private DividendSourceData GetDividends_ManualOverride(int SecurityID, DateTime ValuationDate)
{
DividendSourceData dsd = new DividendSourceData();
SqlCommand sqlCom = new SqlCommand("spOTCOptionPrice_GetSecurityDividends_Default");
sqlCom.CommandType = CommandType.StoredProcedure;
sqlCom.Parameters.Add(new SqlParameter("@SecurityID", SecurityID));
DataSet ds = db.FetchData(sqlCom);
if (ds.Tables[0].Rows.Count != 0)
{
foreach (DataRow dr in ds.Tables[0].Rows)
{
//dividend data is stored in the form exdate(amount) ie. 01/12/09(213.345)
string divdata = dr["DefaultDividends"].ToString();
string ccy = dr["Currency"].ToString();
DateTime Maturity = DateTime.Parse(dr["MatDate"].ToString());
if (divdata.Length != 0)
{
DateTime exdate = DateTime.ParseExact(divdata.Substring(0, 8), "dd/MM/yy", null);
double amount = Double.Parse(divdata.Substring(9).TrimEnd(")".ToCharArray()));
//only add if before maturity
if (exdate <= Maturity)
{
dsd.Source = InputSourceData.InputSource.Override;
dsd.CaptureTime = DateTime.ParseExact(dr["CaptureTime"].ToString(), "dd/MM/yyyy HH:mm:ss", null);
dsd.Dividends.Add(new DividendWithCurrency(exdate, amount, ccy, 1));
}
}
}
}
return(dsd);
}
private DividendSourceData GetDividends_Bloomberg(int SecurityID, DateTime ValuationDate)
{
DividendSourceData dsd = new DividendSourceData();
SqlCommand sqlCom = new SqlCommand("spOTCOptionPrice_GetSecurityDividends_Bloomberg");
sqlCom.CommandType = CommandType.StoredProcedure;
sqlCom.Parameters.Add(new SqlParameter("@SecurityID", SecurityID));
sqlCom.Parameters.Add(new SqlParameter("@PriceDate", ValuationDate));
DataSet ds = db.FetchData(sqlCom);
if (ds.Tables[0].Rows.Count != 0)
{
dsd.Source = InputSourceData.InputSource.Bloomberg;
foreach (DataRow dr in ds.Tables[0].Rows)
{
dsd.CaptureTime = DateTime.ParseExact(dr["CaptureTime"].ToString(), "dd/MM/yyyy HH:mm:ss", null);
dsd.Dividends.Add(new DividendWithCurrency(DateTime.Parse(dr["ExDate"].ToString()), Double.Parse(dr["Amount"].ToString()), dr["Currency"].ToString(), Double.Parse(dr["FX"].ToString())));
}
}
return(dsd);
}
