public static List <FIDealModel> GetDealInternalByProcessDate(SessionInfo sessioninfo)
{
DealBusiness _dealBusiness = new DealBusiness();
UserBusiness _userBusiness = new UserBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
List <MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
List <MA_USER> users = _userBusiness.GetAll();
Guid productID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.BOND.ToString()).ID;
List <DA_TRN> trns = _dealBusiness.GetDealInternalByProcessDate(sessioninfo.Process.CurrentDate);
return((from t in trns.Where(a => a.PRODUCT_ID.Value == productID && a.DA_TMBA_EXTENSION != null)
join user in users on t.LOG.INSERTBYUSERID equals user.ID into ljuser
from inputuser in ljuser.DefaultIfEmpty()
join tempccy1 in ccys on t.FIRST.CCY_ID equals tempccy1.ID into ljccy1
from ccy1 in ljccy1.DefaultIfEmpty()
join tbmauser in users on t.DA_TMBA_EXTENSION.SENDER_ID equals tbmauser.ID into ljtbmauser
from tbmainputuser in ljtbmauser.DefaultIfEmpty()
orderby t.LOG.INSERTDATE descending
select new FIDealModel
{
ID = t.ID,
DMK_NO = t.INT_DEAL_NO,
OPICS_NO = t.EXT_DEAL_NO,
InsertState = t.MA_STATUS.LABEL == StatusCode.CANCELLED.ToString()
? "Cancelled"
: t.DA_TMBA_EXTENSION.SEND_DATE != null
? "Sent"
: 1800 - DateTime.Now.Subtract(t.LOG.INSERTDATE).TotalSeconds <= 0
? "Late"
: (1800 - Math.Round(DateTime.Now.Subtract(t.LOG.INSERTDATE).TotalSeconds)).ToString(),
TradeDate = t.TRADE_DATE.Value,
MaturityDate = t.MATURITY_DATE,
Instrument = t.MA_INSRUMENT.LABEL,
BuySell = t.FLAG_BUYSELL,
Portfolio = t.MA_PORTFOLIO.LABEL,
Counterparty = t.MA_COUTERPARTY.SNAME,
Yield = t.FIRST.RATE.Value,
GrossValue = t.FIRST.NOTIONAL.Value,
CCY = ccy1 != null ? ccy1.LABEL : null,
Trader = inputuser != null ? inputuser.USERCODE : null,
Status = t.MA_STATUS.LABEL,
PCE = t.KK_CONTRIBUTE.HasValue ? t.KK_CONTRIBUTE.Value : 0,
Sender = tbmainputuser != null ? tbmainputuser.USERCODE : null,
Unit = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.UNIT : 0,
CleanPrice = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.CLEAN_PRICE : 0,
GrossPrice = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.GROSS_PRICE : 0,
YieldType = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.YIELD_TYPE : string.Empty,
ReporyBy = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.IS_REPORT_CLEAN ? "Clean Price" : "Gross Price" : string.Empty,
Purpose = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.PURPOSE : string.Empty,
Term = t.DA_TMBA_EXTENSION != null && t.DA_TMBA_EXTENSION.TERM.HasValue ? t.DA_TMBA_EXTENSION.TERM.Value : 0,
Rate = t.DA_TMBA_EXTENSION != null && t.DA_TMBA_EXTENSION.RATE.HasValue ? t.DA_TMBA_EXTENSION.RATE.Value : 0,
TBMA_Remark = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.REMARK : string.Empty,
SendTime = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.SEND_DATE.HasValue ? t.DA_TMBA_EXTENSION.SEND_DATE.Value.ToString("dd MMM yyy HH:mm") : string.Empty : string.Empty,
PrimaryMarket = t.FLAG_PCE.Value ? "Yes" : "No",
NonDVP = t.FLAG_SETTLE.Value ? "Yes" : "No"
}).ToList());
}
public MemoryLookupValues()
{
Frequencies = _lookupBusiness.GetFreqTypeAll();
Products = _lookupBusiness.GetProductAll();
Statuses = _lookupBusiness.GetStatusAll();
Portfolios = _lookupBusiness.GetPortfolioAll();
Limits = _lookupBusiness.GetLimitAll();
Currencies = _lookupBusiness.GetCurrencyAll();
}
public static object GetCurrencyOptions(SessionInfo sessioninfo)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
//Get data from database
var currencies = _lookupBusiness.GetCurrencyAll().Select(c => new { DisplayText = c.LABEL, Value = c.ID.ToString() });
var currenciesList = currencies.ToList();
currenciesList.Insert(0, new { DisplayText = "Please select", Value = string.Empty });
//Return result to jTable
return(new { Result = "OK", Options = currenciesList });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static List<DealViewModel> GetDealInquiryData(SessionInfo sessioninfo
, string strDMKNo
, string strOPICNo
, string strProduct
, string strCtpy
, string strPortfolio
, string strTradeDate
