private void dgv5239_RowHeaderMouseDoubleClick(object sender, DataGridViewCellMouseEventArgs e)
{
PositionSummaryObject p = (PositionSummaryObject)dgv5239.CurrentRow.DataBoundItem;
DtcChannel.Instance.CusipSelected(p.Cusip);
}
private void ServerForm_Load(object sender, EventArgs e)
{
dgv5239.DataSource = filtered5239;
dgv269.DataSource = positions269;
dgvExpected.DataSource = expected;
helper.Add(new DgvHelper(dgv5239, this.Name, true));
helper.Add(new DgvHelper(dgv269, this.Name, true));
helper.Add(new DgvHelper(dgvExpected, this.Name, true));
cbxFilter.Items.Add("All");
cbxFilter.Items.Add("OverBorrows");
cbxFilter.Items.Add("OverLoans");
cbxFilter.SelectedIndex = 0;
try
{
txtBorrowPosition269.Text = "$0";
txtBorrowPosition5239.Text = "$0";
txtDifference.Text = "$0";
txtHedgeMark.Text = "$0";
txtHedgeSpread.Text = "$0";
txtLoanPosition269.Text = "$0";
txtLoanPosition5239.Text = "$0";
txtSpread269.Text = "$0";
txtSpread5239.Text = "$0";
//calc mark
HedgeMarkTotalViewParam hmp = new HedgeMarkTotalViewParam();
hmp.ActivityDate_Date.AddParamValue(Utils.GetNthBusinessDay(DateTime.Today, -1));
hmvf.Load(marks, hmp);
double markTotal = 0;
marks.ForEach(m => markTotal += m.Total.Value);
//load collateral values
HedgeCollateralViewParam hcp = new HedgeCollateralViewParam();
hcp.ActivityDate_Date.AddParamValue(Utils.GetNthBusinessDay(DateTime.Today, -1));
hcvf.Load(collateral, hcp);
double borrowPosition5239 = 0;
double borrowPosition269 = 0;
double loanPosition5239 = 0;
double loanPosition269 = 0;
foreach (HedgeCollateralViewObject h in collateral)
{
if (h.BorrowLoan == "B")
{
if (h.ClearingNo == "05239")
{
borrowPosition5239 = h.total.Value;
}
if (h.ClearingNo == "00269")
{
borrowPosition269 = h.total.Value;
}
}
else if (h.BorrowLoan == "L")
{
if (h.ClearingNo == "05239")
{
loanPosition5239 = h.total.Value;
}
if (h.ClearingNo == "00269")
{
loanPosition269 = h.total.Value;
}
}
}
txtBorrowPosition5239.Text = borrowPosition5239.ToString("c0");
txtBorrowPosition269.Text = borrowPosition269.ToString("c0");
txtLoanPosition5239.Text = loanPosition5239.ToString("c0");
txtLoanPosition269.Text = loanPosition269.ToString("c0");
double spread269 = borrowPosition269 - loanPosition269;
double spread5239 = borrowPosition5239 - loanPosition5239;
double hedgeMark = Math.Abs(markTotal);
double difference = (spread269 + spread5239);
double hedgeSpread = difference - hedgeMark;
txtSpread269.Text = spread269.ToString("c0");
txtSpread5239.Text = spread5239.ToString("c0");
txtHedgeMark.Text = hedgeMark.ToString("c0");
txtDifference.Text = difference.ToString("c0");
if (borrowPosition5239 > loanPosition5239)
{
txtHedgeSpread.Text = hedgeSpread.ToString("c0") + "\r\n" + "OverBorrow";
}
else
{
txtHedgeSpread.Text = hedgeSpread.ToString("c0") + "\r\n" + "OverLoan";
}
//calculate over borrows and loans
HedgePositionSummaryViewFactory hpsf = new HedgePositionSummaryViewFactory();
List <HedgePositionSummaryViewObject> hedgePos = new List <HedgePositionSummaryViewObject>();
HedgePositionSummaryViewParam hpsp = new HedgePositionSummaryViewParam();
List <PositionSummaryObject> temp = new List <PositionSummaryObject>();
hpsp.ActivityDate.AddParamValue(Utils.GetNthBusinessDay(DateTime.Today, -1));
hpsf.Load(hedgePos, hpsp);
foreach (HedgePositionSummaryViewObject h in hedgePos)
{
PositionSummaryObject p = temp.Find(t => t.Cusip == h.Cusip &&
t.ClearingNo == h.ClearingNo);
//does not exist
if (p == null)
{
PositionSummaryObject t = new PositionSummaryObject(h);
temp.Add(t);
}
else
{
if (h.BorrowLoan == "B")
{
p.StartingBorrowQty += h.Quantity.Value;
p.StartingBorrowValue += h.ContractValue.Value;
}
if (h.BorrowLoan == "L")
{
p.StartingLoanQty += h.Quantity.Value;
p.StartingLoanValue += h.ContractValue.Value;
}
}
}
foreach (PositionSummaryObject p in temp)
{
if (p.ClearingNo == "05239")
{
positions5239.Add(p);
}
if (p.ClearingNo == "00269")
{
positions269.Add(p);
}
}
//now calculate what the current positions are
foreach (IncomingDeliveryOrderObject ido in calc.AllDtcActivity)
{
CalcSummary(ido, "00005239", positions5239);
CalcSummary(ido, "00000269", positions269);
}
UpdateFilter(positions5239, filtered5239);
UpdateFilter(positions269, filtered269);
CalculateExpected();
CalcSpread();
filtered5239.Sort("SortField", ListSortDirection.Descending);
}
catch (Exception ex)
{
Trace.WriteLine(ex, TraceEnum.LoggedError);
MessageBox.Show("Error starting app: \r\n" + ex.ToString());
}
}