//-------------------------------------------------------------------------
public virtual void explainPresentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider, ExplainMapBuilder builder)
{
Currency currency = period.Currency;
LocalDate paymentDate = period.PaymentDate;
builder.put(ExplainKey.ENTRY_TYPE, "KnownAmountPaymentPeriod");
builder.put(ExplainKey.PAYMENT_DATE, paymentDate);
builder.put(ExplainKey.PAYMENT_CURRENCY, currency);
builder.put(ExplainKey.START_DATE, period.StartDate);
builder.put(ExplainKey.UNADJUSTED_START_DATE, period.UnadjustedStartDate);
builder.put(ExplainKey.END_DATE, period.EndDate);
builder.put(ExplainKey.UNADJUSTED_END_DATE, period.UnadjustedEndDate);
builder.put(ExplainKey.DAYS, (int)DAYS.between(period.StartDate, period.EndDate));
if (paymentDate.isBefore(provider.ValuationDate))
{
builder.put(ExplainKey.COMPLETED, true);
builder.put(ExplainKey.FORECAST_VALUE, CurrencyAmount.zero(currency));
builder.put(ExplainKey.PRESENT_VALUE, CurrencyAmount.zero(currency));
}
else
{
builder.put(ExplainKey.DISCOUNT_FACTOR, provider.discountFactor(currency, paymentDate));
builder.put(ExplainKey.FORECAST_VALUE, CurrencyAmount.of(currency, forecastValue(period, provider)));
builder.put(ExplainKey.PRESENT_VALUE, CurrencyAmount.of(currency, presentValue(period, provider)));
}
}
public virtual void test_before()
{
LocalDate startDate = date(2018, 2, 1);
LocalDate endDate = date(2018, 2, 28);
OvernightAveragedDailyRateComputation cmp = OvernightAveragedDailyRateComputation.of(USD_FED_FUND, startDate, endDate, REF_DATA);
ImmutableRatesProvider rates = getRatesProvider(date(2018, 1, 24));
double computedRate = FUNCTION.rate(cmp, DUMMY_ACCRUAL_START_DATE, DUMMY_ACCRUAL_END_DATE, rates);
PointSensitivityBuilder sensiComputed = FUNCTION.rateSensitivity(cmp, startDate, endDate, rates);
ExplainMapBuilder builder = ExplainMap.builder();
double explainRate = FUNCTION.explainRate(cmp, startDate, endDate, rates, builder);
double expectedRate = 0d;
PointSensitivityBuilder sensiExpected = PointSensitivityBuilder.none();
LocalDate date = startDate;
while (!date.isAfter(endDate))
{
OvernightIndexObservation obs = OvernightIndexObservation.of(USD_FED_FUND, date, REF_DATA);
double rate = rates.overnightIndexRates(USD_FED_FUND).rate(obs);
PointSensitivityBuilder rateSensi = rates.overnightIndexRates(USD_FED_FUND).ratePointSensitivity(obs);
LocalDate nextDate = cmp.FixingCalendar.next(date);
long days = DAYS.between(date, nextDate);
expectedRate += rate * days;
sensiExpected = sensiComputed.combinedWith(rateSensi.multipliedBy(days));
date = nextDate;
}
double nDays = 28d;
expectedRate /= nDays;
sensiExpected = sensiExpected.multipliedBy(1d / nDays);
assertEquals(computedRate, expectedRate, TOL);
assertTrue(sensiComputed.build().equalWithTolerance(sensiExpected.build(), TOL));
assertEquals(explainRate, computedRate, TOL);
assertEquals(builder.build().get(ExplainKey.COMBINED_RATE).Value, expectedRate, TOL);
}
public virtual void test_explainPresentValue_inPast()
{
RatesProvider prov = createProvider(VAL_DATE);
ExplainMapBuilder builder = ExplainMap.builder();
PRICER.explainPresentValue(PERIOD_PAST, prov, builder);
ExplainMap explain = builder.build();
assertEquals(explain.get(ExplainKey.ENTRY_TYPE).get(), "KnownAmountPaymentPeriod");
assertEquals(explain.get(ExplainKey.PAYMENT_DATE).get(), PERIOD_PAST.PaymentDate);
assertEquals(explain.get(ExplainKey.PAYMENT_CURRENCY).get(), PERIOD_PAST.Currency);
int daysBetween = (int)DAYS.between(DATE_1, DATE_2);
assertEquals(explain.get(ExplainKey.START_DATE).get(), PERIOD_PAST.StartDate);
assertEquals(explain.get(ExplainKey.UNADJUSTED_START_DATE).get(), PERIOD_PAST.UnadjustedStartDate);
assertEquals(explain.get(ExplainKey.END_DATE).get(), PERIOD_PAST.EndDate);
assertEquals(explain.get(ExplainKey.UNADJUSTED_END_DATE).get(), PERIOD_PAST.UnadjustedEndDate);
assertEquals(explain.get(ExplainKey.DAYS).Value, (int?)daysBetween);
assertEquals(explain.get(ExplainKey.FORECAST_VALUE).get().Currency, PERIOD_PAST.Currency);
assertEquals(explain.get(ExplainKey.FORECAST_VALUE).get().Amount, 0, TOLERANCE_PV);
assertEquals(explain.get(ExplainKey.PRESENT_VALUE).get().Currency, PERIOD_PAST.Currency);
assertEquals(explain.get(ExplainKey.PRESENT_VALUE).get().Amount, 0 * DISCOUNT_FACTOR, TOLERANCE_PV);
}
/// <summary>
/// Explains the present value of a single payment period with z-spread.