, string strEffDate
, string strMatDate
, string strInstrument
, string strUser
, string strStatus
, string strOverStatus
, string strProcDate
, string strSettleStatus)
{
DealBusiness _dealBusiness = new DealBusiness();
UserBusiness _userBusiness = new UserBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
//Get data from database
List<DA_TRN> trns = _dealBusiness.GetDealInquiryByFilter(sessioninfo
, strDMKNo
, strOPICNo
, strProduct
, strCtpy
, strPortfolio
, strTradeDate
, strEffDate
, strMatDate
, strInstrument
, strUser
, strStatus
, strProcDate);
//Get user data
List<MA_USER> users = _userBusiness.GetAll();
List<MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
List<MA_FREQ_TYPE> freq = _lookupBusiness.GetFreqTypeAll();
return (from t in trns
join user in users on t.LOG.INSERTBYUSERID equals user.ID into ljuser
from inputuser in ljuser.DefaultIfEmpty()
join tempccy1 in ccys on t.FIRST.CCY_ID equals tempccy1.ID into ljccy1
from ccy1 in ljccy1.DefaultIfEmpty()
join tempccy2 in ccys on t.SECOND.CCY_ID equals tempccy2.ID into ljccy2
from ccy2 in ljccy2.DefaultIfEmpty()
join f1 in freq on t.FIRST.FREQTYPE_ID equals f1.ID into fg1
from subfg1 in fg1.DefaultIfEmpty()
join f2 in freq on t.SECOND.FREQTYPE_ID equals f2.ID into fg2
from subfg2 in fg2.DefaultIfEmpty()
select new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO,
OPICS_NO = t.EXT_DEAL_NO,
TradeDate = t.TRADE_DATE.Value,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL,
MaturityDate = t.MATURITY_DATE,
BuySell = t.FLAG_BUYSELL,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED.Value ? "FIXED" : "FLOAT",
Rate1 = t.FIRST.RATE,
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT",
Rate2 = t.SECOND.RATE,
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = t.MA_STATUS.LABEL,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE ,
LimitOverwrite = string.IsNullOrEmpty(t.OVER_APPROVER) ? "No" : t.OVER_AMOUNT > 0 && t.OVER_SETTL_AMOUNT > 0 ? "Yes" : t.OVER_AMOUNT > 0 ? "PCE" : "SET",
LimitApprover = t.OVER_APPROVER,
Trader = inputuser != null ? inputuser.USERCODE : null,
Remark = t.REMARK,
CCY1 = ccy1 != null ? ccy1.LABEL : null,
CCY2 = ccy2 != null ? ccy2.LABEL : null,
SettlementLimit = !t.FLAG_SETTLE.HasValue || !t.FLAG_SETTLE.Value ? "No" : "Yes",
Freq1 = subfg1 != null ? subfg1.USERCODE : null,
Freq2 = subfg2 != null ? subfg2.USERCODE : null,
OpicsTrader = t.INSERT_BY_EXT,
TBMA_SENT = t.DA_TMBA_EXTENSION == null ? "N/A" : t.DA_TMBA_EXTENSION.SEND_DATE != null ? "Yes" : "No"
}).Where(p => p.LimitOverwrite == strOverStatus || String.IsNullOrEmpty(strOverStatus))
.Where(t => t.SettlementLimit == strSettleStatus || string.IsNullOrEmpty(strSettleStatus)).ToList();
}
public static List<DealViewModel> GetLimitOverwriteData(SessionInfo sessioninfo, string strReportDate, string strCtpy)
{
ReportBusiness _reportBusiness = new ReportBusiness();
UserBusiness _userBusiness = new UserBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
char[] trimchar = { '/' };
List<DA_TRN> trns = _reportBusiness.GetLimitOverwriteReport(sessioninfo,strReportDate,strCtpy);
List<MA_USER> users = _userBusiness.GetAll();
List<MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
var query = (from t in trns
join user in users on t.LOG.INSERTBYUSERID equals user.ID into ljuser
join ccy in ccys on t.FIRST.CCY_ID equals ccy.ID
from inputuser in ljuser.DefaultIfEmpty()
select new DealViewModel
{
EngineDate = t.ENGINE_DATE,
Trader = inputuser != null ? inputuser.USERCODE : "",
LimitApprover = t.OVER_APPROVER,
Remark = t.OVER_COMMENT,
DMK_NO = t.INT_DEAL_NO,
Counterparty = t.MA_COUTERPARTY.SNAME,
Product = t.MA_PRODUCT.LABEL,
Instrument = t.MA_INSRUMENT.LABEL,
Notional1 = t.FIRST.NOTIONAL,
CCY1 = ccy.LABEL,
KKContribute = t.KK_CONTRIBUTE,
LimitOverwrite = string.Concat(t.OVER_AMOUNT > 0 ? "PCE/" : "", t.OVER_SETTL_AMOUNT > 0 ? "SET/" : "", t.OVER_COUNTRY_AMOUNT > 0 ? "COUNTRY/" : "").TrimEnd(trimchar),
LimitOverAmount = ((t.OVER_AMOUNT > 0 ? "PCE: " + t.OVER_AMOUNT.Value.ToString("#,##0") : string.Empty)
+ (t.OVER_SETTL_AMOUNT > 0 ? " SET: " + t.OVER_SETTL_AMOUNT.Value.ToString("#,##0") : string.Empty)
