public void onHedgeCashCalculated(HedgeCashEventArgs he)
{
if (HedgeCashDataLoaded != null)
{
HedgeCashDataLoaded(this, he);
}
}
public void LoadHedgeCashData(DateTime dt)
{
try
{
HedgeCollateralViewDA HCDA = new HedgeCollateralViewDA();
List <HedgeCollateralView_AlanPledger> HCVList = new List <HedgeCollateralView_AlanPledger>();
HCDA.Load(HCVList, dt);
List <HedgeMarkTotalView_AlanPledger> HMTVList = new List <HedgeMarkTotalView_AlanPledger>();
HedgeMarkTotalViewDA HMTVDA = new HedgeMarkTotalViewDA();
HMTVDA.Load(HMTVList, dt);
double markTotal = 0;
HMTVList.ForEach(x => markTotal += x.Total);
double borrowPosition5239 = 0;
double borrowPosition269 = 0;
double loanPosition5239 = 0;
double loanPosition269 = 0;
foreach (var h in HCVList)
{
if (h.BorrowLoan == "B")
{
if (h.ClearingNo == "05239")
{
borrowPosition5239 = h.total.Value;
}
if (h.ClearingNo == "00269")
{
borrowPosition269 = h.total.Value;
}
}
else if (h.BorrowLoan == "L")
{
if (h.ClearingNo == "05239")
{
loanPosition5239 = h.total.Value;
}
if (h.ClearingNo == "00269")
{
loanPosition269 = h.total.Value;
}
}
}
borrowPosition5239 *= -1;
borrowPosition269 *= -1;
double spread269 = borrowPosition269 + loanPosition269;
double spread5239 = borrowPosition5239 + loanPosition5239;
double difference = (spread269 + spread5239);
double hedgeMark = markTotal;
double hedgeSpread = difference - hedgeMark;
HedgeCashEventArgs he = new HedgeCashEventArgs();
he.borrowPosition269 = borrowPosition269;
he.borrowPosition5239 = borrowPosition5239;
he.loanPosition269 = loanPosition269;
he.loanPosition5239 = loanPosition5239;
he.spread269 = spread269;
he.spread5239 = spread5239;
he.difference = difference;
he.hedgeMark = hedgeMark;
he.hedgeSpread = hedgeSpread;
onHedgeCashCalculated(he);
}
catch (Exception e)
{
Dispatcher.BeginInvoke(new Action(() =>
{
MessageBox.Show("Message: " + e.Message + Environment.NewLine + "Inner Exception: ");
}));
Utils.LogError("Hedge Cash Issue " + e.Message + Environment.NewLine + "Inner Exception: ");
}
}
