public String[] RowDataArray()
{
var columns = new List <string>();
String DateFormatString = @"{0:d}";
columns.Add(ServiceId);
columns.Add(RimMbrNum);
columns.Add(Cardholder);
columns.Add(Pan);
columns.Add(TranType);
columns.Add((!SettlementDate.Equals(new DateTime(1, 1, 1)) ? String.Format(DateFormatString, SettlementDate) : String.Empty).ToString());
columns.Add(TerminalId);
columns.Add(FromAccount);
columns.Add(TranCode);
columns.Add(NetworkAmount);
columns.Add(NetworkCDInd);
columns.Add(PhoenixAmount);
columns.Add(PhoenixCDInd);
columns.Add((!TranDT.Equals(new DateTime(1, 1, 1)) ? String.Format(DateFormatString, TranDT) : String.Empty).ToString());
columns.Add(PtId);
columns.Add(ToAccount);
columns.Add(SourceRefNumber);
columns.Add(DeviceLocation);
columns.Add(SourceSeqNum);
return(columns.ToArray());
}
public virtual RequestBuilder BuildRequest(string root)
{
#if netcore
CultureInfo originalCulture = CultureInfo.CurrentCulture;
CultureInfo.CurrentCulture = new CultureInfo("en-US");
#else
CultureInfo originalCulture = System.Threading.Thread.CurrentThread.CurrentCulture;
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");
#endif
var builder = new RequestBuilder(root);
builder.AddElement("settlement-date", SettlementDate.ToString("d"));
#if netcore
CultureInfo.CurrentCulture = originalCulture;
#else
Thread.CurrentThread.CurrentCulture = originalCulture;
#endif
if (GroupByCustomField != null)
{
builder.AddElement("group-by-custom-field", GroupByCustomField);
}
return(builder);
}
public override int GetHashCode()
{
unchecked
{
var hash = 17;
hash = hash * 29 + RequestId != null?RequestId.GetHashCode() : 0;
hash = hash * 29 + Symbol.GetHashCode();
hash = hash * 29 + ExchangeId.GetHashCode();
hash = hash * 29 + SecurityType.GetHashCode();
hash = hash * 29 + (Last.HasValue ? Last.GetHashCode() : 0);
hash = hash * 29 + (TradeSize.HasValue ? TradeSize.GetHashCode() : 0);
hash = hash * 29 + (TradedMarket.HasValue ? TradedMarket.GetHashCode() : 0);
hash = hash * 29 + (TradeDate.HasValue ? TradeDate.GetHashCode() : 0);
hash = hash * 29 + (TradeTime.HasValue ? TradeTime.GetHashCode() : 0);
hash = hash * 29 + (Open.HasValue ? Open.GetHashCode() : 0);
hash = hash * 29 + (High.HasValue ? High.GetHashCode() : 0);
hash = hash * 29 + (Low.HasValue ? Low.GetHashCode() : 0);
hash = hash * 29 + (Close.HasValue ? Close.GetHashCode() : 0);
hash = hash * 29 + (Bid.HasValue ? Bid.GetHashCode() : 0);
hash = hash * 29 + (BidMarket.HasValue ? BidMarket.GetHashCode() : 0);
hash = hash * 29 + (BidSize.HasValue ? BidSize.GetHashCode() : 0);
hash = hash * 29 + (Ask.HasValue ? Ask.GetHashCode() : 0);
hash = hash * 29 + (AskMarket.HasValue ? AskMarket.GetHashCode() : 0);
hash = hash * 29 + (AskSize.HasValue ? AskSize.GetHashCode() : 0);
hash = hash * 29 + (Volume.HasValue ? Volume.GetHashCode() : 0);
hash = hash * 29 + (PDayVolume.HasValue ? PDayVolume.GetHashCode() : 0);
