Ejemplo n.º 1
0
 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 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);
        }
Ejemplo n.º 3
0
        public LifetimeEadWorkings(Guid eclId, EclType eclType)
        {
            this._eclId       = eclId;
            this._eclType     = eclType;
            _irFactorWorkings = new IrFactorWorkings(_eclId, _eclType);
            _sicrInputs       = new SicrInputWorkings(this._eclId, _eclType);
            _processECL_LGD   = new ProcessECL_LGD(eclId, eclType);
            var eclFrameworkAssumptions = GetECLFrameworkAssumptions();
            var itm = eclFrameworkAssumptions.FirstOrDefault(o => o.Key == ImpairmentRowKeys.ForwardTransitionStage2to3);

            try
            {
                if (itm != null)
                {
                    MPD_Default_Criteria = int.Parse(itm.Value) / 30;
                }
            }
            catch { }
            reportingDate = GetReportingDate(eclType, eclId);
        }