public static object GetBondsByFilter(SessionInfo sessioninfo, string label, int jtStartIndex, int jtPageSize, string jtSorting)
{
try
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//Get data from database
List<MA_INSTRUMENT> ins = _instrumentBusiness.GetBondsByFilter(sessioninfo, label, jtSorting);
//Return result to jTable
return new
{
Result = "OK",
Records = jtPageSize > 0 ? ins.Skip(jtStartIndex).Take(jtPageSize).ToList() : ins,
TotalRecordCount = ins.Count
};
}
catch (BusinessWorkflowsException bex)
{
return new { Result = "ERROR", Message = bex.Message };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public void CreateTest()
{
InstrumentBusiness target = new InstrumentBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
MA_INSTRUMENT instrument = null; // TODO: Initialize to an appropriate value
MA_INSTRUMENT expected = null; // TODO: Initialize to an appropriate value
MA_INSTRUMENT actual;
actual = target.Create(sessioninfo, instrument);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public void GetByFilterTest()
{
InstrumentBusiness target = new InstrumentBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
string label = string.Empty; // TODO: Initialize to an appropriate value
int startIndex = 0; // TODO: Initialize to an appropriate value
int count = 0; // TODO: Initialize to an appropriate value
string sorting = string.Empty; // TODO: Initialize to an appropriate value
List<MA_INSTRUMENT> expected = null; // TODO: Initialize to an appropriate value
List<MA_INSTRUMENT> actual;
actual = target.GetByFilter(sessioninfo, label, startIndex, count, sorting);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public static object Create(SessionInfo sessioninfo, MA_INSTRUMENT record)
{
try
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
ILookupValuesRepository _lookupvaluesRepository = RepositorySesssion.GetRepository();
MA_PRODUCT product = _lookupvaluesRepository.ProductRepository.GetByID(record.PRODUCT_ID);
ProductCode eProduct = (ProductCode)Enum.Parse(typeof(ProductCode), product.LABEL.Replace(" ", string.Empty));
record.ID = Guid.NewGuid();
record.ISACTIVE = record.ISACTIVE == null || !record.ISACTIVE ? false : true;
record.LABEL = record.LABEL.ToUpper();
if (eProduct != ProductCode.BOND)
{
record.INS_MKT = null;
record.ISSUER = null;
record.LOT_SIZE = null;
record.COUPON = null;
record.MATURITY_DATE = null;
record.CAL_METHOD = null;
record.FLAG_FIXED = null;
record.COUPON_FREQ_TYPE_ID = null;
}
record.LOG.INSERTDATE = DateTime.Now;
record.LOG.INSERTBYUSERID = sessioninfo.CurrentUserId;
var addedRecord = _instrumentBusiness.Create(sessioninfo, record, eProduct);
return new { Result = "OK", Record = addedRecord };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public LimitDisplayModel CheckSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).Where(t => t.EXPOSURE > 0).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public static object GetOptionsByProduct(SessionInfo sessioninfo, ProductCode productcode)
{
try
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//Get data from database
var ins = _instrumentBusiness.GetByProduct(sessioninfo, productcode)
.OrderBy(p => p.LABEL)
.Select(c => new { DisplayText = c.LABEL, Value = c.ID });
//Return result to jTable
return new { Result = "OK", Options = ins };
}
catch (BusinessWorkflowsException bex)
{
return new { Result = "ERROR", Message = bex.Message };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public decimal? GetPCCF(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
decimal? decPCCF = null;
LookupBusiness _lookupBusiness = new LookupBusiness();
PCCFConfigBusiness _pccfBusiness = new PCCFConfigBusiness();
MA_PRODUCT product = _lookupBusiness.GetProductByID(sessioninfo, trn.PRODUCT_ID.Value);
ProductCode nProduct = (ProductCode)Enum.Parse(typeof(ProductCode), product.LABEL.Replace(" ", string.Empty));