hash = hash * 29 + (UpVolume.HasValue ? UpVolume.GetHashCode() : 0);
hash = hash * 29 + (DownVolume.HasValue ? DownVolume.GetHashCode() : 0);
hash = hash * 29 + (NeutralVolume.HasValue ? NeutralVolume.GetHashCode() : 0);
hash = hash * 29 + (TradeCount.HasValue ? TradeCount.GetHashCode() : 0);
hash = hash * 29 + (UpTrades.HasValue ? UpTrades.GetHashCode() : 0);
hash = hash * 29 + (DownTrades.HasValue ? DownTrades.GetHashCode() : 0);
hash = hash * 29 + (NeutralTrades.HasValue ? NeutralTrades.GetHashCode() : 0);
hash = hash * 29 + (VWAP.HasValue ? VWAP.GetHashCode() : 0);
hash = hash * 29 + (MutualDiv.HasValue ? MutualDiv.GetHashCode() : 0);
hash = hash * 29 + (SevenDayYield.HasValue ? SevenDayYield.GetHashCode() : 0);
hash = hash * 29 + (OpenInterest.HasValue ? OpenInterest.GetHashCode() : 0);
hash = hash * 29 + (Settlement.HasValue ? Settlement.GetHashCode() : 0);
hash = hash * 29 + (SettlementDate.HasValue ? SettlementDate.GetHashCode() : 0);
hash = hash * 29 + (ExpirationDate.HasValue ? ExpirationDate.GetHashCode() : 0);
hash = hash * 29 + (Strike.HasValue ? Strike.GetHashCode() : 0);
return(hash);
}
}
public virtual RequestBuilder BuildRequest(String root)
{
CultureInfo originalCulture = Thread.CurrentThread.CurrentCulture;
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");
var builder = new RequestBuilder(root);
builder.AddElement("settlement-date", SettlementDate.ToShortDateString());
Thread.CurrentThread.CurrentCulture = originalCulture;
if (GroupByCustomField != null)
{
builder.AddElement("group-by-custom-field", GroupByCustomField);
}
return(builder);
}
public override void FillData(string data)
{
string[] tempContainer = data.Split('\n');
string[] tempSplit;
string tempFinder = string.Empty;
string tempSecurityName = string.Empty;
string tempMaturityDate = string.Empty;
double tempMultiplier = 0;
int dateTimeIndex = 0;
DateTime tempContentDate;
Texts = tempContainer.ToList();
lookup.LoadLookUpTables();
aqrIDLookUp.LoadLookUpTables();
for (int i = 0; i < Texts.Count; i++)
{
if (DateTime.TryParse(Texts[i], out tempContentDate))
{
dateTimeIndex = i > 0 ? i : 0;
ContentDate = tempContentDate;
break;
}
}
// COUNTERPARTY - HARDCODED FOR NOW
CounterParty = "JPM";
// FUND is the line after the letter date
Fund = Texts[dateTimeIndex + 1];
Fund = lookup.GetFundShortName(Fund);
try
{
// CP REF
tempFinder = Texts.Where(x => x.Contains(JPM_CPREF_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
CPRef = tempSplit.Last().Trim();
}
// FUND
//tempFinder = Texts.Where(x => x.Contains(FUND_REFERENCE)).FirstOrDefault();
//if (!string.IsNullOrEmpty(tempFinder))
//{
// tempSplit = tempFinder.Split(':');
// Fund = tempSplit.Last();
//}
// TRANSACTION TYPE
TransactionType = "Open"; // always open
// SECURITY NAME
// Dropdown (Index: Swiss market Index) We determine the date based on the Valuation date which is also available in the General Terms under Valuation Date at the end of the paragraph, page 2.
