public static object GenerateTrnObject(string strTradeDate, string strCtpy, string strPortfolio, string strCurrencyPair
, string strContractCcy, string strCounterCcy, string strSpotRate
, string strBSNear, string strSetDateNear, string strSwapPointNear
, string strContractAmtNear, string strCounterAmtNear
, string strBSFar, string strSetDateFar, string strSwapPointFar
, string strContractAmtFar, string strCounterAmtFar, string strSpotDate, string strRemark, string strProductId1, bool settleFlag, bool blnIsSubmit)
{
try
{
DA_TRN TrnInfo1 = DealUIP.GenerateFXSwapTransactionObject1(SessionInfo, strTradeDate, strCtpy, strPortfolio, strCurrencyPair
, strContractCcy, strCounterCcy, strSpotRate
, strBSNear, strSetDateNear, strSwapPointNear, strContractAmtNear, strCounterAmtNear, strSpotDate, strRemark, settleFlag, strProductId1);
DA_TRN TrnInfo2 = DealUIP.GenerateFXSwapTransactionObject2(SessionInfo, strTradeDate, strCtpy, strPortfolio, strCurrencyPair
, strContractCcy, strCounterCcy, strSpotRate
, strBSFar, strSetDateFar, strSwapPointFar
, strContractAmtFar, strCounterAmtFar, strSpotDate, strRemark, settleFlag, TrnInfo1.VERSION);
object PCESCEObject;
CheckFXSpotLimits(blnIsSubmit, TrnInfo1, TrnInfo2, out PCESCEObject);
return(new
{
Result = "OK",
record = JsonConvert.SerializeObject(TrnInfo1, new IsoDateTimeConverter()),
record2 = JsonConvert.SerializeObject(TrnInfo2, new IsoDateTimeConverter()),
pcesce = PCESCEObject,
Message = ""
});
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN trn = DealUIP.GetByID(id);
var query = new
{
ID = trn.ID,
TradeDate = trn.TRADE_DATE.HasValue ? trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
EffectDate = trn.START_DATE.HasValue ? trn.START_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
MaturityDate = trn.MATURITY_DATE.HasValue ? trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = trn.CTPY_ID.ToString(),
Portfolio = trn.PORTFOLIO_ID.HasValue ? trn.PORTFOLIO_ID.Value.ToString() : "-1",
Instrument = trn.PORTFOLIO_ID.HasValue ? trn.INSTRUMENT_ID.Value.ToString() : "-1",
Notional1 = Math.Abs(trn.FIRST.NOTIONAL.Value),
Notional2 = Math.Abs(trn.SECOND.NOTIONAL.Value),
FlagFixed1 = trn.FIRST.FLAG_FIXED.HasValue ? (trn.FIRST.FLAG_FIXED.Value ? "1" : "0") : "0",
FixAmt1 = trn.FIRST.FIRSTFIXINGAMT,
Rate1 = trn.FIRST.RATE,
Feq1 = trn.FIRST.FREQTYPE_ID.HasValue ? trn.FIRST.FREQTYPE_ID.Value.ToString() : string.Empty,
FlagFixed2 = trn.SECOND.FLAG_FIXED.HasValue ? (trn.SECOND.FLAG_FIXED.Value ? "1" : "0") : "0",
FixAmt2 = trn.SECOND.FIRSTFIXINGAMT,
Rate2 = trn.SECOND.RATE,
Feq2 = trn.SECOND.FREQTYPE_ID.HasValue ? trn.SECOND.FREQTYPE_ID.Value.ToString() : string.Empty,
CCY1 = trn.FIRST.CCY_ID,
CCY2 = trn.SECOND.CCY_ID
};
return(new { Result = "OK", record = query });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object SubmitFXSwapDeal(SessionInfo sessioninfo
, DA_TRN trn1
, DA_TRN trn2
, string strOverApprover
, string strOverComment
, string strProductId1
, string strProductId2)
{
try
{
DealBusiness _dealBusiness = new DealBusiness();
string strDealNO1 = _dealBusiness.SubmitFXDeal(sessioninfo
, trn1
, strOverApprover
, strOverComment
, strProductId1);
trn2.INT_DEAL_NO = strDealNO1;
string strDealNO2 = _dealBusiness.SubmitFXDeal(sessioninfo
, trn2
, strOverApprover
, strOverComment
, strProductId2
);
return(new { Result = "OK", Message = strDealNO1 });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN trn = DealUIP.GetByID(id);
