public void SecurityLookupTest()
{
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("TEST", performanceOverValidationFlag: true))
{
Equity result = db.Equities.Where <Equity>(t => t.Identification.SecurityIdentification.ISINCode == "AT0000730007").Include(b => b.Identification).First <Equity>();
// Load
db.Entry <Security>(result).Reference(p => p.Identification).Load();
Security s = db.Securities.Find(1, "AT0000730007");
db.Entry <Security>(s).Reference(p => p.Identification).Load();
db.Entry <Security>(s).Reference("Identification").Load();
Assert.AreEqual("AT0000730007", result.Identification.SecurityIdentification.ISINCode);
Assert.AreEqual("AT0000730007", s.Identification.SecurityIdentification.ISINCode);
}
}
catch (Exception e)
{
System.Console.WriteLine(e);
throw e;
}
}
public void SecurityPricingSimpleContructionTest()
{
Debt s;
SecuritiesPricing price;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("TEST", compiledModel))
{
s = new Debt(ISIN: "PR0000000001", FinancialInstrumentName: "Pricing Security 1", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(2.365), new FrequencyCode(1)));
db.Debts.Add(s);
CurrencyAndAmount p = new CurrencyAndAmount(1.25, (CurrencyCode)"EUR");
price = new SecuritiesPricing(p, DateTime.Parse("31/07/2012"), (TypeOfPriceCode)"MARKET");
price.Set(s);
db.SecuritiesPricings.Add(price);
db.SaveChanges();
}
}
catch (Exception e)
{
System.Console.WriteLine(e);
throw e;
}
}
public void AssetClassificationContructionTest()
{
Debt s;
AssetClassification ac;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
s = new Debt(ISIN: "AC0000000001", FinancialInstrumentName: "ClassificationSecurity 1", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(2.365), new FrequencyCode(1)));
db.Debts.Add(s);
db.SaveChanges();
ac = new AssetClassification("EXEMPLE");
ac.Classification1 = "CLASSIF1";
ac.Classification2 = "CLASSIF2";
ac.Classification3 = "CLASSIF3";
ac.Classification4 = "CLASSIF4";
s.Add(ac);
db.SaveChanges();
}
}
catch (Exception e)
{
System.Console.WriteLine(e);
throw e;
}
}
static void Main(string[] args)
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext())
{
#if DEBUG
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
IndexBasket ex = new IndexBasket();
ex.Identification = new SecuritiesIdentification(Isin: "FR1234567890");
ex.IndexFixingDate = new DateTime(2000, 1, 1, 14, 30, 0); // 14h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = CurrencyCode.getCurrencyByLabel("Euro");
IndexAsset ia = new IndexAsset();
ia.MarketCapitalization = new CurrencyAndAmount();
ia.MarketCapitalization.Value = 12;
ia.MarketCapitalization.Currency = (CurrencyCode)"EUR";
ia.InvestmentRate = new PercentageRate();
ia.InvestmentRate.Value = 10;
ia.EffectiveDate = DateTime.Now;
ia.HeldNumber = new SecuritiesQuantity();
ia.HeldNumber.SecurityIdentification = new ISINIdentifier();
ia.HeldNumber.SecurityIdentification.ISINCode = "XX0000000000";
ia.HeldNumber.Unit = 2;
ia.HeldNumber.Rate = new PercentageRate();
ia.HeldNumber.Amount = new CurrencyAndAmount();
ia.HeldNumber.Amount.Currency = (CurrencyCode)"USD";
ia.HeldNumber.Amount.Value = 66;
//ia.HeldNumber = new SecuritiesQuantity();
//ia.HeldNumber.SecurityIdentification = "10 EUR";
ex.Compo = new List <IndexAsset>();
ex.Compo.Add(ia);
db.Indexes.Add(ex);
ex = new IndexBasket();
ex.Identification = new SecuritiesIdentification(Isin: "FR0000000000");
ex.IndexFixingDate = new DateTime(2000, 1, 1, 14, 30, 0); // 14h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification == "FR1114567890").FirstOrDefault <Index>();
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