+ (t.OVER_COUNTRY_AMOUNT > 0 ? " COUNTRY: " + t.OVER_COUNTRY_AMOUNT.Value.ToString("#,##0") : string.Empty)).Trim()
}).OrderBy(t=>t.EngineDate).ToList();
return query;
}
public static List<DealViewModel> GetPCEDetailData(SessionInfo sessioninfo, string strReportDate, string strCtpy, string strProduct, string strSource)
{
try
{
ReportBusiness _reportBusiness = new ReportBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
CountryBusiness _countryBusiness = new CountryBusiness();
CounterpartyBusiness _ctpyBusiness = new CounterpartyBusiness();
List<DA_TRN> trns = _reportBusiness.GetPCEDetailReport(sessioninfo, strReportDate, strCtpy, strProduct, strSource);
List<MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
List<MA_CSA_PRODUCT> csaproducts = _ctpyBusiness.GetCSAProductAll(sessioninfo);
List<MA_COUNTRY> country = _countryBusiness.GetCountryAll();
var report = (from trn in trns
join ct in country on trn.MA_COUTERPARTY.COUNTRY_ID equals ct.ID
join ccy1 in ccys on trn.FIRST.CCY_ID equals ccy1.ID into ljccy1
from subccy1 in ljccy1.DefaultIfEmpty()
join ccy2 in ccys on trn.SECOND.CCY_ID equals ccy2.ID into ljccy2
from subccy2 in ljccy2.DefaultIfEmpty()
join csaproduct in csaproducts on new { CTPY_ID = trn.CTPY_ID, PRODUCT_ID = trn.PRODUCT_ID.Value } equals new { CTPY_ID = csaproduct.CSA_AGREEMENT_ID, PRODUCT_ID = csaproduct.PRODUCT_ID } into ljcsa
from subcsa in ljcsa.DefaultIfEmpty()
select new DealViewModel
{
EngineDate = trn.ENGINE_DATE,
DMK_NO = trn.INT_DEAL_NO,
OPICS_NO = trn.EXT_DEAL_NO,
Source = trn.SOURCE == "INT" ? "DMK" : "OPICS",
Product = trn.MA_PRODUCT.LABEL,
Portfolio = trn.MA_PORTFOLIO.LABEL,
TradeDate = trn.TRADE_DATE.Value,
EffectiveDate = trn.START_DATE,
MaturityDate = trn.MATURITY_DATE,
Instrument = trn.MA_INSRUMENT.LABEL,
Counterparty = trn.MA_COUTERPARTY.SNAME,
Notional1 = trn.FIRST.NOTIONAL,
Notional2 = trn.SECOND.NOTIONAL,
FixedFloat1 = !trn.FIRST.FLAG_FIXED.HasValue ? "-" : trn.FIRST.FLAG_FIXED.Value ? trn.FIRST.FLAG_PAYREC + "-FIXED" : trn.FIRST.FLAG_PAYREC + "-FLOAT",
FixedFloat2 = !trn.SECOND.FLAG_FIXED.HasValue ? "-" : trn.SECOND.FLAG_FIXED.Value ? trn.SECOND.FLAG_PAYREC + "-FIXED" : trn.SECOND.FLAG_PAYREC + "-FLOAT",
KKPCCF = trn.KK_PCCF,
KKContribute = trn.KK_CONTRIBUTE,
CCY1 = subccy1 != null ? subccy1.LABEL : "-",
CCY2 = subccy2 != null ? subccy2.LABEL : "-",
CSA = subcsa != null ? "Yes" : "No",
Country = ct.LABEL
}).OrderBy(p => p.DMK_NO).ToList();
return report;
}
catch (Exception ex)
{
throw ex;
}
}
public static List <DealViewModel> GetDealInquiryData(SessionInfo sessioninfo
, string strDMKNo
, string strOPICNo
, string strProduct
, string strCtpy
, string strPortfolio
, string strTradeDate
, string strEffDate
, string strMatDate
, string strInstrument
, string strUser
, string strStatus
, string strOverStatus
, string strProcDate
, string strSettleStatus)
{
DealBusiness _dealBusiness = new DealBusiness();
UserBusiness _userBusiness = new UserBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
//Get data from database
List <DA_TRN> trns = _dealBusiness.GetDealInquiryByFilter(sessioninfo
, strDMKNo
, strOPICNo
, strProduct
, strCtpy
, strPortfolio
, strTradeDate
, strEffDate
, strMatDate
, strInstrument
, strUser
, strStatus
, strProcDate);
//Get user data
List <MA_USER> users = _userBusiness.GetAll();
List <MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
List <MA_FREQ_TYPE> freq = _lookupBusiness.GetFreqTypeAll();
return((from t in trns
join user in users on t.LOG.INSERTBYUSERID equals user.ID into ljuser
from inputuser in ljuser.DefaultIfEmpty()
join tempccy1 in ccys on t.FIRST.CCY_ID equals tempccy1.ID into ljccy1
from ccy1 in ljccy1.DefaultIfEmpty()
join tempccy2 in ccys on t.SECOND.CCY_ID equals tempccy2.ID into ljccy2
from ccy2 in ljccy2.DefaultIfEmpty()
join f1 in freq on t.FIRST.FREQTYPE_ID equals f1.ID into fg1
from subfg1 in fg1.DefaultIfEmpty()
join f2 in freq on t.SECOND.FREQTYPE_ID equals f2.ID into fg2
from subfg2 in fg2.DefaultIfEmpty()
select new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO,
