/
BaselOP.m
1778 lines (1405 loc) · 69.4 KB
/
BaselOP.m
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classdef (Sealed) BaselOP < BaselInterface
%% Properties: Instance
properties (Access = private)
Handles
Initialized
Modifiers
Transition
Year
end
%% Constructor
methods (Access = public)
function this = BaselOP()
fig = findall(0,'Tag','BaselOP');
if (~isempty(fig))
if (isvalid(fig))
figure(fig);
return;
else
delete(fig);
end
end
this.Construct();
this.Initialized = false;
this.Transition = false;
this.Year = year(now());
gui = struct();
gui.gui_Name = mfilename;
gui.gui_Singleton = false;
gui.gui_Callback = [];
gui.gui_OpeningFcn = @this.Form_Load;
gui.gui_OutputFcn = @this.Form_Output;
gui.gui_LayoutFcn = [];
gui_mainfcn(gui);
end
end
%% Destructor
methods (Access = private)
function delete(this)
if (~isempty(this.Handles))
this.Handles.BaselOP.CloseRequestFcn = '';
delete(this.Handles.BaselOP);
end
this.Handles = [];
this.Initialized = [];
this.Modifiers = [];
this.Transition = [];
this.Year = [];
this.Destruct();
end
end
%% Methods: Events
methods (Access = private)
function Form_Close(this,obj,evd) %#ok<INUSD>
delete(this);
end
function Form_KeyModifiers(this,obj,evd) %#ok<INUSL>
this.Modifiers = evd.Modifier;
end
function Form_Load(this,obj,evd,han,varargin) %#ok<INUSL>
obj.CloseRequestFcn = @this.Form_Close;
obj.WindowKeyPressFcn = @this.Form_KeyModifiers;
obj.WindowKeyReleaseFcn = @this.Form_KeyModifiers;
han.LossButtonClear.Callback = @this.LossButtonClear_Clicked;
han.LossButtonLoad.Callback = @this.LossButtonLoad_Clicked;
han.LossButtonThresholdMinus.Callback = @this.LossButtonThreshold_Clicked;
han.LossButtonThresholdPlus.Callback = @this.LossButtonThreshold_Clicked;
han.LossButtonYearMinus.Callback = @this.LossButtonYear_Clicked;
han.LossButtonYearPlus.Callback = @this.LossButtonYear_Clicked;
han.LossCheckboxTransition.Callback = @this.LossCheckboxTransition_CheckedChanged;
han.CapitalButtonDefault.Callback = @this.CapitalButtonDefault_Clicked;
han.CapitalButtonExport.Callback = @this.CapitalButtonExport_Clicked;
han.CapitalCheckboxCompact.Callback = @this.CapitalCheckboxCompact_Clicked;
han.CapitalGroupApproach.SelectionChangeFcn = @this.CapitalGroupApproach_SelectionChanged;
han.TabGroup = uitabgroup('Parent',obj);
han.TabGroup.Units = 'pixels';
han.TabGroup.Position = [2 1 1024 768];
han.IntroductionTab = uitab('Parent',han.TabGroup);
han.IntroductionTab.Tag = 'IntroductionTab';
han.IntroductionTab.Title = 'Introduction';
han.IntroductionPanel.Parent = han.IntroductionTab;
han.BusinessTab = uitab('Parent',han.TabGroup);
han.BusinessTab.Tag = 'BusinessTab';
han.BusinessTab.Title = 'Business Indicator Component';
han.BusinessPanel.Parent = han.BusinessTab;
han.LossTab = uitab('Parent',han.TabGroup);
han.LossTab.Tag = 'LossTab';
han.LossTab.Title = 'Loss Component';
han.LossPanel.Parent = han.LossTab;
han.CapitalTab = uitab('Parent',han.TabGroup);
han.CapitalTab.Tag = 'CapitalTab';
han.CapitalTab.Title = 'Capital Requirement';
