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removed OreMgr/OreService
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‎OreAddin/ORETaskInvocation.vb

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -49,7 +49,7 @@ Module ORETaskInvocation
4949
Dim posWSseparator = InStr(resname, "!")
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If posWSseparator > 0 Then resname = resname.Substring(posWSseparator)
5151

52-
' first get data from RdotNet engine
52+
' first get data from ORE
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Dim resultData As Object = Nothing
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Dim columnNames As Object = Nothing
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Dim rowNames As Object = Nothing

‎OreAddin/OreAddinRibbon.vb

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -104,9 +104,9 @@ Public Class OREAddinRibbon
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"<group id='OREAddinGroup' label='General settings'>" +
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"<dropDown id='scriptDropDown' label='OREdefinition:' sizeString='12345678901234567890' getItemCount='GetItemCount' getItemID='GetItemID' getItemLabel='GetItemLabel' onAction='selectItem'/>" +
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"<buttonGroup id='buttonGroup'>" +
107-
"<toggleButton id='shell' label='run via Shell' onAction='toggleButton' getImage='getImage' getPressed='getPressed' tag='1' screentip='toggles whether to run ORE via Shell/Files in Batchmode' supertip='toggles whether to run R script via Shell/Files' />" +
108-
"<toggleButton id='task' label='run via Task' onAction='toggleButton' getImage='getImage' getPressed='getPressed' tag='2' screentip='toggles whether to run ORE via Task/Pipe in Onlinemode' supertip='toggles whether to run R script via RdotNet' />" +
109-
"</buttonGroup><toggleButton id='debug' label='debug script' onAction='toggleButton' getImage='getImage' getPressed='getPressed' tag='3' screentip='toggles whether to debug R script' supertip='toggles whether to debug R script (leave cmd shell open)' />" +
107+
"<toggleButton id='shell' label='run via Shell' onAction='toggleButton' getImage='getImage' getPressed='getPressed' tag='1' screentip='toggles whether to run ORE via Shell/Files in Batchmode' supertip='toggles whether to run ORE via Shell/Files' />" +
108+
"<toggleButton id='task' label='run via Task' onAction='toggleButton' getImage='getImage' getPressed='getPressed' tag='2' screentip='toggles whether to run ORE via Task/Pipe in Onlinemode' supertip='toggles whether to run ORE via InMemory Task' />" +
109+
"</buttonGroup><toggleButton id='debug' label='debug script' onAction='toggleButton' getImage='getImage' getPressed='getPressed' tag='3' screentip='toggles whether to debug ORE run' supertip='toggles whether to debug ORE run (leave cmd shell open)' />" +
110110
"" +
111111
"<dialogBoxLauncher><button id='dialog' label='About OREAddin' onAction='showAbout' tag='3' screentip='Show Aboutbox and refresh OREdefinitions from current Workbook'/></dialogBoxLauncher></group>" +
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"<group id='OREscriptsGroup' label='Run ORE-Jobs defined in WB/sheet names'>"

‎OreDB/Tables/ResultsTables.sql

Lines changed: 17 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,7 @@
11
use ORE;
22

33
CREATE TABLE ResultsFlows (
4-
AnalysisID varchar(30) not null,
4+
AnalysisID varchar(50) not null,
55
AnalysisDate datetime not null,
66
TradeID varchar(40) not null,
77
TradeType varchar(30) not null,
@@ -21,7 +21,7 @@ CREATE TABLE ResultsFlows (
2121
);
2222

2323
CREATE TABLE ResultsNPV (
24-
AnalysisID varchar(30) not null,
24+
AnalysisID varchar(50) not null,
2525
AnalysisDate datetime not null,
2626
TradeID varchar(40) not null,
2727
TradeType varchar(30) not null,
@@ -38,7 +38,7 @@ CREATE TABLE ResultsNPV (
3838
);
3939

4040
CREATE TABLE ResultsCurves (
41-
AnalysisID varchar(30) not null,
41+
AnalysisID varchar(50) not null,
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AnalysisDate datetime not null,
4343
Tenor varchar(10) null,
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HorizonDate datetime null,
@@ -47,7 +47,7 @@ CREATE TABLE ResultsCurves (
4747
);
4848

4949
CREATE TABLE ResultsXVA (
50-
AnalysisID varchar(30) not null,
50+
AnalysisID varchar(50) not null,
5151
AnalysisDate datetime not null,
5252
TradeID varchar(40) null,
5353
NettingSetId varchar(30) null,
@@ -71,7 +71,7 @@ CREATE TABLE ResultsXVA (
7171
);
7272

7373
CREATE TABLE ResultsColVA (
74-
AnalysisID varchar(30) not null,
74+
AnalysisID varchar(50) not null,
7575
AnalysisDate datetime not null,
7676
NettingSetId varchar(30) null,
7777
HorizonDate datetime null,
@@ -84,7 +84,7 @@ CREATE TABLE ResultsColVA (
8484
);
8585

