private static PartyReference CreatePartyReference(string href)
{
var partyOrTradeSideReference = new PartyReference {
href = href
};
return(partyOrTradeSideReference);
}
public static PartyReference Parse(string href)
{
var result = new PartyReference {
href = href
};
return(result);
}
public static PartyReference Create(string href)
{
PartyReference partyOrTradeSideReference = new PartyReference();
partyOrTradeSideReference.href = href;
return(partyOrTradeSideReference);
}
public static PartyReference Parse(string href)
{
PartyReference result = new PartyReference();
result.href = href;
return(result);
}
public static Trade CreateFraTrade(FraInputRange2 fraInputRange)
{
var trade = new Trade();
var fra = new Fra
{
adjustedEffectiveDate =
DateTypesHelper.ToRequiredIdentifierDate(fraInputRange.AdjustedEffectiveDate),
adjustedTerminationDate = fraInputRange.AdjustedTerminationDate,
adjustedTerminationDateSpecified = true,
paymentDate =
DateTypesHelper.ToAdjustableDate(fraInputRange.UnadjustedPaymentDate,
fraInputRange.PaymentDateBusinessDayConvention,
fraInputRange.PaymentDateBusinessCenters),
Items = new object[] { new ProductType {
Value = ProductTypeSimpleEnum.FRA.ToString()
} },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
if ("resetDate" != fraInputRange.FixingDayOffsetDateRelativeTo)
{
throw new ArgumentException("The fixing date must be specified as 'resetDate'-relative!", nameof(fraInputRange));
}
var fixingDayType = EnumHelper.Parse <DayTypeEnum>(fraInputRange.FixingDayOffsetDayType);
fra.fixingDateOffset = RelativeDateOffsetHelper.Create(fraInputRange.FixingDayOffsetPeriod, fixingDayType,
fraInputRange.FixingDayOffsetBusinessDayConvention,
fraInputRange.FixingDayOffsetBusinessCenters,
fraInputRange.FixingDayOffsetDateRelativeTo);
fra.dayCountFraction = DayCountFractionHelper.Parse(fraInputRange.DayCountFraction);
IDayCounter dayCounter = DayCounterHelper.Parse(fra.dayCountFraction.Value);
fra.calculationPeriodNumberOfDays = dayCounter.DayCount(fra.adjustedEffectiveDate.Value, fra.adjustedTerminationDate).ToString(CultureInfo.InvariantCulture);
fra.notional = MoneyHelper.GetAmount(fraInputRange.NotionalAmount, fraInputRange.NotionalCurrency);
fra.fixedRate = (decimal)fraInputRange.FixedRate;
fra.fixedRateSpecified = true;
fra.floatingRateIndex = FloatingRateIndexHelper.Parse(fraInputRange.FloatingRateIndex);
fra.indexTenor = new[] { PeriodHelper.Parse(fraInputRange.IndexTenor) };
fra.fraDiscounting = fraInputRange.FraDiscounting;
fra.fraDiscountingSpecified = true;
PartyReference party1 = PartyReferenceFactory.Create("party1");
PartyReference party2 = PartyReferenceFactory.Create("party2");
fra.sellerPartyReference = party1;
fra.buyerPartyReference = party2;
if (bool.Parse(fraInputRange.IsParty1Buyer))
{
fra.sellerPartyReference = party2;
fra.buyerPartyReference = party1;
}
XsdClassesFieldResolver.TradeSetFra(trade, fra);
trade.id = fraInputRange.TradeId;
return(trade);
}
/// <summary>
///
/// </summary>
/// <param name="fraInputRange"></param>
/// <returns></returns>
public static Fra GetFpMLFra(FraInputRange fraInputRange)
{
var fra = new Fra
{
adjustedEffectiveDate =
DateTypesHelper.ToRequiredIdentifierDate(fraInputRange.AdjustedEffectiveDate),
adjustedTerminationDate = fraInputRange.AdjustedTerminationDate,
paymentDate =
DateTypesHelper.ToAdjustableDate(fraInputRange.UnadjustedPaymentDate,
fraInputRange.PaymentDateBusinessDayConvention,
fraInputRange.PaymentDateBusinessCenters)
};
if ("resetDate" != fraInputRange.FixingDayOffsetDateRelativeTo)
{
throw new ArgumentException("The fixing date must be specified as 'resetDate'-relative!", nameof(fraInputRange));
}