han.CapitalPanel.Parent = han.CapitalTab;
guidata(obj,han);
this.Handles = guidata(obj);
uistack(han.Blank,'top');
scr = groot;
scr.Units = 'pixels';
scr_siz = scr.ScreenSize;
obj.Position = [((scr_siz(3) - 1024) / 2) ((scr_siz(4) - 768) / 2) 1024 768];
end
function varargout = Form_Output(this,obj,evd,han) %#ok<INUSD>
varargout = {};
import('java.awt.*');
bar = waitbar(0,'Initializing...','CloseRequestFcn','','WindowStyle','modal');
frm = Frame.getFrames();
frm(end).setAlwaysOnTop(true);
yea = this.Year - 10;
tab_bus_data_col = this.Handles.BusinessTableData.ColumnName;
tab_bus_data_col{2} = sprintf('Value %d',(this.Year - 3));
tab_bus_data_col{3} = sprintf('Value %d',(this.Year - 2));
tab_bus_data_col{4} = sprintf('Value %d',(this.Year - 1));
tab_bus_data = cell(15,5);
tab_bus_data([2:7 9:10 12:15],2:5) = {0};
tab_bus_data(1:7,1) = {'Interest, Lease & Dividend Component' 'II' 'IE' 'IEA' 'LI' 'LE' 'DI'};
tab_bus_data(8:10,1) = {'Financial Component' 'BB' 'TB'};
tab_bus_data(11:15,1) = {'Services Component' 'FI' 'FE' 'OOI' 'OOE'};
tab_bus_agg = cell(5,2);
tab_bus_agg(:,1) = {'ILDC' 'FC' 'SC' 'UBI' 'BI'};
tab_bus_agg(:,2) = {0};
tab_bus_com = cell(5,3);
tab_bus_com(:,1) = {'1' '2' '3' '4' '5'};
tab_bus_com(:,2) = {'0 - 1bn' '1bn - 3bn' '3bn - 10bn' '10bn - 30bn' '30bn - INF'};
tab_bus_com(:,3) = {0 '-' '-' '-' '-'};
tab_capi_data_col = this.Handles.CapitalTableComparison.ColumnName;
tab_capi_data_col{2} = sprintf('Value %d',(this.Year - 3));
tab_capi_data_col{3} = sprintf('Value %d',(this.Year - 2));
tab_capi_data_col{4} = sprintf('Value %d',(this.Year - 1));
tab_capi_res = cell(7,2);
tab_capi_res(:,1) = {'BIC' 'LC' 'ILM' 'K SMA' 'RWA SMA' 'K BII' 'RWA BII'};
tab_capi_res([1 4:7],2) = {0};
tab_capi_res([2 3],2) = {'-'};
tab_capi_com = cell(8,4);
tab_capi_com(:,1) = {'AG' 'AM' 'CB' 'CF' 'PS' 'RBA' 'RBR' 'TS'};
tab_capi_com(:,2:4) = {0};
try
uistack(this.Handles.Blank,'bottom');
this.SetupBox(this.Handles.IntroductionBox);
this.Handles.BusinessTableData.ColumnName = tab_bus_data_col;
this.SetupTable(this.Handles.BusinessTableData, ...
'Data', tab_bus_data, ...
'DataChanged', @this.BusinessTableData_DataChanged, ...
'Editor', {'EditorCurrency' 0 1e12 0}, ...
'Renderer', {'RendererOpBusData'}, ...
'Table', {'TableOpBusData'});
this.SetupTable(this.Handles.BusinessTableResult, ...
'Data', tab_bus_agg, ...
'Renderer', {'RendererOpBusRslt'}, ...
'RowsHeight', 60);
this.SetupTable(this.Handles.BusinessTableComponent, ...
'Data', tab_bus_com, ...
'Renderer', {'RendererOpBusComp'}, ...
'RowsHeight', 60);
this.SetupBox(this.Handles.BusinessBox);
this.Handles.LossTextboxYear.String = num2str(yea);
this.Handles.LossTextboxYear.UserData = yea;
this.SetupTable(this.Handles.LossTableDataset, ...
'RowHeaderWidth', 56, ...
'Sorting', 2, ...
'VerticalScrollbar', true);
this.SetupTable(this.Handles.LossTableResult, ...
'RowsHeight', 75);
this.SetupBox(this.Handles.LossBox);
this.SetupTable(this.Handles.CapitalTableResult, ...
'Data', tab_capi_res, ...
'Renderer', {'RendererOpCapRslt'}, ...
