public async Task <ActionResult <CouponPayment> > PostCouponPayment(CouponPayment couponPayment)
{
_context.CouponPayments.Add(couponPayment);
await _context.SaveChangesAsync();
return(CreatedAtAction("GetCouponPayment", new { id = couponPayment.CouponPaymentId }, couponPayment));
}
public async Task <IActionResult> PutCouponPayment(int id, CouponPayment couponPayment)
{
if (id != couponPayment.CouponPaymentId)
{
return(BadRequest());
}
_context.Entry(couponPayment).State = EntityState.Modified;
try
{
await _context.SaveChangesAsync();
}
catch (DbUpdateConcurrencyException)
{
if (!CouponPaymentExists(id))
{
return(NotFound());
}
else
{
throw;
}
}
return(NoContent());
}
public static void nice3()
{
System.Diagnostics.Trace.TraceInformation(Thread.CurrentThread.ManagedThreadId.ToString() + "nice3");
using (CouponPayment T = new CouponPayment())
{
Console.WriteLine("using");
}
using (Program p = new Program())
{
p.nice2();
}
}
public static List <CouponPayment> enumtest(List <CouponPaymentType> orils)
{
Dictionary <string, string> dic = new Dictionary <string, string>();
dic.Add("APAY", "PAY1");
dic.Add("BPAY", "PAY1");
dic.Add("CPAY", "PAY2");
List <CouponPayment> ls = new List <CouponPayment>();
foreach (CouponPaymentType t in orils)
{
string pay = dic[t.ID];
int current = ls.FindIndex(x => x.PaymentCategory == pay);
if (current == -1) //不存在支付大类，新建大类和小类
{
CouponPayment cp = new CouponPayment();
cp.SubPaymentWayList = new List <SubCouponPayment>();
cp.PaymentCategory = pay;
SubCouponPayment scp = new SubCouponPayment()
{
MaxActivityNum = t.Times,
PaymentWay = t.ID,
StartEndNo = new List <string>()
};
scp.StartEndNo.Add(string.Format("%d,%d", t.Start, t.End));
cp.SubPaymentWayList.Add(scp);
ls.Add(cp);
}
else //存在支付大类
{
int subcurrent = ls[current].SubPaymentWayList.FindIndex(x => x.PaymentWay == t.ID);
if (subcurrent == -1) //不存在支付小类，新建小类
{
SubCouponPayment scp = new SubCouponPayment()
{
MaxActivityNum = t.Times,
PaymentWay = t.ID,
StartEndNo = new List <string>()
};
scp.StartEndNo.Add(string.Format("%d,%d", t.Start, t.End));
ls[current].SubPaymentWayList.Add(scp);
}
else //已经存在支付小类，卡号直接加入原卡段集合
{
ls[current].SubPaymentWayList[subcurrent].StartEndNo.Add(string.Format("%d,%d", t.Start, t.End));
}
}
}
return(ls);
}
protected override void DeserializeSuccessFields(List <KeyValuePair <string, string> > values, IJsonParser jsonParser, XElement xml)
{
device_info = GetValue(values, "device_info");
openid = GetValue(values, "openid");
is_subscribe = GetValue(values, "is_subscribe") == "Y";
trade_type = (TradeType)Enum.Parse(typeof(TradeType), GetValue(values, "trade_type"));
trade_state = (TradeState)Enum.Parse(typeof(TradeState), GetValue(values, "trade_state"));
bank_type = Bank.Find(GetValue(values, "bank_type"));
total_fee = GetIntValue(values, "total_fee") ?? 0;
settlement_total_fee = GetIntValue(values, "settlement_total_fee");
fee_type = Currency.Find(GetValue(values, "fee_type"));
cash_fee = GetIntValue(values, "cash_fee") ?? 0;
cash_fee_type = Currency.Find(GetValue(values, "cash_fee_type"));
coupon_fee = GetIntValue(values, "coupon_fee");
coupon_count = GetIntValue(values, "coupon_count");
transaction_id = GetValue(values, "transaction_id");
out_trade_no = GetValue(values, "out_trade_no");