/// <para>
/// This adds information to the <seealso cref="ExplainMapBuilder"/> to aid understanding of the calculation.
///
/// </para>
/// </summary>
/// <param name="period"> the period to price </param>
/// <param name="ratesProvider"> the rates provider, used to determine price index values </param>
/// <param name="issuerDiscountFactors"> the discount factor provider </param>
/// <param name="zSpread"> the z-spread </param>
/// <param name="compoundedRateType"> the compounded rate type </param>
/// <param name="periodsPerYear"> the number of periods per year </param>
/// <param name="builder"> the builder to populate </param>
public virtual void explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod period, RatesProvider ratesProvider, IssuerCurveDiscountFactors issuerDiscountFactors, ExplainMapBuilder builder, double zSpread, CompoundedRateType compoundedRateType, int periodsPerYear)
{
Currency currency = period.Currency;
LocalDate paymentDate = period.PaymentDate;
builder.put(ExplainKey.ENTRY_TYPE, "CapitalIndexedBondPaymentPeriod");
builder.put(ExplainKey.PAYMENT_DATE, paymentDate);
builder.put(ExplainKey.PAYMENT_CURRENCY, currency);
builder.put(ExplainKey.START_DATE, period.StartDate);
builder.put(ExplainKey.UNADJUSTED_START_DATE, period.UnadjustedStartDate);
builder.put(ExplainKey.END_DATE, period.EndDate);
builder.put(ExplainKey.UNADJUSTED_END_DATE, period.UnadjustedEndDate);
builder.put(ExplainKey.DAYS, (int)DAYS.between(period.UnadjustedStartDate, period.UnadjustedEndDate));
if (paymentDate.isBefore(ratesProvider.ValuationDate))
{
builder.put(ExplainKey.COMPLETED, true);
builder.put(ExplainKey.FORECAST_VALUE, CurrencyAmount.zero(currency));
builder.put(ExplainKey.PRESENT_VALUE, CurrencyAmount.zero(currency));
}
else
{
builder.put(ExplainKey.DISCOUNT_FACTOR, issuerDiscountFactors.discountFactor(paymentDate));
builder.put(ExplainKey.FORECAST_VALUE, CurrencyAmount.of(currency, forecastValue(period, ratesProvider)));
builder.put(ExplainKey.PRESENT_VALUE, CurrencyAmount.of(currency, presentValueWithZSpread(period, ratesProvider, issuerDiscountFactors, zSpread, compoundedRateType, periodsPerYear)));
}
}
private void LoadDayUnregistered()
{
DAYS dia = DaysDao.getDay(int.Parse(Request["Day"]));
if (dia != null)
{
int contador2 = 1;
int contador3 = 0;
//if (diaReported != null && diaReported.REPORT_DAY != null && diaReported.REPORT_DAY.Count > 0)
//{
// contador3 += diaReported.REPORT_DAY.Count;
// contador2 += diaReported.REPORT_DAY.Count;
//}
List <DAYS_CONFIG> listado = dia.DAYS_CONFIG.ToList();
if (contador2 <= listado.Count)
{
for (int i = contador3; i < listado.Count; i++)
{
Label lbl = (Label)FindControl("lblReport" + contador2);
lbl.Text = listado[i].name;
HtmlGenericControl divPanel = (HtmlGenericControl)FindControl("div" + contador2);
divPanel.Style.Remove("display");
DropDownList ddl = (DropDownList)FindControl("ddlDataTypeReport" + contador2);
ddl.Items.Insert(0, listado[i].dataType);
TextBox txt = (TextBox)FindControl("txtReport" + contador2);
switch (listado[i].dataType)
{
case "Time":
txt.CssClass = "validateTime";
break;
case "Integer":
txt.CssClass = "validateOnlyNumber";
txt.MaxLength = 4;
break;
case "Broken/Unbroken":
txt.CssClass = "validateOnlyBOrU";
txt.MaxLength = 1;
break;
}
contador2++;
}
}
int otroCont = 1;
for (int k = 0; k < listado.Count; k++)
{
Label lblDesc = (Label)FindControl("lblDescReport" + otroCont);
lblDesc.Text = listado[k].description;
otroCont++;
}
//foreach (DAYS_CONFIG confDay in dia.DAYS_CONFIG)
//{
//}
}
}
//-------------------------------------------------------------------------
/// <summary>
/// Explains the present value of the FRA product.
/// <para>
/// This returns explanatory information about the calculation.