OPICS_NO = t.EXT_DEAL_NO,
TradeDate = t.TRADE_DATE.Value,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL,
MaturityDate = t.MATURITY_DATE,
BuySell = t.FLAG_BUYSELL,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED.Value ? "FIXED" : "FLOAT",
Rate1 = t.FIRST.RATE,
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT",
Rate2 = t.SECOND.RATE,
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = t.MA_STATUS.LABEL,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE,
LimitOverwrite = string.IsNullOrEmpty(t.OVER_APPROVER) ? "No" : t.OVER_AMOUNT > 0 && t.OVER_SETTL_AMOUNT > 0 ? "Yes" : t.OVER_AMOUNT > 0 ? "PCE" : "SET",
LimitApprover = t.OVER_APPROVER,
Trader = inputuser != null ? inputuser.USERCODE : null,
Remark = t.REMARK,
CCY1 = ccy1 != null ? ccy1.LABEL : null,
CCY2 = ccy2 != null ? ccy2.LABEL : null,
SettlementLimit = !t.FLAG_SETTLE.HasValue || !t.FLAG_SETTLE.Value ? "No" : "Yes",
Freq1 = subfg1 != null ? subfg1.USERCODE : null,
Freq2 = subfg2 != null ? subfg2.USERCODE : null,
OpicsTrader = t.INSERT_BY_EXT,
TBMA_SENT = t.DA_TMBA_EXTENSION == null ? "N/A" : t.DA_TMBA_EXTENSION.SEND_DATE != null ? "Yes" : "No"
}).Where(p => p.LimitOverwrite == strOverStatus || String.IsNullOrEmpty(strOverStatus))
.Where(t => t.SettlementLimit == strSettleStatus || string.IsNullOrEmpty(strSettleStatus)).ToList());
}
public static object GetCurrencyOptions(SessionInfo sessioninfo)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
//Get data from database
var currencies = _lookupBusiness.GetCurrencyAll().Select(c => new { DisplayText = c.LABEL, Value = c.ID.ToString() });
var currenciesList = currencies.ToList();
currenciesList.Insert(0, new { DisplayText = "Please select", Value = string.Empty });
//Return result to jTable
return new { Result = "OK", Options = currenciesList };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public DA_TRN GenerateFXSpotTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strSpotDate, string strCtpy, string strPortfolio
, string strCurrencyPair, string strBS, string strContractCcy, string strCounterCcy
, string strSpotRate, string strContractAmt, string strCounterAmt, string strRemark, bool settleFlag, string strProductId)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp)) {
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.START_DATE = trn.TRADE_DATE;
trn.MATURITY_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
trn.FIRST.RATE = Convert.ToDecimal(strSpotRate);
trn.FLAG_BUYSELL = strBS;
trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmt) : -Convert.ToDecimal(strContractAmt);
trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmt) : Convert.ToDecimal(strCounterAmt);
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.SOURCE = SourceType.INT.ToString();
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSPOT.ToString()).ID;
trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.FLAG_SETTLE = !settleFlag;
trn.REMARK = strRemark;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
if (n1 != null)
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
else
{
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
//trn.KK_CONTRIBUTE = trn.NOTIONAL_THB.Value * trn.KK_PCCF / 100;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.RATE = trn.FIRST.RATE;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
if (n1 != null)
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null){
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
}
else{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();
flow2.ID = Guid.NewGuid();
flow2.DA_TRN_ID = trn.ID;
flow2.FLAG_FIRST = false;
flow2.FLOW_DATE = trn.MATURITY_DATE;
flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
if (n2 != null)
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
trn.DA_TRN_FLOW.Add(flow2);
return trn;
}
public static List<FIDealModel> GetDealInternalByProcessDate(SessionInfo sessioninfo)
{
DealBusiness _dealBusiness = new DealBusiness();
UserBusiness _userBusiness = new UserBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
List<MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
