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974 lines (727 loc) · 25.2 KB
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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#include <nan.h>
#include <string.h>
#include "rangeaccrual.hpp"
#include <qlo/qladdindefines.hpp>
#include <qlo/rangeaccrual.hpp>
#include <qlo/indexes/iborindex.hpp>
#include <qlo/schedule.hpp>
#include <qlo/smilesection.hpp>
#include <qlo/termstructures.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/cashflows/rangeaccrual.hpp>
#include <ql/indexes/iborindex.hpp>
#include <oh/objecthandler.hpp>
#include <oh/conversions/getobjectvector.hpp>
#include <qlo/valueobjects/vo_all.hpp>
#include <qlo/conversions/all.hpp>
#include "../loop.hpp"
void RangeAccrualFloatersCouponWorker::Execute(){
try{
// convert input datatypes to QuantLib datatypes
QuantLib::Date PaymentDateLib = ObjectHandler::convert2<QuantLib::Date>(
mPaymentDate, "PaymentDate");
// convert object IDs into library objects
OH_GET_REFERENCE(IborIndexLibObjPtr, mIborIndex,
QuantLibAddin::IborIndex, QuantLib::IborIndex)
// convert input datatypes to QuantLib datatypes
QuantLib::Date StartDateLib = ObjectHandler::convert2<QuantLib::Date>(
mStartDate, "StartDate");
// convert input datatypes to QuantLib datatypes
QuantLib::Date EndDateLib = ObjectHandler::convert2<QuantLib::Date>(
mEndDate, "EndDate");
// convert input datatypes to QuantLib enumerated datatypes
QuantLib::DayCounter DayCountIDEnum =
ObjectHandler::Create<QuantLib::DayCounter>()(mDayCountID);
// convert input datatypes to QuantLib datatypes
QuantLib::Date RefPeriodStartLib = ObjectHandler::convert2<QuantLib::Date>(
mRefPeriodStart, "RefPeriodStart");
// convert input datatypes to QuantLib datatypes
QuantLib::Date RefPeriodEndLib = ObjectHandler::convert2<QuantLib::Date>(
mRefPeriodEnd, "RefPeriodEnd");
// convert object IDs into library objects
OH_GET_REFERENCE(ObserSchedIDLibObjPtr, mObserSchedID,
QuantLibAddin::Schedule, QuantLib::Schedule)
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlRangeAccrualFloatersCoupon(
mObjectID,
mNominal,
mPaymentDate,
mIborIndex,
mStartDate,
mEndDate,
mFixingDays,
mDayCountID,
mGearings,
mSpreads,
mRefPeriodStart,
mRefPeriodEnd,
mObserSchedID,
mLowerTrigger,
mUpperTrigger,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::RangeAccrualFloatersCoupon(
valueObject,
mNominal,
PaymentDateLib,
IborIndexLibObjPtr,
StartDateLib,
EndDateLib,
mFixingDays,
DayCountIDEnum,
mGearings,
mSpreads,
RefPeriodStartLib,
RefPeriodEndLib,
ObserSchedIDLibObjPtr,
mLowerTrigger,
mUpperTrigger,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCoupon) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Nominal is required.");
}
if (info.Length() == 3 || !info[3]->IsString()) {
return Nan::ThrowError("IborIndex is required.");
}
if (info.Length() == 6 || !info[6]->IsNumber()) {
return Nan::ThrowError("FixingDays is required.");
}
if (info.Length() == 7 || !info[7]->IsString()) {
return Nan::ThrowError("DayCountID is required.");
}
if (info.Length() == 8 || !info[8]->IsNumber()) {
return Nan::ThrowError("Gearings is required.");
}
if (info.Length() == 9 || !info[9]->IsNumber()) {
return Nan::ThrowError("Spreads is required.");
}
if (info.Length() == 12 || !info[12]->IsString()) {
return Nan::ThrowError("ObserSchedID is required.");
}
if (info.Length() == 13 || !info[13]->IsNumber()) {
return Nan::ThrowError("LowerTrigger is required.");
}
if (info.Length() == 14 || !info[14]->IsNumber()) {
return Nan::ThrowError("UpperTrigger is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
double NominalCpp = Nan::To<double>(info[1]).FromJust();
// convert js argument to c++ type
ObjectHandler::property_t PaymentDateCpp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(info[2]).FromJust()));
// convert js argument to c++ type
String::Utf8Value strIborIndex(info[3]->ToString());
string IborIndexCpp(strdup(*strIborIndex));
// convert js argument to c++ type
ObjectHandler::property_t StartDateCpp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(info[4]).FromJust()));
