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defaulttermstructures.hpp
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160 lines (114 loc) · 2.84 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 "../quantlibnode.hpp"
#include <oh/objecthandler.hpp>
using namespace node;
using namespace v8;
using namespace std;
class RelinkableHandleDefaultProbabilityTermStructureWorker : public Nan::AsyncWorker {
public:
string mObjectID;
string mCurrentLink;
string mReturnValue;
string mError;
RelinkableHandleDefaultProbabilityTermStructureWorker(
Nan::Callback *callback
,string ObjectID
,string CurrentLink
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mCurrentLink(CurrentLink)
{
};
//~RelinkableHandleDefaultProbabilityTermStructureWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class FlatHazardRateWorker : public Nan::AsyncWorker {
public:
string mObjectID;
long mNDays;
string mCalendar;
ObjectHandler::property_t mRate;
string mDayCounter;
string mReturnValue;
string mError;
FlatHazardRateWorker(
Nan::Callback *callback
,string ObjectID
,long NDays
,string Calendar
,ObjectHandler::property_t Rate
,string DayCounter
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mNDays(NDays)
,mCalendar(Calendar)
,mRate(Rate)
,mDayCounter(DayCounter)
{
};
//~FlatHazardRateWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class DefaultTSDefaultProbabilityWorker : public Nan::AsyncWorker {
public:
string mObjectID;
std::vector<ObjectHandler::property_t> mDates;
bool mAllowExtrapolation;
std::vector<double> mReturnValue;
string mError;
DefaultTSDefaultProbabilityWorker(
Nan::Callback *callback
,string ObjectID
,std::vector<ObjectHandler::property_t> Dates
,bool AllowExtrapolation
):
Nan::AsyncWorker(callback)
,mObjectID(ObjectID)
,mDates(Dates)
,mAllowExtrapolation(AllowExtrapolation)
{
};
//~DefaultTSDefaultProbabilityWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
class ProbabilityToHRWorker : public Nan::AsyncWorker {
public:
double mProbability;
ObjectHandler::property_t mDate;
string mDayCounter;
double mReturnValue;
string mError;
ProbabilityToHRWorker(
Nan::Callback *callback
,double Probability
,ObjectHandler::property_t Date
,string DayCounter
):
Nan::AsyncWorker(callback)
,mProbability(Probability)
,mDate(Date)
,mDayCounter(DayCounter)
{
};
//~ProbabilityToHRWorker();
//void Destroy();
void Execute();
void HandleOKCallback();
};
#endif