'RowsHeight', 42);
this.Handles.CapitalTableComparison.ColumnName = tab_capi_data_col;
this.SetupTable(this.Handles.CapitalTableComparison, ...
'Data', tab_capi_com, ...
'DataChanged', @this.CapitalTableComparison_DataChanged, ...
'Editor', {'EditorCurrency' -1e12 1e12 0}, ...
'Renderer', {'RendererOpCapCmpr'}, ...
'RowsHeight', 37, ...
'Table', {'TableOpCapCmpr'});
this.SetupBox(this.Handles.CapitalBoxExport);
this.SetupBox(this.Handles.CapitalBoxInformation);
this.Handles.CapitalButtonExport.Enable = 'on';
this.Initialized = true;
catch e
delete(bar);
err = this.FormatException('The initialization process failed.',e);
dlg = errordlg(err,'Error','modal');
uiwait(dlg);
delete(this);
return;
end
drawnow();
pause(0.05);
waitbar(1,bar);
delete(bar);
end
function BusinessTableData_DataChanged(this,obj,evd)
if (~this.Initialized)
return;
end
col = evd.getColumn();
row = evd.getFirstRow();
if ((col < 1) || (col > 3) || (row == 0) || (row == 7) || (row == 10))
return;
end
val_t2 = obj.getValueAt(row,1);
val_t1 = obj.getValueAt(row,2);
val_t0 = obj.getValueAt(row,3);
obj.setValueAt(mean([val_t2 val_t1 val_t0]),row,4);
this.UpdateData();
end
function CapitalButtonDefault_Clicked(this,obj,evd) %#ok<INUSD>
obj.Enable = 'off';
this.Handles.CapitalCheckboxCompact.Value = 0;
this.Handles.CapitalCheckboxStyles.Value = 1;
this.Handles.CapitalCheckboxLoss.Value = 0;
this.Handles.CapitalCheckboxComparison.Value = 0;
obj.Enable = 'on';
end
function CapitalButtonExport_Clicked(this,obj,evd) %#ok<INUSD>
obj.Enable = 'off';
rel_path = ['\Results\ResultOP-' datestr(now(),'ddmmyyyy') '.xlsx'];
file = fullfile(pwd(),rel_path);
if (exist(file,'file') == 2)
res = questdlg(['The destination file "' file '" already exist. Do you want to overwrite it?'],'Alert','Yes','No','No');
if (strcmp(res,'No'))
quit = false;
while (true)
res = inputdlg('Please, enter a valid file name or relative path:','File',1,{rel_path});
if (isempty(res))
quit = true;
break;
end
if (~endsWith(res,'.xlsx'))
continue;
end
mat = regexpi(res,'^[a-z]:\\');
if (size(mat{1},1) > 0)
continue;
end
file = fullfile(pwd(),res);
break;
end
if (quit)
obj.Enable = 'on';
return;
end
end
end
import('java.awt.*');
bar = waitbar(0,'Expoting Data...','CloseRequestFcn','','WindowStyle','modal');
frm = Frame.getFrames();
frm(end).setAlwaysOnTop(true);
err = '';
try
this.ExportData(file);
catch e
err = this.FormatException('The exportation process failed.',e);
end
if (~isempty(err))
delete(bar);
dlg = errordlg(err,'Error','modal');
uiwait(dlg);
obj.Enable = 'on';
return;
end
waitbar(1,bar);
delete(bar);
obj.Enable = 'on';
end
function CapitalCheckboxCompact_Clicked(this,obj,evd) %#ok<INUSD>
if (obj.Value == 0)
jpan_cap_rslt = javaObjectEDT(findjobj(this.Handles.CapitalTableResult));