MA_PCCF pccf = _pccfBusiness.ValidatePCCFConfig(sessioninfo, trn);
//if (pccf == null)
// throw this.CreateException(new Exception(), "Cannot find PCCF for transaction #" + trn.EXT_DEAL_NO);
if (nProduct == ProductCode.BOND || nProduct == ProductCode.REPO)
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//------Check whether seleted bond can be used.---------
MA_INSTRUMENT ins = _instrumentBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (trn.MATURITY_DATE >= ins.MATURITY_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be equal or after bond maturity date.");
}
if (pccf == null)
throw this.CreateException(new Exception(), "Selected instrument cannot be used.");
//-------------------------------------------------------
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, ins.MATURITY_DATE.Value));
}
else
{
if (pccf == null)
throw this.CreateException(new Exception(), "PCCF is not defined in the system." + "RF");
if (nProduct == ProductCode.SWAP)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSPOT)
{
decPCCF = pccf.DEFAULT;
}
else if (nProduct == ProductCode.FXFORWARD)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSWAP)
{
if (trn.TRADE_DATE == trn.MATURITY_DATE)
{
decPCCF = pccf.C0D;
}
else if (trn.MATURITY_DATE < trn.SPOT_DATE)
{
decPCCF = pccf.C1D;
}
else if (trn.MATURITY_DATE == trn.SPOT_DATE)
{
decPCCF = pccf.DEFAULT;
}
else
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
}
}
return decPCCF;
}
catch (Exception ex)
{
throw this.CreateException(ex, null);
}
}
public static object GetInstrumentOptions(SessionInfo sessioninfo)
{
try
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//Get data from database
var instruments = _instrumentBusiness.GetInstrumentAll()
.Where(t => t.ISACTIVE == true)
.OrderBy(p => p.LABEL)
.Select(c => new { DisplayText = c.LABEL, Value = c.ID });
//Return result to jTable
return new { Result = "OK", Options = instruments };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public void GenerateCashFlows(SessionInfo sessioninfo, DA_TRN trn, int intDaySpan, decimal firstRate, decimal secondRate)
{
DateTime dteActualFlow;
DateTime dteLastActualFlow;
DateTime dteEstFlow;
int intCFSeq;
decimal spotrate;
//string strLegFreq;
DA_TRN_CASHFLOW flow;
LookupBusiness _lookupBusiness = new LookupBusiness();
int addMonth = 1; //default for Month
int addDay = 1;
MA_FREQ_TYPE freq = null;
InstrumentBusiness _insBusiness = new InstrumentBusiness();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
for (int intLeg = 1; intLeg <= 2; intLeg++)
{
dteActualFlow = dteEstFlow = dteLastActualFlow = trn.START_DATE.Value.Date;
//CCS : 4 priciple payment flows will be generated, 2 on initial payment date and 2 on maturity date
if (ins.LABEL == "CCS")
{
//Initial Exchange
flow = new DA_TRN_CASHFLOW();
flow.FLAG_FIRST = intLeg == 1 ? true : false;
flow.SEQ = 1;
flow.FLOW_DATE = trn.START_DATE;
flow.FLOW_AMOUNT = intLeg == 1 ? trn.FIRST.NOTIONAL : -trn.SECOND.NOTIONAL;
flow.FLOW_AMOUNT_THB = intLeg == 1 ? Math.Ceiling(flow.FLOW_AMOUNT.Value * firstRate) : Math.Ceiling(flow.FLOW_AMOUNT.Value * secondRate);
flow.ID = Guid.NewGuid();
flow.DA_TRN_ID = trn.ID;
flow.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow);
}
intCFSeq = 2;
freq = intLeg == 1 ? _lookupBusiness.GetFreqByID(trn.FIRST.FREQTYPE_ID.Value) : _lookupBusiness.GetFreqByID(trn.SECOND.FREQTYPE_ID.Value);
do
{
if ((FrequencyType)Enum.Parse(typeof(FrequencyType), freq.USERCODE) == FrequencyType.W)
{
dteActualFlow = dteActualFlow.AddDays(7);
}
else if ((FrequencyType)Enum.Parse(typeof(FrequencyType), freq.USERCODE) == FrequencyType.B)
{
dteActualFlow = trn.MATURITY_DATE.Value;
}
else if (((FrequencyType)Enum.Parse(typeof(FrequencyType), freq.USERCODE)).ToString().StartsWith("D"))
{
addDay = (int)Enum.Parse(typeof(FrequencyType), freq.USERCODE).GetHashCode();
dteActualFlow = dteActualFlow.AddDays(addDay);
