private void FillData()
{
try
{
Loans loan = new Loans();
LoansBLL bll = new LoansBLL();
loan = bll.GetLoanByID(Convert.ToInt16(Session["EditLoanID"]));
ddlAddLoanCode.SelectedValue = loan.CodeName;
txtBoxAddLoanCode.Text = loan.CodeName;
ddlBorrower.SelectedValue = loan.Borrower;
// txtBoxAddSector.Text = loan.Sector;
ddlSector.SelectedValue = loan.Sector;
if (loan.Signing_Date != null)
txtBoxAddSigningDate.SelectedDate = Convert.ToDateTime(loan.Signing_Date);
if (loan.Maturity_Date != null)
txtBoxAddMaturityDate.SelectedDate = Convert.ToDateTime(loan.Maturity_Date);
ddlAddFixedOrFloating.SelectedValue = loan.FixedOrFloating;
txtBoxAddMargin.Text = loan.Margin;
ddlAddCurrency.SelectedValue = loan.Currency;
bindCountry();
if (loan.Country != null)
{
CountryBL countryBL = new CountryBL();
int id = countryBL.GetCountryFromName(loan.Country);
if (id != 0)
ddlCountry.SelectedValue = Convert.ToString(id);
}
ddlAddCouponFrequency.SelectedValue = loan.CouponFrequency;
txtBoxFacilitySize.Text = Convert.ToDecimal(loan.FacilitySize).ToString("N");
if (loan.Bilateral == true)
ddlAddBilateral.SelectedValue = "Yes";
else
ddlAddBilateral.SelectedValue = "No";
ddlAmortizing.SelectedValue = loan.Amortizing;
CheckNodes(tvCreditRating, loan);
//txtCouponDate.
//txtNotional
txtPP.Text = loan.PP;
// txtCRating.Text = loan.CreditRating;
txtStructureID.Text = loan.StructureID;
txtBoxAddMargin.Text = loan.Margin;
if (loan.CouponDate != null)
txtCouponDate.SelectedDate = Convert.ToDateTime(loan.CouponDate);
txtNotional.Text = Convert.ToDecimal(loan.Notional).ToString("N");
if (ddlAmortizing.SelectedValue == "Yes")
{
if (loan.AmortisationsStartPoint != null)
txtAmortisationsStartDate.SelectedDate = Convert.ToDateTime(loan.AmortisationsStartPoint);
txtAmortisations.Text = loan.NoOfAmortisationPoint.ToString();
trDate.Visible = true;
trNo.Visible = true;
tblAmortisation.Visible = true;
}
txtSummitCredit.Text = loan.SummitCreditEntity;
txtGrid.Text = loan.Grid;
txtGurantor.Text = loan.Gurantor;
LoanScheduleBL scheduleBL = new LoanScheduleBL();
List<LoanSchedule> scheduleList = scheduleBL.GetLoanByID(loan.ID);
if (scheduleList != null && scheduleList.Count > 0)
{
dt1.Clear();
//dt1.Columns.Add("ID", typeof(int));
//dt1.Columns.Add("StartDate", typeof(DateTime));
//dt1.Columns.Add("EndDate", typeof(DateTime));
//dt1.Columns.Add("Notional", typeof(long));
//dt1.Columns.Add("Factor", typeof(float));
for (int i = 0; i < scheduleList.Count; i++)
{
// dt1.Rows.Add(scheduleList[i].ID, scheduleList[i].StartDate, scheduleList[i].EndDate, scheduleList[i].Notation, scheduleList[i].Factor);
dt1.Rows.Add(i + 1, scheduleList[i].StartDate.Value.ToShortDateString(), scheduleList[i].EndDate.Value.ToShortDateString(), scheduleList[i].CoupFrac, scheduleList[i].Notation, scheduleList[i].Amortisation, scheduleList[i].Factor);
}
pnlAmortizing.Visible = true;
grdAmortizing.Visible = true;
btnCalculatSchedule.Visible = true;
grdAmortizing.DataSource = dt1;
grdAmortizing.DataBind();
}
hfLoanID.Value = loan.ID.ToString();
lblConfirm.Text = "Loan already exists, do you wish to overwrite?";
_operation = "Edit";
}
catch (Exception)
{
}
}
private List<LoanSchedule> GetLoanBySchedule(int loanID)
{
LoanScheduleBL loanScheduleBL = new LoanScheduleBL();
return loanScheduleBL.GetLoanByID(loanID);
}
private string CalculateIRR(string loanName, string marketPrice)
