internal static ClientRateComponent CreateClientRateComponent(LineItemQuote lineItemQuote)
{
return(new ClientRateComponent
{
ClientRate = lineItemQuote.ClientRate,
CostRateComponent = new CostRateComponent
{
SpotRate = lineItemQuote.SpotRate,
ForwardPoints = lineItemQuote.ForwardPoints
}
});
}
public LineItemQuote GetRepurchaseLineItemQuote(decimal itemRate, ClientRateComponent relatedClientRateComponent)
{
var lineItemQuote = new LineItemQuote
{
SpotRate = relatedClientRateComponent.CostRateComponent.SpotRate,
ForwardPoints = relatedClientRateComponent.CostRateComponent.ForwardPoints,
ClientRate = itemRate != 0 ? CreateRateFromMultipliedValue(relatedClientRateComponent.ClientRate.RateConvention,
itemRate,
relatedClientRateComponent.ClientRate.UnitCurrency,
relatedClientRateComponent.ClientRate.RefCurrency,
relatedClientRateComponent.ClientRate.MetaData.MultiplierDirect,
relatedClientRateComponent.ClientRate.MetaData.NumberOfDecimalsDirectMultiplied,
relatedClientRateComponent.ClientRate.MetaData.NumberOfDecimalsIndirectMultiplied) : relatedClientRateComponent.ClientRate
};
return(lineItemQuote);
}
private static LineItemQuote GetLineItemQuoteFromDataReader(SqlDataReader reader)
{
var lineItemQuote = new LineItemQuote();
PopulateQuoteFromDataReader(lineItemQuote, reader);
var tradeCurrency = CurrencyCache.Instance.GetById(Convert.ToInt32(reader["Currency_ID"]));
var settlementCurrency = CurrencyCache.Instance.GetById(Convert.ToInt32(reader["SettlementCurrency_ID"]));
var rateConventionSpotRate = (RateConvention)Convert.ToInt32(reader["SpotRateIsPer"]);
var rateConventionClientRate = (RateConvention)Convert.ToInt32(reader["ClientRateIsPer"]);
var rateConventionForwardPoints = (RateConvention)Convert.ToInt32(reader["ForwardPointsIsPer"]);
if (rateConventionClientRate == RateConvention.Default)
{
rateConventionClientRate = rateConventionSpotRate;
}
var nDecIndirect = Convert.ToInt32(reader["SpotRateNDecPer"]);
var nDecDirect = Convert.ToInt32(reader["SpotRateNDecIn"]);
lineItemQuote.SpotRate = CreateRateFromUnmultipliedValue(rateConventionSpotRate, Convert.ToDecimal(reader["SpotRate"]),
settlementCurrency, tradeCurrency,
Convert.ToInt32(reader["RateMultiplier"]), nDecDirect, nDecIndirect);
lineItemQuote.ClientRate = CreateRateFromMultipliedValue(rateConventionClientRate, Convert.ToDecimal(reader["ClientRate"]),
settlementCurrency, tradeCurrency,
Convert.ToInt32(reader["RateMultiplier"]), nDecDirect, nDecIndirect);
lineItemQuote.ForwardPoints = CalculateForwardPoints(DbReadingUtility.NullableDecimal(reader["ForwardPoints"]),
rateConventionSpotRate, rateConventionForwardPoints, lineItemQuote);
lineItemQuote.MarkupPct = ConvertCctMarkupInTenthsOfPercentToMarkupInPercent(DbReadingUtility.NullableDecimal(reader["Spread"]));
lineItemQuote.StartValueDate = DbReadingUtility.NullableDateTime(reader["ForwardStartDate"]);
lineItemQuote.EndValueDate = DbReadingUtility.NullableDateTime(reader["ForwardEndDate"]);
return(lineItemQuote);
}
private static decimal CalculateForwardPoints(decimal forwardPoints, RateConvention rateConventionSpotRate, RateConvention rateConventionForwardPoints, LineItemQuote lineItem)
{
return(rateConventionForwardPoints != rateConventionSpotRate
? lineItem.SpotRate.NewValue(1 / lineItem.ClientRate - 1 / (lineItem.ClientRate - forwardPoints)).RoundedValue
: forwardPoints);
}