///
/// </para>
/// </summary>
/// <param name="fra"> the FRA product for which present value should be computed </param>
/// <param name="provider"> the rates provider </param>
/// <returns> the explanatory information </returns>
public virtual ExplainMap explainPresentValue(ResolvedFra fra, RatesProvider provider)
{
ExplainMapBuilder builder = ExplainMap.builder();
Currency currency = fra.Currency;
builder.put(ExplainKey.ENTRY_TYPE, "FRA");
builder.put(ExplainKey.PAYMENT_DATE, fra.PaymentDate);
builder.put(ExplainKey.START_DATE, fra.StartDate);
builder.put(ExplainKey.END_DATE, fra.EndDate);
builder.put(ExplainKey.ACCRUAL_YEAR_FRACTION, fra.YearFraction);
builder.put(ExplainKey.DAYS, (int)DAYS.between(fra.StartDate, fra.EndDate));
builder.put(ExplainKey.PAYMENT_CURRENCY, currency);
builder.put(ExplainKey.NOTIONAL, CurrencyAmount.of(currency, fra.Notional));
builder.put(ExplainKey.TRADE_NOTIONAL, CurrencyAmount.of(currency, fra.Notional));
if (fra.PaymentDate.isBefore(provider.ValuationDate))
{
builder.put(ExplainKey.COMPLETED, true);
builder.put(ExplainKey.FORECAST_VALUE, CurrencyAmount.zero(currency));
builder.put(ExplainKey.PRESENT_VALUE, CurrencyAmount.zero(currency));
}
else
{
double rate = rateComputationFn.explainRate(fra.FloatingRate, fra.StartDate, fra.EndDate, provider, builder);
builder.put(ExplainKey.FIXED_RATE, fra.FixedRate);
builder.put(ExplainKey.DISCOUNT_FACTOR, provider.discountFactor(currency, fra.PaymentDate));
builder.put(ExplainKey.PAY_OFF_RATE, rate);
builder.put(ExplainKey.UNIT_AMOUNT, unitAmount(fra, provider));
builder.put(ExplainKey.FORECAST_VALUE, forecastValue(fra, provider));
builder.put(ExplainKey.PRESENT_VALUE, presentValue(fra, provider));
}
return(builder.build());
}
static void Main7(string[] args)
{
DAYS d = DAYS.SATURDAY;
PrintDay(d);
Console.Read();
}
public static string NanosToString(long nanos)
{
Debug.Assert(nanos >= 0);
long nanoSeconds = nanos;
StringBuilder timeString = new StringBuilder();
long days = DAYS.convert(nanoSeconds, NANOSECONDS);
if (days > 0)
{
nanoSeconds -= DAYS.toNanos(days);
timeString.Append(days).Append('d');
}
long hours = HOURS.convert(nanoSeconds, NANOSECONDS);
if (hours > 0)
{
nanoSeconds -= HOURS.toNanos(hours);
timeString.Append(hours).Append('h');
}
long minutes = MINUTES.convert(nanoSeconds, NANOSECONDS);
if (minutes > 0)
{
nanoSeconds -= MINUTES.toNanos(minutes);
timeString.Append(minutes).Append('m');
}
long seconds = SECONDS.convert(nanoSeconds, NANOSECONDS);
if (seconds > 0)
{
nanoSeconds -= SECONDS.toNanos(seconds);
timeString.Append(seconds).Append('s');
}
long milliseconds = MILLISECONDS.convert(nanoSeconds, NANOSECONDS);
if (milliseconds > 0)
{
nanoSeconds -= MILLISECONDS.toNanos(milliseconds);
timeString.Append(milliseconds).Append("ms");
}
long microseconds = MICROSECONDS.convert(nanoSeconds, NANOSECONDS);
if (microseconds > 0)
{
nanoSeconds -= MICROSECONDS.toNanos(microseconds);
timeString.Append(microseconds).Append("μs");
}
if (nanoSeconds > 0 || timeString.Length == 0)
{
timeString.Append(nanoSeconds).Append("ns");
}
return(timeString.ToString());
}
// common parts of explain
private void explainBasics(FixedCouponBondPaymentPeriod period, ExplainMapBuilder builder, Currency currency, LocalDate paymentDate)
{
builder.put(ExplainKey.ENTRY_TYPE, "FixedCouponBondPaymentPeriod");
builder.put(ExplainKey.PAYMENT_DATE, paymentDate);
builder.put(ExplainKey.PAYMENT_CURRENCY, currency);
builder.put(ExplainKey.START_DATE, period.StartDate);
builder.put(ExplainKey.UNADJUSTED_START_DATE, period.UnadjustedStartDate);
builder.put(ExplainKey.END_DATE, period.EndDate);
builder.put(ExplainKey.UNADJUSTED_END_DATE, period.UnadjustedEndDate);
builder.put(ExplainKey.ACCRUAL_YEAR_FRACTION, period.YearFraction);
builder.put(ExplainKey.DAYS, (int)DAYS.between(period.StartDate, period.EndDate));
}
public static bool SaveConfigForDay(int day, int idDay, string date, string state, int[] idDiasConfigurados, string[] names, string[] dataTypes, string[] descriptions)
{
bool resp = false;
try
{
goliazco_FWEntities entity = new goliazco_FWEntities();
if (idDay > 0)
{
DAYS dayConfig = (from t in entity.DAYS where t.idDay == idDay select t).FirstOrDefault();
if (dayConfig != null)
{
string[] formats = { "dd/MM/yyyy" };
dayConfig.completeDay = DateTime.ParseExact(date, formats, new CultureInfo("en-US"), DateTimeStyles.None);
dayConfig.state = state;
int i = 0;
if (dayConfig.DAYS_CONFIG != null && dayConfig.DAYS_CONFIG.Count > 0)
{
for (i = 0; i < idDiasConfigurados.Length; i++)
{
DAYS_CONFIG diaYaConfigurado = (from t in dayConfig.DAYS_CONFIG where t.idReportNum == idDiasConfigurados[i] select t).FirstOrDefault();
diaYaConfigurado.name = names[i];
diaYaConfigurado.dataType = dataTypes[i];
diaYaConfigurado.description = descriptions[i];
