' Allocates the Basis and Sentiments to either the IRS's for the 3m Curve and the 6m Curve. 

' AR 16 Nov 06


Sub TestForm_OnLoad()

	Dim IO
	Dim BidSwapSplice
	Dim AskSwapSplice
	Dim RowNo
	Dim Basis
	Dim i
	Dim j
	Dim k
	Dim s	
	
	


	Set IO = GetObject("","Cubes.IScriptCubeIO")

	BidSwapSplice = IO.GetInputCubeCell(0,0).GetValueDouble()
	AskSwapSplice = IO.GetInputCubeCell(1,0).GetValueDouble()
	
	RowNo=IO.GetInputCubeRows(3)


	ReDim BasisPlusSentiment(RowNo)
	ReDim Basis(RowNo)
	ReDim Sentiment(RowNo)
	ReDim SentimentMinusBasis(RowNo)
	ReDim ThreeMBasisBid(RowNo)
	ReDim ThreeMBasisAsk(RowNo)
	ReDim SixMBasisBid(RowNo)
	ReDim SixMBasisAsk(RowNo)	

	
	
	
	For i=0 to RowNo-1
	
	BasisPlusSentiment(i) = IO.GetInputCubeCell(2,i).GetValueDouble()
	Basis(i) = IO.GetInputCubeCell(3,i).GetValueDouble()
	Sentiment(i)=BasisPlusSentiment(i) - Basis(i)
	SentimentMinusBasis(i)=Sentiment(i) - Basis(i)


	Next


	
	Select Case BidSwapSplice
	
			Case 0
					
			For j= 0 to RowNo-1
			ThreeMBasisBid(j) = SentimentMinusBasis(j)
			SixMBasisBid(j) = Sentiment(j)
			Next
		
			Case 1

			For j= 0 to 1
			ThreeMBasisBid(j) = Sentiment(j)
			SixMBasisBid(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 2 to RowNo-1
			ThreeMBasisBid(k) = SentimentMinusBasis(k)
			SixMBasisBid(k) = Sentiment(k)
			Next
		
			Case 2
			
			For j= 0 to 3
			ThreeMBasisBid(j) = Sentiment(j)
			SixMBasisBid(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 4 to RowNo-1
			ThreeMBasisBid(k) = SentimentMinusBasis(k)
			SixMBasisBid(k) = Sentiment(k)
			Next			

			Case 3
			
			For j= 0 to 5
			ThreeMBasisBid(j) = Sentiment(j)
			SixMBasisBid(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 6 to RowNo-1
			ThreeMBasisBid(k) = SentimentMinusBasis(k)
			SixMBasisBid(k) = Sentiment(k)
			Next			

			Case 4
			
			For j= 0 to 7
			ThreeMBasisBid(j) = Sentiment(j)
			SixMBasisBid(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 8 to RowNo-1
			ThreeMBasisBid(k) = SentimentMinusBasis(k)
			SixMBasisBid(k) = Sentiment(k)
			Next			

	End Select
		
	Select Case AskSwapSplice
	
			Case 0
					
			For j= 0 to RowNo-1
			ThreeMBasisAsk(j) = SentimentMinusBasis(j)
			SixMBasisAsk(j) = Sentiment(j)
			Next
		
			Case 1

			For j= 0 to 1
			ThreeMBasisAsk(j) = Sentiment(j)
			SixMBasisAsk(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 2 to RowNo-1
			ThreeMBasisAsk(k) = SentimentMinusBasis(k)
			SixMBasisAsk(k) = Sentiment(k)
			Next
		
			Case 2
			
			For j= 0 to 3
			ThreeMBasisAsk(j) = Sentiment(j)
			SixMBasisAsk(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 4 to RowNo-1
			ThreeMBasisAsk(k) = SentimentMinusBasis(k)
			SixMBasisAsk(k) = Sentiment(k)
			Next			

			Case 3
			
			For j= 0 to 5
			ThreeMBasisAsk(j) = Sentiment(j)
			SixMBasisAsk(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 6 to RowNo-1
			ThreeMBasisAsk(k) = SentimentMinusBasis(k)
			SixMBasisAsk(k) = Sentiment(k)
			Next			

			Case 4
			
			For j= 0 to 7
			ThreeMBasisAsk(j) = Sentiment(j)
			SixMBasisAsk(j) = BasisPlusSentiment(j)
			Next			
			
			For k= 8 to RowNo-1
			ThreeMBasisAsk(k) = SentimentMinusBasis(k)
			SixMBasisAsk(k) = Sentiment(k)
			Next			

	End Select
	
	
	For s=0 to RowNo-1
	
	IO.GetOutputCubeCell(0,s).SetValueDouble(ThreeMBasisBid(s))
	IO.GetOutputCubeCell(1,s).SetValueDouble(ThreeMBasisAsk(s))
	IO.GetOutputCubeCell(2,s).SetValueDouble(SixMBasisBid(s))
	IO.GetOutputCubeCell(3,s).SetValueDouble(SixMBasisAsk(s))
	
	Next
	
	
End Sub

Sub TestForm_OnUnLoad()
End Sub