public void cf_insert(DateTime calcDate,
int seq,
string inst_id,
int inst_typ,
int pay_rec)
{
clsHITM_FP_CASHFLOWRESULT_TB clstb = new clsHITM_FP_CASHFLOWRESULT_TB();
clstb.FP_CASHFLOW_RESULT_ID
= IDGenerator.getNewCashResultID(inst_id, calcDate.ToString("yyyyMMdd"), pay_rec,seq); // 생성
clstb.NOTIONAL = this.Notional_;
clstb.CALC_DT = calcDate.ToString("yyyyMMdd"); // 인자
clstb.CASHFLOW_DT = this.PaymentDate_.ToString("yyyyMMdd"); // 내부
clstb.CASHFLOW_TYP = (int)this.LEG_TYP_Type_; // 내부
clstb.SEQ = seq; // 인자
clstb.INSTRUMENT_ID = inst_id; //인자
clstb.INSTRUMENT_TYP = inst_typ;
//clstb.PAY_REC = (this.CashFlowAmount_ > 0) ? 1 : -1;
clstb.PAY_REC = pay_rec;
clstb.CASHFLOW = Math.Round(this.CashFlowAmount_); // 인자
clstb.DISCOUNT_FACTOR = this.DiscountFactor_;
clstb.CALCULATED_TIME = "999999"; // 생성
clstb.Insert();
//if (clstb.Insert () ) { throw new Exception("insert fail"); };
//if (clstb.UpdateCashFlow() != 1) { throw new Exception("update fail"); };
}
// 우선 pay하고 rec 구분의 문제로 나중에 구현함.. 우선 direct로 insert함.
public void build_emptyCashFlow(DateTime refDate,string inst_id,int inst_typ,int pay_rec,int seq)
{
clsHITM_FP_CASHFLOWRESULT_TB clstb = new clsHITM_FP_CASHFLOWRESULT_TB();
clstb.FP_CASHFLOW_RESULT_ID = IDGenerator.getNewCashResultID(inst_id, refDate.ToString("yyyyMMdd"), pay_rec,seq);
clstb.NOTIONAL = this.Notional_;
clstb.CALC_DT = refDate.ToString("yyyyMMdd");
clstb.CASHFLOW_DT = this.PaymentDate_.ToString("yyyyMMdd");
clstb.CASHFLOW_TYP = (int)this.LEG_TYP_Type_;
clstb.SEQ = seq;
clstb.INSTRUMENT_ID = inst_id;
clstb.INSTRUMENT_TYP = inst_typ;
clstb.PAY_REC = pay_rec;
clstb.CASHFLOW = 0.0;
clstb.DISCOUNT_FACTOR = 0.0;
clstb.CALCULATED_TIME = "999999";
clstb.Insert();
}
public virtual void build_emptyResult(DateTime refDate)
{
clsHITM_FP_GREEKRESULT_TB clstb = new clsHITM_FP_GREEKRESULT_TB();
string refDateStr = refDate.ToString("yyyyMMdd");
List<string> underlyingList = new List<string>();
this.underlyingList(underlyingList);
clstb.FP_GREEKRESULT_ID = IDGenerator.getNewGreekResultID(this.baseDAO_.INSTRUMENT_ID, refDateStr);
clstb.CALC_DT = refDateStr;
clstb.INSTRUMENT_ID = this.baseDAO_.INSTRUMENT_ID;
clstb.INSTRUMENT_TYP = this.baseDAO_.FP_MASTER_TYP;
int i = 1;
foreach (string under in underlyingList)
{
clstb.UNDERLYING_ID = under;
clstb.UNDERLYING_VALUE = 0.0;
clstb.SEQ = i;
clstb.DELTA = 0.0;
clstb.GAMMA = 0.0;
clstb.VEGA = 0.0;
clstb.CALC_PRICE = 0.0;
clstb.CALCULATED_FLAG = 0;
clstb.CALCULATED_TIME = "";
clstb.CALCULATE_TYP = 0;
clstb.Insert();