}
}
public void HoldingContructionTest()
{
Debt s;
Equity e;
Rating r;
AssetHolding ia;
Portfolio p;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
s = new Debt(ISIN: "XX11110000", FinancialInstrumentName: "Debt 1-Holding test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
e = new Equity(ISIN: "ZZ11110000", FinancialInstrumentName: "Equity 1-Holding test");
db.Equities.Add(e);
s = new Debt(ISIN: "ZZ22220000", FinancialInstrumentName: "Debt 2-Holding test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
db.SaveChanges();
db.Debts.Add(s);
db.SaveChanges();
ia = new AssetHolding(Date: dateOfData, ISIN: e.ISINId, HoldAsset: e, Quantity: 1000);
db.AssetHoldings.Add(ia);
db.SaveChanges();
ia = new AssetHolding(Date: dateOfData, ISIN: s.ISINId, HoldAsset: s, Quantity: 1000);
db.AssetHoldings.Add(ia);
db.SaveChanges();
}
}
catch (Exception exc)
{
System.Console.WriteLine(exc);
throw exc;
}
}
public void SecurityContructionTest()
{
Debt s;
Rating r;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
s = new Debt(ISIN: "XX0000000000", FinancialInstrumentName: "Security 1", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(2.365), new FrequencyCode(1)));
db.Debts.Add(s);
db.SaveChanges();
r = new Rating();
r.Fitch = "AAA";
r.SnP = "AAA";
r.Moody = "AAA";
s.Rating = r;
r.RatedSecurity = s;
db.SaveChanges();
s = new Debt(ISIN: "DD1100000000", interestCoupon: new InterestCalculation(new PercentageRate(2.365), new FrequencyCode(1)));
db.Debts.Add(s);
db.SaveChanges();
}
}
catch (Exception e)
{
System.Console.WriteLine(e);
throw e;
}
}
public void SecurityPricingCompleteContructionTest()
{
Debt s;
SecuritiesPricing price;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
s = new Debt(ISIN: "PR0000000002", FinancialInstrumentName: "Pricing Security 2", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(2.365), new FrequencyCode(1)));
db.Debts.Add(s);
CurrencyAndAmount p = new CurrencyAndAmount(1.25, (CurrencyCode)"EUR");
Yield yield = new Yield(ChangePrice_MTD: 2.1);
PriceFactType priceFact = new PriceFactType(101.2, 100.1, 100.1, 100.3, 100.4, 100.6);
DebtYield dy = new DebtYield(YieldToMaturityRate: 6.2, YieldToWorstRate: 3.5);
DebtSpread ds = new DebtSpread(OptionAdjustedSpread: 3.32);
DebtPriceCalculation debtPriceCalculation = new DebtPriceCalculation(CleanPrice: 100.1,
AccruedInterest: 2.36);
DebtDataCalculation debtDataCalculation = new DebtDataCalculation(MacaulayDuration: 9.5,
ModifiedDuration: 9.6,
TimeToMaturity: 9.3);
price = new SecuritiesPricing(p, DateTime.Parse("31/07/2012"), (TypeOfPriceCode)"MARKET",
100.3, 100.4, 100.35, priceFact, yield, debtPriceCalculation, debtDataCalculation, dy, ds);
price.Set(s);
db.SecuritiesPricings.Add(price);
db.SaveChanges();
}
}
catch (Exception e)
{
System.Console.WriteLine(e);
throw e;
}
}
public void IssuerRoleContructionTest()
{
Debt s;
IssuerRole role;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
s = new Debt(ISIN: "AC0000000001", FinancialInstrumentName: "ClassificationSecurity 1", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(2.365), new FrequencyCode(1)));
db.Debts.Add(s);
db.SaveChanges();
role = new IssuerRole("TOTO COMPANY", (CountryCode)"FR");
s.Add(role);
db.SaveChanges();
}
}
catch (Exception e)
{
System.Console.WriteLine(e);
throw e;
}
}
public void IndexContructionTest()
{
Equity e;
Debt s;
InvestmentFund f;
Rating r;
AssetHolding ia;
Index ex;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
//Security_TEST stest = new Security_TEST();
//stest.ISIN = (ISINIdentifier)"TEST234567890";
//System.Console.WriteLine(stest.ISIN);
