/// <summary>
/// Builds this instance and returns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public PropertyTransaction Build()
{
//var equity = UnderlyingEquity.();
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("PropertyTransaction") };
//var productId = new ProductId {Value = "BondTransaction"};
var itemName = new[] { ItemsChoiceType2.productType };
//TODO extend this
//var productIds = new[] {productId};
var property = XmlSerializerHelper.Clone(PropertyInfo);
var purchasePrice = XmlSerializerHelper.Clone(PurchasePrice);
var propertyTransaction = new PropertyTransaction
{
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
//productId = productIds,
Items = productType,
ItemsElementName = itemName,
purchasePrice = purchasePrice,
property = property
};
return(propertyTransaction);
}
/// <summary>
/// Creates floater (swap with single floating stream of coupons)
/// </summary>
/// <param name="singleStream"></param>
/// <param name="productTypeTaxonomy"></param>
/// <returns></returns>
public static Swap Create(InterestRateStream singleStream, string productTypeTaxonomy)
{
var result = new Swap
{
swapStream = new[] { singleStream },
productType = new[] { ProductTypeHelper.Create(productTypeTaxonomy) },
};
return(result);
}
/// <summary>
/// Creates floater (swap with single floating stream of coupons)
/// </summary>
/// <param name="singleStream"></param>
/// <returns></returns>
public static Swap Create(InterestRateStream singleStream)
{
var result = new Swap
{
swapStream = new[] { singleStream },
Items = new object[] { ProductTypeHelper.Create("Floater") },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
return(result);
}
/// <summary>
/// Builds this instance and returns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public FxSwap Build()
{
var fxSwap = new FxSwap();
var leg1 = Legs[0].Build();
var leg2 = Legs[1].Build();
fxSwap.nearLeg = leg1;
fxSwap.farLeg = leg2;
fxSwap.id = Id;
fxSwap.Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.FxSwap.ToString()) };
fxSwap.ItemsElementName = new[] { ItemsChoiceType2.productType };
return(fxSwap);
}
/// <summary>
/// Builds a fx swap.
/// </summary>
/// <returns></returns>
public static FxSwap Parse(string exchangeCurrency1PayPartyReference, string exchangeCurrency2PayPartyReference,
decimal exchangeCurrency1Amount, string exchangeCurrency1, string exchangeCurrency2, QuoteBasisEnum quoteBasis,
DateTime startValueDate, DateTime forwardValueDate, Decimal startRate, Decimal forwardRate, Decimal?forwardPoints)
{
var fxSwap = new FxSwap
{
Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.FxSwap.ToString()) },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
var leg1 = ParseSpot(exchangeCurrency1PayPartyReference, exchangeCurrency2PayPartyReference, exchangeCurrency1Amount,
exchangeCurrency1, exchangeCurrency2, quoteBasis, startValueDate, startRate);
var leg2 = PriceableFxSwapLeg.ParseForward(exchangeCurrency2PayPartyReference, exchangeCurrency1PayPartyReference, exchangeCurrency1Amount,
exchangeCurrency1, exchangeCurrency2, quoteBasis, forwardValueDate, forwardRate, forwardRate, forwardPoints);
fxSwap.nearLeg = leg1;
fxSwap.farLeg = leg2;
return(fxSwap);
}
/// <summary>
/// Builds this instance.
/// </summary>
/// <returns></returns>
public BulletPayment Build()
{
var px = new BulletPayment
{
payment =
new Payment
{
paymentAmount =
MoneyHelper.GetNonNegativeAmount(PaymentAmount.amount,
PaymentAmount.currency.Value)
},
Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.BulletPayment.ToString()) },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
//Setting the items array which contains product type and product is information.
//payment type information
px.payment.paymentType = PaymentTypeHelper.Create("Payment");
//Set the party information
px.payment.payerPartyReference = new PartyReference {
href = "Party2"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party1"
};
if (PayerIsBaseParty)
{
px.payment.payerPartyReference = new PartyReference {
href = "Party1"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party2"
};
}
//The payment date
px.payment.paymentDate = AdjustableOrAdjustedDateHelper.Create(null, PaymentDate, PaymentDateAdjustments);
if (CalculationPerformedIndicator)
{
px.payment.discountFactor = PaymentDiscountFactor;
px.payment.discountFactorSpecified = true;
px.payment.presentValueAmount = MoneyHelper.GetAmount(CalculationResults.NPV, PaymentAmount.currency.Value);
}
return(px);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public FutureTransaction Build()
{
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("FuturesTransaction") };
var itemName = new[] { ItemsChoiceType2.productType };
var future = XmlSerializerHelper.Clone(FuturesTypeInfo.Future);
var futureTransaction = new FutureTransaction
{
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
Items = productType,
ItemsElementName = itemName,
numberOfUnits = NumberOfContracts,
unitPrice = XmlSerializerHelper.Clone(PurchasePrice),
future = future
};
return(futureTransaction);
}
/// <summary>
/// Builds a bullet payment.