// TRADE DATE
tempFinder = Texts.Where(x => x.Contains(JPM_TRADE_DATE_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
TradeDate = DateTime.Parse(tempSplit.Last());
}
// SETTLEMENT DATE
int daysToAdd = 0;
SettlementDate = TradeDate;
while (daysToAdd < 3)
{
SettlementDate = SettlementDate.AddDays(1);
if (SettlementDate.DayOfWeek != DayOfWeek.Saturday && SettlementDate.DayOfWeek != DayOfWeek.Sunday)
{
daysToAdd++;
}
}
//SettlementDate = TradeDate.AddDays(3);
//if (SettlementDate.DayOfWeek == DayOfWeek.Sunday || SettlementDate.DayOfWeek == DayOfWeek.Saturday)
//{
// while (SettlementDate.DayOfWeek == DayOfWeek.Saturday || SettlementDate.DayOfWeek == DayOfWeek.Sunday)
// {
// SettlementDate = SettlementDate.AddDays(1);
// }
//}
// MATURITY DATE
// Valuation date - at the end of the paragraph with this format : 19 December 2014
// TERMINATION DATE
tempFinder = Texts.Where(x => x.Contains(TERMINATION_DATE_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
if (string.Compare(tempSplit.Last(), JPM_TERMINATION_DATE_CASH_SETTLEMENT_PAYMENT_DATE_REFERENCE) == 0)
{
MaturityDate = SettlementDate;
}
else
{
MaturityDate = DateTime.Parse(tempSplit.Last());
}
}
// MULTIPLIER
tempFinder = Texts.Where(x => x.Contains(JPM_MULTIPLIER_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
if (tempFinder.ToLower().Contains("deal"))
{
tempFinder = tempFinder.ToLower().Split(new string[] { "deal" }, StringSplitOptions.RemoveEmptyEntries).First();
}
tempSplit = tempFinder.Split(':');
double.TryParse(tempSplit.Last(), out tempMultiplier);
Multiplier = tempMultiplier;
}
//lookup.GetMultiplier(tempFund);
// PRICE
try
{
tempFinder = Texts.Where(x => x.Contains(JPM_FORWARD_PRICE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
string[] priceSplit = tempSplit[1].Split(' ');
string price = string.Empty;
if (!string.IsNullOrEmpty(priceSplit.First()))
{
price = priceSplit.First().Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
}
else
{
price = priceSplit[1].Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
}
Price = Double.Parse(price);
}
else
{
// Initial price
tempFinder = Texts.Where(x => x.Contains(JPM_HANGSENG_INITIAL_PRICE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
string[] priceSplit = tempSplit[1].Split(' ');
//string price = string.Empty;
//if (!string.IsNullOrEmpty(priceSplit.First()))
//{
// price = priceSplit.First().Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
//}
//else
//{
// price = priceSplit[1].Split(new string[] { "Deal" }, StringSplitOptions.RemoveEmptyEntries).First();
//}
double price_temp = 0;
foreach (string tempPrice in priceSplit)
{
double.TryParse(tempPrice, out price_temp);
if (price_temp > 0)
{
break;
}
}
Price = price_temp;
//Price = Double.Parse(price);
}
}
}
finally
{ }
// LOCAL CURRENCY
tempFinder = Texts.Where(x => x.Trim().Contains(JPM_SETTLEMENT_CURRENCY)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
//tempSplit = tempFinder.Split(new string[] { ": " }, StringSplitOptions.None);
//LocalCurrency = tempSplit.Last();
//if (LocalCurrency.Length > 3)
//{
// tempSplit = LocalCurrency.Split(' ');
// LocalCCY = tempSplit.First();
//}
tempSplit = tempFinder.Split(':');
LocalCurrency = tempSplit.Last().Trim();
LocalCurrency = StripInvalidCharacters(LocalCurrency);
