//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Pay USD 1mm @ GBP/USD 1.32 : 21Jan18
StringBuilder buf = new StringBuilder(64);
CurrencyAmount @base = product.BaseCurrencyAmount;
CurrencyAmount counter = product.CounterCurrencyAmount;
buf.Append(SummarizerUtils.fx(@base, counter));
buf.Append(" : ");
buf.Append(SummarizerUtils.date(product.PaymentDate));
return(SummarizerUtils.summary(this, ProductType.FX_SINGLE, buf.ToString(), @base.Currency, counter.Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Pay USD 1mm @ USD/CNY 6.62 NDF : 21Jan18
StringBuilder buf = new StringBuilder(64);
CurrencyAmount notional = product.SettlementCurrencyNotional;
CurrencyAmount counter = notional.convertedTo(product.NonDeliverableCurrency, product.AgreedFxRate);
buf.Append(SummarizerUtils.fx(notional, counter));
buf.Append(" NDF : ");
buf.Append(SummarizerUtils.date(product.PaymentDate));
return(SummarizerUtils.summary(this, ProductType.FX_NDF, buf.ToString(), product.SettlementCurrency, product.NonDeliverableCurrency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Pay USD 2mm : 21Jan18
StringBuilder buf = new StringBuilder(64);
buf.Append(product.PayReceive);
buf.Append(' ');
buf.Append(SummarizerUtils.amount(product.Value));
buf.Append(" : ");
buf.Append(SummarizerUtils.date(product.Date.Unadjusted));
return(SummarizerUtils.summary(this, ProductType.BULLET_PAYMENT, buf.ToString(), product.Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Long 5Y USD 2mm Rec USD-LIBOR-6M / Pay 1% : 21Jan18
string swapDesc = product.Underlying.summaryDescription();
swapDesc = swapDesc.Contains(":") ? swapDesc.Substring(0, swapDesc.LastIndexOf(':')).Trim() : swapDesc;
StringBuilder buf = new StringBuilder(96);
buf.Append(product.LongShort);
buf.Append(' ');
buf.Append(swapDesc);
buf.Append(" : ");
buf.Append(SummarizerUtils.date(product.ExpiryDate.Unadjusted));
return(SummarizerUtils.summary(this, ProductType.SWAPTION, buf.ToString(), product.Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Long Barrier Pay USD 1mm Premium USD 100k @ GBP/USD 1.32 : 21Jan18
StringBuilder buf = new StringBuilder(96);
CurrencyAmount @base = product.UnderlyingOption.Underlying.BaseCurrencyAmount;
CurrencyAmount counter = product.UnderlyingOption.Underlying.CounterCurrencyAmount;
buf.Append(product.UnderlyingOption.LongShort);
buf.Append(" Barrier ");
buf.Append(SummarizerUtils.fx(@base, counter));
buf.Append(" Premium ");
buf.Append(SummarizerUtils.amount(premium.Value.mapAmount(v => Math.Abs(v))));
buf.Append(" : ");
buf.Append(SummarizerUtils.date(product.UnderlyingOption.ExpiryDate));
CurrencyPair currencyPair = product.CurrencyPair;
return(SummarizerUtils.summary(this, ProductType.FX_SINGLE_BARRIER_OPTION, buf.ToString(), currencyPair.Base, currencyPair.Counter));
}
