//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// 5Y USD 2mm Rec USD-LIBOR-6M Cap 1% / Pay Premium : 21Jan17-21Jan22
StringBuilder buf = new StringBuilder(96);
IborCapFloorLeg mainLeg = product.CapFloorLeg;
buf.Append(SummarizerUtils.datePeriod(mainLeg.StartDate.Unadjusted, mainLeg.EndDate.Unadjusted));
buf.Append(' ');
buf.Append(SummarizerUtils.amount(mainLeg.Currency, mainLeg.Notional.InitialValue));
buf.Append(' ');
if (mainLeg.PayReceive.Receive)
{
buf.Append("Rec ");
summarizeMainLeg(mainLeg, buf);
buf.Append(Premium.Present ? " / Pay Premium" : (product.PayLeg.Present ? " / Pay Periodic" : ""));
}
else
{
buf.Append(Premium.Present ? "Rec Premium / Pay " : (product.PayLeg.Present ? "Rec Periodic / Pay " : ""));
summarizeMainLeg(mainLeg, buf);
}
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(mainLeg.StartDate.Unadjusted, mainLeg.EndDate.Unadjusted));
return(SummarizerUtils.summary(this, ProductType.IBOR_CAP_FLOOR, buf.ToString(), mainLeg.Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// 3x6 USD 1mm Rec GBP-LIBOR / Pay 2.5% : 21Jan18-21Apr18
StringBuilder buf = new StringBuilder(64);
Optional <LocalDate> tradeDate = info.TradeDate;
if (tradeDate.Present)
{
// use a three day fudge to avoid most holiday and end of month issues when calculating months
buf.Append(MONTHS.between(tradeDate.get(), product.StartDate.plusDays(3)));
buf.Append("x");
buf.Append(MONTHS.between(tradeDate.get(), product.EndDate.plusDays(3)));
}
else
{
buf.Append(product.Index.Tenor);
}
buf.Append(' ');
string floatingRate = product.Index.FloatingRateName.normalized().ToString();
string fixedRate = SummarizerUtils.percent(product.FixedRate);
buf.Append(SummarizerUtils.amount(product.Currency, product.Notional));
buf.Append(" Rec ");
buf.Append(product.BuySell.Buy ? floatingRate : fixedRate);
buf.Append(" / Pay ");
buf.Append(product.BuySell.Buy ? fixedRate : floatingRate);
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(product.StartDate, product.EndDate));
return(SummarizerUtils.summary(this, ProductType.FRA, buf.ToString(), product.Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// 6M USD 2mm Deposit 0.8% : 21Jan18-21Jul18
StringBuilder buf = new StringBuilder(64);
buf.Append(SummarizerUtils.datePeriod(product.StartDate, product.EndDate));
buf.Append(' ');
buf.Append(SummarizerUtils.amount(product.Currency, product.Notional));
buf.Append(' ');
buf.Append(product.BuySell == BuySell.BUY ? "Deposit " : "Loan ");
buf.Append(SummarizerUtils.percent(product.Rate));
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(product.StartDate, product.EndDate));
return(SummarizerUtils.summary(this, ProductType.TERM_DEPOSIT, buf.ToString(), product.Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Pay USD 1mm @ GBP/USD 1.32 : Rec USD 1mm @ GBP/USD 1.35 : 21Jan18-21Apr18
StringBuilder buf = new StringBuilder(96);
CurrencyAmount base1 = product.NearLeg.BaseCurrencyAmount;
CurrencyAmount counter1 = product.NearLeg.CounterCurrencyAmount;
CurrencyAmount base2 = product.FarLeg.BaseCurrencyAmount;
CurrencyAmount counter2 = product.FarLeg.CounterCurrencyAmount;
buf.Append(SummarizerUtils.fx(base1, counter1));
buf.Append(" / ");
buf.Append(SummarizerUtils.fx(base2, counter2));
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(product.NearLeg.PaymentDate, product.FarLeg.PaymentDate));
CurrencyPair currencyPair = product.NearLeg.CurrencyPair;
return(SummarizerUtils.summary(this, ProductType.FX_SWAP, buf.ToString(), currencyPair.Base, currencyPair.Counter));
}
//-------------------------------------------------------------------------
/// <summary>
/// Summarizes this swap into string form.
/// </summary>
/// <returns> the summary description </returns>
public string summaryDescription()
{
// 5Y USD 2mm Rec USD-LIBOR-6M / Pay 1% : 21Jan17-21Jan22
StringBuilder buf = new StringBuilder(64);
buf.Append(SummarizerUtils.datePeriod(StartDate.Unadjusted, EndDate.Unadjusted));
buf.Append(' ');
if (Legs.size() == 2 && PayLeg.Present && ReceiveLeg.Present && Legs.All(leg => leg is RateCalculationSwapLeg))
{
// normal swap
SwapLeg payLeg = PayLeg.get();
SwapLeg recLeg = ReceiveLeg.get();
string payNotional = notional(payLeg);
string recNotional = notional(recLeg);
if (payNotional.Equals(recNotional))
{
buf.Append(recNotional);
buf.Append(" Rec ");
buf.Append(legSummary(recLeg));
buf.Append(" / Pay ");
buf.Append(legSummary(payLeg));
}
else
{
buf.Append("Rec ");
buf.Append(legSummary(recLeg));
buf.Append(' ');
buf.Append(recNotional);
buf.Append(" / Pay ");
buf.Append(legSummary(payLeg));
buf.Append(' ');
buf.Append(payNotional);
}
}
else
{
// abnormal swap
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
buf.Append(Legs.Select(leg => (SummarizerUtils.payReceive(leg.PayReceive) + " " + legSummary(leg) + " " + notional(leg)).Trim()).collect(joining(" / ")));
}
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(StartDate.Unadjusted, EndDate.Unadjusted));
return(buf.ToString());
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// 2Y Buy USD 1mm INDEX / 1.5% : 21Jan18-21Jan20
PeriodicSchedule paymentSchedule = product.PaymentSchedule;
StringBuilder buf = new StringBuilder(96);
buf.Append(SummarizerUtils.datePeriod(paymentSchedule.StartDate, paymentSchedule.EndDate));
buf.Append(' ');
buf.Append(product.BuySell);
buf.Append(' ');
buf.Append(SummarizerUtils.amount(product.Currency, product.Notional));
buf.Append(' ');
buf.Append(product.CdsIndexId.Value);
buf.Append(" / ");
buf.Append(SummarizerUtils.percent(product.FixedRate));
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(paymentSchedule.StartDate, paymentSchedule.EndDate));
return(SummarizerUtils.summary(this, ProductType.CDS_INDEX, buf.ToString(), product.Currency));
}