tempFinder = GetTextBaseOnReference(JPM_EQUITY_NOTIONAL_AMOUNT);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
if (tempSplit != null && tempSplit.Count() > 0)
{
string tempCurrency = tempSplit.Last();
tempSplit = tempCurrency.Split(' ');
if (tempSplit != null && tempSplit.Count() > 0)
{
tempCurrency = StripInvalidCharacters(tempSplit.First() != string.Empty ? tempSplit.First() : tempSplit[1]);
if (string.Compare(tempCurrency.ToLower(), LocalCurrency.ToLower()) != 0)
{
LocalCurrency = tempCurrency;
}
}
}
}
}
// SELLER
tempFinder = Texts.Where(x => x.Contains(JPM_SELLER)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
Seller = tempSplit.Last().Trim();
// hard code for now
if (string.Compare(StripInvalidCharacters(Seller), "JPMorgan") == 0)
{
Seller = "JPM";
}
else if (string.Compare(StripInvalidCharacters(Seller), "Counterparty") == 0)
{
Seller = Fund;
}
}
else
{
tempFinder = Texts.Where(x => x.Contains(JPM_EQUITY_AMOUNT_PAYER)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
Seller = tempSplit.Last().Trim();
// hard code for now
if (string.Compare(StripInvalidCharacters(Seller), "JPMorgan") == 0)
{
Seller = "JPM";
}
else if (string.Compare(StripInvalidCharacters(Seller), "Counterparty") == 0)
{
Seller = Fund;
}
}
}
// BUYER
// NOTE: Buyer is always the opposite of seller
if (string.Compare(Seller, "JPM") == 0)
{
Buyer = Fund;
}
else
{
Buyer = "JPM";
}
// MATURITY DATE
tempFinder = Texts.Where(x => x.Contains(JPM_VALUATION_DATE_EXPECTED_TO_BE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
Regex regex = new Regex(@"\d{2}\s\w+\s\d{4}");
Match match = regex.Match(tempFinder);
DateTime tempPlaceHolder = DateTime.MinValue;
if (match.Success)
{
DateTime.TryParse(match.Value, out tempPlaceHolder);
if (tempPlaceHolder != DateTime.MinValue)
{
MaturityDate = tempPlaceHolder;
}
}
}
// SECURITY NAME
tempFinder = Texts.Where(x => x.Replace(" ", "").Contains(JPM_SECURITY_NAME_REFERENCE)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
tempSecurityName = tempSplit.Last();
if (!string.IsNullOrEmpty(tempSecurityName))
{
if (tempSecurityName.ToLower().Contains("hang seng"))
{
if (string.Compare(tempSecurityName.Trim(), "Hang Seng China Enterprises Index", true) == 0)
{
tempSecurityName = "HSCEI China Index";
}
}
else if (tempSecurityName.ToLower().Contains("taiex index"))
{
tempSecurityName = "TAIEX Futures Swap";
}
SecurityName = aqrIDLookUp.GetSecurityNameByMatch(tempSecurityName, MaturityDate);
}
}
// SECURITY TYPE
SecurityType = aqrIDLookUp.GetSecurityType(SecurityName);
// MULTIPLIER
tempSecurityName = SecurityName.Split(' ').First();
tempMultiplier = lookup.GetMultiplier(tempSecurityName, SecurityType);
if (tempMultiplier == 0)
{
}
// QUANTIY
tempFinder = Texts.Where(x => x.Contains(JPM_NUMBER_OF_UNITS)).FirstOrDefault();
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
NumberOfUnits = Double.Parse(tempSplit.Last());
}
if (NumberOfUnits > 0)
{
Quantity = NumberOfUnits / tempMultiplier;
}
else
{
Quantity = Multiplier / tempMultiplier;
}
// Multiplier
Multiplier = tempMultiplier;
// NOTIONAL
Notional = Quantity * Price * Multiplier;
// AQR ID
AQRID = aqrIDLookUp.GetAQRID(SecurityName, SecurityType);
//Always zero unless otherwise stated in the contract
FixedRate = 0;
//Always zero unless otherwise stated in the contract
FloatRate = 0;
//Always zero unless otherwise stated in the contract