{
LoansBLL bll = new LoansBLL();
Loans loan = bll.GetLoanByCode(loanName);
int loanID = loan.ID;
double notional = Convert.ToDouble(loan.Notional);
LoanScheduleBL loanScheduleBL = new LoanScheduleBL();
List<LoanSchedule> loanSchedule = new List<LoanSchedule>();
loanSchedule = loanScheduleBL.GetLoanByID(loanID);
double[] cashFlows;
double[] days;
List<DateTime> scheduleDateTime = new List<DateTime>();
if (loanSchedule != null)
{
List<double> cashFlowDouble = new List<double>();
double mktPrice = 0.99;
if (marketPrice != string.Empty)
{
mktPrice = Convert.ToDouble(marketPrice) / 100;
}
double dFirstCashFlow = (Convert.ToDouble(mktPrice) * Convert.ToDouble(notional)) * -1;
scheduleDateTime.Add(loanSchedule.First().StartDate.Value);
cashFlowDouble.Add(dFirstCashFlow);
List<double> day = new List<double>();
foreach (var item in loanSchedule)
{
cashFlowDouble.Add(Convert.ToDouble(item.AmortisationInt));
day.Add(Convert.ToInt16(item.Days));
scheduleDateTime.Add(Convert.ToDateTime(item.EndDate));
}
cashFlows = cashFlowDouble.ToArray();
days = day.ToArray();
}
else
{
cashFlows = new double[1] { 0.0 };
days = new double[1] { 0.0 };
}
//Zainco.NewtonRaphson.IRRCalculator.Domain.ICalculator calculator = new NewtonRaphsonIRRCalc(cashFlows);
//Double d = calculator.Execute();
IRR irr = new IRR();
//double xirr = irr.Newtons_method(0.1,
// irr.total_f_xirr(cashFlows, days),
// irr.total_df_xirr(cashFlows, days));
double xirr = System.Numeric.Financial.XIrr(cashFlows, scheduleDateTime) * 100;
return Convert.ToDecimal(xirr).ToString("0.00");
// return d;
}
public List<LoanSchedule> BindLoanScheduleData()
{
LoanScheduleBL bll = new LoanScheduleBL();
if (ddlLoanDetailsCode.SelectedValue == string.Empty)
{
BindLoanDetails();
}
List<LoanSchedule> lst = bll.GetLoanByID(Convert.ToInt16(ddlLoanDetailsCode.SelectedValue));
return lst;
}
private void BindLoanDetailData(string loanCode)
{
LoanScheduleBL bll = new LoanScheduleBL();
LoansBLL loanBL = new LoansBLL();
if (loanCode != string.Empty)
{
Loans loan = loanBL.GetLoanByID(Convert.ToInt32(loanCode));
txtLoanDetailCurrency.Text = loan.Currency;
txtLoanDetailMaturityDate.Text = loan.Maturity_Date;
txtLoanDetailTradeDate.SelectedDate = DateTime.Now;//loan.Signing_Date;
txtLoanDetailSettlementDate.SelectedDate = AddBusinessDays(DateTime.Now.Date, 10);
txtLoanDetailNotional.Text = Convert.ToDecimal(loan.Notional).ToString("N");
hdnLoanDetailMargin.Value = loan.Margin.ToString();
txtLoanDetailCouponFreq.Text = loan.CouponFrequency;
txtLoanDetailLastCouponDate.Text = loan.CouponDate;
txtLoanDetailFixedOrFloating.Text = loan.FixedOrFloating;
txtLoanDetailIRR.Text = CalculateIRR(loan.CodeName, txtLoanDetailPrice.Text);
txtLoanDetailAvgLife.Text = AverageLife(loan.CodeName);
txtAvgLifeNonDisc.Text = AverageLifeNonDiscount(loan.CodeName);
txtLoanDetailAvgLifeRiskDisc.Text = AverageLifeRiskDisc(loan.CodeName);
txtLoanDetailAvgLifeDisc.Text = AverageLifeDisc(loan.CodeName);
if (txtLoanDetailPrice.Text != string.Empty)
txtLoanDetailConsideration.Text = Convert.ToDecimal(Convert.ToDecimal(txtLoanDetailPrice.Text) * Convert.ToDecimal(loan.Notional)).ToString("0.00");
else
txtLoanDetailConsideration.Text = Convert.ToDecimal(1 * Convert.ToDecimal(loan.Notional)).ToString("0.00");
//txtLoanDetailDiscountMargin.Text = loan.di
grdLoanDetail.DataSource = bll.GetLoanByID(Convert.ToInt16(loanCode));
