/// <summary>
/// Converts GUI formatted RFQ into the web service format.
/// </summary>
/// <param name="sourceRequestForQuote"> the GUI formatted RFQ to be converted.</param>
/// <returns> the web service formatted RFQ.</returns>
/// <exception cref="ArgumentNullException"> thrown if the GUI formatted RFQ is null.</exception>
private requestDetailImpl CreateServiceRequestFromRequestForQuote(IRequestForQuote sourceRequestForQuote)
{
if (sourceRequestForQuote == null)
{
throw new ArgumentNullException("sourceRequestForQuote");
}
var serviceRequestToCreate = new requestDetailImpl();
if (sourceRequestForQuote.Legs != null && sourceRequestForQuote.Legs.Count > 0)
{
var legsArray = new optionDetailImpl[sourceRequestForQuote.Legs.Count];
var legCount = 0;
foreach (var leg in sourceRequestForQuote.Legs)
{
legsArray[legCount++] = CreateServiceOptionLegFromRequestForQuoteLeg(leg);
}
serviceRequestToCreate.legs = new optionDetailListImpl()
{
optionDetailList = legsArray
};
}
serviceRequestToCreate.bookCode = sourceRequestForQuote.BookCode;
serviceRequestToCreate.request = sourceRequestForQuote.Request;
serviceRequestToCreate.identifier = sourceRequestForQuote.Identifier;
serviceRequestToCreate.clientId = sourceRequestForQuote.Client.Identifier;
serviceRequestToCreate.isOTC = sourceRequestForQuote.IsOTC;
serviceRequestToCreate.status = sourceRequestForQuote.Status.ToString(); //6
serviceRequestToCreate.tradeDate = sourceRequestForQuote.TradeDate.ToShortDateString();
serviceRequestToCreate.expiryDate = sourceRequestForQuote.ExpiryDate.ToShortDateString(); //8
serviceRequestToCreate.dayCountConvention = sourceRequestForQuote.DayCountConvention;
serviceRequestToCreate.lotSize = sourceRequestForQuote.LotSize;
serviceRequestToCreate.multiplier = sourceRequestForQuote.Multiplier;
serviceRequestToCreate.contracts = sourceRequestForQuote.Contracts;
serviceRequestToCreate.quantity = sourceRequestForQuote.Quantity; //12
serviceRequestToCreate.notionalMillions = sourceRequestForQuote.NotionalMillions;
serviceRequestToCreate.notionalFXRate = sourceRequestForQuote.NotionalFXRate;
serviceRequestToCreate.notionalCurrency = sourceRequestForQuote.NotionalCurrency.ToString(); //15
serviceRequestToCreate.delta = sourceRequestForQuote.Delta;
serviceRequestToCreate.gamma = sourceRequestForQuote.Gamma;
serviceRequestToCreate.vega = sourceRequestForQuote.Vega;
serviceRequestToCreate.theta = sourceRequestForQuote.Theta;
serviceRequestToCreate.rho = sourceRequestForQuote.Rho; //20
serviceRequestToCreate.deltaNotional = sourceRequestForQuote.DeltaNotional;
serviceRequestToCreate.gammaNotional = sourceRequestForQuote.GammaNotional;
serviceRequestToCreate.vegaNotional = sourceRequestForQuote.VegaNotional;
serviceRequestToCreate.thetaNotional = sourceRequestForQuote.ThetaNotional;
serviceRequestToCreate.rhoNotional = sourceRequestForQuote.RhoNotional; //25
serviceRequestToCreate.deltaShares = sourceRequestForQuote.DeltaShares;
serviceRequestToCreate.gammaShares = sourceRequestForQuote.GammaShares;
serviceRequestToCreate.vegaShares = sourceRequestForQuote.VegaShares;
serviceRequestToCreate.thetaShares = sourceRequestForQuote.ThetaShares;
serviceRequestToCreate.rhoShares = sourceRequestForQuote.RhoShares; //30
serviceRequestToCreate.askFinalAmount = sourceRequestForQuote.AskFinalAmount;
serviceRequestToCreate.askFinalPercentage = sourceRequestForQuote.AskFinalPercentage;
serviceRequestToCreate.askImpliedVol = sourceRequestForQuote.AskImpliedVol;
serviceRequestToCreate.askPremiumAmount = sourceRequestForQuote.AskPremiumAmount;
serviceRequestToCreate.askPremiumPercentage = sourceRequestForQuote.AskPremiumPercentage; //35
serviceRequestToCreate.bidFinalAmount = sourceRequestForQuote.BidFinalAmount;
serviceRequestToCreate.bidFinalPercentage = sourceRequestForQuote.BidFinalPercentage;
serviceRequestToCreate.bidImpliedVol = sourceRequestForQuote.BidImpliedVol;
serviceRequestToCreate.bidPremiumAmount = sourceRequestForQuote.BidPremiumAmount;
serviceRequestToCreate.bidPremiumPercentage = sourceRequestForQuote.BidPremiumPercentage; //40