List<MA_USER> users = _userBusiness.GetAll();
Guid productID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.BOND.ToString()).ID;
List<DA_TRN> trns = _dealBusiness.GetDealInternalByProcessDate(sessioninfo.Process.CurrentDate);
return (from t in trns.Where(a => a.PRODUCT_ID.Value == productID && a.DA_TMBA_EXTENSION != null)
join user in users on t.LOG.INSERTBYUSERID equals user.ID into ljuser
from inputuser in ljuser.DefaultIfEmpty()
join tempccy1 in ccys on t.FIRST.CCY_ID equals tempccy1.ID into ljccy1
from ccy1 in ljccy1.DefaultIfEmpty()
join tbmauser in users on t.DA_TMBA_EXTENSION.SENDER_ID equals tbmauser.ID into ljtbmauser
from tbmainputuser in ljtbmauser.DefaultIfEmpty()
orderby t.LOG.INSERTDATE descending
select new FIDealModel
{
ID = t.ID,
DMK_NO = t.INT_DEAL_NO,
OPICS_NO = t.EXT_DEAL_NO,
InsertState = t.MA_STATUS.LABEL == StatusCode.CANCELLED.ToString()
? "Cancelled"
: t.DA_TMBA_EXTENSION.SEND_DATE != null
? "Sent"
: 1800 - DateTime.Now.Subtract(t.LOG.INSERTDATE).TotalSeconds <=0
? "Late"
: (1800 - Math.Round( DateTime.Now.Subtract(t.LOG.INSERTDATE).TotalSeconds)).ToString() ,
TradeDate = t.TRADE_DATE.Value,
MaturityDate = t.MATURITY_DATE,
Instrument = t.MA_INSRUMENT.LABEL,
BuySell = t.FLAG_BUYSELL,
Portfolio = t.MA_PORTFOLIO.LABEL,
Counterparty = t.MA_COUTERPARTY.SNAME,
Yield = t.FIRST.RATE.Value,
GrossValue = t.FIRST.NOTIONAL.Value,
CCY = ccy1 != null ? ccy1.LABEL : null,
Trader = inputuser != null ? inputuser.USERCODE : null,
Status = t.MA_STATUS.LABEL,
PCE = t.KK_CONTRIBUTE.HasValue ? t.KK_CONTRIBUTE.Value : 0,
Sender = tbmainputuser != null ? tbmainputuser.USERCODE : null,
Unit = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.UNIT : 0,
CleanPrice = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.CLEAN_PRICE : 0,
GrossPrice = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.GROSS_PRICE : 0,
YieldType = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.YIELD_TYPE : string.Empty,
ReporyBy = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.IS_REPORT_CLEAN ? "Clean Price" : "Gross Price" : string.Empty,
Purpose = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.PURPOSE : string.Empty,
Term = t.DA_TMBA_EXTENSION != null && t.DA_TMBA_EXTENSION.TERM.HasValue ? t.DA_TMBA_EXTENSION.TERM.Value : 0,
Rate = t.DA_TMBA_EXTENSION != null && t.DA_TMBA_EXTENSION.RATE.HasValue ? t.DA_TMBA_EXTENSION.RATE.Value : 0,
TBMA_Remark = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.REMARK : string.Empty,
SendTime = t.DA_TMBA_EXTENSION != null ? t.DA_TMBA_EXTENSION.SEND_DATE.HasValue ? t.DA_TMBA_EXTENSION.SEND_DATE.Value.ToString("dd MMM yyy HH:mm") : string.Empty : string.Empty,
PrimaryMarket = t.FLAG_PCE.Value ? "Yes" : "No",
NonDVP = t.FLAG_SETTLE.Value ? "Yes" : "No"
}).ToList();
}
public DA_TRN GenerateFITransactionObject(SessionInfo sessionInfo
, string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strSettlementDate
, string strYield
, string strUnit
, string strCleanPrice
, string strGrossPrice
, string strNotional
, string strCCY
, string strPceFlag
, string strSettleFlag
, string strYeildType
, string strReportBy
, string strPurpose
, string strTerm
, string strRate
, string strTBMARemark
, string strRemark
, string strProductId)
{
//Validate business logics here
//throw error to UI if fail validation
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
DateTime dteTemp;
Decimal decTemp;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
if (strCtpy == "null")
throw this.CreateException(new Exception(), "Please input counterparty.");
else
trn.CTPY_ID = Guid.Parse(strCtpy);
if (String.IsNullOrEmpty(strTradeDate))
throw this.CreateException(new Exception(), "Please input trade date.");
else if (!DateTime.TryParseExact(strTradeDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
throw this.CreateException(new Exception(), "Invalid trade date.");
else
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
if (String.IsNullOrEmpty(strSettlementDate))
throw this.CreateException(new Exception(), "Please input settlement date.");
