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120 lines (94 loc) · 2.15 KB
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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#ifndef defaulttermstructures_h
#define defaulttermstructures_h
#include <nan.h>
#include <string>
#include <queue>
#include <utility>
#include "../quantlibxl.hpp"
#include <oh/objecthandler.hpp>
using namespace node;
using namespace v8;
using namespace std;
class RelinkableHandleDefaultProbabilityTermStructureWorker {
public:
string mObjectID;
string mCurrentLink;
string mReturnValue;
string mError;
RelinkableHandleDefaultProbabilityTermStructureWorker(
string ObjectID
, string CurrentLink
)
{
mObjectID = ObjectID;
mCurrentLink = CurrentLink;
};
void Execute();
};
class FlatHazardRateWorker {
public:
string mObjectID;
long mNDays;
string mCalendar;
ObjectHandler::property_t mRate;
string mDayCounter;
string mReturnValue;
string mError;
FlatHazardRateWorker(
string ObjectID
, long NDays
, string Calendar
, ObjectHandler::property_t Rate
, string DayCounter
)
{
mObjectID = ObjectID;
mNDays = NDays;
mCalendar = Calendar;
mRate = Rate;
mDayCounter = DayCounter;
};
void Execute();
};
class DefaultTSDefaultProbabilityWorker {
public:
string mObjectID;
std::vector<ObjectHandler::property_t> mDates;
bool mAllowExtrapolation;
std::vector<double> mReturnValue;
string mError;
DefaultTSDefaultProbabilityWorker(
string ObjectID
, std::vector<ObjectHandler::property_t> Dates
, bool AllowExtrapolation
)
{
mObjectID = ObjectID;
mDates = Dates;
mAllowExtrapolation = AllowExtrapolation;
};
void Execute();
};
class ProbabilityToHRWorker {
public:
double mProbability;
ObjectHandler::property_t mDate;
string mDayCounter;
double mReturnValue;
string mError;
ProbabilityToHRWorker(
double Probability
, ObjectHandler::property_t Date
, string DayCounter
)
{
mProbability = Probability;
mDate = Date;
mDayCounter = DayCounter;
};
void Execute();
};
#endif