SettledCash = 0;
SettledCurrency = LocalCurrency;
Spread = 0;
Status = ConfirmsData.RunStatus.Success;
}
catch (Exception ex)
{
Status = ConfirmsData.RunStatus.Failed;
}
}
public override void FillData(string data)
{
lookup.LoadLookUpTables();
aqrIDLookUp.LoadLookUpTables();
string[] tempContainer = data.Split('\n');
string[] tempSplit;
string tempFinder = string.Empty;
string tempSecurityName = string.Empty;
string tempMaturityDate = string.Empty;
string tempFund = string.Empty;
string tempFixedPrice = string.Empty;
double tempMultiplier = 0;
int dateTimeIndex = 0;
DateTime tempContentDate;
Texts = tempContainer.ToList();
try
{
// Get the date reference
tempFinder = GetTextBaseOnReference(ML_DATE);
if (!string.IsNullOrEmpty(tempFinder))
{
dateTimeIndex = Texts.IndexOf(tempFinder);
// FUND is the line after the letter date
while (string.IsNullOrEmpty(tempFund.Trim()))
{
tempFund = Texts[dateTimeIndex + 1];
dateTimeIndex++;
}
Fund = lookup.GetFundShortName(tempFund);
}
// TRADE ID / CP REF
tempFinder = GetTextBaseOnReference(ML_TRADE_ID);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
regex = new Regex(@"\d+");
Match match = regex.Match(tempSplit[1]);
if (match.Success)
{
CPRef = match.Value;
}
}
// TRANSACTION TYPE
TransactionType = "Open";
// SECURITY TYPE
tempFinder = GetTextBaseOnReference(ML_COMMODITY);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
tempSecurityName = tempSplit[1];
//if (string.Compare(tempSecurityName.Trim(), "SoyBean Meal", true) == 0)
if (tempSecurityName.Trim().Contains("SoyBean Meal"))
{
tempSecurityName = "Soy Meal";
}
else if (string.Compare(tempSecurityName.Trim(), ML_REFINED_PRODUCS) == 0)
{
tempFinder = GetTextBaseOnReference(ML_COMMODITY_REFERENCE_PRICE);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
tempSecurityName = tempSplit.LastOrDefault();
}
}
KeyValuePair <string, string> kvp = lookup.GetSecurityValues(tempSecurityName);
tempSecurityName = kvp.Key;
SecurityType = kvp.Value;
}
// MATURITY DATE
tempFinder = GetTextBaseOnReference(ML_EXPIRY_DATE);
if (string.IsNullOrEmpty(tempFinder))
{
tempFinder = GetTextBaseOnReference(ML_TERMINIATION_DATE);
}
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
string dateToParse = tempSplit[1];
if (string.IsNullOrEmpty(dateToParse))
{
int dateIndex = Texts.IndexOf(tempFinder) + 2;
dateToParse = Texts[dateIndex];
}
DateTime tempPlaceHolder = DateTime.MinValue;
DateTime.TryParse(dateToParse, out tempPlaceHolder);
MaturityDate = tempPlaceHolder;
}
// SECURITY NAME
// Special condition for Natural Gas
if (string.Compare(tempSecurityName, "Natural Gas", true) == 0)
{
//SecurityName = aqrIDLookUp.GetSecurityNameByMatch(tempSecurityName, MaturityDate);
SecurityName = aqrIDLookUp.GetSecurityNameByMonth(tempSecurityName, MaturityDate);
if (!string.IsNullOrEmpty(SecurityName))
{
MaturityDate = aqrIDLookUp.GetMaturityDateBySecurityName(SecurityName);
}
}
else
{
// search using alias first
SecurityName = aqrIDLookUp.GetSecurityNameByAlias(SecurityType, tempSecurityName, MaturityDate);
//SecurityName = aqrIDLookUp.GetSecurityName(SecurityType, MaturityDate);
if (string.IsNullOrEmpty(SecurityName))
{
SecurityName = aqrIDLookUp.GetSecurityNameByMatch(tempSecurityName, SecurityType, MaturityDate);
}
}
// AQR ID
AQRID = aqrIDLookUp.GetAQRID(SecurityName, SecurityType);
// MULTIPLIER