else if (!DateTime.TryParseExact(strSettlementDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
throw this.CreateException(new Exception(), "Invalid settlement date.");
else
{
trn.MATURITY_DATE = DateTime.ParseExact(strSettlementDate, "dd/MM/yyyy", null);
trn.START_DATE = trn.MATURITY_DATE;
}
if (strInstrument == "null")
throw this.CreateException(new Exception(), "Please input instrument.");
else
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
if (String.IsNullOrEmpty(strNotional))
throw this.CreateException(new Exception(), "Please input notional amount.");
else if (!Decimal.TryParse(strNotional, out decTemp))
throw this.CreateException(new Exception(), "Invalid notional amount.");
else if (Convert.ToDecimal(strNotional) <= 0)
throw this.CreateException(new Exception(), "Invalid notional amount.");
else
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional);
if (strPortfolio == "-1")
throw this.CreateException(new Exception(), "Please select portfolio.");
else
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
if (trn.MATURITY_DATE < trn.TRADE_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be before trade date.");
}
if ((strPurpose.Trim() == TBMA_PURPOSE.FIN.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINB.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINP.ToString()) && (strTBMARemark.Trim() == string.Empty || strRate.Trim() == string.Empty || strTerm.Trim() == string.Empty))
{
throw this.CreateException(new Exception(), "Please input Term, Rate and Remark.");
}
if (lastrn != null) {
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.ID = Guid.NewGuid();
trn.FLAG_SETTLE = strSettleFlag == "1" ? true : false;
trn.FLAG_BUYSELL = strBuySell;
trn.FIRST.CCY_ID = Guid.Parse(strCCY);
trn.FIRST.RATE = Convert.ToDecimal(strYield);
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.BOND.ToString()).ID;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.SOURCE = SourceType.INT.ToString();
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == trn.TRADE_DATE);
if (a == null)
{
var ccys = _lookupBusiness.GetCurrencyAll().FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccys.LABEL + " spot rate on " + strTradeDate + " trade date.");
}
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
trn.FLAG_PCE = strPceFlag == "1" ? true : false;
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FLAG_BUYSELL == "B" ? -trn.FIRST.NOTIONAL : trn.FIRST.NOTIONAL;
flow1.FLOW_AMOUNT_THB = trn.FLAG_BUYSELL == "B" ? -trn.NOTIONAL_THB : trn.NOTIONAL_THB;
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
DA_TMBA_EXTENSION tbma = new DA_TMBA_EXTENSION();
tbma.ID = trn.ID;
tbma.PURPOSE = strPurpose;
tbma.YIELD_TYPE = strYeildType;
tbma.CLEAN_PRICE = Convert.ToDecimal(strCleanPrice);
tbma.GROSS_PRICE = Convert.ToDecimal(strGrossPrice);
tbma.UNIT = Convert.ToInt32(strUnit);
if (strTerm != string.Empty)
tbma.TERM = Convert.ToInt32(strTerm);
if (strRate != string.Empty)
tbma.RATE = Convert.ToDecimal(strRate);
if (strTBMARemark != string.Empty)
tbma.REMARK = strTBMARemark;
tbma.IS_REPORT_CLEAN = strReportBy == "0" ? true : false;
if (lastrn != null)
{
tbma.SEND_DATE = lastrn.DA_TMBA_EXTENSION.SEND_DATE;
tbma.SENDER_ID = lastrn.DA_TMBA_EXTENSION.SENDER_ID;
}
trn.DA_TMBA_EXTENSION = tbma;
return trn;
}
public DA_TRN GenerateSwapTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strInstrument, string strCtpy, string strPortfolio
, string strEffDate, string strMatDate, string strNotional1
, string strCCY1 , string strFFL1, string strFFix1, string strRate1, string strFreq1
, string strNotional2, string strCCY2, string strFFL2, string strFFix2, string strRate2, string strFreq2
, int intDaySpan,string strRemark, string strProductId)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.START_DATE = DateTime.ParseExact(strEffDate, "dd/MM/yyyy", null);
trn.MATURITY_DATE = DateTime.ParseExact(strMatDate, "dd/MM/yyyy", null);
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional1);
trn.SECOND.NOTIONAL = Convert.ToDecimal(strNotional2);
//Fix Currency Type
trn.FIRST.CCY_ID = Guid.Parse(strCCY1);
