public ProcessECL_Framework(Guid eclId, ECL_Scenario scenario, EclType eclType)
{
this._eclId = eclId;
this._Scenario = scenario;
this._eclType = eclType;
_sicrWorkings = new SicrWorkings(eclId, this._eclType);
}
protected List <LifeTimeObject> GetScenarioRedfaultLifetimePdResult(ECL_Scenario _scenario)
{
var redefaultLifetimePd = new List <LifeTimeObject>();
switch (_scenario)
{
case ECL_Scenario.Best:
redefaultLifetimePd = FileSystemStorage <LifeTimeObject> .ReadCsvData(this._eclId, ECLStringConstants.i.PdRedefaultLifetimeBests_Table(this._eclType));
break;
case ECL_Scenario.Optimistic:
redefaultLifetimePd = FileSystemStorage <LifeTimeObject> .ReadCsvData(this._eclId, ECLStringConstants.i.PdRedefaultLifetimeOptimistics_Table(this._eclType));
break;
case ECL_Scenario.Downturn:
redefaultLifetimePd = FileSystemStorage <LifeTimeObject> .ReadCsvData(this._eclId, ECLStringConstants.i.PdRedefaultLifetimeDownturns_Table(this._eclType));
break;
default:
return(null);
}
Log4Net.Log.Info($"LGD_RedefaultLifetimePD - {_scenario}");
return(redefaultLifetimePd);
}
public ScenarioLifetimePd(ECL_Scenario scenario, Guid eclId, EclType eclType)
{
_scenario = scenario;
this._eclId = eclId;
this._eclType = eclType;
_scenarioMarginalPd = new ScenarioMarginalPd(_scenario, eclId, this._eclType);
}
public ScenarioMarginalPd(ECL_Scenario scenario, Guid eclId, EclType eclType)
{
_scenario = scenario;
this._eclId = eclId;
this._eclType = eclType;
_pdInternalModelWorkings = new PdInternalModelWorkings(this._eclId, this._eclType);
_vasicekWorkings = new VasicekWorkings(_scenario, this._eclId, this._eclType);
}
public ScenarioLifetimeCollateral(ECL_Scenario scenario, Guid eclId, EclType eclType)
{
_scenario = scenario;
this._eclId = eclId;
this._eclType = eclType;
_lifetimeEad = new LifetimeEadWorkings(eclId, this._eclType);
_irFactorWorkings = new IrFactorWorkings(eclId, this._eclType);
_updatedFSVsWorkings = new UpdatedFSVsWorkings(eclId, this._eclType);
_scenarioLifetimeLGD = new ScenarioLifetimeLGD(eclId, this._eclType);
}
public ScenarioLifetimeLGD(Guid eclId, EclType eclType, ECL_Scenario _scenario)
{
this._eclId = eclId;
// this._scenario = scenario;
this._eclType = eclType;
_sicrInputs = new SicrInputWorkings(this._eclId, _eclType);
_sicrWorkings = new SicrWorkings(this._eclId, _eclType);
_lifetimeEadWorkings = new LifetimeEadWorkings(this._eclId, _eclType);
_scenarioLifetimeCollateral = new ScenarioLifetimeCollateral(ECL_Scenario.Best, this._eclId, _eclType);
_pdMapping = new PDMapping(this._eclId, _eclType);
_creditIndex = new CreditIndex(this._eclId, _eclType);
}
public ScenarioEclWorkings(Guid eclId, ECL_Scenario scenario, EclType eclType)
{
this._eclId = eclId;
_scenario = scenario;
this._eclType = eclType;
_lifetimeEad = new LifetimeEadWorkings(eclId, this._eclType);
//_lifetimeLgd = new ScenarioLifetimeLGD(eclId,this._eclType);
_irFactorWorkings = new IrFactorWorkings(eclId, this._eclType);
_sicrWorkings = new SicrWorkings(eclId, this._eclType);
_lifetimeEadWorkings = new LifetimeEadWorkings(eclId, this._eclType);
}
public IndexForecastWorkings(ECL_Scenario eCL_Scenario, Guid eclId, EclType eclType)
{
this._Scenario = eCL_Scenario;
this._eclId = eclId;
this._eclType = eclType;
}
protected List <LifetimeCollateral> GetScenarioLifetimeCollateralResult(List <Loanbook_Data> loanbook, List <LifeTimeProjections> eadInputs, ECL_Scenario _scenario, List <LGDAccountData> contractData)
{
_scenarioLifetimeCollateral = new ScenarioLifetimeCollateral(_scenario, this._eclId, this._eclType);
var data = _scenarioLifetimeCollateral.ComputeLifetimeCollateral(loanbook, eadInputs, contractData);
Log4Net.Log.Info($"LGD_Lifetim_Collateral - {_scenario}");
return(data);
}
public VasicekWorkings(ECL_Scenario screnario, Guid eclId, EclType eclType)
{
this._eclId = eclId;
this._eclType = eclType;
_scenario = screnario;
}
