssuerNames

,std::vector<string> Issuers

,std::vector<double> Notionals

,ObjectHandler::property_t ReferenceDate

,double AttachmentRatio

,double DettachmentRatio

,bool Amortizing

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mIssuerNames(IssuerNames)

,mIssuers(Issuers)

,mNotionals(Notionals)

,mReferenceDate(ReferenceDate)

,mAttachmentRatio(AttachmentRatio)

,mDettachmentRatio(DettachmentRatio)

,mAmortizing(Amortizing)

{

};

//~CreditBasketWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketSetLossModelWorker : public Nan::AsyncWorker {

public:

string mObjectID;

string mDefaultLossModel;

string mError;

CreditBasketSetLossModelWorker(

Nan::Callback *callback

,string ObjectID

,string DefaultLossModel

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDefaultLossModel(DefaultLossModel)

{

};

//~CreditBasketSetLossModelWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketSizeWorker : public Nan::AsyncWorker {

public:

string mObjectID;

long mReturnValue;

string mError;

CreditBasketSizeWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~CreditBasketSizeWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketLiveNotionalWorker : public Nan::AsyncWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

CreditBasketLiveNotionalWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~CreditBasketLiveNotionalWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketLossWorker : public Nan::AsyncWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

CreditBasketLossWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~CreditBasketLossWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketAttachLiveWorker : public Nan::AsyncWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

CreditBasketAttachLiveWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~CreditBasketAttachLiveWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketDetachLiveWorker : public Nan::AsyncWorker {

public:

string mObjectID;

double mReturnValue;

string mError;

CreditBasketDetachLiveWorker(

Nan::Callback *callback

,string ObjectID

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

{

};

//~CreditBasketDetachLiveWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class ExpectedTrancheLossWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mDateForLoss;

double mReturnValue;

string mError;

ExpectedTrancheLossWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t DateForLoss

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDateForLoss(DateForLoss)

{

};

//~ExpectedTrancheLossWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketPercentileWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mDateForLoss;

double mPercentileValue;

double mReturnValue;

string mError;

CreditBasketPercentileWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t DateForLoss

,double PercentileValue

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDateForLoss(DateForLoss)

,mPercentileValue(PercentileValue)

{

};

//~CreditBasketPercentileWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketESFWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mDateForLoss;

double mPercentileValue;

double mReturnValue;

string mError;

CreditBasketESFWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t DateForLoss

,double PercentileValue

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDateForLoss(DateForLoss)

,mPercentileValue(PercentileValue)

{

};

//~CreditBasketESFWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketNthEventPWorker : public Nan::AsyncWorker {

public:

string mObjectID;

long mEventOrder;

ObjectHandler::property_t mDateForLoss;

std::vector<double> mReturnValue;

string mError;

CreditBasketNthEventPWorker(

Nan::Callback *callback

,string ObjectID

,long EventOrder

,ObjectHandler::property_t DateForLoss

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mEventOrder(EventOrder)

,mDateForLoss(DateForLoss)

{

};

//~CreditBasketNthEventPWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketProbLossWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mDateForLoss;

double mLossFractionValue;

double mReturnValue;

string mError;

CreditBasketProbLossWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t DateForLoss

,double LossFractionValue

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDateForLoss(DateForLoss)

,mLossFractionValue(LossFractionValue)

{

};

//~CreditBasketProbLossWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketSplitLossWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mDateForLoss;

double mLossValue;

std::vector<double> mReturnValue;

string mError;

CreditBasketSplitLossWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t DateForLoss

,double LossValue

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDateForLoss(DateForLoss)

,mLossValue(LossValue)

{

};

//~CreditBasketSplitLossWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

class CreditBasketDefaulCorrelWorker : public Nan::AsyncWorker {

public:

string mObjectID;

ObjectHandler::property_t mDateCorrel;

long mIndexIssuer1;

long mIndexIssuer2;

double mReturnValue;

string mError;

CreditBasketDefaulCorrelWorker(

Nan::Callback *callback

,string ObjectID

,ObjectHandler::property_t DateCorrel

,long IndexIssuer1

,long IndexIssuer2

):

Nan::AsyncWorker(callback)

,mObjectID(ObjectID)

,mDateCorrel(DateCorrel)

,mIndexIssuer1(IndexIssuer1)

,mIndexIssuer2(IndexIssuer2)

{

};

//~CreditBasketDefaulCorrelWorker();

//void Destroy();

void Execute();

void HandleOKCallback();

};

#endif