//-------------------------------------------------------------------------
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 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()
{
// 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));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// Pay USD 1mm @ GBP/USD 1.32 : Rec USD 1mm @ GBP/USD 1.35 : 21Jan18-21Apr18
StringBuilder buf = new StringBuilder(96);
CurrencyAmount base1 = product.NearLeg.BaseCurrencyAmount;
CurrencyAmount counter1 = product.NearLeg.CounterCurrencyAmount;
CurrencyAmount base2 = product.FarLeg.BaseCurrencyAmount;
CurrencyAmount counter2 = product.FarLeg.CounterCurrencyAmount;
buf.Append(SummarizerUtils.fx(base1, counter1));
buf.Append(" / ");
buf.Append(SummarizerUtils.fx(base2, counter2));
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(product.NearLeg.PaymentDate, product.FarLeg.PaymentDate));
CurrencyPair currencyPair = product.NearLeg.CurrencyPair;
return(SummarizerUtils.summary(this, ProductType.FX_SWAP, buf.ToString(), currencyPair.Base, currencyPair.Counter));
}