var fixingDayType = EnumHelper.Parse <DayTypeEnum>(fraInputRange.FixingDayOffsetDayType);
fra.fixingDateOffset = RelativeDateOffsetHelper.Create(fraInputRange.FixingDayOffsetPeriod, fixingDayType,
fraInputRange.FixingDayOffsetBusinessDayConvention,
fraInputRange.FixingDayOffsetBusinessCenters,
fraInputRange.FixingDayOffsetDateRelativeTo);
fra.dayCountFraction = DayCountFractionHelper.Parse(fraInputRange.DayCountFraction);
IDayCounter dayCounter = DayCounterHelper.Parse(fra.dayCountFraction.Value);
fra.calculationPeriodNumberOfDays = dayCounter.DayCount(fra.adjustedEffectiveDate.Value, fra.adjustedTerminationDate).ToString();
fra.notional = MoneyHelper.GetAmount(fraInputRange.NotionalAmount, fraInputRange.NotionalCurrency);
fra.fixedRate = (decimal)fraInputRange.FixedRate;
fra.floatingRateIndex = FloatingRateIndexHelper.Parse(fraInputRange.FloatingRateIndex);
fra.indexTenor = new[] { PeriodHelper.Parse(fraInputRange.IndexTenor) };
fra.fraDiscounting = fraInputRange.FraDiscounting;
PartyReference nabParty = PartyReferenceFactory.Create("NAB");
PartyReference counterParty = PartyReferenceFactory.Create("COUNTERPARTY");
if (bool.Parse(fraInputRange.Sell))
{
fra.sellerPartyReference = nabParty;
fra.buyerPartyReference = counterParty;
}
else
{
fra.sellerPartyReference = counterParty;
fra.buyerPartyReference = nabParty;
}
return(fra);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceablePayment"/> class.
/// </summary>
/// <param name="id">The identifier.</param>
/// <param name="payerPartyReference">The payer.</param>
/// <param name="receiverPartyReference">The receiver.</param>
/// <param name="payerIsBase">The payer is base flag.</param>
/// <param name="amount">The amount.</param>
/// <param name="paymentDate">The payment date.</param>
/// <param name="paymentCalendar">Type paymentCalendar.</param>
public PriceablePayment
(
string id
, string payerPartyReference
, string receiverPartyReference
, bool payerIsBase
, Money amount
, AdjustableOrAdjustedDate paymentDate
, IBusinessCalendar paymentCalendar) :
base(id, "DiscountedCashflow", payerIsBase, amount, paymentDate, PaymentTypeHelper.Create("Certain"),
CashflowTypeHelper.Create(CashflowTypeEnum.PrincipalExchange.ToString()), false, paymentCalendar)
{
PayerPartyReference = PartyReferenceFactory.Create(payerPartyReference);
ReceiverPartyReference = PartyReferenceFactory.Create(receiverPartyReference);
OrderedPartyNames.Add(PayerPartyReference.href);
OrderedPartyNames.Add(ReceiverPartyReference.href);
}
public static Trade CreateFraTrade(string tradeId, RequiredIdentifierDate adjustedEffectiveDate, DateTime adjustedTerminationDate,
AdjustableDate paymentDate, RelativeDateOffset fixingDayOffset, DayCountFraction dayCountFraction, decimal notionalAmount,
string notionalCurrency, decimal fixedRate, string floatingRateIndex, string indexTenor, FraDiscountingEnum fraDiscounting)
{
var trade = new Trade();
var fra = new Fra
{
adjustedEffectiveDate = adjustedEffectiveDate,
adjustedTerminationDate = adjustedTerminationDate,
adjustedTerminationDateSpecified = true,
paymentDate = paymentDate,
Items = new object[] { new ProductType {
Value = ProductTypeSimpleEnum.FRA.ToString()
} },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
if ("resetDate" != fixingDayOffset.dateRelativeTo.href)
{
throw new ArgumentException("The fixing date must be specified as 'resetDate'-relative!", nameof(fixingDayOffset));
}
fra.fixingDateOffset = fixingDayOffset;
fra.dayCountFraction = dayCountFraction;
IDayCounter dayCounter = DayCounterHelper.Parse(fra.dayCountFraction.Value);
fra.calculationPeriodNumberOfDays = dayCounter.DayCount(fra.adjustedEffectiveDate.Value, fra.adjustedTerminationDate).ToString(CultureInfo.InvariantCulture);