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, trn.MA_INSRUMENT.ID);
var query = new
{
ID = trn.ID,
TradeDate = trn.TRADE_DATE.HasValue ? trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SpotDate = trn.SPOT_DATE.HasValue ? trn.SPOT_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
MaturityDate = trn.MATURITY_DATE.HasValue ? trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = trn.CTPY_ID.ToString(),
Portfolio = trn.PORTFOLIO_ID.ToString(),
Instrument = trn.INSTRUMENT_ID.ToString(),
BuySell = trn.FLAG_BUYSELL,
CCY1 = trn.FIRST.CCY_ID.ToString(),
SpotRate = trn.FIRST.RATE - (trn.FIRST.SWAP_POINT.HasValue ? trn.FIRST.SWAP_POINT : 0),
SwapPoint = trn.FIRST.SWAP_POINT,
Remark = trn.REMARK,
flag_settle = trn.FLAG_SETTLE,
Notional1 = Math.Abs(trn.FIRST.NOTIONAL.Value),
Notional2 = Math.Abs(trn.SECOND.NOTIONAL.Value)
};
return(new { Result = "OK", record = query, CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public List <LimitCheckModel> CheckAllSET(DateTime ProcessingDate, DA_TRN trn, Guid ExcludeID1, Guid ExcludeID2)
{
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
List <LimitCheckModel> results = GetSCEByCriteria(ProcessingDate, trn.CTPY_ID, trn.PRODUCT_ID.Value, "", ExcludeID1, ExcludeID2);
//Get group exposure
MA_COUTERPARTY ctpy = _counterpartyBusiness.GetCounterpartyAll().FirstOrDefault(p => p.ID == trn.CTPY_ID);
if (ctpy != null && ctpy.GROUP_CTPY_ID != null)
{
var group = GetSCEByCriteria(ProcessingDate, ctpy.GROUP_CTPY_ID.Value, trn.PRODUCT_ID.Value, "", ExcludeID1, ExcludeID2);
results = results.Union(group).ToList();
}
//Get temp limit
//Look for temp limit when all conditions meet
// 1. Transaction maturity date <= Temp limit maturity date
foreach (LimitCheckModel result in results)
{
MA_TEMP_CTPY_LIMIT temp_limit = _counterpartyBusiness.GetActiveTempByID(ProcessingDate, trn.MATURITY_DATE.Value, result.CTPY_LIMIT_ID);
if (temp_limit != null)
{
result.TEMP_AMOUNT = temp_limit.AMOUNT;
}
//result.AMOUNT = result.AMOUNT + temp_limit.AMOUNT;
}
return(results);
}
static void Main(string[] args)
{
PCCFConfigBusiness pccfBusiness = new PCCFConfigBusiness();
DA_TRN record = new DA_TRN();
record.ID = Guid.NewGuid();
record.ENGINE_DATE = DateTime.Now;
record.STATUS_ID = new Guid("9161ED18-1298-44FA-BA7D-34522CB40D66");
record.INSTRUMENT_ID = new Guid("33F88EB3-46C0-4667-BCF6-05426321B71B");
record.PRODUCT_ID = new Guid("F85252D1-BC58-4AC6-8B56-2E228FB0A367");
record.LOG.INSERTBYUSERID = new Guid("F85252D1-BC58-4AC6-8B56-2E228FB0A367");
record.LOG.INSERTDATE = DateTime.Now;
record.FIRST.CCY_ID = new Guid("825F343B-CAEA-409B-AE92-CCA2DAB3765E");
record.FIRST.FLAG_PAYREC = "R";
record.FIRST.FLAG_FIXED = false;
record.SECOND.CCY_ID = new Guid("825F343B-CAEA-409B-AE92-CCA2DAB3765E");
record.SECOND.FLAG_PAYREC = "P";
record.SECOND.FLAG_FIXED = false;
var temp = pccfBusiness.ValidatePCCFConfig(null, record);
if (temp != null)
{
Console.WriteLine("PCCF:" + temp.LABEL);
}
else
{
Console.WriteLine("PCCF is not match");
}
Console.WriteLine("End");
Console.ReadLine();
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN trn = DealUIP.GetByID(id);
var query = new
{
ID = trn.ID,
TradeDate = trn.TRADE_DATE.HasValue ? trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
BuySell = trn.FLAG_BUYSELL,
