public static ForexTrade Initialize(ForexTrade origFt)
{
ForexTrade newFt = ForexTradeLogic.CloneForexTrade(origFt);
Initialize(origFt, newFt);
return(newFt);
}
public static ForexTrade CloneForexTrade(ForexTrade fromFt)
{
Cloner cloner = new Cloner();
var amendFt = (ForexTrade)cloner.CloneTo(fromFt, typeof(ForexTrade));
amendFt.EventType = ForexEventType.Predeliver;
amendFt.OrigTrade = fromFt;
return(amendFt);
}
public static void InitializeReverseForexTrade(ForexTrade newFt)
{
if (newFt.ReverseTrade == null)
{
return;
}
newFt.ReverseTrade.CounterCcyAmt = -newFt.CounterCcyAmt;
newFt.ReverseTrade.PrimaryCcyAmt = -newFt.PrimaryCcyAmt;
}
// Updates the associated Reverse Forex Trade given a New Forex Trade
public static void UpdateReverseForexTrade(ForexTrade newFt)
{
var revFt = newFt.ReverseTrade;
if (revFt == null)
{
return;
}
revFt.CounterCcyAmt = -newFt.CounterCcyAmt;
revFt.CounterCcy = newFt.CounterCcy;
revFt.PrimaryCcyAmt = Math.Round(revFt.CounterCcyAmt / revFt.Rate, 2);
}
private void ShowAmendForm(ShowViewParameters svp)
{
IObjectSpace os = Application.CreateObjectSpace();
ForexTrade origOrigFt = View.CurrentObject as ForexTrade;
ForexTrade origFt = os.GetObjectByKey <ForexTrade>(origOrigFt.Oid);
ForexTrade newFt = ForexTradeLogic.Initialize(origFt);
var detailView = Application.CreateDetailView(os, newFt);
var controller = new ForexTradeDetailViewController();
svp.Controllers.Add(controller);
svp.TargetWindow = TargetWindow.NewWindow;
svp.CreatedView = detailView;
}
public static ForexTrade Initialize(ForexTrade origFt, ForexTrade newFt)
{
newFt.EventType = ForexEventType.Predeliver;
newFt.CreationDate = (DateTime)newFt.Session.ExecuteScalar("SELECT GETDATE()");
newFt.TradeDate = newFt.CreationDate;
ForexTrade revFt = ForexTradeLogic.CloneForexTrade(origFt);
revFt.Rate = origFt.Rate;
revFt.CreationDate = newFt.CreationDate;
revFt.TradeDate = revFt.CreationDate;
newFt.ReverseTrade = revFt;
InitializeReverseForexTrade(newFt);
return(newFt);
}
public void PartPredeliverForexTrade()
{
#region Arrange
var ccyAUD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "AUD"));
var ccyUSD = ObjectSpace.FindObject <Currency>(CriteriaOperator.Parse("Name = ?", "USD"));
// create counterparty
var fxCounterparty = ObjectSpace.CreateObject <ForexCounterparty>();
fxCounterparty.Name = "ANZ";
var counterparty = ObjectSpace.FindObject <Counterparty>(CriteriaOperator.Parse("Name = ?", "ANZ"));
if (counterparty == null)
{
counterparty = ObjectSpace.CreateObject <Counterparty>();
counterparty.Name = "ANZ";
}
fxCounterparty.CashFlowCounterparty = counterparty;
// create accounts
var usdAccount = ObjectSpace.CreateObject <Account>();
usdAccount.Name = "VHA ANZ USD";
usdAccount.Currency = ccyUSD;
var audAccount = ObjectSpace.CreateObject <Account>();
audAccount.Name = "VHA ANZ AUD";
audAccount.Currency = ccyAUD;
// create standard settlement accounts
var usdSsa = ObjectSpace.CreateObject <ForexStdSettleAccount>();
usdSsa.Account = usdAccount;
usdSsa.Counterparty = fxCounterparty;
usdSsa.Currency = ccyUSD;
var audSsa = ObjectSpace.CreateObject <ForexStdSettleAccount>();
audSsa.Account = audAccount;
audSsa.Counterparty = fxCounterparty;
audSsa.Currency = ccyAUD;
// create forex trade 1
var ft1 = ObjectSpace.CreateObject <ForexTrade>();
ft1.CalculateEnabled = true;
ft1.ValueDate = new DateTime(2013, 12, 31);
ft1.PrimaryCcy = ccyAUD;
ft1.CounterCcy = ccyUSD;
ft1.CounterSettleAccount = usdAccount;
ft1.PrimarySettleAccount = audAccount;
ft1.Rate = 0.9M;
ft1.CounterCcyAmt = 1000;
ft1.Counterparty = fxCounterparty;
ObjectSpace.CommitChanges();
#endregion
#region Act
// define values
const decimal pdCounterCcyAmt1 = 500;
DateTime pdValueDate1 = new DateTime(2013, 11, 30);
decimal pdRate1 = 0.92M;
decimal pdPrimaryCcyAmt1 = Math.Round(pdCounterCcyAmt1 / pdRate1, 2);
// assign values to new forex trade
ForexTrade newFt = ForexTradeLogic.Initialize(ft1);
newFt.CounterCcyAmt = pdCounterCcyAmt1;
newFt.ValueDate = pdValueDate1;
newFt.Rate = pdRate1;
newFt.PrimaryCcyAmt = newFt.CounterCcyAmt / newFt.Rate;
ForexTradeLogic.UpdateReverseForexTrade(newFt); //HACK
ObjectSpace.CommitChanges();
var uploader = new ForexToCashFlowUploader(ObjectSpace);
uploader.Process();
ObjectSpace.Refresh();
ft1 = ObjectSpace.GetObjectByKey <ForexTrade>(ft1.Oid);
newFt = ObjectSpace.GetObjectByKey <ForexTrade>(newFt.Oid);
#endregion
#region Assert
// Assert predelivery object values
Assert.AreEqual(ft1, newFt.OrigTrade);
Assert.AreEqual(pdCounterCcyAmt1, newFt.CounterCcyAmt);
Assert.AreEqual(pdRate1, newFt.Rate);
Assert.AreEqual(Math.Round(pdPrimaryCcyAmt1, 2), Math.Round(newFt.PrimaryCcyAmt, 2));
Assert.AreEqual(pdValueDate1, newFt.ValueDate);
Assert.AreEqual(Math.Round(-pdCounterCcyAmt1, 2), Math.Round(newFt.ReverseTrade.CounterCcyAmt, 2));
Assert.AreEqual(ft1.Rate, newFt.ReverseTrade.Rate);
Assert.AreEqual(Math.Round(-pdCounterCcyAmt1 / ft1.Rate, 2), Math.Round(newFt.ReverseTrade.PrimaryCcyAmt, 2));
// Assert cashflow object values
var cfs2 = ObjectSpace.GetObjects <CashFlow>();
var couCf2 = cfs2.FirstOrDefault(x => x == newFt.CounterCashFlow);
var priCf2 = cfs2.FirstOrDefault(x => x == newFt.PrimaryCashFlow);
Assert.AreEqual(pdPrimaryCcyAmt1, couCf2.FunctionalCcyAmt);
Assert.AreEqual(-pdPrimaryCcyAmt1, priCf2.FunctionalCcyAmt);
#endregion
}