serviceRequestToCreate.premiumAmount = sourceRequestForQuote.PremiumAmount;
serviceRequestToCreate.premiumPercentage = sourceRequestForQuote.PremiumPercentage;
serviceRequestToCreate.impliedVol = sourceRequestForQuote.ImpliedVol; //43
serviceRequestToCreate.salesCreditAmount = sourceRequestForQuote.SalesCreditAmount;
serviceRequestToCreate.salesCreditPercentage = sourceRequestForQuote.SalesCreditPercentage;
serviceRequestToCreate.salesCreditCurrency = sourceRequestForQuote.SalesCreditCurrency.ToString();
serviceRequestToCreate.salesCreditFXRate = sourceRequestForQuote.SalesCreditFXRate; //47
serviceRequestToCreate.premiumSettlementCurrency = sourceRequestForQuote.PremiumSettlementCurrency.ToString();
serviceRequestToCreate.premiumSettlementDate = sourceRequestForQuote.PremiumSettlementDate.ToShortDateString();
serviceRequestToCreate.premiumSettlementDaysOverride = sourceRequestForQuote.PremiumSettlementDaysOverride;
serviceRequestToCreate.premiumSettlementFXRate = sourceRequestForQuote.PremiumSettlementFXRate; //51
serviceRequestToCreate.salesComment = sourceRequestForQuote.SalesComment;
serviceRequestToCreate.traderComment = sourceRequestForQuote.TraderComment;
serviceRequestToCreate.clientComment = sourceRequestForQuote.ClientComment; //54
serviceRequestToCreate.hedgePrice = sourceRequestForQuote.HedgePrice;
serviceRequestToCreate.hedgeType = sourceRequestForQuote.HedgeType.ToString();
serviceRequestToCreate.totalPremium = sourceRequestForQuote.TotalPremium;
serviceRequestToCreate.pickedUpBy = sourceRequestForQuote.PickedUpBy; //58
return(serviceRequestToCreate);
}
/// <summary>
/// Converts web service formatted RFQ into the GUI format.
/// </summary>
/// <param name="serviceRequest"> the web service formatted RFQ to be converted.</param>
/// <returns> the GUI formatted RFQ.</returns>
/// <exception cref="ArgumentNullException"> thrown if the web service formatted RFQ is null.</exception>
/// <exception cref="InvalidDataException"> thrown if status or notionalCurrency or salesCreditCurrency or premiumSettlementCurrency or
/// hedgeType or tradeDate or expiryDate or premiumSettlementDate is invalid and cannot be converted from the string representation.</exception>
private IRequestForQuote CreateRequestForQuoteFromServiceRequest(requestDetailImpl serviceRequest)
{
if (serviceRequest == null)
{
throw new ArgumentNullException("serviceRequest");
}
StatusEnum convertedStatus = StatusEnum.PENDING;
if (serviceRequest.status != null)
{
if (!Enum.TryParse(serviceRequest.status, true, out convertedStatus))
{
throw new InvalidDataException("status");
}
}
CurrencyEnum convertedNotionalCurrency = CurrencyEnum.USD;
if (serviceRequest.notionalCurrency != null)
{
if (!Enum.TryParse(serviceRequest.notionalCurrency, true, out convertedNotionalCurrency))
{
throw new InvalidDataException("notionalCurrency");
}
}
CurrencyEnum convertedSalesCreditCurrency = CurrencyEnum.USD;
if (serviceRequest.salesCreditCurrency != null)
{
if (!Enum.TryParse(serviceRequest.salesCreditCurrency, true, out convertedSalesCreditCurrency))
{
throw new InvalidDataException("salesCreditCurrency");
}
}
CurrencyEnum convertedPremiumSettlementCurrency = CurrencyEnum.USD;
if (serviceRequest.premiumSettlementCurrency != null)
{
if (!Enum.TryParse(serviceRequest.premiumSettlementCurrency, true, out convertedPremiumSettlementCurrency))
{
throw new InvalidDataException("premiumSettlementCurrency");
}
}
HedgeTypeEnum convertedHedgeType = HedgeTypeEnum.FUTURES;
if (serviceRequest.hedgeType != null)
{
if (!Enum.TryParse(serviceRequest.hedgeType, true, out convertedHedgeType))
{
throw new InvalidDataException("hedgeType");
}
}
var convertedTradeDate = DateTime.Now;
if (serviceRequest.tradeDate != null)
{
if (!DateTime.TryParse(serviceRequest.tradeDate, out convertedTradeDate))
{
throw new InvalidDataException("tradeDate");
}
}
var convertedExpiryDate = DateTime.Now;
if (serviceRequest.expiryDate != null)
{
if (!DateTime.TryParse(serviceRequest.expiryDate, out convertedExpiryDate))
{
throw new InvalidDataException("expiryDate");
}
}
var convertedPremiumSettlementDate = DateTime.Now;