}
}
if (names.Length > idDiasConfigurados.Length)
{
for (int j = i; j < names.Length; j++)
{
DAYS_CONFIG newConfigForDay = new DAYS_CONFIG();
newConfigForDay.name = names[j];
newConfigForDay.dataType = dataTypes[j];
newConfigForDay.description = descriptions[j];
dayConfig.DAYS_CONFIG.Add(newConfigForDay);
}
}
}
entity.SaveChanges();
resp = true;
}
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
return(resp);
}
public static DAYS getDay(int day)
{
DAYS getDay = null;
goliazco_FWEntities entity = null;
try
{
entity = new goliazco_FWEntities();
//getDay = (from t in entity.DAYS where t.Day == day select t).FirstOrDefault();
getDay = (from t in entity.DAYS where t.idDay == day select t).FirstOrDefault();
getDay.DAYS_CONFIG = (from t in entity.DAYS_CONFIG where t.idDay == getDay.idDay select t).ToList();
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
return(getDay);
}
public virtual void test_explainPresentValueWithZSpread_past()
{
ExplainMapBuilder builder = ExplainMap.builder();
PRICER.explainPresentValueWithZSpread(PERIOD_INTERP, IRP_AFTER_PAY, ICDF_AFTER_PAY, builder, Z_SPREAD, PERIODIC, PERIOD_PER_YEAR);
ExplainMap explain = builder.build();
assertEquals(explain.get(ExplainKey.ENTRY_TYPE).get(), "CapitalIndexedBondPaymentPeriod");
assertEquals(explain.get(ExplainKey.PAYMENT_DATE).get(), PERIOD_INTERP.PaymentDate);
assertEquals(explain.get(ExplainKey.PAYMENT_CURRENCY).get(), PERIOD_INTERP.Currency);
assertEquals(explain.get(ExplainKey.START_DATE).get(), START);
assertEquals(explain.get(ExplainKey.UNADJUSTED_START_DATE).get(), START_UNADJ);
assertEquals(explain.get(ExplainKey.END_DATE).get(), END);
assertEquals(explain.get(ExplainKey.UNADJUSTED_END_DATE).get(), END_UNADJ);
assertEquals(explain.get(ExplainKey.DAYS).Value.intValue(), (int)DAYS.between(START_UNADJ, END_UNADJ));
assertEquals(explain.get(ExplainKey.FORECAST_VALUE).get().Amount, 0d, NOTIONAL * TOL);
assertEquals(explain.get(ExplainKey.PRESENT_VALUE).get().Amount, 0d, NOTIONAL * TOL);
}
//-------------------------------------------------------------------------
public virtual void test_explainPresentValue()
{
ExplainMapBuilder builder = ExplainMap.builder();
PRICER.explainPresentValue(PERIOD_INTERP, IRP_BEFORE_START, ICDF_BEFORE_START, builder);
ExplainMap explain = builder.build();
assertEquals(explain.get(ExplainKey.ENTRY_TYPE).get(), "CapitalIndexedBondPaymentPeriod");
assertEquals(explain.get(ExplainKey.PAYMENT_DATE).get(), PERIOD_INTERP.PaymentDate);
assertEquals(explain.get(ExplainKey.PAYMENT_CURRENCY).get(), PERIOD_INTERP.Currency);
assertEquals(explain.get(ExplainKey.START_DATE).get(), START);
assertEquals(explain.get(ExplainKey.UNADJUSTED_START_DATE).get(), START_UNADJ);
assertEquals(explain.get(ExplainKey.END_DATE).get(), END);
assertEquals(explain.get(ExplainKey.UNADJUSTED_END_DATE).get(), END_UNADJ);
assertEquals(explain.get(ExplainKey.DAYS).Value.intValue(), (int)DAYS.between(START_UNADJ, END_UNADJ));
assertEquals(explain.get(ExplainKey.DISCOUNT_FACTOR).Value, ICDF_BEFORE_START.discountFactor(END));
assertEquals(explain.get(ExplainKey.FORECAST_VALUE).get().Amount, PRICER.forecastValue(PERIOD_INTERP, IRP_BEFORE_START), NOTIONAL * TOL);
assertEquals(explain.get(ExplainKey.PRESENT_VALUE).get().Amount, PRICER.presentValue(PERIOD_INTERP, IRP_BEFORE_START, ICDF_BEFORE_START), NOTIONAL * TOL);
}
//-------------------------------------------------------------------------
/// <summary>
/// Test explain.
/// </summary>
public virtual void test_explainPresentValue_ISDA()
{
ResolvedFra fraExp = RFRA;
SimpleRatesProvider prov = createProvider(fraExp);
DiscountingFraProductPricer test = DiscountingFraProductPricer.DEFAULT;
CurrencyAmount fvExpected = test.forecastValue(fraExp, prov);
CurrencyAmount pvExpected = test.presentValue(fraExp, prov);
ExplainMap explain = test.explainPresentValue(fraExp, prov);
Currency currency = fraExp.Currency;
int daysBetween = (int) DAYS.between(fraExp.StartDate, fraExp.EndDate);
assertEquals(explain.get(ExplainKey.ENTRY_TYPE).get(), "FRA");
assertEquals(explain.get(ExplainKey.PAYMENT_DATE).get(), fraExp.PaymentDate);
assertEquals(explain.get(ExplainKey.START_DATE).get(), fraExp.StartDate);
assertEquals(explain.get(ExplainKey.END_DATE).get(), fraExp.EndDate);
assertEquals(explain.get(ExplainKey.ACCRUAL_YEAR_FRACTION).Value, fraExp.YearFraction);
assertEquals(explain.get(ExplainKey.DAYS).Value, (int?)(int) daysBetween);
assertEquals(explain.get(ExplainKey.PAYMENT_CURRENCY).get(), currency);
assertEquals(explain.get(ExplainKey.NOTIONAL).get().Amount, fraExp.Notional, TOLERANCE);
assertEquals(explain.get(ExplainKey.TRADE_NOTIONAL).get().Amount, fraExp.Notional, TOLERANCE);
assertEquals(explain.get(ExplainKey.OBSERVATIONS).get().size(), 1);
