Beispiel #1
0
        public string CreateFraValuationReport(ICoreCache cache, string nameSpace, string id, string baseParty, Fra fra, Market market, AssetValuation assetValuation, NamedValueSet properties)
        {
            ValuationReport valuationReport = ValuationReportGenerator.Generate(id, baseParty, fra, market, assetValuation);

            cache.SaveObject(valuationReport, nameSpace + "." + id, properties);
            return(id);
        }
Beispiel #2
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        public string CreateTradeValuationReport(ICoreCache cache, string nameSpace, string id, string party1, string party2, bool isParty1Base, Trade trade, Market market, AssetValuation assetValuation, NamedValueSet properties)
        {
            ValuationReport valuationReport = ValuationReportGenerator.Generate(id, party1, party2, isParty1Base, trade, market, assetValuation);

            cache.SaveObject(valuationReport, nameSpace + "." + id, properties);
            return(id);
        }
Beispiel #3
0
        public string CreateSwapValuationReport(ICoreCache cache, string nameSpace, string valuationId, string baseParty,
                                                string tradeId, DateTime tradeDate,
                                                Swap swap, Market market, AssetValuation assetValuation)
        {
            ValuationReport valuationReport = ValuationReportGenerator.Generate(valuationId, baseParty,
                                                                                tradeId, tradeDate,
                                                                                swap, market, assetValuation);

            cache.SaveObject(valuationReport, nameSpace + "." + valuationId, null);
            return(valuationId);
        }