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| // test.cpp : définit le point d'entrée pour l'application console.
//
#include "stdafx.h"
#include<iostream>
#include<windows.h>
#include<map>
#include<string>
using namespace std;
namespace mido{
class ABC_YieldCurve;
}
typedef int (*buildDepoSwapCurve)(mido::ABC_YieldCurve *& depoSwapTermStructure, long asOfDate,
std::map<std::string, double>& depoInstruments, std::map<std::string, double>& swapInstruments, std::string& error );
int _tmain(int argc, _TCHAR* argv[])
{
buildDepoSwapCurve mybuildDepoSwapCurve;
HINSTANCE hinstLib = LoadLibrary(TEXT("YieldCurve.dll"));
if (hinstLib == NULL) {
printf("ERROR: unable to load DLL\n");
cin.get();
return 1;
}
mybuildDepoSwapCurve = (buildDepoSwapCurve)GetProcAddress(hinstLib, "buildDepoSwapCurve");
if (mybuildDepoSwapCurve == NULL) {
printf("ERROR: unable to find DLL function\n");
cin.get();
FreeLibrary(hinstLib);
return 1;
}
//Construction d'un depoInstruments
std::map<std::string,double> mydepoInstruments;
mydepoInstruments["1W"]=0.0382;
mydepoInstruments["1M"]=0.0372;
mydepoInstruments["3M"]=0.0363;
mydepoInstruments["6M"]=0.0353;
mydepoInstruments["9M"]=0.0348;
//Construction d'un swap instrument
std::map<std::string,double> mySwapInstruments;
mySwapInstruments["1Y"]=0.0345;
mySwapInstruments["2Y"]=0.037125;
mySwapInstruments["3Y"]=0.0398;
mySwapInstruments["5Y"]=0.0443;
mySwapInstruments["10Y"]=0.05165;
mySwapInstruments["15Y"]=0.055175;
mySwapInstruments["25Y"]=0.05165;
//l'objet myYieldCurve nul
mido::ABC_YieldCurve * myYieldCurve;
string t="";
cout<< mybuildDepoSwapCurve(myYieldCurve,40000,mydepoInstruments,mySwapInstruments,t)<<endl;;
cout<<"test";
cin.get();
FreeLibrary(hinstLib);
return 0;
} |
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