trn.SECOND.CCY_ID= Guid.Parse(strCCY2);
trn.FIRST.FLAG_PAYREC = "P";
trn.FIRST.FLAG_FIXED = strFFL1 == "1" ? true : false;
if (!trn.FIRST.FLAG_FIXED.Value)
{
trn.FIRST.FIRSTFIXINGAMT = Convert.ToDecimal(strFFix1);
}
trn.FIRST.RATE = Convert.ToDecimal(strRate1);
trn.FIRST.FREQTYPE_ID = Guid.Parse(strFreq1);
trn.SECOND.FLAG_PAYREC = "R";
trn.SECOND.FLAG_FIXED = strFFL2 == "1" ? true : false;
if (!trn.SECOND.FLAG_FIXED.Value)
{
trn.SECOND.FIRSTFIXINGAMT = Convert.ToDecimal(strFFix2);
}
trn.SECOND.RATE = Convert.ToDecimal(strRate2);
trn.SECOND.FREQTYPE_ID = Guid.Parse(strFreq2);
if (lastrn != null)
{
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.SWAP.ToString()).ID;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.SOURCE = SourceType.INT.ToString();
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.FLAG_SETTLE = true;
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate == null || secondRate == null)
{
var ccylabel = ccys.Where(p => (p.ID == trn.FIRST.CCY_ID && firstRate == null) || (p.ID == trn.SECOND.CCY_ID && secondRate == null)).Select(p => p.LABEL);
var strCCY = string.Join(" and ",ccylabel);
throw this.CreateException(new Exception(), "Error : There is no " + strCCY + " spot rate.");
}
if (n1 != null)
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
if (Math.Ceiling(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Ceiling(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
GenerateCashFlows(sessionInfo, trn, intDaySpan, firstRate.RATE, secondRate.RATE);
return trn;
}
public DA_TRN GenerateRepoTransactionObject(SessionInfo sessionInfo
, string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strEffectiveDate
, string strMaturityDate
, string strNotional
, string strProductId
, string strRemark)
{
//Validate business logics here
//throw error to UI if fail validation
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.REPO.ToString()).ID;
trn.SOURCE = SourceType.INT.ToString();
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.START_DATE = DateTime.ParseExact(strEffectiveDate, "dd/MM/yyyy", null);
trn.MATURITY_DATE = DateTime.ParseExact(strMaturityDate, "dd/MM/yyyy", null);
trn.FLAG_BUYSELL = strBuySell;
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional);
trn.FIRST.CCY_ID = _lookupBusiness.GetCurrencyAll().FirstOrDefault(p => p.LABEL == "THB").ID;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
trn.FLAG_SETTLE = false;
if (lastrn != null)
{
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
return trn;
}
public DA_TRN GenerateFXSwapTransactionObject2(SessionInfo sessionInfo, string strTradeDate, string strCtpy, string strPortfolio, string strCurrencyPair
, string strContractCcy, string strCounterCcy, string strSpotRate
, string strBSFar, string strSetDateFar, string strSwapPointFar
, string strContractAmtFar, string strCounterAmtFar, string strSpotDate, string strRemark, bool settleFlag, int Version)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
//trn.INT_DEAL_NO = strDealNo;
trn.SOURCE = SourceType.INT.ToString();
trn.VERSION = Version;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSWAP.ToString()).ID;
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.SPOT_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
//If settle after spot date (forward deal) then bucket is count from spot -> settlement date
//else (O/N or T/N deal) no need to count bucket so start date will be null
if (DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null) > trn.SPOT_DATE)
trn.START_DATE = trn.SPOT_DATE;
else
trn.START_DATE = trn.TRADE_DATE;
trn.MATURITY_DATE = DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null);
trn.FLAG_BUYSELL = strBSFar;
trn.FLAG_NEARFAR = "F";
trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmtFar) : -Convert.ToDecimal(strContractAmtFar);
trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
trn.FIRST.RATE = Convert.ToDecimal(strSpotRate) + Convert.ToDecimal(strSwapPointFar);
trn.FIRST.SWAP_POINT = Convert.ToDecimal(strSwapPointFar);
trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmtFar) : Convert.ToDecimal(strCounterAmtFar);
trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.FLAG_SETTLE = !settleFlag;
trn.REMARK = strRemark;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
if (n1 != null)
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
else
{
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
//trn.KK_CONTRIBUTE = Math.Abs(trn.NOTIONAL_THB.Value) * trn.KK_PCCF / 100;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.RATE = trn.FIRST.RATE + trn.FIRST.SWAP_POINT;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
if (n1 != null)
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();
flow2.ID = Guid.NewGuid();
flow2.DA_TRN_ID = trn.ID;
flow2.FLAG_FIRST = false;
flow2.FLOW_DATE = trn.MATURITY_DATE;
flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
if (n2 != null)
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
trn.DA_TRN_FLOW.Add(flow2);
return trn;
}
public static object GetDealByProcessDateStatusCode(SessionInfo sessioninfo, DateTime processdate, StatusCode statuscode, int startIndex, int count, string sorting)
{
DealBusiness _dealBusiness = new DealBusiness();
OpicsBusiness _opicsBusiness = new OpicsBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
List<DA_TRN> deals = null;
List<DA_TRN> dealExts = null;
List<DEALModel> opicdeals = null;
try
{
//Get data from database
if (statuscode == StatusCode.MATCHED)
{
LoggingHelper.Debug("Get DMK Deal is matched on " + processdate.ToString());
deals = _dealBusiness.GetDealByProcessDate(processdate, StatusCode.MATCHED);
dealExts = _dealBusiness.GetImportedDealsByProcessDate(sessioninfo.Process.NextDate);
}
else
{
LoggingHelper.Debug("Get DMK Deal is not matched on " + processdate.ToString());
//Get data from database
opicdeals = _opicsBusiness.GetOPICSDealExternal(processdate);
//auto match with OPICS deal
AutoMatchAndUpdateDeals(sessioninfo, processdate, opicdeals, out deals);
}
if (dealExts == null)
dealExts = new List<DA_TRN>();
List<MA_FREQ_TYPE> freq = _lookupBusiness.GetFreqTypeAll();
List<MA_CURRENCY> ccys = _lookupBusiness.GetCurrencyAll();
//Sorting
string[] sortsp = sorting.Split(' ');
List<DealViewModel> dealviews = (from t in deals
join p in dealExts on new { t.INT_DEAL_NO, t.FLAG_NEARFAR } equals new { p.INT_DEAL_NO, p.FLAG_NEARFAR } into ps
join f1 in freq on t.FIRST.FREQTYPE_ID equals f1.ID into fg1
from subfg1 in fg1.DefaultIfEmpty()
join f2 in freq on t.SECOND.FREQTYPE_ID equals f2.ID into fg2
from subfg2 in fg2.DefaultIfEmpty()
join tempccy1 in ccys on t.FIRST.CCY_ID equals tempccy1.ID into ljccy1
from ccy1 in ljccy1.DefaultIfEmpty()
join tempccy2 in ccys on t.SECOND.CCY_ID equals tempccy2.ID into ljccy2
from ccy2 in ljccy2.DefaultIfEmpty()
where t.MA_STATUS.LABEL.Contains(statuscode.ToString()) && t.MATURITY_DATE.HasValue ? t.MATURITY_DATE.Value > sessioninfo.Process.CurrentDate : true
select new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO,
OPICS_NO = ps == null ? t.EXT_DEAL_NO : string.Join(",", ps.Select(i => i.EXT_DEAL_NO)),
TradeDate = t.TRADE_DATE.Value,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL,
MaturityDate = t.MATURITY_DATE.HasValue ? t.MATURITY_DATE : null,
BuySell = t.FLAG_BUYSELL,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED == true ? "FIXED" : "FLOAT",
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
Rate1 = t.FIRST.RATE,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT",
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
Rate2 = t.SECOND.RATE,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = t.MA_STATUS.LABEL,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE,
Remark = t.REMARK,
Freq1 = subfg1 != null ? subfg1.USERCODE : null,
Freq2 = subfg2 != null ? subfg2.USERCODE : null,
CCY1 = ccy1 != null ? ccy1.LABEL : null,
CCY2 = ccy2 != null ? ccy2.LABEL : null
}).AsQueryable().OrderBy(sortsp[0], sortsp[1]).ToList();
//Return result to jTable
return new
{
Result = "OK",
Records = dealviews.Count > 0 ? dealviews.Skip(startIndex).Take(count).ToList() : dealviews,
TotalRecordCount = dealviews.Count
};
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}