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4854 lines (3659 loc) · 120 KB
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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#include <nan.h>
#include <string.h>
#include "leg.hpp"
#include <qlo/qladdindefines.hpp>
#include <qlo/couponvectors.hpp>
#include <qlo/conundrumpricer.hpp>
#include <qlo/termstructures.hpp>
#include <qlo/capfloor.hpp>
#include <qlo/swap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/instruments/swap.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 LegWorker::Execute(){
try{
// convert input datatypes to QuantLib datatypes
std::vector<QuantLib::Date> DatesLib = ObjectHandler::vector::convert2<QuantLib::Date>(
mDates, "Dates");
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlLeg(
mObjectID,
mAmounts,
mDates,
mToBeSorted,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::Leg(
valueObject,
mAmounts,
DatesLib,
mToBeSorted,
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 LegWorker::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::Leg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsArray()) {
return Nan::ThrowError("Amounts is required.");
}
if (info.Length() == 2 || !info[2]->IsArray()) {
return Nan::ThrowError("Dates is required.");
}
if (info.Length() == 3 || !info[3]->IsBoolean()) {
return Nan::ThrowError("ToBeSorted is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
std::vector<double>AmountsCpp;
Local<Array> AmountsArray = info[1].As<Array>();
for (unsigned int i = 0; i < AmountsArray->Length(); i++){
AmountsCpp.push_back(Nan::To<double>(Nan::Get(AmountsArray, i).ToLocalChecked()).FromJust());
}
// convert js argument to c++ type
std::vector<ObjectHandler::property_t>DatesCpp;
Local<Array> DatesArray = info[2].As<Array>();
for (unsigned int i = 0; i < DatesArray->Length(); i++){
ObjectHandler::property_t tmp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(Nan::Get(DatesArray, i).ToLocalChecked()).FromJust()));
DatesCpp.push_back(tmp);
}
// convert js argument to c++ type
bool ToBeSortedCpp = Nan::To<bool>(info[3]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[4].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new LegWorker(
callback
,ObjectIDCpp
,AmountsCpp
,DatesCpp
,ToBeSortedCpp
));
}
//LegWorker::~LegWorker(){
//
//}
//void LegWorker::Destroy(){
//
//}
void LegFromCapFloorWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(CapFloorLibObjPtr, mCapFloor,
QuantLibAddin::CapFloor, QuantLib::CapFloor)
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlLegFromCapFloor(
mObjectID,
mCapFloor,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::Leg(
valueObject,
CapFloorLibObjPtr,
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 LegFromCapFloorWorker::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::LegFromCapFloor) {
// 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("CapFloor 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 strCapFloor(info[1]->ToString());
string CapFloorCpp(strdup(*strCapFloor));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new LegFromCapFloorWorker(
callback
,ObjectIDCpp
,CapFloorCpp
));
}
//LegFromCapFloorWorker::~LegFromCapFloorWorker(){
//
//}
//void LegFromCapFloorWorker::Destroy(){
//
//}
void LegFromSwapWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(SwapLibObjPtr, mSwap,
QuantLibAddin::Swap, QuantLib::Swap)
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlLegFromSwap(
mObjectID,
mSwap,
mLegNumber,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::Leg(
valueObject,
SwapLibObjPtr,
mLegNumber,
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 LegFromSwapWorker::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::LegFromSwap) {
// 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("Swap is required.");
}
if (info.Length() == 2 || !info[2]->IsNumber()) {
return Nan::ThrowError("LegNumber 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 strSwap(info[1]->ToString());
string SwapCpp(strdup(*strSwap));
// convert js argument to c++ type
long LegNumberCpp = 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 LegFromSwapWorker(
callback
,ObjectIDCpp
,SwapCpp
,LegNumberCpp
));
}
//LegFromSwapWorker::~LegFromSwapWorker(){
//
//}
//void LegFromSwapWorker::Destroy(){
//
//}
void MultiPhaseLegWorker::Execute(){
try{
// convert object IDs into library objects
std::vector< boost::shared_ptr<QuantLibAddin::Leg> > LegIDsObjPtr =
ObjectHandler::getObjectVector<QuantLibAddin::Leg>(mLegIDs);
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlMultiPhaseLeg(
mObjectID,
mLegIDs,
mToBeSorted,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::MultiPhaseLeg(