// convert js argument to c++ type
ObjectHandler::property_t EndDateCpp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(info[5]).FromJust()));
// convert js argument to c++ type
long FixingDaysCpp = Nan::To<int32_t>(info[6]).FromJust();
// convert js argument to c++ type
String::Utf8Value strDayCountID(info[7]->ToString());
string DayCountIDCpp(strdup(*strDayCountID));
// convert js argument to c++ type
double GearingsCpp = Nan::To<double>(info[8]).FromJust();
// convert js argument to c++ type
double SpreadsCpp = Nan::To<double>(info[9]).FromJust();
// convert js argument to c++ type
ObjectHandler::property_t RefPeriodStartCpp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(info[10]).FromJust()));
// convert js argument to c++ type
ObjectHandler::property_t RefPeriodEndCpp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(info[11]).FromJust()));
// convert js argument to c++ type
String::Utf8Value strObserSchedID(info[12]->ToString());
string ObserSchedIDCpp(strdup(*strObserSchedID));
// convert js argument to c++ type
double LowerTriggerCpp = Nan::To<double>(info[13]).FromJust();
// convert js argument to c++ type
double UpperTriggerCpp = Nan::To<double>(info[14]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[15].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponWorker(
callback
,ObjectIDCpp
,NominalCpp
,PaymentDateCpp
,IborIndexCpp
,StartDateCpp
,EndDateCpp
,FixingDaysCpp
,DayCountIDCpp
,GearingsCpp
,SpreadsCpp
,RefPeriodStartCpp
,RefPeriodEndCpp
,ObserSchedIDCpp
,LowerTriggerCpp
,UpperTriggerCpp
));
}
//RangeAccrualFloatersCouponWorker::~RangeAccrualFloatersCouponWorker(){
//
//}
//void RangeAccrualFloatersCouponWorker::Destroy(){
//
//}
void RangeAccrualFloatersCouponFromLegWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_UNDERLYING(RangeAccrualLegLibObj, mRangeAccrualLeg,
QuantLibAddin::Leg, QuantLib::Leg)
// convert input datatypes to QuantLib datatypes
QuantLib::Size PositionLib;
QuantLibAddin::cppToLibrary(mPosition, PositionLib);
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlRangeAccrualFloatersCouponFromLeg(
mObjectID,
mRangeAccrualLeg,
mPosition,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::RangeAccrualFloatersCoupon(
valueObject,
RangeAccrualLegLibObj,
PositionLib,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponFromLegWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCouponFromLeg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsString()) {
return Nan::ThrowError("RangeAccrualLeg is required.");
}
if (info.Length() == 2 || !info[2]->IsNumber()) {
return Nan::ThrowError("Position is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
String::Utf8Value strRangeAccrualLeg(info[1]->ToString());
string RangeAccrualLegCpp(strdup(*strRangeAccrualLeg));
// convert js argument to c++ type
long PositionCpp = Nan::To<int32_t>(info[2]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[3].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponFromLegWorker(
callback
,ObjectIDCpp
,RangeAccrualLegCpp
,PositionCpp
));
}
//RangeAccrualFloatersCouponFromLegWorker::~RangeAccrualFloatersCouponFromLegWorker(){
//
//}
//void RangeAccrualFloatersCouponFromLegWorker::Destroy(){
//
//}
void RangeAccrualPricerByBgmWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(SmileOnStartDateIDLibObjPtr, mSmileOnStartDateID,
QuantLibAddin::SmileSection, QuantLib::SmileSection)
// convert object IDs into library objects
OH_GET_REFERENCE(SmileOnEndDateIDLibObjPtr, mSmileOnEndDateID,
QuantLibAddin::SmileSection, QuantLib::SmileSection)
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlRangeAccrualPricerByBgm(
mObjectID,
mCorrelation,
mSmileOnStartDateID,
mSmileOnEndDateID,
mWithSmile,
mByCallSpread,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::RangeAccrualPricerByBgm(
valueObject,
mCorrelation,
SmileOnStartDateIDLibObjPtr,
SmileOnEndDateIDLibObjPtr,
mWithSmile,
mByCallSpread,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualPricerByBgmWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualPricerByBgm) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Correlation is required.");