ExplainMap explainObs = explain.get(ExplainKey.OBSERVATIONS).get().get(0);
IborRateComputation floatingRate = (IborRateComputation) fraExp.FloatingRate;
assertEquals(explainObs.get(ExplainKey.INDEX).get(), floatingRate.Index);
assertEquals(explainObs.get(ExplainKey.FIXING_DATE).get(), floatingRate.FixingDate);
assertEquals(explainObs.get(ExplainKey.INDEX_VALUE).Value, FORWARD_RATE, TOLERANCE);
assertEquals(explainObs.get(ExplainKey.FROM_FIXING_SERIES).HasValue, false);
assertEquals(explain.get(ExplainKey.DISCOUNT_FACTOR).Value, DISCOUNT_FACTOR, TOLERANCE);
assertEquals(explain.get(ExplainKey.FIXED_RATE).Value, fraExp.FixedRate, TOLERANCE);
assertEquals(explain.get(ExplainKey.PAY_OFF_RATE).Value, FORWARD_RATE, TOLERANCE);
assertEquals(explain.get(ExplainKey.COMBINED_RATE).Value, FORWARD_RATE, TOLERANCE);
assertEquals(explain.get(ExplainKey.UNIT_AMOUNT).Value, fvExpected.Amount / fraExp.Notional, TOLERANCE);
assertEquals(explain.get(ExplainKey.FORECAST_VALUE).get().Currency, currency);
assertEquals(explain.get(ExplainKey.FORECAST_VALUE).get().Amount, fvExpected.Amount, TOLERANCE);
assertEquals(explain.get(ExplainKey.PRESENT_VALUE).get().Currency, currency);
assertEquals(explain.get(ExplainKey.PRESENT_VALUE).get().Amount, pvExpected.Amount, TOLERANCE);
// test via FraTrade
DiscountingFraTradePricer testTrade = new DiscountingFraTradePricer(test);
assertEquals(testTrade.explainPresentValue(RFRA_TRADE, prov), test.explainPresentValue(RFRA, prov));
}
private void LoadDayRegisteredToBeModified()
{
DAYS diaReported = DaysDao.getDay(int.Parse(Request["Day"]));
if (diaReported != null)
{
hdIdDayConfigured.Value = diaReported.idDay.ToString();
txtDateOfDay.Text = ((DateTime)diaReported.completeDay).ToString("dd/MM/yyyy");
ddlStateDay.SelectedValue = diaReported.state;
int cont = 1;
if (diaReported.DAYS_CONFIG != null && diaReported.DAYS_CONFIG.Count > 0)
{
foreach (DAYS_CONFIG confDay in diaReported.DAYS_CONFIG)
{
HiddenField hdField = (HiddenField)FindControl("hdReport" + cont);
hdField.Value = confDay.idReportNum.ToString();
CheckBox cbField = (CheckBox)FindControl("CheckBox" + cont);
cbField.Checked = true;
cbField.Enabled = false;
TextBox lbl = (TextBox)FindControl("txtReport" + cont);
lbl.Text = confDay.name;
DropDownList ddl = (DropDownList)FindControl("ddlDataTypeReport" + cont);
ddl.SelectedValue = confDay.dataType;
TextBox txtDesc = (TextBox)FindControl("txtDescription" + cont);
txtDesc.Text = confDay.description;
HtmlAnchor anchorDel = (HtmlAnchor)FindControl("anchorDelete" + cont);
anchorDel.Visible = true;
anchorDel.HRef = "javascript:DeleteExercise(" + confDay.idReportNum.ToString() + ");";
cont++;
}
}
}
}
// explain PV for an accrual period, ignoring compounding
private void explainPresentValue(RateAccrualPeriod accrualPeriod, DayCount dayCount, Currency currency, double notional, RatesProvider provider, ExplainMapBuilder builder)
{
double rawRate = rateComputationFn.explainRate(accrualPeriod.RateComputation, accrualPeriod.StartDate, accrualPeriod.EndDate, provider, builder);
double payOffRate = rawRate * accrualPeriod.Gearing + accrualPeriod.Spread;
double ua = unitNotionalAccrual(accrualPeriod, accrualPeriod.Spread, provider);
// Note that the forecast value is not published since this is potentially misleading when
// compounding is being applied, and when it isn't then it's the same as the forecast
// value of the payment period.
builder.put(ExplainKey.ENTRY_TYPE, "AccrualPeriod");
builder.put(ExplainKey.START_DATE, accrualPeriod.StartDate);
builder.put(ExplainKey.UNADJUSTED_START_DATE, accrualPeriod.UnadjustedStartDate);
builder.put(ExplainKey.END_DATE, accrualPeriod.EndDate);
builder.put(ExplainKey.UNADJUSTED_END_DATE, accrualPeriod.UnadjustedEndDate);
builder.put(ExplainKey.ACCRUAL_YEAR_FRACTION, accrualPeriod.YearFraction);
builder.put(ExplainKey.ACCRUAL_DAYS, dayCount.days(accrualPeriod.StartDate, accrualPeriod.EndDate));
builder.put(ExplainKey.DAYS, (int)DAYS.between(accrualPeriod.StartDate, accrualPeriod.EndDate));
builder.put(ExplainKey.GEARING, accrualPeriod.Gearing);
builder.put(ExplainKey.SPREAD, accrualPeriod.Spread);
builder.put(ExplainKey.PAY_OFF_RATE, accrualPeriod.NegativeRateMethod.adjust(payOffRate));
builder.put(ExplainKey.UNIT_AMOUNT, ua);
}
public static bool saveNewDay(int day, string date, string state)
{
bool resp = false;
try
{
using (goliazco_FWEntities entity = new goliazco_FWEntities())
{
DAYS newDay = new DAYS();
string[] formats = { "dd/MM/yyyy" };
newDay.Day = day;
newDay.completeDay = DateTime.ParseExact(date, formats, new CultureInfo("en-US"), DateTimeStyles.None);
newDay.state = state;
entity.DAYS.Add(newDay);
entity.SaveChanges();
resp = true;
}
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
return(resp);
}
/// <summary>
/// Data is not held for weekends.