}
else
{
addMonth = (int)Enum.Parse(typeof(FrequencyType), freq.USERCODE).GetHashCode();
dteActualFlow = dteActualFlow.AddMonths(addMonth);
}
for (int i = -intDaySpan; i <= intDaySpan; i++)
{
flow = new DA_TRN_CASHFLOW();
dteEstFlow = dteActualFlow.AddDays(i);
flow.FLAG_FIRST = intLeg == 1 ? true : false;
flow.SEQ = intCFSeq;
if (intLeg == 1)
{
flow.RATE = trn.FIRST.FLAG_FIXED == true ? trn.FIRST.RATE : trn.FIRST.RATE + trn.FIRST.FIRSTFIXINGAMT;
flow.FLOW_AMOUNT = trn.FIRST.NOTIONAL * flow.RATE / 100 * Convert.ToDecimal((dteEstFlow - dteLastActualFlow).TotalDays) / 365;
spotrate = firstRate;
}
else
{
flow.RATE = trn.SECOND.FLAG_FIXED == true ? trn.SECOND.RATE : trn.SECOND.RATE + trn.SECOND.FIRSTFIXINGAMT;
flow.FLOW_AMOUNT = trn.SECOND.NOTIONAL * flow.RATE / 100 * Convert.ToDecimal((dteEstFlow - dteLastActualFlow).TotalDays) / 365;
spotrate = secondRate;
}
flow.FLOW_DATE = dteEstFlow;
if (intLeg == 1) //flow amount is negative for pay leg
flow.FLOW_AMOUNT = -flow.FLOW_AMOUNT;
flow.FLOW_AMOUNT_THB = flow.FLOW_AMOUNT > 0 ? Math.Ceiling(flow.FLOW_AMOUNT.Value * spotrate) : Math.Floor(flow.FLOW_AMOUNT.Value * spotrate);
flow.ID = Guid.NewGuid();
flow.DA_TRN_ID = trn.ID;
flow.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow);
intCFSeq += 1;
}
dteLastActualFlow = dteActualFlow;
} while (dteActualFlow < trn.MATURITY_DATE.Value.Date);
if (ins.LABEL == "CCS")
{
//Maturity Exchange
flow = new DA_TRN_CASHFLOW();
flow.FLAG_FIRST = intLeg == 1 ? true : false;
flow.SEQ = intCFSeq;
flow.FLOW_DATE = trn.MATURITY_DATE;
flow.FLOW_AMOUNT = intLeg == 1 ? -trn.FIRST.NOTIONAL : trn.SECOND.NOTIONAL;
flow.FLOW_AMOUNT_THB = intLeg == 1 ? Math.Ceiling(flow.FLOW_AMOUNT.Value * firstRate) : Math.Ceiling(flow.FLOW_AMOUNT.Value * secondRate);
flow.ID = Guid.NewGuid();
flow.DA_TRN_ID = trn.ID;
flow.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow);
}
}
}
public decimal?GetPCCF(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
decimal? decPCCF = null;
LookupBusiness _lookupBusiness = new LookupBusiness();
PCCFConfigBusiness _pccfBusiness = new PCCFConfigBusiness();
MA_PRODUCT product = _lookupBusiness.GetProductByID(sessioninfo, trn.PRODUCT_ID.Value);
ProductCode nProduct = (ProductCode)Enum.Parse(typeof(ProductCode), product.LABEL.Replace(" ", string.Empty));
MA_PCCF pccf = _pccfBusiness.ValidatePCCFConfig(sessioninfo, trn);
//if (pccf == null)
// throw this.CreateException(new Exception(), "Cannot find PCCF for transaction #" + trn.EXT_DEAL_NO);
if (nProduct == ProductCode.BOND || nProduct == ProductCode.REPO)
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//------Check whether seleted bond can be used.---------
MA_INSTRUMENT ins = _instrumentBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (trn.MATURITY_DATE >= ins.MATURITY_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be equal or after bond maturity date.");
}
if (pccf == null)
{
throw this.CreateException(new Exception(), "Selected instrument cannot be used.");
}
//-------------------------------------------------------
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, ins.MATURITY_DATE.Value));
}
else
{
if (pccf == null)
{
throw this.CreateException(new Exception(), "PCCF is not defined in the system." + "RF");
}
if (nProduct == ProductCode.SWAP)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSPOT)
{
decPCCF = pccf.DEFAULT;
}
else if (nProduct == ProductCode.FXFORWARD)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSWAP)
{
if (trn.TRADE_DATE == trn.MATURITY_DATE)
{
decPCCF = pccf.C0D;
}
else if (trn.MATURITY_DATE < trn.SPOT_DATE)
{
decPCCF = pccf.C1D;
}
else if (trn.MATURITY_DATE == trn.SPOT_DATE)
{
decPCCF = pccf.DEFAULT;
}
else
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
}
}
return(decPCCF);
}
catch (Exception ex)
{
throw this.CreateException(ex, null);
}
}
/// <summary>