grdLoanDetail.DataBind();
}
}
//private void BindLoanCodeDetails()
//{
// try
// {
// LoansBLL bll = new LoansBLL();
// string strLoanName = ddlAddLoanCode.Text.ToString();
// if (strLoanName.Contains(';'))
// {
// strLoanName = strLoanName.Replace(';', ' ');
// }
// Loans loan = bll.GetLoanByCode(strLoanName.Trim());
// if (loan != null)
// {
// txtBoxAddBorrower.Text = Convert.ToString(loan.Borrower);
// txtBoxAddSector.Text = Convert.ToString(loan.Sector);
// if (loan.Signing_Date != "")
// txtBoxAddSigningDate.SelectedDate = Convert.ToDateTime(loan.Signing_Date);
// else
// txtBoxAddSigningDate.Clear();
// if (loan.Maturity_Date != "")
// txtBoxAddMaturityDate.SelectedDate = Convert.ToDateTime(loan.Maturity_Date);
// else
// txtBoxAddMaturityDate.Clear();
// txtBoxFacilitySize.Text = loan.FacilitySize;
// ddlAddFixedOrFloating.SelectedValue = loan.FixedOrFloating;
// txtBoxAddMargin.Text = loan.Margin;
// ddlAddCurrency.SelectedValue = loan.Currency;
// ddlCountry.SelectedValue = loan.Country;
// ddlAddCouponFrequency.SelectedValue = loan.CouponFrequency;
// if (loan.Bilateral == true)
// ddlAddBilateral.SelectedValue = "Yes";
// else
// ddlAddBilateral.SelectedValue = "No";
// ddlAmortizing.SelectedValue = loan.Amortizing;
// lblConfirm.Text = "Loan already exists, do you wish to overwrite?";
// _operation = "Edit";
// }
// else
// {
// _operation = "Add";
// }
// //else
// //{
// // Clear();
// //}
// }
// catch (Exception)
// {
// }
//}
private void BindLoanCodeDetails()
{
try
{
LoansBLL bll = new LoansBLL();
string strLoanName = ddlAddLoanCode.Text.ToString();
if (strLoanName.Contains(';'))
{
strLoanName = strLoanName.Replace(';', ' ');
}
Loans loan = bll.GetLoanByCode(strLoanName.Trim());
if (loan != null)
{
if (loan.Borrower != null)
{
ddlBorrower.SelectedValue = Convert.ToString(loan.Borrower);
BorrowersBL borrowerBL = new BorrowersBL();
if (ddlBorrower.SelectedValue != string.Empty)
{
if (ddlBorrower.SelectedItem != null)
{
Borrower borrower = borrowerBL.GetBorrower(ddlBorrower.SelectedItem.Text);
txtGrid.Text = loan.Grid;
txtSummitCredit.Text = loan.SummitCreditEntity;
}
}
}
// txtBoxAddSector.Text = Convert.ToString(loan.Sector);
if (loan.Sector != null)
{
ddlSector.SelectedValue = Convert.ToString(loan.Sector);
}
if (loan.Signing_Date != "" && loan.Signing_Date != null)
txtBoxAddSigningDate.SelectedDate = Convert.ToDateTime(loan.Signing_Date);
else
txtBoxAddSigningDate.Clear();
if (loan.Maturity_Date != "" && loan.Maturity_Date != null)
txtBoxAddMaturityDate.SelectedDate = Convert.ToDateTime(loan.Maturity_Date);
else
txtBoxAddMaturityDate.Clear();
if (loan.CouponDate != "" && loan.CouponDate != null)
txtCouponDate.SelectedDate = Convert.ToDateTime(loan.CouponDate);
else
txtCouponDate.Clear();
if (loan.FacilitySize != null)
{
txtBoxFacilitySize.Text = Convert.ToDecimal(loan.FacilitySize).ToString("N");
}
if (loan.Fixed_Floating != null)
{
ddlAddFixedOrFloating.SelectedValue = loan.FixedOrFloating;
}
txtBoxAddMargin.Text = loan.Margin;
if (loan.Currency != null)
{
ddlAddCurrency.SelectedValue = loan.Currency;
}
if (loan.Country != null)
{
ddlCountry.SelectedValue = loan.Country;
}
txtPP.Text = loan.PP;
// txtCRating.Text = loan.CreditRating;
txtStructureID.Text = loan.StructureID;
if (loan.CouponFrequency != null)
{
ddlAddCouponFrequency.SelectedValue = loan.CouponFrequency;