/// </summary>
//JAVA TO C# CONVERTER TODO TASK: Enum value-specific class bodies are not converted by Java to C# Converter:
public static readonly DenseTimeSeriesCalculation SKIP_WEEKENDS = new DenseTimeSeriesCalculation()
{
int calculatePosition(java.time.LocalDate startDate, java.time.LocalDate date)
{
int unadjusted = (int)DAYS.between(startDate, date);
int weekendAdjustment = startDate.getDayOfWeek().compareTo(date.getDayOfWeek()) > 0 ? 1 : 0;
int numWeekends = (unadjusted / 7) + weekendAdjustment;
return(unadjusted - (2 * numWeekends));
}
java.time.LocalDate calculateDateFromPosition(java.time.LocalDate startDate, int position)
{
int numWeekends = position / 5;
int remaining = position % 5;
int endPointAdjustment = (remaining < (6 - startDate.get(DAY_OF_WEEK))) ? 0 : 2;
return(startDate.plusDays((7 * numWeekends) + remaining + endPointAdjustment));
}
boolean allowsDate(java.time.LocalDate date)
{
return(!isWeekend(date));
}
/// <summary> 转换成_historyproduction.dat </summary>
public List <NAME> ConvertToHistoryProduction(List <string> wells, List <TIME> times)
{
List <NAME> names = new List <NAME>();
// 初始化名称
wells.ForEach(l => names.Add(new NAME("NAME")
{
WellName = l
}));
foreach (var n in names)
{
// 查找包含井名的时间步
var findTimes = times.FindAll(l => l.Find <WELLCTRL>() != null && l.Find <WELLCTRL>().WellName0 == n.WellName);
DAYS days = new DAYS("DAYS");
n.Add(days);
foreach (var item in findTimes)
{
DAYS.Item it = new DAYS.Item();
it.Time0 = item.Date;
days.Items.Add(it);
WELLCTRL well = item.Find <WELLCTRL>();
switch (well.ProType)
{
case SimONProductType.BHP:
break;
case SimONProductType.WRAT:
it.Csl1 = well.Jcyblxz2;
break;
case SimONProductType.GRAT:
it.Cql2 = well.Jcyblxz2;
break;
case SimONProductType.ORAT:
it.Cyl3 = well.Jcyblxz2;
break;
case SimONProductType.LRAT:
it.Cyl7 = well.Jcyblxz2;
break;
case SimONProductType.WIR:
it.Zsl4 = well.Jcyblxz2;
break;
case SimONProductType.GIR:
it.Zql5 = well.Jcyblxz2;
break;
case SimONProductType.WIBHP:
it.Zsl4 = well.Jcyblxz2;
break;
case SimONProductType.GIBHP:
it.Zql5 = well.Jcyblxz2;
break;
case SimONProductType.SHUT: // 关井
break;
default:
break;
}
}
}
return(names);
}
//-------------------------------------------------------------------------
public InterpolatedNodalCurveDefinition filtered(LocalDate valuationDate, ReferenceData refData)
{
// mutable list of date-node pairs
//JAVA TO C# CONVERTER TODO TASK: Method reference constructor syntax is not converted by Java to C# Converter:
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
List <Pair <LocalDate, CurveNode> > nodeDates = nodes.Select(node => Pair.of(node.date(valuationDate, refData), node)).collect(toCollection(List <object>::new));
// delete nodes if clash, but don't throw exceptions yet
for (int i = 0; i < nodeDates.Count; i++)
{
Pair <LocalDate, CurveNode> pair = nodeDates[i];
CurveNodeDateOrder restriction = pair.Second.DateOrder;
// compare node to previous node
if (i > 0)
{
Pair <LocalDate, CurveNode> pairBefore = nodeDates[i - 1];
if (DAYS.between(pairBefore.First, pair.First) < restriction.MinGapInDays)
{
switch (restriction.Action)
{
case DROP_THIS:
nodeDates.RemoveAt(i);
i = -1; // restart loop
goto loopContinue;
case DROP_OTHER:
nodeDates.RemoveAt(i - 1);
i = -1; // restart loop
goto loopContinue;
case EXCEPTION:
break; // do nothing yet
break;
}
}
}
// compare node to next node
if (i < nodeDates.Count - 1)
{
Pair <LocalDate, CurveNode> pairAfter = nodeDates[i + 1];
if (DAYS.between(pair.First, pairAfter.First) < restriction.MinGapInDays)
{
switch (restriction.Action)
{
case DROP_THIS:
nodeDates.Remove(i);
i = -1; // restart loop
goto loopContinue;
case DROP_OTHER:
nodeDates.Remove(i + 1);
i = -1; // restart loop
goto loopContinue;
case EXCEPTION:
break; // do nothing yet
break;
}
}
}
loopContinue :;
}
loopBreak :
// throw exceptions if rules breached
for (int i = 0; i < nodeDates.Count; i++)
{
Pair <LocalDate, CurveNode> pair = nodeDates[i];
CurveNodeDateOrder restriction = pair.Second.DateOrder;
// compare node to previous node