/// Validation OPICS deal as CPTY, INSTRUMENT
/// </summary>
/// <param name="opicdeal"></param>
/// <returns></returns>
private static bool ValidateOPICS(DEALModel opicdeal)
{
bool found = true;
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
MA_INSTRUMENT ins = null;
LoggingHelper.Debug("Validate OPICS data");
MA_COUTERPARTY counterparty = _counterpartyBusiness.GetByUsercode(Convert.ToInt32(opicdeal.CPTY));
if (counterparty == null) //counterparty must be check whether it exist in DMK
throw new UIPException(new Exception(), String.Format("Counterparty {0} is not defined in Dealmaker.", opicdeal.SNAME.Trim()));
ProductCode eProductCode = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty));
if (eProductCode == ProductCode.BOND || eProductCode == ProductCode.REPO)
{
ins = _instrumentBusiness.GetByLabel(null, opicdeal.INSTRUMENT);
if (ins == null)
{
found = false;
throw new UIPException(new Exception(), String.Format("Instrument {0} is not defined in Dealmaker.", opicdeal.INSTRUMENT));
}
}
else if (eProductCode == ProductCode.FXSPOT || eProductCode == ProductCode.FXFORWARD || eProductCode == ProductCode.FXSWAP)
{
ins = _instrumentBusiness.GetFXInstrumentByCCY(null, eProductCode, opicdeal.CCY1, opicdeal.CCY2);
if (ins == null)
{
found = false;
throw new UIPException(new Exception(), String.Format("Currency pair {0} is not defined in Dealmaker.", opicdeal.CCY1 + "/" + opicdeal.CCY2));
}
}
return found;
}
public LimitDisplayModel CheckSwapSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = new List<DA_TRN_CASHFLOW>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).OrderBy(p => p.FLOW_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).Where(t => t.FLOW_AMOUNT_THB > 0).OrderBy(p => p.FLOW_DATE).ToList();
}
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
return limitDisplay;
}
/// <summary>
/// Build Transation for Matching Deal between DMK Deal No. and OPICS Deal No.
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeals"></param>
/// <param name="deal"></param>
/// <param name="UpdateDeals"></param>
private static void BuildTransation(SessionInfo sessioninfo, List<DEALModel> opicdeals,
DA_TRN deal, ref List<DA_TRN> UpdateDeals)
{
ReconcileBusiness _reconcileBusiness = new ReconcileBusiness();
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
List<DealTranModel> DealTrans = new List<DealTranModel>();
DA_TRN newDeal = null;
LoggingHelper.Debug("BuildTransation OPICS data and DMK deal");
if (opicdeals != null)
{
bool flag = true;
foreach (DEALModel opicdeal in opicdeals)
{
flag = ValidateOPICS(opicdeal);
if( !flag ) break;
}
if (flag)
{
//Begin transaction - Update DMK Deal No
deal.EXT_DEAL_NO = opicdeals[0].EXT_DEAL_NO;
deal.EXT_PORTFOLIO = opicdeals[0].EXT_PORTFOLIO;
deal.STATUS_ID = _lookupvaluesRepository.StatusRepository.GetByLabel(StatusCode.MATCHED.ToString()).ID;
deal.LOG.MODIFYBYUSERID = sessioninfo.CurrentUserId;
deal.LOG.MODIFYDATE = DateTime.Now;
deal.INSERT_BY_EXT = opicdeals[0].INSERT_BY_EXT;
ProductCode eProduct = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeals[0].PRODUCT.Replace(" ", string.Empty));
//Update dealmaker data
DealTrans.Add(new DealTranModel() { UpdateStates = UpdateStates.Editing, Transaction = deal, ProductTransaction = eProduct });
//Create DMK Deal from OPICS Deal
foreach (DEALModel opicdeal in opicdeals)
{
newDeal = GenerateTrnObject(sessioninfo, opicdeal, deal, sessioninfo.Process.NextDate);
//Import Opics transaction
DealTrans.Add(new DealTranModel() { UpdateStates = UpdateStates.Adding, Transaction = newDeal, ProductTransaction = eProduct });
}
//Update transaction
_reconcileBusiness.UpdateDealReconcile(sessioninfo, DealTrans);
}
}
}
public static MA_INSTRUMENT GetByID(SessionInfo sessioninfo, Guid id )
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
var ins = _instrumentBusiness.GetByID(sessioninfo, id);
return ins;
}