}
txtNotional.Text = Convert.ToDecimal(loan.Notional).ToString("N");
if (loan.Bilateral == true)
ddlAddBilateral.SelectedValue = "Yes";
else
ddlAddBilateral.SelectedValue = "No";
if (loan.Amortizing == "Yes")
{
ddlAmortizing.SelectedValue = loan.Amortizing;
if (ddlAmortizing.SelectedValue == "Yes")
{
if (loan.AmortisationsStartPoint != null)
txtAmortisationsStartDate.SelectedDate = Convert.ToDateTime(loan.AmortisationsStartPoint);
txtAmortisations.Text = loan.NoOfAmortisationPoint.ToString();
trDate.Visible = true;
trNo.Visible = true;
tblAmortisation.Visible = true;
}
}
else
{
ddlAmortizing.SelectedValue = "No";
trDate.Visible = false;
trNo.Visible = false;
tblAmortisation.Visible = false;
}
txtGurantor.Text = loan.Gurantor;
txtGrid.Text = loan.Grid;
txtSummitCredit.Text = loan.SummitCreditEntity;
CheckNodes(tvCreditRating, loan);
txtBoxAddMargin.Text = loan.Margin;
LoanScheduleBL scheduleBL = new LoanScheduleBL();
List<LoanSchedule> scheduleList = scheduleBL.GetLoanByID(loan.ID);
if (scheduleList != null && scheduleList.Count > 0)
{
dt1.Clear();
//dt1.Columns.Add("ID", typeof(int));
//dt1.Columns.Add("StartDate", typeof(DateTime));
//dt1.Columns.Add("EndDate", typeof(DateTime));
//dt1.Columns.Add("Notional", typeof(long));
//dt1.Columns.Add("Factor", typeof(float));
for (int i = 0; i < scheduleList.Count; i++)
{
// dt1.Rows.Add(scheduleList[i].ID, scheduleList[i].StartDate, scheduleList[i].EndDate, scheduleList[i].Notation, scheduleList[i].Factor);
dt1.Rows.Add(i + 1, scheduleList[i].StartDate.Value.ToShortDateString(), scheduleList[i].EndDate.Value.ToShortDateString(), scheduleList[i].CoupFrac, scheduleList[i].Notation, scheduleList[i].Amortisation, scheduleList[i].Factor, scheduleList[i].Spread, scheduleList[i].CouponPaymentDate, scheduleList[i].RiskFreeDP1, scheduleList[i].RiskFreeDP2, scheduleList[i].FloatingRate, scheduleList[i].AllInRate, scheduleList[i].Interest, scheduleList[i].Days, scheduleList[i].AmortisationInt);
}
pnlAmortizing.Visible = true;
grdAmortizing.Visible = true;
btnCalculatSchedule.Visible = true;
Session.Add("LoanScheduleData", dt1);
grdAmortizing.DataSource = dt1;
grdAmortizing.DataBind();
}
else
{
Session.Remove("LoanScheduleData");
dt1.Clear();
pnlAmortizing.Visible = false;
btnCalculatSchedule.Visible = false;
grdAmortizing.Visible = false;
}
hfLoanID.Value = loan.ID.ToString();
Session.Add("EditLoanID", loan.ID.ToString());
lblConfirm.Text = "Loan already exists, do you wish to overwrite?";
_operation = "Edit";
}
else
{
hfLoanID.Value = string.Empty;
_operation = "Add";
lblConfirm.Text = "Are you sure you want to add this loan to database?";
// Clear();
}
}
catch (Exception)
{
}
}
protected DataTable GetCompactChartData(string loanName)
{
try
{
DataTable dt = new DataTable();
dt.Columns.Add("ID");
dt.Columns.Add("EndDate");
dt.Columns.Add("Notation");
LoansBLL loanBL = new LoansBLL();
int loanID = loanBL.GetLoanByCode(loanName).ID;
LoanScheduleBL loanScheduleBL = new LoanScheduleBL();
List<LoanSchedule> loanSchedule = loanScheduleBL.GetLoanByID(loanID);
if (loanSchedule != null)
{
for (int i = 0; i < loanSchedule.Count; i++)
{
dt.Rows.Add((i + 1), new DateTime(loanSchedule[i].EndDate.Value.Year, loanSchedule[i].EndDate.Value.Month, loanSchedule[i].EndDate.Value.Day), loanSchedule[i].Notation.ToString());
}
}
return dt;
}
catch (Exception)
{
return null;
}
}