/// </summary>
/// <param name="productType"></param>
/// <param name="payerIsBaseParty"></param>
/// <param name="paymentDate"></param>
/// <param name="businessDayCalendar"></param>
/// <param name="businessDayAdjustments"> </param>
/// <param name="currency"></param>
/// <param name="amount"></param>
/// <returns></returns>
public static BulletPayment Parse(string productType, Boolean payerIsBaseParty,
DateTime paymentDate, string businessDayCalendar,
string businessDayAdjustments, string currency, decimal amount)
{
var px = new BulletPayment
{
payment =
new Payment
{
paymentAmount =
MoneyHelper.GetNonNegativeAmount(amount, currency)
},
Items = new object[] { ProductTypeHelper.Create("BulletPayment") },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
var tempDate = DateTypesHelper.ToAdjustableDate(paymentDate, businessDayAdjustments,
businessDayCalendar);
px.payment.paymentDate = AdjustableOrAdjustedDateHelper.Create(tempDate.unadjustedDate.Value, null, tempDate.dateAdjustments);//TODO
//Setting the items array which contains product type and product is information.
//payment type information
px.payment.paymentType = PaymentTypeHelper.Create("Payment");
//Set the party information
px.payment.payerPartyReference = new PartyReference {
href = "Party2"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party1"
};
if (payerIsBaseParty)
{
px.payment.payerPartyReference = new PartyReference {
href = "Party1"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party2"
};
}
return(px);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public EquityTransaction Build()
{
//var equity = UnderlyingEquity.();
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("EquityTransaction") };
var itemName = new[] { ItemsChoiceType2.productType };
var equity = XmlSerializerHelper.Clone(EquityTypeInfo.Equity);
var equityTransaction = new EquityTransaction
{
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
Items = productType,
ItemsElementName = itemName,
numberOfUnits = NumberOfShares,
unitPrice = XmlSerializerHelper.Clone(PurchasePrice),
equity = equity
};
return(equityTransaction);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public BondTransaction Build()
{
var bond = BondTypeInfo.Bond;
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("BondTransaction") };
var itemName = new[] { ItemsChoiceType2.productType };
//TODO extend this
var bondTransaction = new BondTransaction
{
notionalAmount = NotionalAmount,
bond = bond,
price = XmlSerializerHelper.Clone(BondPrice),
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
Items = productType,
ItemsElementName = itemName
};
return(bondTransaction);
}
/// <summary>
/// Builds a term deposit.
/// </summary>
/// <param name="productType"></param>
/// <param name="tradeDate"></param>
/// <param name="startDate"></param>
/// <param name="maturityDate"></param>
/// <param name="currency"></param>
/// <param name="notionalAmount"></param>
/// <param name="fixedRate"></param>
/// <param name="dayCount"></param>
/// <returns></returns>
public static TermDeposit Parse(string productType, DateTime tradeDate, DateTime startDate,
DateTime maturityDate, string currency, decimal notionalAmount, decimal fixedRate, string dayCount)
{
var termDeposit = new TermDeposit
{
dayCountFraction = DayCountFractionHelper.Parse(dayCount),
fixedRate = fixedRate,
fixedRateSpecified = true,
principal = MoneyHelper.GetPositiveMoney(notionalAmount, currency),
startDate = startDate,
startDateSpecified = true,
maturityDate = maturityDate,
maturityDateSpecified = true,
payerPartyReference = PartyReferenceHelper.Parse("Party1"),
receiverPartyReference = PartyReferenceHelper.Parse("Party2"),
Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.TermDeposit.ToString()) },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
//Set the party information
return(termDeposit);
}
public static Trade CreateFxSwap(string tradeId, DateTime tradeDate, string exchangeCurrency1PayPartyReference, string exchangeCurrency2PayPartyReference,
decimal exchangeCurrency1Amount, string exchangeCurrency1, string exchangeCurrency2, QuoteBasisEnum quoteBasis,
DateTime valueDate, Decimal spotRate, Decimal?forwardRate, Decimal?forwardPoints)
{
var trade = new Trade {
id = tradeId, tradeHeader = new TradeHeader()
};
var party1 = PartyTradeIdentifierHelper.Parse(tradeId, "party1");
var party2 = PartyTradeIdentifierHelper.Parse(tradeId, "party2");
trade.tradeHeader.partyTradeIdentifier = new[] { party1, party2 };
trade.tradeHeader.tradeDate = new IdentifiedDate {
Value = tradeDate
};
var nearLeg = new FxSwapLeg();
var farLeg = new FxSwapLeg();
if (forwardRate == null)
{
nearLeg = ParseSpot(exchangeCurrency1PayPartyReference, exchangeCurrency2PayPartyReference, exchangeCurrency1Amount,
exchangeCurrency1, exchangeCurrency2, quoteBasis, valueDate, spotRate);
}
else
{
farLeg = PriceableFxSwapLeg.ParseForward(exchangeCurrency1PayPartyReference, exchangeCurrency2PayPartyReference, exchangeCurrency1Amount,
exchangeCurrency1, exchangeCurrency2, quoteBasis, valueDate, spotRate, (decimal)forwardRate, forwardPoints);
}
var fxSwap = new FxSwap
{
nearLeg = nearLeg,
farLeg = farLeg,
Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.FxSwap.ToString()) },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
FpMLFieldResolver.TradeSetFxSwap(trade, fxSwap);
return(trade);
}