valueObject,
LegIDsObjPtr,
mToBeSorted,
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 MultiPhaseLegWorker::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::MultiPhaseLeg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsArray()) {
return Nan::ThrowError("LegIDs is required.");
}
if (info.Length() == 2 || !info[2]->IsBoolean()) {
return Nan::ThrowError("ToBeSorted is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
std::vector<string>LegIDsCpp;
Local<Array> LegIDsArray = info[1].As<Array>();
for (unsigned int i = 0; i < LegIDsArray->Length(); i++){
String::Utf8Value strLegIDs(Nan::Get(LegIDsArray, i).ToLocalChecked()->ToString());
LegIDsCpp.push_back(strdup(*strLegIDs));
}
// convert js argument to c++ type
bool ToBeSortedCpp = Nan::To<bool>(info[2]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[3].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new MultiPhaseLegWorker(
callback
,ObjectIDCpp
,LegIDsCpp
,ToBeSortedCpp
));
}
//MultiPhaseLegWorker::~MultiPhaseLegWorker(){
//
//}
//void MultiPhaseLegWorker::Destroy(){
//
//}
void InterestRateWorker::Execute(){
try{
// convert input datatypes to QuantLib enumerated datatypes
QuantLib::DayCounter DayCounterEnum =
ObjectHandler::Create<QuantLib::DayCounter>()(mDayCounter);
// convert input datatypes to QuantLib enumerated datatypes
QuantLib::Compounding CompoundingEnum =
ObjectHandler::Create<QuantLib::Compounding>()(mCompounding);
// convert input datatypes to QuantLib enumerated datatypes
QuantLib::Frequency FrequencyEnum =
ObjectHandler::Create<QuantLib::Frequency>()(mFrequency);
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlInterestRate(
mObjectID,
mRate,
mDayCounter,
mCompounding,
mFrequency,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::InterestRate(
valueObject,
mRate,
DayCounterEnum,
CompoundingEnum,
FrequencyEnum,
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 InterestRateWorker::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::InterestRate) {
// 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("Rate is required.");
}
if (info.Length() == 2 || !info[2]->IsString()) {
return Nan::ThrowError("DayCounter is required.");
}
if (info.Length() == 3 || !info[3]->IsString()) {
return Nan::ThrowError("Compounding is required.");
}
if (info.Length() == 4 || !info[4]->IsString()) {
return Nan::ThrowError("Frequency 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 RateCpp = Nan::To<double>(info[1]).FromJust();
// convert js argument to c++ type
String::Utf8Value strDayCounter(info[2]->ToString());
string DayCounterCpp(strdup(*strDayCounter));
// convert js argument to c++ type
String::Utf8Value strCompounding(info[3]->ToString());
string CompoundingCpp(strdup(*strCompounding));
// convert js argument to c++ type
String::Utf8Value strFrequency(info[4]->ToString());
string FrequencyCpp(strdup(*strFrequency));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[5].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InterestRateWorker(
callback
,ObjectIDCpp
,RateCpp
,DayCounterCpp
,CompoundingCpp
,FrequencyCpp
));
}
//InterestRateWorker::~InterestRateWorker(){
//
//}
//void InterestRateWorker::Destroy(){
//
//}
void LegFlowAnalysisWorker::Execute(){
try{
// convert input datatypes to QuantLib datatypes
QuantLib::Date AfterDateLib = ObjectHandler::convert2<QuantLib::Date>(
mAfterDate, "AfterDate");
// convert object IDs into library objects
OH_GET_OBJECT(ObjectIDObjPtr, mObjectID, QuantLibAddin::Leg)
std::vector< std::vector<ObjectHandler::property_t> > returnValue;
// invoke the member function
returnValue = ObjectIDObjPtr->flowAnalysis(
AfterDateLib
);
mReturnValue = ObjectHandler::matrix::convert2<string>(returnValue,"returnValue");
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void LegFlowAnalysisWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<Array> tmpMatrix = Nan::New<Array>(mReturnValue.size());
for (unsigned int i = 0; i < mReturnValue.size(); i++) {
Local<Array> tmpArray = Nan::New<Array>(mReturnValue[i].size());
for (unsigned int j = 0; j < mReturnValue[i].size(); j++) {
Nan::Set(tmpArray,j,Nan::New<String>(mReturnValue[i][j]).ToLocalChecked());
}
Nan::Set(tmpMatrix,i,tmpArray);
}
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
tmpMatrix
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::LegFlowAnalysis) {
// 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 AfterDateCpp =
ObjectHandler::property_t(static_cast<long>(Nan::To<int32_t>(info[1]).FromJust()));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new LegFlowAnalysisWorker(
callback
,ObjectIDCpp
,AfterDateCpp
