public static bool UcfMatches(this IUnrealisedCashFlow lhs, IRealisedCashFlow other, int valueDate, bool isOoc)
{
return(lhs.ShortCashFlowType == other.ShortCashFlowType &&
lhs.PayDate == valueDate
//&& lhs.CashType==other.CashType
&& lhs.Currency == (isOoc ? lhs.Currency : other.Currency));
//&& lhs.Amount==other.Amount // match except amount and FX Fix
//&& lhs.FxFix==other.FxFix;
}
public UnrealisedCashFlow(IUnrealisedCashFlow ucf, bool dtd = false, double fxRate = double.NaN, bool round = false)
{
_ucf = ucf;
FxRate = fxRate;
Amount = _ucf.Amount;
FinAmt = dtd ? Amount : Amount * FxFix;
USDAmt = FxRate == 0 ? double.NaN : FinAmt / FxRate;
if (round)
{
Round();
}
}
public static bool UcfMatches(this IUnrealisedCashFlow lhs, IUnrealisedCashFlow other, bool isOoc)
{
if (isOoc) // eventually, logic should be simple and based on postingDate; but until PFS implements that ...
{
return(lhs.ShortCashFlowType == other.ShortCashFlowType &&
lhs.PayDate == other.PayDate &&
lhs.CashType == other.CashType &&
lhs.Currency == other.Currency); // ignore fxFix; PFS has some bug that sends different fx rate for different dates for same ooc transaction
}
return(lhs.PostingDate == other.PostingDate &&
lhs.ShortCashFlowType == other.ShortCashFlowType &&
lhs.PayDate == other.PayDate &&
lhs.CashType == other.CashType &&
lhs.Currency == other.Currency
//&& lhs.Amount==other.Amount // match except amount
&& lhs.FxFix == other.FxFix);
}