jtab_cap_rslt = javaObjectEDT(jpan_cap_rslt.getViewport().getView());
if (~ischar(jtab_cap_rslt.getValueAt(1,1)))
this.Handles.CapitalCheckboxLoss.Enable = 'on';
end
else
this.Handles.CapitalCheckboxLoss.Value = 0;
this.Handles.CapitalCheckboxLoss.Enable = 'off';
end
end
function CapitalGroupApproach_SelectionChanged(this,obj,evd) %#ok<INUSL>
this.UpdateComparison(evd.NewValue.String);
end
function CapitalTableComparison_DataChanged(this,obj,evd) %#ok<INUSL>
if (~this.Initialized)
return;
end
col = evd.getColumn();
if (col < 1)
return;
end
this.UpdateComparison();
end
function LossButtonClear_Clicked(this,obj,evd) %#ok<INUSD>
obj.Enable = 'off';
jpan_cap_rslt = javaObjectEDT(findjobj(this.Handles.CapitalTableResult));
jtab_cap_rslt = javaObjectEDT(jpan_cap_rslt.getViewport().getView());
jtab_cap_rslt.setValueAt('-',1,1);
this.UpdateCapital();
this.LossComponentEnable(true);
end
function LossButtonLoad_Clicked(this,obj,evd) %#ok<INUSD>
obj.Enable = 'off';
[name,path] = uigetfile({'*.xls;*.xlsx','Excel Spreadsheets (*.xls;*.xlsx)'},'Load Dataset',[pwd() '\Datasets']);
if (name == 0)
obj.Enable = 'on';
return;
end
import('java.awt.*');
bar = waitbar(0,'Loading Dataset...','CloseRequestFcn','','WindowStyle','modal');
frm = Frame.getFrames();
frm(end).setAlwaysOnTop(true);
try
file = fullfile(path,name);
[data,err] = this.DatasetLoad(file);
catch e
err = this.FormatException('The dataset could not be loaded.',e);
end
if (~isempty(err))
delete(bar);
dlg = errordlg(err,'Error','modal');
uiwait(dlg);
obj.Enable = 'on';
return;
end
waitbar(0.25,bar,'Validating Dataset...');
try
[data,err] = this.DatasetValidate(data);
catch e
err = this.FormatException('The dataset could not be validated.',e);
end
if (~isempty(err))
delete(bar);
dlg = errordlg(err,'Error','modal');
uiwait(dlg);
obj.Enable = 'on';
return;
end
waitbar(0.50,bar,'Analyzing Dataset...');
try
data = this.DatasetAnalyze(data);
catch e
err = this.FormatException('The dataset could not be analyzed.',e);
end
if (~isempty(err))
delete(bar);
dlg = errordlg(err,'Error','modal');
uiwait(dlg);
obj.Enable = 'on';
return;
end
waitbar(0.75,bar,'Updating Interface...');
try
jpan_cap_rslt = javaObjectEDT(findjobj(this.Handles.CapitalTableResult));
jtab_cap_rslt = javaObjectEDT(jpan_cap_rslt.getViewport().getView());
jtab_cap_rslt.setValueAt(data.Variables{4,2},1,1);
this.UpdateCapital();
this.SetupTable(this.Handles.LossTableDataset, ...
'Data', data.Dataset, ...
'Renderer', {'RendererOpLossData' data.Lenghts}, ...
'RowHeaderWidth', 56, ...
'Sorting', 2, ...
'VerticalScrollbar', true);
this.SetupTable(this.Handles.LossTableResult, ...
'Data', data.Variables, ...
'Renderer', {'RendererOpLossRslt'}, ...
