-
Notifications
You must be signed in to change notification settings - Fork 7
Expand file tree
/
Copy pathforwardrateagreement.hpp
More file actions
154 lines (108 loc) · 2.5 KB
/
Copy pathforwardrateagreement.hpp
File metadata and controls
154 lines (108 loc) · 2.5 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#ifndef forwardrateagreement_h
#define forwardrateagreement_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 FRAWorker : public Nan::AsyncWorker {
public:
string mObjectID;
ObjectHandler::property_t mValueDate;
ObjectHandler::property_t mMaturityDate;
string mPosition;
double mStrike;
double mNotional;
string mIborIndex;
ObjectHandler::property_t mYieldCurve;
string mReturnValue;
string mError;
FRAWorker(
Nan::Callback *callback
,string ObjectID
,ObjectHandler::property_t ValueDate
,ObjectHandler::property_t MaturityDate
,string Position
,double Strike
,double Notional
,string IborIndex
,ObjectHandler::property_t YieldCurve
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mValueDate(ValueDate)
,mMaturityDate(MaturityDate)
,mPosition(Position)
,mStrike(Strike)
,mNotional(Notional)
,mIborIndex(IborIndex)
,mYieldCurve(YieldCurve)
{
};
//~FRAWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class FRAforwardRateWorker : public Nan::AsyncWorker {
public:
string mObjectID;
double mReturnValue;
string mError;
FRAforwardRateWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~FRAforwardRateWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class FRAforwardValueWorker : public Nan::AsyncWorker {
public:
string mObjectID;
double mReturnValue;
string mError;
FRAforwardValueWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~FRAforwardValueWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class FRAspotValueWorker : public Nan::AsyncWorker {
public:
string mObjectID;
double mReturnValue;
string mError;
FRAspotValueWorker(
Nan::Callback *callback
,string ObjectID
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
{
};
//~FRAspotValueWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
#endif