public DA_TRN GenerateFXSpotTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strSpotDate, string strCtpy, string strPortfolio
, string strCurrencyPair, string strBS, string strContractCcy, string strCounterCcy
, string strSpotRate, string strContractAmt, string strCounterAmt, string strRemark, bool settleFlag, string strProductId)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp)) {
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.START_DATE = trn.TRADE_DATE;
trn.MATURITY_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
trn.FIRST.RATE = Convert.ToDecimal(strSpotRate);
trn.FLAG_BUYSELL = strBS;
trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmt) : -Convert.ToDecimal(strContractAmt);
trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmt) : Convert.ToDecimal(strCounterAmt);
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.SOURCE = SourceType.INT.ToString();
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSPOT.ToString()).ID;
trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.FLAG_SETTLE = !settleFlag;
trn.REMARK = strRemark;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
if (n1 != null)
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
else
{
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
//trn.KK_CONTRIBUTE = trn.NOTIONAL_THB.Value * trn.KK_PCCF / 100;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.RATE = trn.FIRST.RATE;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
if (n1 != null)
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null){
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
}
else{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();
flow2.ID = Guid.NewGuid();
flow2.DA_TRN_ID = trn.ID;
flow2.FLAG_FIRST = false;
flow2.FLOW_DATE = trn.MATURITY_DATE;
flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
if (n2 != null)
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
trn.DA_TRN_FLOW.Add(flow2);
return trn;
}
public DA_TRN GenerateFITransactionObject(SessionInfo sessionInfo
, string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strSettlementDate
, string strYield
, string strUnit
, string strCleanPrice
, string strGrossPrice
, string strNotional
, string strCCY
, string strPceFlag
, string strSettleFlag
, string strYeildType
, string strReportBy
, string strPurpose
, string strTerm
, string strRate
, string strTBMARemark
, string strRemark
, string strProductId)
{
//Validate business logics here
//throw error to UI if fail validation
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
DateTime dteTemp;
Decimal decTemp;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
if (strCtpy == "null")
throw this.CreateException(new Exception(), "Please input counterparty.");
else
trn.CTPY_ID = Guid.Parse(strCtpy);
if (String.IsNullOrEmpty(strTradeDate))
throw this.CreateException(new Exception(), "Please input trade date.");
else if (!DateTime.TryParseExact(strTradeDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
throw this.CreateException(new Exception(), "Invalid trade date.");
else
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
if (String.IsNullOrEmpty(strSettlementDate))
throw this.CreateException(new Exception(), "Please input settlement date.");
else if (!DateTime.TryParseExact(strSettlementDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
throw this.CreateException(new Exception(), "Invalid settlement date.");
else
{
trn.MATURITY_DATE = DateTime.ParseExact(strSettlementDate, "dd/MM/yyyy", null);
trn.START_DATE = trn.MATURITY_DATE;
}
if (strInstrument == "null")
throw this.CreateException(new Exception(), "Please input instrument.");
else
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
if (String.IsNullOrEmpty(strNotional))
throw this.CreateException(new Exception(), "Please input notional amount.");
else if (!Decimal.TryParse(strNotional, out decTemp))
throw this.CreateException(new Exception(), "Invalid notional amount.");
else if (Convert.ToDecimal(strNotional) <= 0)
throw this.CreateException(new Exception(), "Invalid notional amount.");
else
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional);
if (strPortfolio == "-1")
throw this.CreateException(new Exception(), "Please select portfolio.");
else
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
if (trn.MATURITY_DATE < trn.TRADE_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be before trade date.");
}
if ((strPurpose.Trim() == TBMA_PURPOSE.FIN.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINB.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINP.ToString()) && (strTBMARemark.Trim() == string.Empty || strRate.Trim() == string.Empty || strTerm.Trim() == string.Empty))
{
throw this.CreateException(new Exception(), "Please input Term, Rate and Remark.");
}
if (lastrn != null) {
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.ID = Guid.NewGuid();
trn.FLAG_SETTLE = strSettleFlag == "1" ? true : false;
trn.FLAG_BUYSELL = strBuySell;
trn.FIRST.CCY_ID = Guid.Parse(strCCY);
trn.FIRST.RATE = Convert.ToDecimal(strYield);
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.BOND.ToString()).ID;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.SOURCE = SourceType.INT.ToString();