attach = GetValue(values, "attach");
time_end = DateTime.ParseExact(GetValue(values, "time_end"), "yyyMMddHHmmss", null);
trade_state_desc = GetValue(values, "trade_state_desc");
if (coupon_count > 0)
{
// ReSharper disable once PossibleInvalidOperationException
coupons = new CouponPayment[coupon_count.Value];
for (var n = 0; n < coupon_count.Value; n++)
{
var sn = "_$" + n.ToString("D");
coupons[n] = new CouponPayment
{
coupon_type = (CouponType)Enum.Parse(typeof(CouponType), GetValue(values, "coupon_type" + sn)),
coupon_id = GetValue(values, "coupon_id" + sn),
coupon_fee = GetIntValue(values, "coupon_fee" + sn) ?? 0,
};
}
}
}
public void Pricing()
{
for (int i = 0; i < PRICES.Length; i++)
{
PILLAR_PUF[i] = new PointsUpFront(INDEX_COUPON, 1 - PRICES[i]);
}
int pos = 1; // target CDX is 5Y
CDS targentCDX = CDX[pos];
int n = PILLAR_PUF.Length;
double[] indexPUF = new double[n];
for (int i = 0; i < n; i++)
{
indexPUF[i] = PILLAR_PUF[i].getPointsUpFront();
}
defaultedNames = new int[] { 2, 15, 37, 51 };
IntrinsicIndexDataBundle dataDefaulted = INTRINSIC_DATA.withDefault(defaultedNames);
int accrualDays = targentCDX.getAccuredDays();
double accruedPremium = targentCDX.getAccruedPremium(INDEX_COUPON) * NOTIONAL * dataDefaulted.getIndexFactor();
/*
* Using credit curves for constituent single name CDSs.
* The curves are adjusted by using only the target CDX.
*/
IntrinsicIndexDataBundle adjCurves = PSA.adjustCurves(indexPUF[pos], CDX[pos], INDEX_COUPON, YIELD_CURVE,
dataDefaulted);
cleanPV = INDEX_CAL.indexPV(targentCDX, INDEX_COUPON, YIELD_CURVE, adjCurves) * NOTIONAL;
dirtyPV = INDEX_CAL.indexPV(targentCDX, INDEX_COUPON, YIELD_CURVE, adjCurves, CdsPriceType.DIRTY) * NOTIONAL; // should be consistent with 1 - PRICES[pos]
expectedLoss = INDEX_CAL.expectedDefaultSettlementValue(targentCDX.getProtectionEnd(), adjCurves) * NOTIONAL;
cleanRPV01 = INDEX_CAL.indexAnnuity(targentCDX, YIELD_CURVE, adjCurves);
dirtyRPV01 = INDEX_CAL.indexAnnuity(targentCDX, YIELD_CURVE, adjCurves, CdsPriceType.DIRTY);
durationWeightedAverageSpread = INDEX_CAL.intrinsicIndexSpread(targentCDX, YIELD_CURVE, adjCurves) *
TEN_THOUSAND;
parallelIR01 = INDEX_CAL.parallelIR01(targentCDX, INDEX_COUPON, YIELD_CURVE, adjCurves) * NOTIONAL;
double[] jumpToDefault = INDEX_CAL.jumpToDefault(targentCDX, INDEX_COUPON, YIELD_CURVE, adjCurves);
for (int i = 0; i < jumpToDefault.Length; ++i)
{
jumpToDefault[i] *= NOTIONAL;
}
recovery01 = INDEX_CAL.recovery01(targentCDX, INDEX_COUPON, YIELD_CURVE, adjCurves);
//Build Cash flow
QLNet.UnitedStates cal = new QLNet.UnitedStates();
CdsCoupon[] coupons = targentCDX.getCoupons();
int npayments = coupons.Count();
cashflow = new List <CouponPayment>();
for (int i = 0; i < npayments; i++)
{
CouponPayment cf = new CouponPayment();
cf.Amount = (-coupons[i].getEffStart() + coupons[i].getEffEnd()) * NOTIONAL * INDEX_COUPON;
cf.Amount = Math.Round(cf.Amount, 2);
double days = coupons[i].getEffEnd() * 365;
cf.CashFlowDate = i == 0? CdsAnalyticFactory.getNextIMMDate(TRADE_DATE):
CdsAnalyticFactory.getNextIMMDate(cashflow[i - 1].CashFlowDate);
cf.CashFlowDate = cal.adjust(cf.CashFlowDate);
cashflow.Add(cf);
}
for (int i = 0; i < recovery01.Length; ++i)
{
recovery01[i] *= NOTIONAL;
}
}
