/// <summary>
/// Converts web service format of the option leg of the RFQ into the GUI format.
/// </summary>
/// <param name="serviceOptionLeg"> the web service formatted RFQ's option leg to be converted.</param>
/// <returns> the GUI formatted of the RFQ's option leg.</returns>
/// <exception cref="ArgumentNullException"> thrown if the web service formatted RFQ's option leg is null.</exception>
/// <exception cref="InvalidDataException"> thrown if maturity date or side are invalid and cannot be converted.</exception>
private OptionDetailImpl CreateRequestForQuoteLegFromServiceOptionLeg(optionDetailImpl serviceOptionLeg)
{
if (serviceOptionLeg == null)
{
throw new ArgumentNullException("serviceOptionLeg");
}
DateTime maturityDateResult;
if (!DateTime.TryParse(serviceOptionLeg.maturityDate, out maturityDateResult))
{
throw new InvalidDataException("maturityDate");
}
DateTime tradeDateResult;
if (!DateTime.TryParse(serviceOptionLeg.tradeDate, out tradeDateResult))
{
throw new InvalidDataException("tradeDate");
}
SideEnum sideResult;
if (!Enum.TryParse(serviceOptionLeg.side, true, out sideResult))
{
throw new InvalidDataException("side");
}
return(new OptionDetailImpl()
{
IsCall = serviceOptionLeg.isCall,
IsEuropean = serviceOptionLeg.isEuropean,
LegId = serviceOptionLeg.legId,
Delta = serviceOptionLeg.delta,
Gamma = serviceOptionLeg.gamma,
Vega = serviceOptionLeg.vega,
Theta = serviceOptionLeg.theta,
Rho = serviceOptionLeg.rho,
PremiumAmount = serviceOptionLeg.premium,
MaturityDate = maturityDateResult,
TradeDate = tradeDateResult,
Description = serviceOptionLeg.description,
Quantity = serviceOptionLeg.quantity,
DayCountConvention = serviceOptionLeg.dayCountConvention,
DaysToExpiry = serviceOptionLeg.daysToExpiry,
UnderlyingPrice = serviceOptionLeg.underlyingPrice,
Volatility = serviceOptionLeg.volatility,
InterestRate = serviceOptionLeg.interestRate,
RIC = serviceOptionLeg.underlyingRIC,
Strike = serviceOptionLeg.strike,
Side = sideResult
});
}
/// <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);
}