}
if (info.Length() == 2 || !info[2]->IsString()) {
return Nan::ThrowError("SmileOnStartDateID is required.");
}
if (info.Length() == 3 || !info[3]->IsString()) {
return Nan::ThrowError("SmileOnEndDateID is required.");
}
if (info.Length() == 4 || !info[4]->IsBoolean()) {
return Nan::ThrowError("WithSmile is required.");
}
if (info.Length() == 5 || !info[5]->IsBoolean()) {
return Nan::ThrowError("ByCallSpread is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
double CorrelationCpp = Nan::To<double>(info[1]).FromJust();
// convert js argument to c++ type
String::Utf8Value strSmileOnStartDateID(info[2]->ToString());
string SmileOnStartDateIDCpp(strdup(*strSmileOnStartDateID));
// convert js argument to c++ type
String::Utf8Value strSmileOnEndDateID(info[3]->ToString());
string SmileOnEndDateIDCpp(strdup(*strSmileOnEndDateID));
// convert js argument to c++ type
bool WithSmileCpp = Nan::To<bool>(info[4]).FromJust();
// convert js argument to c++ type
bool ByCallSpreadCpp = Nan::To<bool>(info[5]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[6].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualPricerByBgmWorker(
callback
,ObjectIDCpp
,CorrelationCpp
,SmileOnStartDateIDCpp
,SmileOnEndDateIDCpp
,WithSmileCpp
,ByCallSpreadCpp
));
}
//RangeAccrualPricerByBgmWorker::~RangeAccrualPricerByBgmWorker(){
//
//}
//void RangeAccrualPricerByBgmWorker::Destroy(){
//
//}
void RangeAccrualFloatersCouponSetPricerWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// convert object IDs into library objects
OH_GET_REFERENCE(RangeAccrualPricerLibObjPtr, mRangeAccrualPricer,
QuantLibAddin::RangeAccrualPricer, QuantLib::RangeAccrualPricer)
// invoke the member function
ObjectIDLibObjPtr->setPricer(
RangeAccrualPricerLibObjPtr
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponSetPricerWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::Null()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCouponSetPricer) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsString()) {
return Nan::ThrowError("RangeAccrualPricer is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
String::Utf8Value strRangeAccrualPricer(info[1]->ToString());
string RangeAccrualPricerCpp(strdup(*strRangeAccrualPricer));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponSetPricerWorker(
callback
,ObjectIDCpp
,RangeAccrualPricerCpp
));
}
//RangeAccrualFloatersCouponSetPricerWorker::~RangeAccrualFloatersCouponSetPricerWorker(){
//
//}
//void RangeAccrualFloatersCouponSetPricerWorker::Destroy(){
//
//}
void RangeAccrualFloatersCouponObservationDatesWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// loop on the input parameter and populate the return vector
std::vector<QuantLib::Date> returnValue = ObjectIDLibObjPtr->observationDates(
);
mReturnValue = QuantLibAddin::libraryToVector(returnValue);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponObservationDatesWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<Array> tmpArray = Nan::New<Array>(mReturnValue.size());
for (unsigned int i = 0; i < mReturnValue.size(); i++) {
Nan::Set(tmpArray,i,Nan::New<Number>(mReturnValue[i]));
}
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
tmpArray
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCouponObservationDates) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponObservationDatesWorker(
callback
,ObjectIDCpp
));
}
//RangeAccrualFloatersCouponObservationDatesWorker::~RangeAccrualFloatersCouponObservationDatesWorker(){
//
//}
//void RangeAccrualFloatersCouponObservationDatesWorker::Destroy(){
//
//}
void RangeAccrualFloatersCouponStarDateWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// invoke the member function
QuantLib::Date returnValue = ObjectIDLibObjPtr->accrualStartDate(
);
mReturnValue = QuantLibAddin::libraryToScalar(returnValue);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponStarDateWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Number>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCouponStarDate) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponStarDateWorker(