'RowsHeight', 75);
this.LossComponentDisable(true);
catch e
err = this.FormatException('The interface could not be updated.',e);
end
if (~isempty(err))
delete(bar);
dlg = errordlg(err,'Error','modal');
uiwait(dlg);
obj.Enable = 'on';
return;
end
waitbar(1,bar);
delete(bar);
end
function LossButtonThreshold_Clicked(this,obj,evd) %#ok<INUSD>
obj.Enable = 'off';
prev = this.Handles.LossTextboxThreshold.UserData;
if ((numel(this.Modifiers) == 1) && strcmp(this.Modifiers{1},'control'))
span = 1000;
else
span = 100;
end
if (this.Transition)
lim = 20000;
else
lim = 10000;
end
if (strcmp(strrep(obj.Tag,'LossButtonThreshold',''),'Minus'))
curr = prev - span;
if (curr < 0)
curr = 0;
end
else
curr = prev + span;
if (curr > lim)
curr = lim;
end
end
this.Handles.LossTextboxThreshold.String = num2str(curr);
this.Handles.LossTextboxThreshold.UserData = curr;
switch (curr)
case 0
this.Handles.LossButtonThresholdMinus.Enable = 'off';
this.Handles.LossButtonThresholdPlus.Enable = 'on';
case lim
this.Handles.LossButtonThresholdMinus.Enable = 'on';
this.Handles.LossButtonThresholdPlus.Enable = 'off';
otherwise
this.Handles.LossButtonThresholdMinus.Enable = 'on';
this.Handles.LossButtonThresholdPlus.Enable = 'on';
end
end
function LossButtonYear_Clicked(this,obj,evd) %#ok<INUSD>
obj.Enable = 'off';
prev = this.Handles.LossTextboxYear.UserData;
lim_beg = this.Year - 10;
lim_end = this.Year - 5;
if (strcmp(strrep(obj.Tag,'LossButtonYear',''),'Minus'))
curr = prev - 1;
if (curr < lim_beg)
curr = lim_beg;
end
else
curr = prev + 1;
if (curr > lim_end)
curr = lim_end;
end
end
this.Handles.LossTextboxYear.String = num2str(curr);
this.Handles.LossTextboxYear.UserData = curr;
switch (curr)
case lim_beg
this.Handles.LossButtonYearMinus.Enable = 'off';
this.Handles.LossButtonYearPlus.Enable = 'on';
case lim_end
this.Handles.LossButtonYearMinus.Enable = 'on';
this.Handles.LossButtonYearPlus.Enable = 'off';
otherwise
this.Handles.LossButtonYearMinus.Enable = 'on';
this.Handles.LossButtonYearPlus.Enable = 'on';
end
end
function LossCheckboxTransition_CheckedChanged(this,obj,evd) %#ok<INUSD>
yea = this.Year - 10;
this.Handles.LossTextboxYear.String = num2str(yea);
this.Handles.LossTextboxYear.UserData = yea;
if (obj.Value == 1)
if (this.Handles.LossTextboxThreshold.UserData == 10000)
this.Handles.LossButtonThresholdPlus.Enable = 'on';
end
this.Handles.LossTextYear.Enable = 'on';
this.Handles.LossTextboxYear.Enable = 'inactive';
this.Handles.LossButtonYearPlus.Enable = 'on';
this.Transition = true;
else
if (this.Handles.LossTextboxThreshold.UserData > 10000)
this.Handles.LossTextboxThreshold.String = '10000';
this.Handles.LossTextboxThreshold.UserData = 10000;
this.Handles.LossButtonThresholdPlus.Enable = 'off';
end
this.Handles.LossTextYear.Enable = 'off';
this.Handles.LossButtonYearMinus.Enable = 'off';
this.Handles.LossTextboxYear.Enable = 'off';
this.Handles.LossButtonYearPlus.Enable = 'off';
this.Transition = false;
end
end
end
%% Methods: Functions
methods (Access = private)
function data = DatasetAnalyze(this,data)
yea_uni = unique(year(sort(data.Date)));
yea_uni_len = numel(yea_uni);
avg_all = sum(data.Loss) / yea_uni_len;
avg_10 = sum(data.Loss(data.Loss > 10e6)) / yea_uni_len;
avg_100 = sum(data.Loss(data.Loss > 100e6)) / yea_uni_len;
lc = (7 * avg_all) + (7 * avg_10) + (5 * avg_100);
vars = cell(4,2);