MaturityDate = trn.MATURITY_DATE.HasValue ? trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
EffectiveDate = trn.START_DATE.HasValue ? trn.START_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = trn.CTPY_ID.ToString(),
Portfolio = trn.PORTFOLIO_ID.ToString(),
Instrument = trn.INSTRUMENT_ID.ToString(),
Notional = Math.Abs(trn.FIRST.NOTIONAL.Value),
Remark = trn.REMARK
};
return(new { Result = "OK", record = query });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GenerateTrnObject(string strTradeDate, string strInstrument, string strCtpy, string strPortfolio
, string strEffDate, string strMatDate
, string strNotional1, string strCCY1, string strFFL1, string strFFix1, string strRate1, string strFreq1
, string strNotional2, string strCCY2, string strFFL2, string strFFix2, string strRate2, string strFreq2
, string strOverApprover, string strOverPCE, string strOverSCE, string strComment, string strRemark, string strProductId, bool blnIsSubmit)
{
try
{
DA_TRN TrnInfo = DealUIP.GenerateSwapTransactionObject(SessionInfo, strTradeDate, strInstrument, strCtpy, strPortfolio
, strEffDate, strMatDate, strNotional1
, strCCY1, strFFL1, strFFix1, strRate1, strFreq1
, strNotional2, strCCY2, strFFL2, strFFix2, strRate2, strFreq2
, Convert.ToInt32(System.Configuration.ConfigurationManager.AppSettings[AppSettingName.CASHFLOW_SPAN])
, strRemark, strProductId);
object PCESCEObject;
CheckSwapLimits(blnIsSubmit, TrnInfo, out PCESCEObject);
return(new
{
Result = "OK",
record = JsonConvert.SerializeObject(TrnInfo, new IsoDateTimeConverter()),
pcesce = PCESCEObject,
Message = ""
});
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public List <LimitCheckModel> CheckAllCountry(DateTime ProcessingDate, DA_TRN trn, Guid ExcludeID1, Guid ExcludeID2)
{
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
CountryBusiness _countryBusiness = new CountryBusiness();
List <LimitCheckModel> results = new List <LimitCheckModel>();
LimitCheckModel result;
LimitCheckModel temp = new LimitCheckModel();
LimitCheckModel pce = new LimitCheckModel();
MA_COUTERPARTY ctpy = _counterpartyBusiness.GetCounterpartyAll().FirstOrDefault(p => p.ID == trn.CTPY_ID);
List <LimitCheckModel> sets = GetCountrySETByCriteria(ProcessingDate, ctpy.COUNTRY_ID, "", ExcludeID1, ExcludeID2);
List <LimitCheckModel> pces = GetCountryPCEByCriteria(ProcessingDate, ctpy.COUNTRY_ID, "", ExcludeID1, ExcludeID2);
if (pces.Count != 1)
{
throw new Exception("Invalid country limit data. Please contact administrator");
}
else
{
pce = pces.FirstOrDefault();
}
MA_COUNTRY_LIMIT temp_limit = _countryBusiness.GetActiveTempByCountryID(ProcessingDate, trn.MATURITY_DATE.Value, ctpy.COUNTRY_ID);
DateTime dateStart = trn.TRADE_DATE.Value;
DateTime dateEnd = trn.FLAG_SETTLE.HasValue && trn.FLAG_SETTLE.Value ? trn.DA_TRN_FLOW.Max(p => p.FLOW_DATE).Value : trn.TRADE_DATE.Value;
while (dateStart <= dateEnd)
{
result = new LimitCheckModel();
temp = sets.FirstOrDefault(p => p.FLOW_DATE == dateStart);
result.COUNTRY_LABEL = pce.COUNTRY_LABEL;
result.COUNTRY_ID = pce.COUNTRY_ID;
result.FLAG_CONTROL = pce.FLAG_CONTROL;
result.GEN_AMOUNT = pce.GEN_AMOUNT;
result.TEMP_AMOUNT = temp_limit != null ? temp_limit.AMOUNT : 0;
//result.AMOUNT = pce.AMOUNT + (temp_limit != null ? temp_limit.AMOUNT : 0);
result.PROCESSING_DATE = pce.PROCESSING_DATE;
result.EXPIRE_DATE = pce.EXPIRE_DATE;
result.FLOW_DATE = dateStart;
result.ORIGINAL_KK_CONTRIBUTE = pce.ORIGINAL_KK_CONTRIBUTE;