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == trn.TRADE_DATE);
if (a == null)
{
var ccys = _lookupBusiness.GetCurrencyAll().FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccys.LABEL + " spot rate on " + strTradeDate + " trade date.");
}
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
trn.FLAG_PCE = strPceFlag == "1" ? true : false;
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FLAG_BUYSELL == "B" ? -trn.FIRST.NOTIONAL : trn.FIRST.NOTIONAL;
flow1.FLOW_AMOUNT_THB = trn.FLAG_BUYSELL == "B" ? -trn.NOTIONAL_THB : trn.NOTIONAL_THB;
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
DA_TMBA_EXTENSION tbma = new DA_TMBA_EXTENSION();
tbma.ID = trn.ID;
tbma.PURPOSE = strPurpose;
tbma.YIELD_TYPE = strYeildType;
tbma.CLEAN_PRICE = Convert.ToDecimal(strCleanPrice);
tbma.GROSS_PRICE = Convert.ToDecimal(strGrossPrice);
tbma.UNIT = Convert.ToInt32(strUnit);
if (strTerm != string.Empty)
tbma.TERM = Convert.ToInt32(strTerm);
if (strRate != string.Empty)
tbma.RATE = Convert.ToDecimal(strRate);
if (strTBMARemark != string.Empty)
tbma.REMARK = strTBMARemark;
tbma.IS_REPORT_CLEAN = strReportBy == "0" ? true : false;
if (lastrn != null)
{
tbma.SEND_DATE = lastrn.DA_TMBA_EXTENSION.SEND_DATE;
tbma.SENDER_ID = lastrn.DA_TMBA_EXTENSION.SENDER_ID;
}
trn.DA_TMBA_EXTENSION = tbma;
return trn;
}
public DA_TRN GenerateFXSwapTransactionObject2(SessionInfo sessionInfo, string strTradeDate, string strCtpy, string strPortfolio, string strCurrencyPair
, string strContractCcy, string strCounterCcy, string strSpotRate
, string strBSFar, string strSetDateFar, string strSwapPointFar
, string strContractAmtFar, string strCounterAmtFar, string strSpotDate, string strRemark, bool settleFlag, int Version)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
//trn.INT_DEAL_NO = strDealNo;
trn.SOURCE = SourceType.INT.ToString();
trn.VERSION = Version;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSWAP.ToString()).ID;
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.SPOT_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
//If settle after spot date (forward deal) then bucket is count from spot -> settlement date
//else (O/N or T/N deal) no need to count bucket so start date will be null
if (DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null) > trn.SPOT_DATE)
trn.START_DATE = trn.SPOT_DATE;
else
trn.START_DATE = trn.TRADE_DATE;
trn.MATURITY_DATE = DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null);
trn.FLAG_BUYSELL = strBSFar;
trn.FLAG_NEARFAR = "F";
trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmtFar) : -Convert.ToDecimal(strContractAmtFar);
trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
trn.FIRST.RATE = Convert.ToDecimal(strSpotRate) + Convert.ToDecimal(strSwapPointFar);
trn.FIRST.SWAP_POINT = Convert.ToDecimal(strSwapPointFar);
trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmtFar) : Convert.ToDecimal(strCounterAmtFar);
trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.FLAG_SETTLE = !settleFlag;
trn.REMARK = strRemark;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
if (n1 != null)
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
else
{
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
//trn.KK_CONTRIBUTE = Math.Abs(trn.NOTIONAL_THB.Value) * trn.KK_PCCF / 100;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.RATE = trn.FIRST.RATE + trn.FIRST.SWAP_POINT;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
if (n1 != null)
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();
flow2.ID = Guid.NewGuid();
flow2.DA_TRN_ID = trn.ID;
flow2.FLAG_FIRST = false;
flow2.FLOW_DATE = trn.MATURITY_DATE;
flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
if (n2 != null)
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
trn.DA_TRN_FLOW.Add(flow2);
return trn;
}
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);
}
}
}
/// <summary>
/// Import Cash flows to DA_TRN.DA_TRN_CASHFLOW
/// </summary>
private static List<DA_TRN_CASHFLOW> GenerateCashflowObject(SessionInfo sessioninfo, List<CASHFLOWModel> opicscashflows, List<DA_TRN_CASHFLOW> importedcashflows, List<DA_TRN> trns)
{
List<DA_TRN_CASHFLOW> cashflows = new List<DA_TRN_CASHFLOW>();
DA_TRN_CASHFLOW newcashflow;
DA_TRN trn = null;
DA_TRN_CASHFLOW importedflow = null;
foreach (CASHFLOWModel opicscashflow in opicscashflows)
{
//Check whether deal is imported
trn = trns.FirstOrDefault(p => p.EXT_DEAL_NO == opicscashflow.EXT_DEAL_NO);
if (trn != null)
{
//Check duplicate
importedflow = importedcashflows.FirstOrDefault(p => p.DA_TRN_ID == trn.ID
&& p.FLAG_FIRST.Equals(opicscashflow.LEG == 1 ? true : false)
&& p.SEQ == opicscashflow.SEQ);
if (importedflow == null)
{
newcashflow = new DA_TRN_CASHFLOW();
newcashflow.ID = Guid.NewGuid();
newcashflow.DA_TRN_ID = trn.ID;
newcashflow.FLAG_FIRST = opicscashflow.LEG == 1 ? true : false;
newcashflow.SEQ = opicscashflow.SEQ;
newcashflow.RATE = opicscashflow.RATE;
newcashflow.FLOW_DATE = opicscashflow.FLOW_DATE;
newcashflow.FLOW_AMOUNT = opicscashflow.FLOW_AMOUNT;
newcashflow.FLOW_AMOUNT_THB = opicscashflow.FLOW_AMOUNT_THB;
newcashflow.LOG.INSERTDATE = DateTime.Now;
newcashflow.LOG.INSERTBYUSERID = sessioninfo.CurrentUserId;
cashflows.Add(newcashflow);
}
}
}
return cashflows;
}