vars(:,1) = {'AVG ALL' 'AVG 10' 'AVG 100' 'LC'};
vars(:,2) = {avg_all avg_10 avg_100 lc};
data = sortrows(data,'ID');
data.ID = int32(data.ID);
data.Date = datenum(data.Date);
data.BL = cellstr(data.BL);
data.RC = cellstr(data.RC);
ds = table2cell(data);
data_max_id = max(cellfun(@(x)numel(x),this.FormatNumber(data.ID,false,0)));
data_max_loss = max(cellfun(@(x)numel(x),this.FormatCurrency(data.Loss,true,false)));
data_max_rec = max(cellfun(@(x)numel(x),this.FormatCurrency(data.Recovery,true,false)));
data = struct();
data.Dataset = ds;
data.Lenghts = [
data_max_id;
-1;
-1;
-1;
data_max_loss;
data_max_rec
];
data.Variables = vars;
end
function [data,err] = DatasetLoad(this,file) %#ok<INUSL>
data = [];
err = '';
if (exist(file,'file') == 0)
err = 'The dataset file does not exist.';
return;
end
if (ispc())
[file_stat,file_shts,file_fmt] = xlsfinfo(file);
if (isempty(file_stat) || ~strcmp(file_fmt,'xlOpenXMLWorkbook'))
err = 'The dataset file is not a valid Excel spreadsheet.';
return;
end
else
[file_stat,file_shts] = xlsfinfo(file);
if (isempty(file_stat))
err = 'The dataset file is not a valid Excel spreadsheet.';
return;
end
end
opts = detectImportOptions(file,'Sheet',1);
opts = setvartype(opts,{'uint32' 'datetime' 'categorical' 'categorical' 'double' 'double'});
opts = setvaropts(opts,'Date','InputFormat','dd/MM/yyyy');
opts = setvaropts(opts,'BusinessLine','Categories',{'AG' 'AM' 'CB' 'CF' 'PS' 'RBA' 'RBR' 'TS'});
opts = setvaropts(opts,'RiskCategory','Categories',{'BDSF' 'CPBP' 'DPA' 'EDPM' 'EF' 'EPWS' 'IF'});
data = readtable(file,opts);
end
function [data,err] = DatasetValidate(this,data)
err = '';
if (isempty(data))
err = 'The dataset is empty.';
return;
end
if (~isequal(strtrim(data.Properties.VariableNames),{'ID' 'Date' 'BusinessLine' 'RiskCategory' 'GrossLossAmount' 'RecoveryAmount'}))
err = 'The dataset is invalid because of wrong columns count, order and/or names.';
return;
end
data.Properties.VariableNames = {'ID' 'Date' 'BL' 'RC' 'Loss' 'Recovery'};
id_inv = (data.ID == 0);
if (any(id_inv))
rows = (1:height(data))';
ref = rows(id_inv) + 1;
err = char(strcat("The 'ID' column contains invalid or missing values (rows: ",strjoin(string(ref),', '),")."));
return;
end
[~,id_idx] = unique(data.ID);
id_dup = setdiff(1:numel(data.ID),id_idx) + 1;
if (~isempty(id_dup))
err = char(strcat("The 'ID' column contains duplicate values (rows: ",strjoin(string(id_dup),', '),")."));
return;
end
date_inv = ismissing(data.Date);
if (any(date_inv))
rows = (1:height(data))';
ref = rows(date_inv) + 1;
err = char(strcat("The 'Date' column contains invalid or missing values (rows: ",strjoin(string(ref),', '),")."));
return;
end
bl_inv = ismissing(data.BL);
if (any(bl_inv))
rows = (1:height(data))';
ref = rows(bl_inv) + 1;
err = char(strcat("The 'BusinessLine' column contains invalid or missing values (rows: ",strjoin(string(ref),', '),")."));
return;
end
rc_inv = ismissing(data.RC);
if (any(rc_inv))
rows = (1:height(data))';
ref = rows(rc_inv) + 1;
err = char(strcat("The 'RiskCategory' column contains invalid or missing values (rows: ",strjoin(string(ref),', '),")."));
return;
end
loss_inv = ~isreal(data.Loss) | ~isfinite(data.Loss) | (data.Loss <= 0);
if (any(loss_inv))
rows = (1:height(data))';
ref = rows(loss_inv) + 1;
err = char(strcat("The 'GrossLossAmount' column contains invalid or missing values (rows: ",strjoin(string(ref),', '),")."));
