public void GetLimitByCriteriaTest()
{
LimitCheckBusiness target = new LimitCheckBusiness(); // TODO: Initialize to an appropriate value
Guid CTPY_ID = new Guid(); // TODO: Initialize to an appropriate value
Guid ProductID = new Guid(); // TODO: Initialize to an appropriate value
List<LimitCheckModel> expected = null; // TODO: Initialize to an appropriate value
List<LimitCheckModel> actual;
actual = target.GetLimitByCriteria(CTPY_ID, ProductID);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public LimitDisplayModel CheckCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
if (trn.FLAG_SETTLE.HasValue && trn.FLAG_SETTLE.Value)
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn.KK_CONTRIBUTE
}).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public void LimitCheckBusinessConstructorTest()
{
LimitCheckBusiness target = new LimitCheckBusiness();
Assert.Inconclusive("TODO: Implement code to verify target");
}
public List<LimitCheckModel> GetSCEReport(SessionInfo sessioninfo, string strReportDate, string strCtpy, string strSource, string strStatus)
{
try
{
DateTime dteReport;
LimitCheckBusiness _limitBusiness = new LimitCheckBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
Guid guCtpyID = Guid.Empty;
if (String.IsNullOrEmpty(strReportDate))
throw this.CreateException(new Exception(), "Please input report date.");
else if (!DateTime.TryParseExact(strReportDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteReport))
throw this.CreateException(new Exception(), "Invalid report date.");
else
dteReport = DateTime.ParseExact(strReportDate, "dd/MM/yyyy", null);
if (_dealBusiness.CountByProcessDate(dteReport) == 0)
{
throw this.CreateException(new Exception(), "No data for selected report date.");
}
if (Guid.TryParse(strCtpy, out guCtpyID))
{
guCtpyID = Guid.Parse(strCtpy);
}
var limits = _limitBusiness.GetSCEByCriteria(dteReport, guCtpyID, Guid.Empty, strSource, Guid.Empty, Guid.Empty)
.OrderBy(p => p.SNAME).ThenBy(p => p.FLOW_DATE)
.Distinct(new LimitCheckComparer()).AsQueryable();
//Get temp limit
//Look for temp limit when all conditions meet
// 1. Transaction maturity date <= Temp limit maturity date
foreach (LimitCheckModel limit in limits)
{
MA_TEMP_CTPY_LIMIT temp_limit = _counterpartyBusiness.GetActiveTempByID(sessioninfo.Process.CurrentDate, limit.FLOW_DATE, limit.CTPY_LIMIT_ID);
if (temp_limit != null)
limit.TEMP_AMOUNT = temp_limit.AMOUNT;
}
if (strStatus != "" )
{
limits = limits.Where(t => t.STATUS.IndexOf(strStatus, StringComparison.OrdinalIgnoreCase) >= 0);
}
return limits.ToList();
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public List<RepoReportModel> GetRepoReport(SessionInfo sessioninfo, string strReportDate, string strSource, string strCtpy)
{
try
{
DateTime dteReport;
LimitCheckBusiness _limitBusiness = new LimitCheckBusiness();
DealBusiness _dealBusiness = new DealBusiness();
LimitProductBusiness _limitProductBusiness = new LimitProductBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
List<RepoReportModel> reports = new List<RepoReportModel>();
RepoReportModel report;
Guid guCtpyID = Guid.Empty;
if (String.IsNullOrEmpty(strReportDate))
throw this.CreateException(new Exception(), "Please input report date.");
else if (!DateTime.TryParseExact(strReportDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteReport))
throw this.CreateException(new Exception(), "Invalid report date.");
else
dteReport = DateTime.ParseExact(strReportDate, "dd/MM/yyyy", null);
if (Guid.TryParse(strCtpy, out guCtpyID))
{
guCtpyID = Guid.Parse(strCtpy);
}
Guid guProductID = _lookupBusiness.GetProductByUsercode(ProductCode.REPO.ToString()).ID;
MA_PCCF rev_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("84f608c9-8b58-48eb-a6dd-a5407548784a"));
MA_PCCF rep_gov_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("28b24b19-e81d-4f82-a2f0-7c834ee3f91c"));
MA_PCCF rep_soe_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("7014b05e-198f-4f62-94b0-1d54322efbca"));