fra.notional = MoneyHelper.GetAmount(notionalAmount, notionalCurrency);
fra.fixedRate = fixedRate;
fra.fixedRateSpecified = true;
fra.floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex);
fra.indexTenor = new[] { PeriodHelper.Parse(indexTenor) };
fra.fraDiscounting = fraDiscounting;
fra.fraDiscountingSpecified = true;
PartyReference party1 = PartyReferenceFactory.Create("party1");
PartyReference party2 = PartyReferenceFactory.Create("party2");
fra.sellerPartyReference = party2;
fra.buyerPartyReference = party1;
XsdClassesFieldResolver.TradeSetFra(trade, fra);
trade.id = tradeId;
return(trade);
}
/// <summary>
///
/// </summary>
/// <param name="identifier"></param>
/// <param name="payerPartyReference"></param>
/// <param name="receiverPartyReference"></param>
/// <param name="paymentAmount"></param>
/// <param name="adjustablePaymentDate"></param>
/// <param name="settlementInformation"></param>
/// <param name="paymentType"></param>
/// <param name="discountFactor"></param>
/// <param name="presentValueAmount"></param>
/// <returns></returns>
public static Payment Create(string identifier, PartyReference payerPartyReference,
PartyReference receiverPartyReference, NonNegativeMoney paymentAmount,
AdjustableOrAdjustedDate adjustablePaymentDate, SettlementInformation settlementInformation, PaymentType paymentType,
decimal discountFactor, Money presentValueAmount)
{
var payment = new Payment
{
paymentDate = adjustablePaymentDate,
discountFactor = discountFactor,
discountFactorSpecified = true,
href = identifier,
payerPartyReference = payerPartyReference,
paymentAmount = paymentAmount,
paymentType = paymentType,
presentValueAmount = presentValueAmount,
receiverPartyReference = receiverPartyReference,
settlementInformation = settlementInformation
};
return(payment);
}
/// <summary>
/// Creates a vanilla fx option.
/// </summary>
/// <param name="buyerPartyReference"></param>
/// <param name="sellerPartyReference"></param>
/// <param name="fxEuropeanExercise"></param>
/// <param name="soldAs"></param>
/// <param name="fxCashSettlement"></param>
/// <param name="putCurrencyAmount"></param>
/// <param name="callCurrencyAmount"></param>
/// <param name="fxStrikePrice"></param>
/// <param name="valueDate"></param>
/// <param name="premia"></param>
/// <returns></returns>
public static FxOption CreateVanillaFXOption(PartyReference buyerPartyReference,
PartyReference sellerPartyReference, FxEuropeanExercise fxEuropeanExercise,
PutCallEnum soldAs, FxCashSettlement fxCashSettlement,
//QuotedAs quotedAs, ExpiryDateTime expiryDate, ExerciseStyleEnum exerciseStyle,
NonNegativeMoney putCurrencyAmount, NonNegativeMoney callCurrencyAmount, FxStrikePrice fxStrikePrice,
DateTime valueDate, List <FxOptionPremium> premia)
{
var fxOption = new FxOption
{
putCurrencyAmount = putCurrencyAmount,
callCurrencyAmount = callCurrencyAmount,
strike = fxStrikePrice,
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
premium = premia.ToArray(),
soldAs = soldAs,
cashSettlement = fxCashSettlement,
Item = fxEuropeanExercise
};
return(fxOption);
}
public override IDeepCopyable CopyTo(IDeepCopyable other)
{
var dest = other as ProcessingActivityComponent;
if (dest == null)
{
throw new ArgumentException("Can only copy to an object of the same type", "other");
}
base.CopyTo(dest);
if (PartyReference != null)
{
dest.PartyReference = new List <Hl7.Fhir.Model.ResourceReference>(PartyReference.DeepCopy());
}
if (PartyCodeableConcept != null)
{
dest.PartyCodeableConcept = new List <Hl7.Fhir.Model.CodeableConcept>(PartyCodeableConcept.DeepCopy());
}
if (Purpose != null)
{
dest.Purpose = new List <Hl7.Fhir.Model.CodeableConcept>(Purpose.DeepCopy());
}
return(dest);
}