if (temp != null)
{
result.ORIGINAL_KK_CONTRIBUTE = result.ORIGINAL_KK_CONTRIBUTE + temp.ORIGINAL_KK_CONTRIBUTE;
}
results.Add(result);
//if (dateStart.DayOfWeek == DayOfWeek.Friday)
// dateStart = dateStart.AddDays(3);
//else
dateStart = dateStart.AddDays(1);
}
return(results);
}
public static object SubmitDeal(string strOverApprover, string strOverComment, string record, string strProductId)
{
DA_TRN TrnInfo = JsonConvert.DeserializeObject <DA_TRN>(record);
return(DealUIP.SubmitFIDeal(SessionInfo
, TrnInfo
, strOverApprover
, strOverComment
, strProductId));
}
public static object SubmitDeal(string strOverApprover, string strOverComment, string record1, string record2, string strProductId1, string strProductId2)
{
DA_TRN TrnInfo1 = JsonConvert.DeserializeObject <DA_TRN>(record1);
DA_TRN TrnInfo2 = JsonConvert.DeserializeObject <DA_TRN>(record2);
return(DealUIP.SubmitFXSwapDeal(SessionInfo
, TrnInfo1
, TrnInfo2
, strOverApprover
, strOverComment
, strProductId1
, strProductId2));
}
private static void CheckRepoLimit(Boolean blnIsSubmit, DA_TRN record, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckPCE(SessionInfo, record, ProductId);
LimitDisplayModel CountryCheckRecords = DealUIP.CheckCountryLimit(SessionInfo, record, ProductId);
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, null, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
private static void CheckFXSpotLimits(Boolean blnIsSubmit, DA_TRN record, DA_TRN record2, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckFXSwapPCE(SessionInfo, record, record2, ProductId);
LimitDisplayModel SCECheckRecords = record.FLAG_SETTLE.Value ? DealUIP.CheckFXSwapSCE(SessionInfo, record, record2, ProductId) : null;
LimitDisplayModel CountryCheckRecords = DealUIP.CheckFXSwapCountryLimit(SessionInfo, record, record2, ProductId);
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, SCECheckRecords, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
public static object GenerateTrnObject(string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strEffectiveDate
, string strMaturityDate
, string strNotional
, string strProductId
, string strRemark
, bool blnIsSubmit)
{
try
{
DA_TRN TrnInfo = DealUIP.GenerateRepoTransactionObject(SessionInfo
, strTradeDate
, strBuySell
, strInstrument
, strCtpy
, strPortfolio
, strEffectiveDate
, strMaturityDate
, strNotional
, strProductId
, strRemark);
object PCESCEObject;
CheckRepoLimit(blnIsSubmit, TrnInfo, out PCESCEObject);
return(new
{
Result = "OK",
record = JsonConvert.SerializeObject(TrnInfo, new IsoDateTimeConverter()),
pcesce = PCESCEObject,
Message = ""
});
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
private static void CheckFILimit(Boolean blnIsSubmit, DA_TRN record, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckPCE(SessionInfo, record, ProductId);
LimitDisplayModel SCECheckRecords = null;
LimitDisplayModel CountryCheckRecords = DealUIP.CheckCountryLimit(SessionInfo, record, ProductId);
var flagSettle = record.FLAG_SETTLE.Value && record.NOTIONAL_THB.Value > 0;
if (flagSettle)
{
SCECheckRecords = DealUIP.CheckSCE(SessionInfo, record, ProductId);
}
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, SCECheckRecords, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN lastTrn1 = DealUIP.GetByID(id);
DA_TRN lastTrn2 = DealUIP.GetFXSwapPair(SessionInfo, lastTrn1.INT_DEAL_NO, lastTrn1.VERSION, lastTrn1.ID);