if (i > 0)
{
Pair <LocalDate, CurveNode> pairBefore = nodeDates[i - 1];
if (DAYS.between(pairBefore.First, pair.First) < restriction.MinGapInDays)
{
throw new System.ArgumentException(Messages.format("Curve node dates clash, node '{}' and '{}' resolved to dates '{}' and '{}' respectively", pairBefore.Second.Label, pair.Second.Label, pairBefore.First, pair.First));
}
}
// compare node to next node
if (i < nodeDates.Count - 1)
{
Pair <LocalDate, CurveNode> pairAfter = nodeDates[i + 1];
if (DAYS.between(pair.First, pairAfter.First) < restriction.MinGapInDays)
{
throw new System.ArgumentException(Messages.format("Curve node dates clash, node '{}' and '{}' resolved to dates '{}' and '{}' respectively", pair.Second.Label, pairAfter.Second.Label, pair.First, pairAfter.First));
}
}
}
// return the resolved definition
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <CurveNode> filteredNodes = nodeDates.Select(p => p.Second).collect(toImmutableList());
return(new InterpolatedNodalCurveDefinition(name, xValueType, yValueType, dayCount, filteredNodes, interpolator, extrapolatorLeft, extrapolatorRight));
}
private void ArmarTable()
{
//DAYS excerciseForDay = DaysDao.getDay(int.Parse(ddlDay.SelectedValue));
DAYS excerciseForDay = DaysDao.getDay(1);
if (Users != null)
{
DataTable tabla = new DataTable("Usuarios");
DataColumn dtColumnIdUser = new DataColumn("idUser");
tabla.Columns.Add(dtColumnIdUser);
DataColumn dtName = new DataColumn("name");
tabla.Columns.Add(dtName);
DataColumn dtAge = new DataColumn("age");
tabla.Columns.Add(dtAge);
DataColumn dtGender = new DataColumn("gender");
tabla.Columns.Add(dtGender);
DataColumn dtNationality = new DataColumn("nationality");
tabla.Columns.Add(dtNationality);
DataColumn dtEmail = new DataColumn("email");
tabla.Columns.Add(dtEmail);
DataColumn dtPass = new DataColumn("pass");
tabla.Columns.Add(dtPass);
DataColumn dtHades = new DataColumn("hades_pb");
tabla.Columns.Add(dtHades);
DataColumn dtPoseidon = new DataColumn("poseidon_pb");
tabla.Columns.Add(dtPoseidon);
DataColumn dtVenus = new DataColumn("venus_pb");
tabla.Columns.Add(dtVenus);
if (excerciseForDay != null && excerciseForDay.DAYS_CONFIG != null && excerciseForDay.DAYS_CONFIG.Count > 0)
{
List <DAYS_CONFIG> excer = excerciseForDay.DAYS_CONFIG.ToList();
for (int i = 0; i < excer.Count; i++)
{
DataColumn column = new DataColumn(excer[i].name + " " + excer[i].dataType);
BoundField columna = new BoundField();
columna.DataField = excer[i].name + " " + excer[i].dataType;
columna.HeaderText = excer[i].name + " " + excer[i].dataType;
columna.SortExpression = excer[i].name + " " + excer[i].dataType;
gvUsuarios.Columns.Add(columna);
tabla.Columns.Add(column);
}
}
for (int j = 0; j < Users.Count; j++)
{
DataRow dw = tabla.NewRow();
dw.SetField("idUser", Users[j].idUser);
dw.SetField("name", Users[j].name);
dw.SetField("age", Users[j].age);
dw.SetField("gender", Users[j].gender);
dw.SetField("nationality", Users[j].nationality);
dw.SetField("email", Users[j].email);
dw.SetField("pass", Users[j].pass);
dw.SetField("hades_pb", Users[j].hades_pb);
dw.SetField("poseidon_pb", Users[j].poseidon_pb);
dw.SetField("venus_pb", Users[j].venus_pb);
//if (Users[j].DAYS_REPORT != null && Users[j].DAYS_REPORT.Count > 0)
//{
DAYS_REPORT diaSolicitado = UserDao.getDiaReportado(Users[j].idUser, 1);
if (diaSolicitado != null)
{
List <REPORT_DAY> diasReportados = DaysDao.getDiasReportados(diaSolicitado.idRegister);
for (int i = 0; i < diasReportados.Count; i++)
{
dw.SetField(diasReportados[i].Name + " " + diasReportados[i].DataInform, diasReportados[i].Inform);
}
}
//}
tabla.Rows.Add(dw);
}
//TablaUsuarios = tabla;
//gvUsuarios.DataSource = TablaUsuarios;
//gvUsuarios.DataBind();
}
}
/// <summary> 转换成SimON格式的项 </summary>
public WELLCTRL ConvertToSimON(OPT.Product.SimalorManager.Item item, DATES date, List <NAME> histNames)
{
WELLCTRL well = new WELLCTRL("WELLCTRL");
if (item is WCONPROD.ItemHY)
{
WCONPROD.ItemHY nIt = item as WCONPROD.ItemHY;
#region - 转换历史数据 -
NAME name = histNames.Find(l => l.WellName == nIt.jm0);