return;
end
rec_inv = ~isreal(data.Recovery) | ~isfinite(data.Recovery) | (data.Recovery < 0) | (data.Recovery > data.Loss);
if (any(rec_inv))
rows = (1:height(data))';
ref = rows(rec_inv) + 1;
err = char(strcat("The 'RecoveryAmount' column contains invalid or missing values (rows: ",strjoin(string(ref),', '),")."));
return;
end
thr = this.Handles.LossTextboxThreshold.UserData;
date_from = datetime(this.Handles.LossTextboxYear.UserData,1,1);
date_to = datetime((this.Year - 1),12,31);
data = data((data.Date >= date_from) & (data.Date <= date_to) & (data.Loss >= thr),:);
yea_seq = ((this.Year - 10):(this.Year - 1))';
yea_uni = unique(year(sort(data.Date)));
if (this.Transition)
tra = false;
for i = 1:6
if (isequal(yea_seq(i:end),yea_uni))
tra = true;
break;
end
end
if (~tra)
err = ['The dataset must contain a minimum of 5 years of loss events (from ' num2str(yea_seq(6)) ' to ' num2str(yea_seq(end)) ') and at least one event per year.'];
end
elseif (~isequal(yea_seq,yea_uni))
err = ['The dataset must contain 10 years of loss events (from ' num2str(yea_seq(1)) ' to ' num2str(yea_seq(end)) ') and at least one event per year.'];
end
end
function ExportData(this,file)
exc = actxserver('Excel.Application');
try
exc.DisplayAlerts = false;
exc.Interactive = false;
exc.ScreenUpdating = false;
exc.UserControl = false;
exc.Visible = false;
exc_wb = exc.Workbooks.Add();
jpan_cap_rslt = javaObjectEDT(findjobj(this.Handles.CapitalTableResult));
jtab_cap_rslt = javaObjectEDT(jpan_cap_rslt.getViewport().getView());
jtab_cap_rslt_cell = cell(jtab_cap_rslt.getModel().getData());
ilm = jtab_cap_rslt_cell{3,2};
k_sma = jtab_cap_rslt_cell{4,2};
rwa_sma = jtab_cap_rslt_cell{5,2};
k_b2 = jtab_cap_rslt_cell{6,2};
rwa_b2 = jtab_cap_rslt_cell{7,2};
exc_sh1 = exc_wb.Worksheets.Item(1);
if (this.Handles.CapitalCheckboxCompact.Value == 0)
this.ExportDataResult_Full(exc,exc_sh1,ilm,k_sma,rwa_sma);
exc_sh2 = exc_wb.Worksheets.Item(3);
if (this.Handles.CapitalCheckboxComparison.Value == 0)
exc_sh2.Delete();
else
this.ExportDataComparison(exc,exc_sh2,k_b2,rwa_b2);
end
exc_sh3 = exc_wb.Worksheets.Item(2);
if (this.Handles.CapitalCheckboxLoss.Value == 0)
exc_sh3.Delete();
else
this.ExportDataLoss(exc,exc_sh3);
end
else
this.ExportDataResult_Compact(exc,exc_sh1,ilm,k_sma,rwa_sma,k_b2,rwa_b2);
exc_wb.Worksheets.Item(3).Delete();
exc_wb.Worksheets.Item(2).Delete();
end
exc_sh1.Activate();
path = fileparts(file);
mkdir(path);
exc_wb.SaveAs(file);
exc_wb.Close();
exc.Quit();
delete(exc);
catch e
try
exc.Quit();
catch
end
try
delete(exc);
catch
end
rethrow(e);
end
end
function ExportDataComparison(this,exc,exc_sh,k,rwa)
jpan_cap_cmpr = javaObjectEDT(findjobj(this.Handles.CapitalTableComparison));
jtab_cap_cmpr = javaObjectEDT(jpan_cap_cmpr.getViewport().getView());
jtab_cap_cmpr_cell = cell(jtab_cap_cmpr.getModel().getData());
if (this.Handles.CapitalRadiobuttonBIA.Value == 1)
app = 'BIA';
elseif (this.Handles.CapitalRadiobuttonTSA.Value == 1)
app = 'TSA';
else
app = 'ASA';
end
cmp = [
{[] ['Approach: ' app] [] []};
['Year'; strrep(this.Handles.CapitalTableComparison.ColumnName(2:end),'Value ','')]';
jtab_cap_cmpr_cell
];
exc_sh.Name = 'BII Comparison';
exc_sh.Columns.Item('A:I').ColumnWidth = 20;
exc.Union(exc_sh.Columns.Item('A:B'), ...
exc_sh.Columns.Item('F:G'), ...