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, lastTrn1.MA_INSRUMENT.ID);
var NearLeg = lastTrn1.FLAG_NEARFAR == "N" ? lastTrn1 : lastTrn2;
var FarLeg = lastTrn2.FLAG_NEARFAR == "F" ? lastTrn2 : lastTrn1;
var query = new
{
TradeDate = lastTrn1.TRADE_DATE.HasValue ? lastTrn1.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = lastTrn1.CTPY_ID.ToString(),
Portfolio = lastTrn1.PORTFOLIO_ID.ToString(),
Instrument = lastTrn1.INSTRUMENT_ID.ToString(),
ContractCcy = lastTrn1.FIRST.CCY_ID.ToString(),
SpotDate = lastTrn1.SPOT_DATE.HasValue ? lastTrn1.SPOT_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SpotRate = lastTrn1.FIRST.RATE.Value - lastTrn1.FIRST.SWAP_POINT.Value,
BSN = NearLeg.FLAG_BUYSELL,
BSF = FarLeg.FLAG_BUYSELL,
SetDateN = NearLeg.MATURITY_DATE.HasValue ? NearLeg.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SetDateF = FarLeg.MATURITY_DATE.HasValue ? FarLeg.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SwapPoitN = NearLeg.FIRST.SWAP_POINT,
SwapPoitF = FarLeg.FIRST.SWAP_POINT,
ContAmtN = Math.Abs(NearLeg.FIRST.NOTIONAL.Value),
CountAmtN = Math.Abs(NearLeg.SECOND.NOTIONAL.Value),
ContAmtF = Math.Abs(FarLeg.FIRST.NOTIONAL.Value),
CountAmtF = Math.Abs(FarLeg.SECOND.NOTIONAL.Value),
flag_settle = lastTrn1.FLAG_SETTLE,
};
return(new { Result = "OK", record = query, productid2 = lastTrn2.ID.ToString(), CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object SubmitFIDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
try
{
DealBusiness _dealBusiness = new DealBusiness();
string strDealNO = _dealBusiness.SubmitFIDeal(sessioninfo
, trn
, strOverApprover
, strOverComment
, strProductId);
return(new { Result = "OK", Message = strDealNO });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN trn = DealUIP.GetByID(id);
var query = new
{
ID = trn.ID,
TradeDate = trn.TRADE_DATE.HasValue ? trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
BuySell = trn.FLAG_BUYSELL,
MaturityDate = trn.MATURITY_DATE.HasValue ? trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = trn.CTPY_ID.ToString(),
Portfolio = trn.PORTFOLIO_ID.ToString(),
Instrument = trn.INSTRUMENT_ID.ToString(),
Notional1 = Math.Abs(trn.FIRST.NOTIONAL.Value),
SettleFlag = trn.FLAG_SETTLE.HasValue ? (trn.FLAG_SETTLE.Value ? "1" : "0") : "0",
Remark = trn.REMARK,
Yield = trn.FIRST.RATE,
Unit = trn.DA_TMBA_EXTENSION.UNIT,
CPrice = trn.DA_TMBA_EXTENSION.CLEAN_PRICE,
GPrice = trn.DA_TMBA_EXTENSION.GROSS_PRICE,
PMarket = trn.FLAG_PCE.HasValue ? (trn.FLAG_PCE.Value ? "1" : "0") : "0",
YType = trn.DA_TMBA_EXTENSION.YIELD_TYPE,
Purpose = trn.DA_TMBA_EXTENSION.PURPOSE,
ReportBy = trn.DA_TMBA_EXTENSION.IS_REPORT_CLEAN ? "0" : "1",
Term = trn.DA_TMBA_EXTENSION.TERM.HasValue ? trn.DA_TMBA_EXTENSION.TERM.Value.ToString() : "",
Rate = trn.DA_TMBA_EXTENSION.RATE.HasValue ? trn.DA_TMBA_EXTENSION.RATE.Value.ToString() : "",
TBMARemark = trn.DA_TMBA_EXTENSION.REMARK,
LotSize = trn.MA_INSRUMENT.LOT_SIZE
};
return(new { Result = "OK", record = query });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public MA_PCCF ValidatePCCFConfig(SessionInfo sessioninfo, DA_TRN record)
{
MA_PCCF val = null;
bool blnResult;
//enter conditions
LoggingHelper.Debug("Begin validate PCCF from config");
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var props = record.GetType().GetProperties();
var configs = unitOfWork.MA_PCCF_CONFIGRepository.GetAll()