public void InstrumentBusinessConstructorTest()
{
InstrumentBusiness target = new InstrumentBusiness();
Assert.Inconclusive("TODO: Implement code to verify target");
}
public void GetInstrumentAllTest()
{
InstrumentBusiness target = new InstrumentBusiness(); // TODO: Initialize to an appropriate value
List<MA_INSTRUMENT> expected = null; // TODO: Initialize to an appropriate value
List<MA_INSTRUMENT> actual;
actual = target.GetInstrumentAll();
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public void GetByProductTest1()
{
InstrumentBusiness target = new InstrumentBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
Guid productID = new Guid(); // TODO: Initialize to an appropriate value
List<MA_INSTRUMENT> expected = null; // TODO: Initialize to an appropriate value
List<MA_INSTRUMENT> actual;
actual = target.GetByProduct(sessioninfo, productID);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public void GetByLabelTest()
{
InstrumentBusiness target = new InstrumentBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
string strLabel = string.Empty; // TODO: Initialize to an appropriate value
MA_INSTRUMENT expected = null; // TODO: Initialize to an appropriate value
MA_INSTRUMENT actual;
actual = target.GetByLabel(sessioninfo, strLabel);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
/// <summary>
/// Generate DA_TRN object from Opics Transaction
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeal"></param>
/// <param name="processdate"></param>
private static DA_TRN GenerateTrnObject(SessionInfo sessioninfo, DEALModel opicdeal, DA_TRN dmkDeal, DateTime processdate)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
LoggingHelper.Debug("Generate transaction object : " + opicdeal.EXT_DEAL_NO);
DA_TRN newDeal = CreateDealTemplate(sessioninfo);
try
{
newDeal.ENGINE_DATE = processdate;
newDeal.STATUS_ID = _lookupvaluesRepository.StatusRepository.GetByLabel(StatusCode.MATCHED.ToString()).ID;
newDeal.PRODUCT_ID = _lookupvaluesRepository.ProductRepository.GetByLabel(opicdeal.PRODUCT.Trim()).ID;
//newDeal.INT_DEAL_NO = dmkNo;
newDeal.EXT_DEAL_NO = opicdeal.EXT_DEAL_NO;
//newDeal.VERSION = 1;
newDeal.SOURCE = SourceType.EXT.ToString();
newDeal.CTPY_ID = _counterpartyBusiness.GetByUsercode(Convert.ToInt32(opicdeal.CPTY.Trim())).ID;
newDeal.EXT_PORTFOLIO = opicdeal.EXT_PORTFOLIO;
newDeal.FLAG_BUYSELL = opicdeal.BUY_SELL;
if (!String.IsNullOrEmpty(opicdeal.PORTFOLIO.Trim()))
newDeal.PORTFOLIO_ID = _lookupvaluesRepository.PortfolioRepository.GetByLabel(opicdeal.PORTFOLIO.Trim()).ID;
newDeal.START_DATE = opicdeal.START_DATE;
newDeal.MATURITY_DATE = opicdeal.MATURITY_DATE;
newDeal.TRADE_DATE = opicdeal.TRADE_DATE;
newDeal.INSERT_BY_EXT = opicdeal.INSERT_BY_EXT;
newDeal.FLAG_SETTLE = dmkDeal != null && dmkDeal.FLAG_SETTLE != null ? dmkDeal.FLAG_SETTLE : opicdeal.FLAG_SETTLE == 1 ? true : false;
if (dmkDeal != null)
{
newDeal.INT_DEAL_NO = dmkDeal.INT_DEAL_NO;
newDeal.VERSION = dmkDeal.VERSION;
newDeal.REMARK = dmkDeal.REMARK + " " + opicdeal.REMARK;
newDeal.LOG.INSERTDATE = dmkDeal.LOG.INSERTDATE;
newDeal.LOG.INSERTBYUSERID = dmkDeal.LOG.INSERTBYUSERID;
//newDeal.FLAG_SETTLE = dmkDeal.FLAG_SETTLE;
newDeal.OVER_AMOUNT = dmkDeal.OVER_AMOUNT;
newDeal.OVER_APPROVER = dmkDeal.OVER_APPROVER;
newDeal.OVER_COMMENT = dmkDeal.OVER_COMMENT;
newDeal.OVER_SETTL_AMOUNT = dmkDeal.OVER_SETTL_AMOUNT;
}
else
{
newDeal.VERSION = 1;
}
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
MA_SPOT_RATE firstrate = new MA_SPOT_RATE();
MA_SPOT_RATE secondRate = new MA_SPOT_RATE();
switch ((ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)))
{
case ProductCode.BOND:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First only
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
//THB Notional
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null)
{
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
}
else
{