exc_sh.Columns.Item('I')).ColumnWidth = 12;
ran_tab_tit = exc_sh.Range('B2:E2');
ran_tab_hea = exc.Union(exc_sh.Range('B3:E3'), ...
exc_sh.Range('B4:B11'));
ran_tab_data = exc_sh.Range('C4:E11');
ran_tab_data.NumberFormat = '#.##0,00';
ran_tab = exc.Union(ran_tab_tit, ...
ran_tab_hea, ...
ran_tab_data);
ran_tab.HorizontalAlignment = -4108;
ran_tab.VerticalAlignment = -4108;
ran_tab.Value = cmp;
ran_tab_tit.MergeCells = 1;
ran_res_tit = exc_sh.Range('G2:G3');
ran_res_data = exc_sh.Range('H2:H3');
ran_res_data.NumberFormat = '#.##0,00';
ran_res = exc.Union(ran_res_tit, ...
ran_res_data);
ran_res.HorizontalAlignment = -4108;
ran_res.VerticalAlignment = -4108;
ran_res.Value = {'K' k; 'RWA' rwa};
ran_txt = exc.Union(ran_tab_tit, ...
ran_tab_hea, ...
ran_res_tit);
ran_txt.NumberFormat = '@';
if (this.Handles.CapitalCheckboxStyles.Value == 1)
import('baseltools.*');
clr_off = [1; 256; 65536];
clr_tab = Environment.ColorOpCapB2;
clr_tab = [clr_tab.getRed() clr_tab.getGreen() clr_tab.getBlue()] * clr_off;
ran_all = exc.Union(ran_tab, ...
ran_res);
ran_all.Borders.ColorIndex = 1;
ran_all.Borders.LineStyle = 1;
ran_all.Borders.Weight = 2;
ran_all.RowHeight = 22;
ran_tit = exc.Union(ran_tab_tit, ...
ran_res_tit);
ran_tit.Font.Bold = true;
ran_tit.Font.Size = 16;
ran_tab_hea.Font.Bold = true;
ran_tab_hea.Font.Size = 12;
exc.Union(ran_tab_tit, ...
ran_tab_hea).Interior.Color = clr_tab;
ran_res_tit.Interior.Color = clr_tab;
end
end
function ExportDataLoss(this,exc,exc_sh)
jpan_loss_ds = javaObjectEDT(findjobj(this.Handles.LossTableDataset));
jtab_loss_ds = javaObjectEDT(jpan_loss_ds.getViewport().getView());
jtab_loss_ds_cell = cell(jtab_loss_ds.getModel().getActualModel().getData());
jtab_loss_ds_cell(:,2) = cellstr(datestr([jtab_loss_ds_cell{:,2}]','dd/mm/yyyy'));
loss = [
this.Handles.LossTableDataset.ColumnName';
jtab_loss_ds_cell
];
loss_len = num2str(size(loss,1));
exc_sh.Name = 'Loss Dataset';
ran_tab = exc_sh.Range(['A1:F' loss_len]);
ran_tab.HorizontalAlignment = -4108;
ran_tab.VerticalAlignment = -4108;
ran_tab.Value = loss;
exc_sh.Range(['A2:A' loss_len]).NumberFormat = '0';
exc_sh.Range(['C2:D' loss_len]).NumberFormat = '@';
exc_sh.Range(['E2:F' loss_len]).NumberFormat = '#.##0,00';
if (this.Handles.CapitalCheckboxStyles.Value == 1)
import('baseltools.*');
clr_off = [1; 256; 65536];
clr_hea = Environment.ColorOpLossLC;
clr_hea = [clr_hea.getRed() clr_hea.getGreen() clr_hea.getBlue()] * clr_off;
clr_all = Environment.ColorOpLossAll;
clr_all = [clr_all.getRed() clr_all.getGreen() clr_all.getBlue()] * clr_off;
gl = [jtab_loss_ds_cell{:,5}]';
gl_ref = arrayfun(@num2str,(2:(numel(gl)+1))','UniformOutput',false);
gl_10 = gl_ref((gl > 10e6) & (gl <= 100e6));
gl_10_len = numel(gl_10);
gl_100 = gl_ref(gl > 100e6);
gl_100_len = numel(gl_100);
exc_sh.Activate();