.Where(p => p.PRODUCT_ID.Equals(record.PRODUCT_ID))
.OrderBy(p => p.PRIORITY);
//bool isBond = string.Compare(unitOfWork.MA_PRODUCTRepository.GetById(record.PRODUCT_ID.Value).LABEL, ProductCode.BOND.ToString(), true) == 0;
if (configs != null)
{
List <bool> ismatchs = new List <bool>();
object obj;
foreach (MA_PCCF_CONFIG p in configs.ToList())
{
ismatchs.Clear();
blnResult = false;
//List<MA_CONFIG_ATTRIBUTE> atts = unitOfWork.MA_CONFIG_ATTRIBUTERepository.All().Where(t => t.PCCF_CONFIG_ID == p.ID && t.ISACTIVE == true).ToList() ;
foreach (MA_CONFIG_ATTRIBUTE ca in p.MA_CONFIG_ATTRIBUTE.Where(t => t.ISACTIVE == true).ToList())
{
//Fix for Tables
switch (ca.TABLE)
{
case "DA_TRN":
var sel = props.FirstOrDefault(t => t.Name.Equals(ca.ATTRIBUTE));
if (sel != null)
{
if (sel.GetValue(record, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "INSTRUMENT_ID":
obj = new MA_INSTRUMENT();
obj = unitOfWork.MA_INSTRUMENTRepository.GetByIDWithOutInclude(new Guid(sel.GetValue(record, null).ToString()));
blnResult = ((MA_INSTRUMENT)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(blnResult);
break;
default:
break;
}
}
else if (sel.GetValue(record, null).GetType() == typeof(Boolean))
{
blnResult = sel.GetValue(record, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(fsel.GetValue(record.FIRST, null).Equals(ca.VALUE=="0" ? false : true));
}
else
{
blnResult = sel.GetValue(record, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(blnResult);
}
}
break;
case "BOND_MARKET":
MA_INSTRUMENT insMkt = unitOfWork.MA_INSTRUMENTRepository.GetByIDWithInsMarket(record.INSTRUMENT_ID.Value);
if (insMkt.MA_BOND_MARKET != null)
{
blnResult = insMkt.MA_BOND_MARKET.LABEL.Equals(ca.VALUE);
//ismatchs.Add(blnResult);
}
//else
//ismatchs.Add(false);
break;
case "FIRST":
var fsel = record.FIRST.GetType().GetProperties().FirstOrDefault(f => f.Name.Equals(ca.ATTRIBUTE));
if (fsel != null)
{
if (fsel.GetValue(record.FIRST, null) != null)
{
if (fsel.GetValue(record.FIRST, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "CCY_ID":
obj = new MA_CURRENCY();
obj = unitOfWork.MA_CURRENCYRepository.GetByID(new Guid(fsel.GetValue(record.FIRST, null).ToString()));
blnResult = ((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add();
break;
default:
break;
}
}
else if (fsel.GetValue(record.FIRST, null).GetType() == typeof(Boolean))
{
blnResult = fsel.GetValue(record.FIRST, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(fsel.GetValue(record.FIRST, null).Equals(ca.VALUE=="0" ? false : true));
}
else
{
blnResult = fsel.GetValue(record.FIRST, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase); //ismatchs.Add(fsel.GetValue(record.FIRST, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
}
}
//else ismatchs.Add(false);
}
break;
case "SECOND":
//var secprop = props.FirstOrDefault(f => f.Name.Equals("SECOND"));
var ssel = record.SECOND.GetType().GetProperties().FirstOrDefault(f => f.Name.Equals(ca.ATTRIBUTE));
if (ssel != null)
{
if (ssel.GetValue(record.SECOND, null) != null)
{
if (ssel.GetValue(record.SECOND, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "CCY_ID":
obj = new MA_CURRENCY();
obj = unitOfWork.MA_CURRENCYRepository.GetByID(new Guid(ssel.GetValue(record.SECOND, null).ToString()));
blnResult = ((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
break;
default:
break;
}
}