if (name == null)
{
LogProviderHandler.Instance.OnRunLog("当前日期：" + date.DateTime + "井" + nIt.jm0 + "未找到对应的历史信息！");
return(null);
}
DAYS days = name.Find <DAYS>();
if (days == null)
{
days = new DAYS("DAYS");
name.Add(days);
}
DAYS.Item dayitem = new DAYS.Item();
dayitem.Time0 = date.DateTime;
dayitem.Csl1 = nIt.rcsl4;
dayitem.Cql2 = nIt.rcql5;
dayitem.Cyl3 = nIt.rcyl3;
dayitem.Cyl7 = nIt.liqutPro6;
days.Items.Add(dayitem);
#endregion
#region - 转换数模数据 -
well.WellName0 = nIt.jm0;
well.Jcyblxz2 = nIt.rcsl4;
// 产水
if (nIt.kzms2 == "WATER")
{
well.Jcyblxz2 = nIt.rcsl4;
well.ProType = SimONProductType.WRAT;
}
if (nIt.kzms2 == "GRAT")
{
// 产气
well.Jcyblxz2 = nIt.rcql5;
well.ProType = SimONProductType.GRAT;
}
if (nIt.kzms2 == "ORAT")
{
// 产油
well.Jcyblxz2 = nIt.rcyl3;
well.ProType = SimONProductType.ORAT;
}
if (nIt.kzms2 == "LRAT")
{
// 产液
well.Jcyblxz2 = (nIt.rcyl3.ToDouble() + nIt.rcsl4.ToDouble()).ToString();
well.ProType = SimONProductType.LRAT;
}
#endregion
}
else if (item is WCONHIST.Item)
{
WCONHIST.Item nIt = item as WCONHIST.Item;
#region - 转换历史数据 -
NAME name = histNames.Find(l => l.WellName == nIt.wellName0);
if (name == null)
{
LogProviderHandler.Instance.OnRunLog("当前日期：" + date.DateTime + "井" + nIt.wellName0 + "未找到对应的历史信息！");
return(well);
}
DAYS days = name.Find <DAYS>();
if (days == null)
{
days = new DAYS("DAYS");
name.Add(days);
}
DAYS.Item dayitem = new DAYS.Item();
dayitem.Time0 = date.DateTime;
dayitem.Csl1 = nIt.waterPro4;
dayitem.Cql2 = nIt.gasPro5;
dayitem.Cyl3 = nIt.oilPro3;
dayitem.Cyl7 = (nIt.waterPro4.ToDouble() + nIt.oilPro3.ToDouble()).ToString();
days.Items.Add(dayitem);
#endregion
#region - 转换数模数据 -
well.WellName0 = nIt.wellName0;
well.Jcyblxz2 = nIt.waterPro4;
// 产水
if (nIt.ctrlModel2 == "WATER")
{
well.Jcyblxz2 = nIt.waterPro4;
well.ProType = SimONProductType.WRAT;
}
if (nIt.ctrlModel2 == "GRAT")
{
// 产气
well.Jcyblxz2 = nIt.gasPro5;
well.ProType = SimONProductType.GRAT;
}
if (nIt.ctrlModel2 == "ORAT")
{
// 产油
well.Jcyblxz2 = nIt.oilPro3;
well.ProType = SimONProductType.ORAT;
}
if (nIt.ctrlModel2 == "LRAT")
{
// 产液
well.Jcyblxz2 = (nIt.waterPro4.ToDouble() + nIt.oilPro3.ToDouble()).ToString();
well.ProType = SimONProductType.LRAT;
}
#endregion
}
else if (item is WCONINJE.ItemHY)
{
WCONINJE.ItemHY nIt = item as WCONINJE.ItemHY;
#region - 转换历史数据 -
NAME name = histNames.Find(l => l.WellName == nIt.jm0);
if (name == null)
{
LogProviderHandler.Instance.OnRunLog("当前日期：" + date.DateTime + "井" + nIt.jm0 + "未找到对应的历史信息！");
return(well);
}
DAYS days = name.Find <DAYS>();
if (days == null)
{
days = new DAYS("DAYS");
name.Add(days);
}
DAYS.Item dayitem = new DAYS.Item();
dayitem.Time0 = date.DateTime;
if (nIt.zrltlx1 == "WATER")
{
dayitem.Zsl4 = nIt.rzrl4;
}
else
{
dayitem.Zql5 = nIt.rzrl4;
}
days.Items.Add(dayitem);
#endregion
#region - 转换数模数据 -
well.WellName0 = nIt.jm0;
if (nIt.zrltlx1 == "WATER")
{
//well.Jcyblxz2 = nIt.rzrl4;
well.Jcyblxz2 = nIt.rzrl4;
well.ProType = SimONProductType.WIR;
}
else
{
//well.Jcyblxz2 = nIt.rzrl4;
//well.Jkkz1 = "6";
well.Jcyblxz2 = nIt.rzrl4;
well.ProType = SimONProductType.GIR;
}
#endregion
}
else if (item is WCONINJH.Item)
{
WCONINJH.Item nIt = item as WCONINJH.Item;
#region - 转换历史数据 -
NAME name = histNames.Find(l => l.WellName == nIt.jm0);
if (name == null)
{
LogProviderHandler.Instance.OnRunLog("当前日期：" + date.DateTime + "井" + nIt.jm0 + "未找到对应的历史信息！");
return(well);
}
DAYS days = name.Find <DAYS>();
if (days == null)
{
days = new DAYS("DAYS");
name.Add(days);
}
DAYS.Item dayitem = new DAYS.Item();
dayitem.Time0 = date.DateTime;
if (nIt.zrltlx1 == "WATER")
{
dayitem.Zsl4 = nIt.rzrl3;
}
else
{
dayitem.Zql5 = nIt.rzrl3;
}
days.Items.Add(dayitem);
#endregion
#region - 转换数模数据 -
well.WellName0 = nIt.jm0;
if (nIt.zrltlx1 == "WATER")
{
well.Jcyblxz2 = nIt.rzrl3;
//well.Jkkz1 = "7";
well.ProType = SimONProductType.WIBHP;
}
else
{
well.Jcyblxz2 = nIt.rzrl3;
//well.Jkkz1 = "8";
well.ProType = SimONProductType.GIBHP;
}
#endregion
}
return(well);
}
static void PrintDay(DAYS d)
{
Console.WriteLine(d.ToString());
}