var limits = _limitBusiness.GetPCEByCriteria(dteReport, guCtpyID, guProductID, strSource, Guid.Empty, Guid.Empty).Distinct(new LimitCheckComparer()).ToList();
foreach (LimitCheckModel limit in limits)
{
report = new RepoReportModel();
report.PROCESSING_DATE = limit.PROCESSING_DATE;
report.SNAME = limit.SNAME;
report.LIMIT_LABEL = limit.LIMIT_LABEL;
report.GEN_AMOUNT = limit.GEN_AMOUNT;
report.TEMP_AMOUNT = limit.TEMP_AMOUNT;
//report.AMOUNT = limit.AMOUNT;
report.EXPIRE_DATE = limit.EXPIRE_DATE;
report.ORIGINAL_KK_CONTRIBUTE = limit.ORIGINAL_KK_CONTRIBUTE;
report.DEAL_CONTRIBUTION = 0;
report.REV_AMOUNT = report.AVAILABLE / rev_pccf.C1.Value * 100;
report.REP_GOV_5_AMOUNT = report.AVAILABLE / rep_gov_pccf.C5.Value * 100;
report.REP_GOV_10_AMOUNT = report.AVAILABLE / rep_gov_pccf.C10.Value * 100;
report.REP_GOV_20_AMOUNT = report.AVAILABLE / rep_gov_pccf.C20.Value * 100;
report.REP_GOV_20s_AMOUNT = report.AVAILABLE / rep_gov_pccf.more20.Value * 100;
report.REP_SOE_5_AMOUNT = report.AVAILABLE / rep_soe_pccf.C5.Value * 100;
report.REP_SOE_10_AMOUNT = report.AVAILABLE / rep_soe_pccf.C10.Value * 100;
report.REP_SOE_20_AMOUNT = report.AVAILABLE / rep_soe_pccf.C20.Value * 100;
report.REP_SOE_20s_AMOUNT = report.AVAILABLE / rep_soe_pccf.more20.Value * 100;
reports.Add(report);
}
return reports;
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public List<LimitCheckModel> GetCountryReport(SessionInfo sessioninfo, string strReportDate, string strCountry, string strSource, string strStatus)
{
try
{
DateTime dteReport;
LimitCheckBusiness _limitBusiness = new LimitCheckBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
CountryBusiness _countryBusiness = new CountryBusiness();
Guid guCountryID = Guid.Empty;
MA_COUNTRY_LIMIT temp_limit = null;
if (String.IsNullOrEmpty(strReportDate))
throw this.CreateException(new Exception(), "Please input report date.");
else if (!DateTime.TryParseExact(strReportDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteReport))
throw this.CreateException(new Exception(), "Invalid report date.");
else
dteReport = DateTime.ParseExact(strReportDate, "dd/MM/yyyy", null);
if (_dealBusiness.CountByProcessDate(dteReport) == 0)
{
throw this.CreateException(new Exception(), "No data for selected report date.");
}
if (Guid.TryParse(strCountry, out guCountryID))
{
guCountryID = Guid.Parse(strCountry);
}
List<LimitCheckModel> sets = _limitBusiness.GetCountrySETByCriteria(dteReport, guCountryID, strSource, Guid.Empty, Guid.Empty);
List<LimitCheckModel> pces = _limitBusiness.GetCountryPCEByCriteria(dteReport, guCountryID, strSource, Guid.Empty, Guid.Empty);
var reports = (from report in sets.Union(pces)
join pce in pces on report.COUNTRY_ID equals pce.COUNTRY_ID
select new LimitCheckModel
{
COUNTRY_LABEL = report.COUNTRY_LABEL,
COUNTRY_ID = report.COUNTRY_ID,
FLAG_CONTROL = report.FLAG_CONTROL,
GEN_AMOUNT = report.AMOUNT,
PROCESSING_DATE = report.PROCESSING_DATE,
EXPIRE_DATE = report.EXPIRE_DATE,
FLOW_DATE = report.FLOW_DATE,
SET_CONTRIBUTE = report.SET_CONTRIBUTE,
PCE_CONTRIBUTE = pce.PCE_CONTRIBUTE
}).GroupBy(g => new
{
g.COUNTRY_ID,
g.COUNTRY_LABEL,
g.FLAG_CONTROL,
g.GEN_AMOUNT,
g.PROCESSING_DATE,
g.EXPIRE_DATE,
g.FLOW_DATE,
g.PCE_CONTRIBUTE
}).Select(s => new LimitCheckModel
{
COUNTRY_LABEL = s.Key.COUNTRY_LABEL,
COUNTRY_ID = s.Key.COUNTRY_ID,
FLAG_CONTROL = s.Key.FLAG_CONTROL,
GEN_AMOUNT = s.Key.GEN_AMOUNT,
PROCESSING_DATE = s.Key.PROCESSING_DATE,
EXPIRE_DATE = s.Key.EXPIRE_DATE,
FLOW_DATE = s.Key.FLOW_DATE,
PCE_CONTRIBUTE = s.Key.PCE_CONTRIBUTE,
SET_CONTRIBUTE = s.Sum(x => x.SET_CONTRIBUTE),
ORIGINAL_KK_CONTRIBUTE = s.Key.PCE_CONTRIBUTE + s.Sum(y => y.SET_CONTRIBUTE)
}).ToList();
foreach (var report in reports)
{
temp_limit = _countryBusiness.GetActiveTempByCountryID(sessioninfo.Process.CurrentDate, report.FLOW_DATE, report.COUNTRY_ID);
if (temp_limit != null)