else if (ssel.GetValue(record.SECOND, null).GetType() == typeof(Boolean))
{
blnResult = ssel.GetValue(record.SECOND, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(ssel.GetValue(record.SECOND, null).Equals(ca.VALUE == "0" ? false : true));
}
else
{
blnResult = ssel.GetValue(record.SECOND, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase); // ismatchs.Add(ssel.GetValue(record.SECOND, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
}
}
//else ismatchs.Add(false);
}
break;
case "COUNTERPARTY":
MA_COUTERPARTY ctpy = unitOfWork.MA_COUTERPARTYRepository.GetAll().FirstOrDefault(z => z.ID == record.CTPY_ID);
switch (ca.ATTRIBUTE)
{
case "SNAME":
blnResult = ctpy.SNAME.ToUpper() == ca.VALUE.ToUpper();
break;
case "CSA_TYPE":
MA_CSA_AGREEMENT csa = unitOfWork.MA_CSA_AGREEMENTRepository.GetAll().FirstOrDefault(y => y.ID == record.CTPY_ID);
if (csa != null &&
csa.MA_CSA_TYPE.LABEL.ToUpper() == ca.VALUE.ToUpper() &&
csa.MA_CSA_PRODUCT.FirstOrDefault(y => y.PRODUCT_ID == record.PRODUCT_ID) != null)
{
blnResult = true;
}
//else if (csa == null && ca.VALUE == "")
// blnResult = true;
else
{
blnResult = false;
}
break;
default:
break;
}
break;
}
ismatchs.Add(blnResult);
//Check result -> if false then go to next config
if (!blnResult)
{
break;
}
}
if (ismatchs.Where(m => m.Equals(false)).Count() == 0)
{
val = unitOfWork.MA_PCCFRepository.GetByID(p.PCCF_ID);
LoggingHelper.Debug("PCCF: " + val.LABEL);
break;
}
else
{
continue;
}
}
}
else
{
val = null;
}
}
LoggingHelper.Debug("End validate PCCF from config");
return(val);
}
public static LimitDisplayModel CheckSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
DealBusiness _dealBusiness = new DealBusiness();
return(_dealBusiness.CheckSwapCountryLimit(sessioninfo, trn, strExcludeID));
}
public static LimitDisplayModel CheckFXSwapSCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
DealBusiness _dealBusiness = new DealBusiness();
return(_dealBusiness.CheckFXSwapSCE(sessioninfo, trn1, trn2, strExcludeID));
}
public decimal?GetPCCF(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
decimal? decPCCF = null;
LookupBusiness _lookupBusiness = new LookupBusiness();
PCCFConfigBusiness _pccfBusiness = new PCCFConfigBusiness();
MA_PRODUCT product = _lookupBusiness.GetProductByID(sessioninfo, trn.PRODUCT_ID.Value);
ProductCode nProduct = (ProductCode)Enum.Parse(typeof(ProductCode), product.LABEL.Replace(" ", string.Empty));
MA_PCCF pccf = _pccfBusiness.ValidatePCCFConfig(sessioninfo, trn);
//if (pccf == null)
// throw this.CreateException(new Exception(), "Cannot find PCCF for transaction #" + trn.EXT_DEAL_NO);
if (nProduct == ProductCode.BOND || nProduct == ProductCode.REPO)
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//------Check whether seleted bond can be used.---------
MA_INSTRUMENT ins = _instrumentBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (trn.MATURITY_DATE >= ins.MATURITY_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be equal or after bond maturity date.");
}
if (pccf == null)
{
throw this.CreateException(new Exception(), "Selected instrument cannot be used.");
}
//-------------------------------------------------------
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, ins.MATURITY_DATE.Value));
}
else
{
if (pccf == null)
{
throw this.CreateException(new Exception(), "PCCF is not defined in the system." + "RF");
}