i += 1;
}
// SCENARIO 팀장 미친 개새끼
clsSET_SCENARIO_TB cls_scenario = new clsSET_SCENARIO_TB();
cls_scenario.FP_MASTER_TYP = this.baseDAO_.FP_MASTER_TYP;
DataTable dt = cls_scenario.Select();
foreach (DataRow dr in dt.Select())
{
clstb.UNDERLYING_ID = clsSET_SCENARIO_TB.Create(dr).SCENARIO_CD;
clstb.SEQ = i;
clstb.Insert();
i += 1;
}
// 지워
clsHITM_FP_CASHFLOWRESULT_TB clstb_cf = new clsHITM_FP_CASHFLOWRESULT_TB();
clstb_cf.CALC_DT = refDate.ToString("yyyyMMdd");
clstb_cf.INSTRUMENT_ID = this.baseDAO_.INSTRUMENT_ID;
clstb_cf.DeleteInstDateCashFlow();
}
public clsHITM_FP_CASHFLOWRESULT_TB Clone()
{
try
{
clsHITM_FP_CASHFLOWRESULT_TB cloneTB = new clsHITM_FP_CASHFLOWRESULT_TB();
cloneTB._FP_CASHFLOW_RESULT_ID = this._FP_CASHFLOW_RESULT_ID;
cloneTB._NOTIONAL = this._NOTIONAL;
cloneTB._CALC_DT = this._CALC_DT;
cloneTB._CASHFLOW_DT = this._CASHFLOW_DT;
cloneTB._CASHFLOW_TYP = this._CASHFLOW_TYP;
cloneTB._SEQ = this._SEQ;
cloneTB._INSTRUMENT_ID = this._INSTRUMENT_ID;
cloneTB._INSTRUMENT_TYP = this._INSTRUMENT_TYP;
cloneTB._PAY_REC = this._PAY_REC;
cloneTB._CASHFLOW = this._CASHFLOW;
cloneTB._DISCOUNT_FACTOR = this._DISCOUNT_FACTOR;
cloneTB._NPV = this._NPV;
cloneTB._CALCULATED_TIME = this._CALCULATED_TIME;
return cloneTB;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
public static clsHITM_FP_CASHFLOWRESULT_TB Create(DataRow dr)
{
try
{
clsHITM_FP_CASHFLOWRESULT_TB tb = new clsHITM_FP_CASHFLOWRESULT_TB();
tb._FP_CASHFLOW_RESULT_ID = Convert.ToString(dr[0]);
tb._NOTIONAL = Convert.ToDouble(dr[1]);
tb._CALC_DT = Convert.ToString(dr[2]);
tb._CASHFLOW_DT = Convert.ToString(dr[3]);
tb._CASHFLOW_TYP = Convert.ToInt32(dr[4]);
tb._SEQ = Convert.ToInt32(dr[5]);
tb._INSTRUMENT_ID = Convert.ToString(dr[6]);
tb._INSTRUMENT_TYP = Convert.ToInt32(dr[7]);
tb._PAY_REC = Convert.ToInt32(dr[8]);
tb._CASHFLOW = Convert.ToDouble(dr[9]);
tb._DISCOUNT_FACTOR = Convert.ToDouble(dr[10]);
tb._NPV = Convert.ToDouble(dr[11]);
tb._CALCULATED_TIME = Convert.ToString(dr[12]);
return tb;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
public override void delete_result(string calcDateStr,string instID)
{
// greekresult
clsHITM_FP_GREEKRESULT_TB clstb_greekresult = new clsHITM_FP_GREEKRESULT_TB();
clstb_greekresult.CALC_DT = calcDateStr;
clstb_greekresult.DeleteDate(instID);
// cashflowresult
clsHITM_FP_CASHFLOWRESULT_TB clstb_cashflow = new clsHITM_FP_CASHFLOWRESULT_TB();
clstb_cashflow.CALC_DT = calcDateStr;
clstb_cashflow.INSTRUMENT_ID = instID;
clstb_cashflow.DeleteInstDateCashFlow();
}