ex = new Index(Name: "Exemple d indice 1", ISIN: "BTS1TREU", IndexCurrency: (CurrencyCode)"EUR");
ex.IndexFixingDate = new TimeSpan(15, 30, 0); // 15h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 1-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
s.Identification = new SecuritiesIdentification(Isin: "PP11110000");
s.FinancialInstrumentName = "Security 1";
s.MaturityDate = new DateTime(2013, 1, 1);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, HoldAsset: s, Holder: ex);
ia.MarketValue = new CurrencyAndAmount();
ia.MarketValue.Value = 12;
ia.MarketValue.Currency = (CurrencyCode)"EUR";
ia.FaceAmount = new CurrencyAndAmount();
ia.FaceAmount.Value = 5;
ia.FaceAmount.Currency = (CurrencyCode)"EUR";
ia.BookValue = new CurrencyAndAmount();
ia.BookValue.Value = 5;
ia.BookValue.Currency = (CurrencyCode)"EUR";
ia.Quantity = 30;
//SecuritiesQuantity held = new SecuritiesQuantity();
//held.Unit = 2;
//held.Rate = new PercentageRate();
//held.Rate.Value = 2;
//held.Amount = new CurrencyAndAmount();
//held.Amount.Currency = (CurrencyCode)"USD";
//held.Amount.Value = 666;
db.AssetHoldings.Add(ia);
db.Indexes.Add(ex);
db.SaveChanges();
ex = new Index(ISIN: "FR0000000000", Date: new DateTime(9999, 12, 31));
ex.IndexFixingDate = new TimeSpan(16, 30, 0); // 16h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
// test sans ISIN (identification)
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 2-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, Holder: ex, HoldAsset: s);
db.AssetHoldings.Add(ia);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "BTS1TREU").FirstOrDefault <Index>();
Index ex3 = db.Indexes.FirstOrDefault <Index>();
foreach (Component a in ex3.Items)
{
Console.Out.WriteLine(a.ToString());
}
Index ex4 = (Index)ex3;
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification.ISINCode == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
Index ex5 = db.Indexes.Find(new object[] { 3, "FR0000000000", new DateTime(9999, 12, 31) });
}
}
catch (Exception exc)
{
System.Console.WriteLine(exc);
throw exc;
}
}
public void PortfolioContructionTest()
{
Equity e;
Debt s;
InvestmentFund f;
Rating r;
AssetHolding ia;
Portfolio p;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
f = new InvestmentFund(ISIN: "ZZ11110000", FinancialInstrumentName: "Equity 1-Holding test", FinancialAssetTypeCategoryCode: FinancialAssetTypeCategoryCode.DEBT);
db.InvestmentFunds.Add(f);
p = new Portfolio(ISIN: "ZZ11110000", Date: new DateTime(9999, 12, 31), Name: "ExempleFonds1");
db.Portfolios.Add(p);
db.SaveChanges();
AssetPortfolioAssociation assoc = new AssetPortfolioAssociation(p, f);
f.UnderlyingPortfolio = assoc;
assoc.InvestmentAmount = new CurrencyAndAmount();
assoc.InvestmentAmount.Value = 5;
assoc.InvestmentAmount.Currency = (CurrencyCode)"EUR";
db.AssetPortfolioAssociations.Add(assoc);
db.SaveChanges();
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 1-Portfolio test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, HoldAsset: s, Holder: p, Quantity: 100);
db.AssetHoldings.Add(ia);
p.Add(ia);
e = new Equity(ISIN: "PP11110000", FinancialInstrumentName: "Equity 1-Portfolio test");
db.Equities.Add(e);
ia = new AssetHolding(Date: this.dateOfData, ISIN: e.ISINId, Holder: p, HoldAsset: e, Quantity: 200);
db.AssetHoldings.Add(ia);
p.Add(ia);
s = new Debt(ISIN: "PP22220000", FinancialInstrumentName: "Debt 2-Portfolio test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, Holder: p, HoldAsset: s, Quantity: 300);
db.AssetHoldings.Add(ia);
p.Add(ia);
db.SaveChanges();
}
}
catch (Exception ex)
{
System.Console.WriteLine(ex);
throw ex;
}
}
