Ejemplo n.º 1
0
        public RiskFactorTypeDimension AddRiskFactorDimenstion(RiskFactorType type, RiskFactorDimension dimension)
        {
            var persisted = Context.RiskFactorTypeDimensions.Where(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID && x.RiskFactorTypeID == type.RiskFactorTypeID).FirstOrDefault();

            if (persisted != null && Context.Entry(persisted).State == EntityState.Modified)
            {
                // remove any changes
                Context.Entry(persisted).State = EntityState.Unchanged;
                return persisted;
            }

            var detail = new RiskFactorTypeDimension();
            detail.Default(Context.UserName);
            detail.RiskFactorDimension = dimension;
            detail.RiskFactorType = type;
            Context.RiskFactorTypeDimensions.Add(detail);
            return detail;
        }
Ejemplo n.º 2
0
        internal static void AddTypeDimensions(ScenarioGeneratorModel context)
        {
            RiskFactorTypeDetail rft;
            RiskFactorDimensionDetail rfd;

            RiskFactorTypeDimension rftd;

            rft = context.RiskFactorTypeDetails.Where(d => (d.Name == "FX Rate" && d.Latest==true)).First();

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Currency" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID } ;
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Instrument Tenor" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rft = context.RiskFactorTypeDetails.Where(d => (d.Name == "FX Volatility" && d.Latest == true)).First();

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Currency" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Instrument Tenor" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Country of Origin" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rft = context.RiskFactorTypeDetails.Where(d => (d.Name == "Credit Asset Swap Spread" && d.Latest == true)).First();

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Instrument Sector" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Obligor Rating" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rft = context.RiskFactorTypeDetails.Where(d => (d.Name == "IR Volatility" && d.Latest == true)).First();

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Currency" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Instrument Tenor" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            rfd = context.RiskFactorDimensionDetails.Where(d => (d.Name == "Underlying Tenor" && d.Latest == true)).First();
            rftd = new RiskFactorTypeDimension() { RiskFactorDimensionID = rfd.RiskFactorDimensionID, RiskFactorTypeID = rft.RiskFactorTypeID };
            rftd.Default(context.UserName);
            context.RiskFactorTypeDimensions.Add(rftd);

            context.SaveChanges();
        }
Ejemplo n.º 3
0
 public void RemoveRiskFactorDimItemDetail(RiskFactorTypeDimension item)
 {
     if (Context.Entry(item).State == EntityState.Added)
     {
         // safely remove item as it has not yet been persisted
         Context.RiskFactorTypeDimensions.Remove(item);
     }
     else
     {
         item.Expire(Context.UserName);
         item.Latest = false;
     }
 }