if (serviceRequest.premiumSettlementDate != null)
{
if (!DateTime.TryParse(serviceRequest.premiumSettlementDate, out convertedPremiumSettlementDate))
{
throw new InvalidDataException("premiumSettlementDate");
}
}
var requestForQuoteToCreate = new RequestForQuoteImpl();
if (serviceRequest.legs != null && serviceRequest.legs.optionDetailList != null)
{
if (serviceRequest.legs.optionDetailList.Length > 0)
{
requestForQuoteToCreate.Legs = new List <OptionDetailImpl>();
}
foreach (var leg in serviceRequest.legs.optionDetailList)
{
var optionLeg = CreateRequestForQuoteLegFromServiceOptionLeg(leg);
optionLeg.ParentRequest = requestForQuoteToCreate;
requestForQuoteToCreate.AddLeg(optionLeg);
}
}
requestForQuoteToCreate.BookCode = serviceRequest.bookCode;
requestForQuoteToCreate.Request = serviceRequest.request;
requestForQuoteToCreate.Identifier = serviceRequest.identifier;
requestForQuoteToCreate.Client = clientManager.GetClientWithMatchingIdentifier(serviceRequest.clientId);
requestForQuoteToCreate.IsOTC = serviceRequest.isOTC;
requestForQuoteToCreate.Status = convertedStatus; //6
requestForQuoteToCreate.TradeDate = convertedTradeDate;
requestForQuoteToCreate.ExpiryDate = convertedExpiryDate; //8
requestForQuoteToCreate.DayCountConvention = serviceRequest.dayCountConvention;
requestForQuoteToCreate.LotSize = serviceRequest.lotSize;
requestForQuoteToCreate.Multiplier = serviceRequest.multiplier;
requestForQuoteToCreate.Contracts = serviceRequest.contracts;
requestForQuoteToCreate.NotionalMillions = serviceRequest.notionalMillions;
requestForQuoteToCreate.NotionalFXRate = serviceRequest.notionalFXRate;
requestForQuoteToCreate.NotionalCurrency = convertedNotionalCurrency; //15
requestForQuoteToCreate.Delta = serviceRequest.delta;
requestForQuoteToCreate.Gamma = serviceRequest.gamma;
requestForQuoteToCreate.Vega = serviceRequest.vega;
requestForQuoteToCreate.Theta = serviceRequest.theta;
requestForQuoteToCreate.Rho = serviceRequest.rho; //20
requestForQuoteToCreate.AskFinalAmount = serviceRequest.askFinalAmount;
requestForQuoteToCreate.AskFinalPercentage = serviceRequest.askFinalPercentage;
requestForQuoteToCreate.AskImpliedVol = serviceRequest.askImpliedVol;
requestForQuoteToCreate.AskPremiumAmount = serviceRequest.askPremiumAmount;
requestForQuoteToCreate.AskPremiumPercentage = serviceRequest.askPremiumPercentage; //35
requestForQuoteToCreate.BidFinalAmount = serviceRequest.bidFinalAmount;
requestForQuoteToCreate.BidFinalPercentage = serviceRequest.bidFinalPercentage;
requestForQuoteToCreate.BidImpliedVol = serviceRequest.bidImpliedVol;
requestForQuoteToCreate.BidPremiumAmount = serviceRequest.bidPremiumAmount;
requestForQuoteToCreate.BidPremiumPercentage = serviceRequest.bidPremiumPercentage; //40
requestForQuoteToCreate.PremiumAmount = serviceRequest.premiumAmount;
requestForQuoteToCreate.PremiumPercentage = serviceRequest.premiumPercentage;
requestForQuoteToCreate.ImpliedVol = serviceRequest.impliedVol; //43
requestForQuoteToCreate.SalesCreditAmount = serviceRequest.salesCreditAmount;
requestForQuoteToCreate.SalesCreditPercentage = serviceRequest.salesCreditPercentage;
requestForQuoteToCreate.SalesCreditCurrency = convertedSalesCreditCurrency;
requestForQuoteToCreate.SalesCreditFXRate = serviceRequest.salesCreditFXRate; //47
requestForQuoteToCreate.PremiumSettlementCurrency = convertedPremiumSettlementCurrency;
requestForQuoteToCreate.PremiumSettlementDate = convertedPremiumSettlementDate;
requestForQuoteToCreate.PremiumSettlementDaysOverride = serviceRequest.premiumSettlementDaysOverride;
requestForQuoteToCreate.PremiumSettlementFXRate = serviceRequest.premiumSettlementFXRate; //51
requestForQuoteToCreate.SalesComment = serviceRequest.salesComment;
requestForQuoteToCreate.TraderComment = serviceRequest.traderComment;
requestForQuoteToCreate.ClientComment = serviceRequest.clientComment; //54
requestForQuoteToCreate.HedgePrice = serviceRequest.hedgePrice;
requestForQuoteToCreate.HedgeType = convertedHedgeType;
requestForQuoteToCreate.PickedUpBy = serviceRequest.pickedUpBy; //58
return(requestForQuoteToCreate);
}