report.TEMP_AMOUNT = temp_limit.AMOUNT;
}
if (strStatus != "")
{
reports = reports.Where(t => t.STATUS.IndexOf(strStatus, StringComparison.OrdinalIgnoreCase) >= 0).ToList();
}
return reports.OrderBy(p => p.COUNTRY_LABEL).ThenBy(t => t.FLOW_DATE).ToList();
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public LimitDisplayModel CheckFXSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
if (trn1.FLAG_SETTLE.HasValue && trn1.FLAG_SETTLE.Value)
{
deal_conts = (from f in trn1.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn1.KK_CONTRIBUTE
}).Union(
(from f in trn2.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn2.KK_CONTRIBUTE
})).ToList();
}
if (trn1.TRADE_DATE.Value != trn1.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn1.TRADE_DATE.Value, EXPOSURE = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value });
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn2, guExcludeID1, guExcludeID2);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn1, trn2, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public LimitDisplayModel CheckSwapSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = new List<DA_TRN_CASHFLOW>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).OrderBy(p => p.FLOW_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).Where(t => t.FLOW_AMOUNT_THB > 0).OrderBy(p => p.FLOW_DATE).ToList();
}
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
return limitDisplay;
}
public LimitDisplayModel CheckSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).Where(t => t.EXPOSURE > 0).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public LimitDisplayModel CheckSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
}).ToList();
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite , ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
return limitDisplay;
}
//public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn)
//{
// StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
// LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
// LimitDisplayModel limitDisplay = new LimitDisplayModel();
// trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
// if (trn.KK_PCCF != null)
// {
// trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
// List<LimitCheckModel> limits = _limitCheckBusiness.GetPCEByCriteria(sessioninfo.Process.CurrentDate, trn.CTPY_ID, trn.PRODUCT_ID.Value, "", Guid.Empty, Guid.Empty);
// foreach (LimitCheckModel limit in limits)
// {
// limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
// SetLimitDisplayStatus(limit, ref limitDisplay);
// }
// limitDisplay.LimitDisplayObject = limits;
// }
// else
// {
// limitDisplay.LimitCheckStatus = eLimitCheckStatus.NOTALLOW;
// limitDisplay.LimitErrorObj = new { Result = "ERROR", Message = "This deal breach allowed tenor." };
// }
// return limitDisplay;
//}
public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
if (trn.KK_PCCF != null)
{
trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_AMOUNT = limitDisplay.OverAmount;
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public LimitDisplayModel CheckFXSwapSCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = ((from f in trn1.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
}).Union(
(from f in trn2.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
})
)).ToList();
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
}
return limitDisplay;
}
public LimitDisplayModel CheckFXSwapPCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
//Exposure include far leg only -> set near leg to 0
trn1.KK_PCCF = 0;
trn2.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn2);
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
trn1.KK_CONTRIBUTE = 0;
trn2.KK_CONTRIBUTE = Math.Ceiling(trn2.NOTIONAL_THB.Value * trn2.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_AMOUNT = limitDisplay.OverAmount;
}
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