if (nProduct == ProductCode.SWAP)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSPOT)
{
decPCCF = pccf.DEFAULT;
}
else if (nProduct == ProductCode.FXFORWARD)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSWAP)
{
if (trn.TRADE_DATE == trn.MATURITY_DATE)
{
decPCCF = pccf.C0D;
}
else if (trn.MATURITY_DATE < trn.SPOT_DATE)
{
decPCCF = pccf.C1D;
}
else if (trn.MATURITY_DATE == trn.SPOT_DATE)
{
decPCCF = pccf.DEFAULT;
}
else
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
}
}
return(decPCCF);
}
catch (Exception ex)
{
throw this.CreateException(ex, null);
}
}
public static object CancelDeal(DA_TRN record)
{
return(DealViewUIP.CancelDeal(SessionInfo, record));
}
public static object CancelDeal(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
UserBusiness _userBusiness = new UserBusiness();
DealBusiness _dealbusiness = new DealBusiness();
DA_TRN t = _dealbusiness.CancelDeal(sessioninfo, trn);
DA_TRN t2 = _dealbusiness.GetDealByDealNo(t.INT_DEAL_NO, t.VERSION).FirstOrDefault(p => p.ID != t.ID);
if (t2 != null)
{
_dealbusiness.CancelDeal(sessioninfo, t2);
}
var inputuser = _userBusiness.GetAll().FirstOrDefault(u => u.ID == t.LOG.INSERTBYUSERID);
var query = new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO
,
OPICS_NO = t.EXT_DEAL_NO,
TradeDate = t.TRADE_DATE.Value
,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL
,
MaturityDate = t.MATURITY_DATE,
BuySell = t.FLAG_BUYSELL
,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL
,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL
,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED.Value ? "FIXED" : "FLOAT"
,
Rate1 = t.FIRST.RATE,
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL
,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT"
,
Rate2 = t.SECOND.RATE,
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.ID == t.STATUS_ID).LABEL
,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE
,
LimitOverwrite = string.IsNullOrEmpty(t.OVER_APPROVER) ? "No" : t.OVER_AMOUNT > 0 && t.OVER_SETTL_AMOUNT > 0 ? "Yes" : t.OVER_AMOUNT > 0 ? "PCE" : "SET"
,
LimitApprover = t.OVER_APPROVER
,
Trader = inputuser != null ? inputuser.USERCODE : ""
,
Remark = t.REMARK
};
return(new { Result = "OK", Record = query, DealPairID = t2 != null?t2.ID.ToString() : string.Empty });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object GenerateTrnObject(string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strSettlementDate
, string strYield
, string strUnit
, string strCleanPrice
, string strGrossPrice
, string strNotional
, string strCCY
, string strPceFlag
, string strSettleFlag
, string strYeildType
, string strReportBy
, string strPurpose
, string strTerm
, string strRate
, string strTBMARemark
, string strRemark
, string strProductId
, bool blnIsSubmit)
{
try
{
DA_TRN TrnInfo = DealUIP.GenerateFITransactionObject(SessionInfo
, strTradeDate
, strBuySell
, strInstrument
, strCtpy
, strPortfolio
, strSettlementDate
, strYield
, strUnit
, strCleanPrice
, strGrossPrice
, strNotional
, strCCY
, strPceFlag
, strSettleFlag
, strYeildType
, strReportBy
, strPurpose
, strTerm
, strRate
, strTBMARemark
, strRemark
, strProductId);
object PCESCEObject;
CheckFILimit(blnIsSubmit, TrnInfo, out PCESCEObject);
return(new { Result = "OK",
record = JsonConvert.SerializeObject(TrnInfo, new IsoDateTimeConverter()),
pcesce = PCESCEObject,
Message = "" });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}