Multiplier = lookup.GetMultiplier(tempSecurityName);
if (Multiplier == 0)
{
Multiplier = lookup.GetMultiplier(SecurityName);
}
// TRADE DATE
tempFinder = GetTextBaseOnReference(ML_TRADE_DATE);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
DateTime tempPlaceHolder = DateTime.MinValue;
DateTime.TryParse(tempSplit[1], out tempPlaceHolder);
TradeDate = tempPlaceHolder;
}
// SETTLEMENT DATE
int daysToAdd = 0;
SettlementDate = TradeDate;
while (daysToAdd < 3)
{
SettlementDate = SettlementDate.AddDays(1);
if (SettlementDate.DayOfWeek != DayOfWeek.Saturday && SettlementDate.DayOfWeek != DayOfWeek.Sunday)
{
daysToAdd++;
}
}
// QUANTITY
tempFinder = GetTextBaseOnReference(ML_TOTAL_NOTIONAL_QTY);
if (string.IsNullOrEmpty(tempFinder))
{
tempFinder = GetTextBaseOnReference(ML_VOLUME);
}
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
regex = new Regex(@"\d+");
Match match = regex.Match(StripInvalidCharacters(tempSplit[1]));
if (match.Success)
{
Quantity = Convert.ToDouble(match.Value);
Quantity = Quantity / Multiplier;
}
}
// PRICE
tempFinder = GetTextBaseOnReference(ML_FIXED_PRICE);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
Char[] tempChar = tempSplit[1].ToCharArray().Where(c => Char.IsDigit(c) || Char.IsPunctuation(c)).ToArray();
// temporary hard code unwanted characters to be removed
List <char> tempCharList = tempChar.ToList();
tempCharList.Remove('(');
tempCharList.Remove(')');
Price = Convert.ToDouble(new string(tempCharList.ToArray()));
if (lookup.SelectedIndex > -1)
{
string note = lookup.GetNote(lookup.SelectedIndex);
if (!string.IsNullOrEmpty(note) && string.Compare(note, ML_MOVE_2_DECIMAL_RIGHT) == 0)
{
Price = Price * 100;
}
}
// for local ccy
tempFixedPrice = tempSplit[1];
}
// LOCAL CCY
tempFinder = GetTextBaseOnReference(ML_TRANSACTION_CURRENCY);
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
LocalCurrency = tempSplit.LastOrDefault();
}
else if (!string.IsNullOrEmpty(tempFixedPrice))
{
tempSplit = tempFixedPrice.TrimStart(' ').Split(' ');
LocalCurrency = tempSplit.FirstOrDefault();
}
// NOTIONAL
Notional = Quantity * Price * Multiplier;
// BUYER
tempFinder = GetTextBaseOnReference(ML_FIXED_PRICE_PAYOR);
if (string.IsNullOrEmpty(tempFinder))
{
tempFinder = GetTextBaseOnReference(ML_FIXED_PRICE_PAYER);
}
if (!string.IsNullOrEmpty(tempFinder))
{
string tempBuyer = string.Empty;
tempSplit = tempFinder.Split(':');
tempBuyer = tempSplit.LastOrDefault();
if (string.Compare(tempBuyer, tempFund, true) == 0 || StripInvalidCharacters(tempFund).Contains(StripInvalidCharacters(tempBuyer)))
{
Buyer = Fund;
}
else
{
Buyer = "ML";
}
}
// SELLER
tempFinder = GetTextBaseOnReference(ML_FLOATNG_PRICE_PAYOR);
if (string.IsNullOrEmpty(tempFinder))
{
tempFinder = GetTextBaseOnReference(ML_FLOATNG_PRICE_PAYER);
}
if (!string.IsNullOrEmpty(tempFinder))
{
tempSplit = tempFinder.Split(':');
Seller = tempSplit.LastOrDefault();
if (string.Compare(Seller.Trim(), ML_LONG_NAME, true) == 0)
{
Seller = "ML";
}
else
{
Seller = Fund;
}
}
FixedRate = 0;
FloatRate = 0;
SettledCash = 0;
SettledCurrency = LocalCurrency;
Spread = 0;
CounterParty = "ML";
Status = RunStatus.Success;
}
catch (Exception ex)
{
Status = RunStatus.Failed;
CoreLibrary.Logger.Instance.Error(this.GetType(), "Error in parsing document " + CPRef + Environment.NewLine + ex.Message);
}
}
