public CrumbleTransaction(IOrder order, ICrumbleAccount acctA, IAccount acctB,
InstrumentSize valueSize, Price price, decimal exRate, DateTime transactionDate,
DateTime transactionDateTime, Decimal ServiceChargePercentage, Side txSide, ITradingJournalEntry tradingJournalEntry,
IGLLookupRecords lookups, ListOfTransactionComponents[] components)
: base(order, acctA, acctB, valueSize, price, exRate, transactionDate, transactionDateTime, ServiceChargePercentage,
txSide, tradingJournalEntry, lookups, components)
{
}
public TransactionNTM(IAccountTypeInternal acctA, IAccount acctB,
InstrumentSize valueSize,
Price price, decimal exRate, DateTime transactionDate, DateTime transactionDateTime,
Decimal ServiceChargePercentage, Side txSide,
ITradingJournalEntry tradingJournalEntry,
IGLLookupRecords lookups, ListOfTransactionComponents[] components, string description)
: base(acctA, acctB, valueSize, price, exRate, transactionDate,
transactionDateTime, ServiceChargePercentage, txSide,
tradingJournalEntry, lookups, components)
{
this.Description = description;
}
public void setCommission(IGLLookupRecords lookups, Money Commission)
{
if (this.Components.Any(x => x.BookingComponentType == BookingComponentTypes.Commission))
{
}
else
{
ListOfTransactionComponents comm = new ListOfTransactionComponents() { ComponentType = BookingComponentTypes.Commission, ComponentValue = Commission };
createComponents(lookups, new ListOfTransactionComponents[1] { comm });
}
}
public BonusDistribution(IAccountTypeInternal acctA, IAccount acctB,
InstrumentSize valueSize,
Price price, decimal exRate, DateTime transactionDate, DateTime transactionDateTime,
Decimal ServiceChargePercentage, Side txSide,
ICorporateActionBonusDistribution bonusDistributionDetails, ITradingJournalEntry tradingJournalEntry,
IGLLookupRecords lookups, ListOfTransactionComponents[] components)
: base(acctA, acctB, valueSize,
price, exRate, transactionDate, transactionDateTime,
ServiceChargePercentage, txSide,
tradingJournalEntry,
lookups, components)
{
this.CorporateActionType = CorporateActionTypes.BonusDistribution;
this.CorporateActionDetails = bonusDistributionDetails;
}
public InstrumentConversion(IAccountTypeInternal acctA, IAccount acctB,
InstrumentSize valueSize, InstrumentSize convertedInstrumentSize, Money additionalCash,
decimal exRate, IInstrumentHistory instrumentTransformation,
ITradingJournalEntry tradingJournalEntry, IGLLookupRecords lookups)
: base(acctA, acctB, valueSize, valueSize.GetPrice(0M), exRate,
instrumentTransformation.ChangeDate, instrumentTransformation.ChangeDate, 0M,
(valueSize.Sign ? Side.XI : Side.XO), tradingJournalEntry, lookups, null)
{
if (instrumentTransformation == null)
throw new ApplicationException("Corporate action information is missing");
if (!(valueSize != null && valueSize.IsNotZero && convertedInstrumentSize != null && convertedInstrumentSize.IsNotZero))
throw new ApplicationException("Not all instrument information for this corporate action is available, both instruments have to be supplied");
if (valueSize.Underlying.Equals(convertedInstrumentSize.Underlying))
throw new ApplicationException("Both instruments can not be the same in a corporate action");
if (valueSize.Sign.Equals(convertedInstrumentSize.Sign))
throw new ApplicationException("Both instruments can not have the same side in a corporate action");
IInstrumentsHistoryConversion conversion = (IInstrumentsHistoryConversion)instrumentTransformation;
if (!(conversion.Instrument.Equals(valueSize.Underlying) && conversion.NewInstrument.Equals(convertedInstrumentSize.Underlying)))
throw new ApplicationException("Corporate action does not equal the instrument history data");
decimal diff = (convertedInstrumentSize.Abs().Quantity / valueSize.Abs().Quantity) - conversion.ConversionRate;
if (diff != 0)
throw new ApplicationException("Sizes do not correspond with conversion rate of the Corporate action");
if (additionalCash != null && additionalCash.IsNotZero)
{
ListOfTransactionComponents[] components = new ListOfTransactionComponents[1];
components[0] = new ListOfTransactionComponents() { ComponentType = BookingComponentTypes.Conversion, ComponentValue = additionalCash };
createComponents(lookups, components);
}
this.CorporateActionType = CorporateActionTypes.Conversion;
ConvertedInstrumentSize = convertedInstrumentSize;
CorporateActionType = instrumentTransformation.CorporateActionType;
InstrumentTransformation = instrumentTransformation;
}
private ListOfTransactionComponents[] packageComponents(Money CValue, Money serviceCharge, Money accruedInterest)
{
ListOfTransactionComponents[] components = new ListOfTransactionComponents[3];
components[0] = new ListOfTransactionComponents() { ComponentType = BookingComponentTypes.CValue, ComponentValue = CValue };
components[1] = new ListOfTransactionComponents() { ComponentType = BookingComponentTypes.ServiceCharge, ComponentValue = serviceCharge };
components[2] = new ListOfTransactionComponents() { ComponentType = BookingComponentTypes.AccruedInterest, ComponentValue = accruedInterest };
return components;
}
private static ITransactionNTM transferPosition(IDalSession session, IPositionTransferDetail detail, IAccountTypeInternal account, bool transferOut)
{
IAccountTypeInternal AcctA = account;
IAccount AcctB = account.DefaultAccountforTransfer;
Price Price = detail.TransferPrice;
ICurrency currency = detail.TransferPrice.Underlying;
Money CounterValueSize = Price.Amount.ZeroedAmount();
decimal ExRate = detail.ExchangeRate;
DateTime TransactionDate = detail.TransferDate;
string ExternalSource = transferOut ? detail.ParentTransfer.DescriptionAccountA : detail.ParentTransfer.DescriptionAccountA;
Side txSide = transferOut ? Side.XO : Side.XI;
InstrumentSize ValueSize = transferOut ? detail.PositionSize.Abs().Negate() : detail.PositionSize.Abs();
ITradingJournalEntry tradingJournalEntry = TransactionAdapter.GetNewTradingJournalEntry(session, currency.Symbol, TransactionDate);
IGLLookupRecords lookups = GlLookupRecordMapper.GetGLLookupRecords(session, BookingComponentParentTypes.Transaction);
ListOfTransactionComponents[] txcomps = new ListOfTransactionComponents[0];
TransactionNTM ntm = new TransactionNTM(AcctA, AcctB, ValueSize, Price, ExRate,
TransactionDate, TransactionDate.AddHours(10), 0M, txSide,
tradingJournalEntry, lookups, txcomps, ExternalSource);
IInternalEmployeeLogin employee = detail.ParentTransfer.CreatedBy;
ntm.Approve(employee);
return ntm;
}