8686
CREATE TABLE ResultsExposureNettingSet (
87-
AnalysisID varchar(30) not null,
87+
AnalysisID varchar(50) not null,
8888
AnalysisDate datetime not null,
8989
NettingSetId varchar(30) null,
9090
HorizonDate datetime null,
@@ -98,7 +98,7 @@ CREATE TABLE ResultsExposureNettingSet (
9898
);
9999

100100
CREATE TABLE ResultsExposureTrade (
101-
AnalysisID varchar(30) not null,
101+
AnalysisID varchar(50) not null,
102102
AnalysisDate datetime not null,
103103
TradeID varchar(40) null,
104104
HorizonDate datetime null,
@@ -113,7 +113,7 @@ CREATE TABLE ResultsExposureTrade (
113113
);
114114

115115
CREATE TABLE ResultsCube (
116-
AnalysisID varchar(30) not null,
116+
AnalysisID varchar(50) not null,
117117
AnalysisDate datetime not null,
118118
NetOrRaw varchar(3) null,
119119
ID varchar(40) null,
@@ -126,7 +126,7 @@ CREATE TABLE ResultsCube (
126126
);
127127

128128
CREATE TABLE ResultsStresstest (
129-
AnalysisID varchar(30) not null,
129+
AnalysisID varchar(50) not null,
130130
AnalysisDate datetime not null,
131131
TradeId varchar(40) null,
132132
ScenarioLabel varchar(20) null,
@@ -136,18 +136,20 @@ CREATE TABLE ResultsStresstest (
136136
);
137137

138138
CREATE TABLE ResultsSensitivity (
139-
AnalysisID varchar(30) not null,
139+
AnalysisID varchar(50) not null,
140140
AnalysisDate datetime not null,
141141
TradeId varchar(40) null,
142-
Factor varchar(30) null,
143-
ShiftSize decimal(18,4) null,
142+
Factor1 varchar(50) null,
143+
ShiftSize1 decimal(18,4) null,
144+
Factor2 varchar(50) null,
145+
ShiftSize2 decimal(18,4) null,
144146
BaseNPV decimal(18,4) null,
145147
DeltaTimesShift decimal(18,4) null,
146148
GammaTimesShiftSquare decimal(18,4) null
147149
);
148150

149151
CREATE TABLE ResultsScenario (
150-
AnalysisID varchar(30) not null,
152+
AnalysisID varchar(50) not null,
151153
AnalysisDate datetime not null,
152154
TradeId varchar(40) null,
153155
Factor varchar(30) null,
@@ -157,20 +159,8 @@ CREATE TABLE ResultsScenario (
157159
Difference decimal(18,4) null
158160
);
159161

160-
CREATE TABLE ResultsCrossGamma (
161-
AnalysisID varchar(30) not null,
162-
AnalysisDate datetime not null,
163-
TradeId varchar(40) null,
164-
Factor1 varchar(20) null,
165-
ShiftSize1 decimal(18,4) null,
166-
Factor2 varchar(20) null,
167-
ShiftSize2 decimal(18,4) null,
168-
BaseNPV decimal(18,4) null,
169-
CrossGammaTimesShiftSquare decimal(18,4) null
170-
);
171-
172162
CREATE TABLE ResultsDimEvolution (
173-
AnalysisID varchar(30) not null,
163+
AnalysisID varchar(50) not null,
174164
AnalysisDate datetime not null,
175165
TimeStep int null,
176166
HorizonDate datetime null,
@@ -182,7 +172,7 @@ CREATE TABLE ResultsDimEvolution (
182172
);
183173

184174
CREATE TABLE ResultsDimRegression (
185-
AnalysisID varchar(30) not null,
175+
AnalysisID varchar(50) not null,
186176
AnalysisDate datetime not null,
187177
Sample int null,
188178
RegressorName varchar(30) null,

‎OreDB/XMLselectionViews/netting.sql

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -6,7 +6,7 @@ AS
66
SELECT DISTINCT ns.GroupingId,
77
(SELECT
88
(SELECT *,
9-
(SELECT Bilateral,CSACurrency,IndexName,ThresholdPay,ThresholdReceive,MinimumTransferAmountPay,MinimumTransferAmountReceive,
9+
(SELECT Bilateral,CSACurrency,IndexName [Index],ThresholdPay,ThresholdReceive,MinimumTransferAmountPay,MinimumTransferAmountReceive,
1010
(SELECT IndependentAmountHeld,IndependentAmountType
1111
FROM NettingCSADetails c WHERE c.NettingSetId = n.NettingSetId
1212
FOR XML PATH (''), TYPE) IndependentAmount,

‎OreMgr/OreMgr.props

Lines changed: 0 additions & 26 deletions
This file was deleted.

‎OreMgr/README.md

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This file was deleted.

‎OreMgr/TreeizeRelD/CsharpTest/CsharpTest.csproj

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This file was deleted.

‎OreMgr/TreeizeRelD/CsharpTest/Properties/AssemblyInfo.cs

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