));
}
//LegFlowAnalysisWorker::~LegFlowAnalysisWorker(){
//
//}
//void LegFlowAnalysisWorker::Destroy(){
//
//}
void LegSetCouponPricersWorker::Execute(){
try{
// convert object IDs into library objects
std::vector< boost::shared_ptr<QuantLibAddin::FloatingRateCouponPricer> > FloatingRateCouponPricerObjPtr =
ObjectHandler::getObjectVector<QuantLibAddin::FloatingRateCouponPricer>(mFloatingRateCouponPricer);
// convert object IDs into library objects
OH_GET_OBJECT(ObjectIDObjPtr, mObjectID, QuantLibAddin::Leg)
// invoke the member function
ObjectIDObjPtr->setCouponPricers(
FloatingRateCouponPricerObjPtr
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void LegSetCouponPricersWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::Null()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::LegSetCouponPricers) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsArray()) {
return Nan::ThrowError("FloatingRateCouponPricer is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
std::vector<string>FloatingRateCouponPricerCpp;
Local<Array> FloatingRateCouponPricerArray = info[1].As<Array>();
for (unsigned int i = 0; i < FloatingRateCouponPricerArray->Length(); i++){
String::Utf8Value strFloatingRateCouponPricer(Nan::Get(FloatingRateCouponPricerArray, i).ToLocalChecked()->ToString());
FloatingRateCouponPricerCpp.push_back(strdup(*strFloatingRateCouponPricer));
}
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new LegSetCouponPricersWorker(
callback
,ObjectIDCpp
,FloatingRateCouponPricerCpp
));
}
//LegSetCouponPricersWorker::~LegSetCouponPricersWorker(){
//
//}
//void LegSetCouponPricersWorker::Destroy(){
//
//}
void InterestRateRateWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::InterestRate, QuantLib::InterestRate)
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->rate(
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InterestRateRateWorker::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::InterestRateRate) {
// 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 InterestRateRateWorker(
callback
,ObjectIDCpp
));
}
//InterestRateRateWorker::~InterestRateRateWorker(){
//
//}
//void InterestRateRateWorker::Destroy(){
//
//}
void InterestRateDayCounterWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::InterestRate, QuantLib::InterestRate)
// invoke the member function
QuantLib::DayCounter returnValue = ObjectIDLibObjPtr->dayCounter(
);
std::ostringstream os;
os << returnValue;
mReturnValue = os.str();
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InterestRateDayCounterWorker::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::InterestRateDayCounter) {
// 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 InterestRateDayCounterWorker(
callback
,ObjectIDCpp
));
}
//InterestRateDayCounterWorker::~InterestRateDayCounterWorker(){
//
//}
//void InterestRateDayCounterWorker::Destroy(){
//
//}
void InterestRateCompoundingWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::InterestRate, QuantLib::InterestRate)
// invoke the member function
QuantLib::Compounding returnValue = ObjectIDLibObjPtr->compounding(
);
std::ostringstream os;
os << returnValue;
mReturnValue = os.str();
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InterestRateCompoundingWorker::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::InterestRateCompounding) {
// 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 InterestRateCompoundingWorker(
callback
,ObjectIDCpp
));
}
//InterestRateCompoundingWorker::~InterestRateCompoundingWorker(){
//
//}
//void InterestRateCompoundingWorker::Destroy(){
//
//}
void InterestRateFrequencyWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::InterestRate, QuantLib::InterestRate)
// invoke the member function
QuantLib::Frequency returnValue = ObjectIDLibObjPtr->frequency(
);
std::ostringstream os;
os << returnValue;
mReturnValue = os.str();
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InterestRateFrequencyWorker::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::InterestRateFrequency) {
// 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 InterestRateFrequencyWorker(
callback
,ObjectIDCpp
));
}
//InterestRateFrequencyWorker::~InterestRateFrequencyWorker(){
//
//}
//void InterestRateFrequencyWorker::Destroy(){
//
//}
void InterestRateDiscountFactorWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::InterestRate, QuantLib::InterestRate)
// 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 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");
// invoke the member function
QuantLib::Real returnValue = ObjectIDLibObjPtr->discountFactor(
StartDateLib
,
EndDateLib