throw new UIPException(new Exception(), "Error : There is no " + opicdeal.CCY1 + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
newDeal.FLAG_PCE = dmkDeal != null && dmkDeal.FLAG_PCE != null ? dmkDeal.FLAG_PCE : false;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.REPO:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First only
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.SWAP:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First and Second
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
if (!String.IsNullOrEmpty(opicdeal.FREQ1))
newDeal.FIRST.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ1).ID;
newDeal.FIRST.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING1;
newDeal.FIRST.FLAG_FIXED = opicdeal.FIXED_FLOAT1 == CouponType.FIXED.ToString() ? true : false;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
//Second
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
if (!String.IsNullOrEmpty(opicdeal.FREQ2))
newDeal.SECOND.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ2).ID;
newDeal.SECOND.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING2;
newDeal.SECOND.FLAG_FIXED = opicdeal.FIXED_FLOAT2 == CouponType.FIXED.ToString() ? true : false;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.RATE = opicdeal.RATE2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
//newDeal.BOT_PCCF = _staticdataBusiness.GetSwapBOTPCCF(sessioninfo, newDeal);
//newDeal.BOT_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.BOT_PCCF.Value / 100);
break;
case ProductCode.FXSPOT:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSPOT, opicdeal.CCY1, opicdeal.CCY2).ID;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.FXFORWARD:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXFORWARD, opicdeal.CCY1, opicdeal.CCY2).ID;
newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.SPOT_DATE = opicdeal.SPOT_DATE;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.FXSWAP:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSWAP, opicdeal.CCY1, opicdeal.CCY2).ID;
newDeal.FLAG_NEARFAR = opicdeal.FLAG_NEARFAR;
newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.SPOT_DATE = opicdeal.SPOT_DATE;
//Exposure include far leg only -> set near leg to 0
if (newDeal.FLAG_NEARFAR == "N")
{
newDeal.KK_PCCF = 0;
newDeal.KK_CONTRIBUTE = 0;
}
else
{
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
}
break;
default:
throw new UIPException(new Exception(), String.Format("The product is not defined in the OPICS deal no {0}.", opicdeal.EXT_DEAL_NO));
}
}
catch (Exception ex)
{
throw new UIPException(new Exception(), ex.Message);
}
return newDeal;
}
public static object GetInstrumentByName(SessionInfo sessioninfo, ProductCode productcode,string name)
{
try
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//Get data from database
var ins = _instrumentBusiness.GetByProduct(sessioninfo, productcode).Where(c => c.ISACTIVE == true && c.LABEL.StartsWith(name)).OrderBy(c => c.LABEL);
//Return result to jTable
return new { Result = "OK", Records = ins };
}
catch (BusinessWorkflowsException bex)
{
return new { Result = "ERROR", Message = bex.Message };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
/// <summary>
/// Import Passed for OPICS Deal to DA_TRN table
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeal"></param>
private static void ImportPassedOPICSDeal(SessionInfo sessioninfo, DEALModel opicdeal, DateTime processdate, ref List<DealTranModel> DealTrans)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
DA_TRN pastimported = _dealBusiness.GetPastImportedDealsByExtNo(opicdeal.EXT_DEAL_NO);
DA_TRN newDeal = GenerateTrnObject(sessioninfo, opicdeal, pastimported, processdate);
DealTrans.Add(new DealTranModel() { ProductTransaction = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)), Transaction = newDeal, UpdateStates = UpdateStates.Adding });
}