callback
,ObjectIDCpp
));
}
//RangeAccrualFloatersCouponStarDateWorker::~RangeAccrualFloatersCouponStarDateWorker(){
//
//}
//void RangeAccrualFloatersCouponStarDateWorker::Destroy(){
//
//}
void RangeAccrualFloatersCouponEndDateWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// invoke the member function
QuantLib::Date returnValue = ObjectIDLibObjPtr->accrualEndDate(
);
mReturnValue = QuantLibAddin::libraryToScalar(returnValue);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponEndDateWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Number>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCouponEndDate) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponEndDateWorker(
callback
,ObjectIDCpp
));
}
//RangeAccrualFloatersCouponEndDateWorker::~RangeAccrualFloatersCouponEndDateWorker(){
//
//}
//void RangeAccrualFloatersCouponEndDateWorker::Destroy(){
//
//}
void RangeAccrualFloatersCouponObservationsNoWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// invoke the member function
QuantLib::Size returnValue = ObjectIDLibObjPtr->observationsNo(
);
mReturnValue = QuantLibAddin::libraryToScalar(returnValue);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersCouponObservationsNoWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Number>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersCouponObservationsNo) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersCouponObservationsNoWorker(
callback
,ObjectIDCpp
));
}
//RangeAccrualFloatersCouponObservationsNoWorker::~RangeAccrualFloatersCouponObservationsNoWorker(){
//
//}
//void RangeAccrualFloatersCouponObservationsNoWorker::Destroy(){
//
//}
void RangeAccrualFloatersPriceWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// convert object IDs into library objects
OH_GET_OBJECT(YieldCurveCoerce, mYieldCurve, ObjectHandler::Object)
QuantLib::Handle<QuantLib::YieldTermStructure> YieldCurveLibObj =
QuantLibAddin::CoerceHandle<
QuantLibAddin::YieldTermStructure,
QuantLib::YieldTermStructure>()(
YieldCurveCoerce);
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->price(
YieldCurveLibObj
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RangeAccrualFloatersPriceWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Number>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::RangeAccrualFloatersPrice) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
ObjectHandler::property_t YieldCurveCpp =
ObjectHandler::property_t(static_cast<double>(Nan::To<double>(info[1]).FromJust()));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RangeAccrualFloatersPriceWorker(
callback
,ObjectIDCpp
,YieldCurveCpp
));
}
//RangeAccrualFloatersPriceWorker::~RangeAccrualFloatersPriceWorker(){
//
//}
//void RangeAccrualFloatersPriceWorker::Destroy(){
//
//}
void SimpleFloaterPriceWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::RangeAccrualFloatersCoupon, QuantLib::RangeAccrualFloatersCoupon)
// convert object IDs into library objects
OH_GET_OBJECT(YieldCurveCoerce, mYieldCurve, ObjectHandler::Object)
QuantLib::Handle<QuantLib::YieldTermStructure> YieldCurveLibObj =
QuantLibAddin::CoerceHandle<
QuantLibAddin::YieldTermStructure,
QuantLib::YieldTermStructure>()(
YieldCurveCoerce);
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->priceWithoutOptionality(
YieldCurveLibObj
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void SimpleFloaterPriceWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Number>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::SimpleFloaterPrice) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
ObjectHandler::property_t YieldCurveCpp =
ObjectHandler::property_t(static_cast<double>(Nan::To<double>(info[1]).FromJust()));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new SimpleFloaterPriceWorker(
callback
,ObjectIDCpp
,YieldCurveCpp
));
}
//SimpleFloaterPriceWorker::~SimpleFloaterPriceWorker(){
//
//}
//void SimpleFloaterPriceWorker::Destroy(){
//
//}