Esempio n. 1
0
        public virtual PrincipalProtectedNoteContainer GetDealContainer(PrincipalProtectedNoteRipper ripper)
        {
            PrincipalProtectedNoteContainer container = new PrincipalProtectedNoteContainer();

            parse(container, ripper);
            return(container);
        }
 protected virtual void updateStructureSpecificFieldNamesAndValues(
     PrincipalProtectedNoteContainer container)
 {
     _structureSpecificFieldNamesAndValues.Add("Cusip", "'" + container.Cusip + "'");
     _structureSpecificFieldNamesAndValues.Add(
         "Upside_Leverage", container.UpsideLeverage.ToString());
     if (_ppnContainer.UpsideIsCapped)
     {
         _structureSpecificFieldNamesAndValues.Add("Upside_Is_Capped", "True");
         _structureSpecificFieldNamesAndValues.Add("Max_Return", container.MaxReturn.ToString());
     }
     else
     {
         _structureSpecificFieldNamesAndValues.Add("Upside_Is_Capped", "False");
     }
 }
Esempio n. 3
0
 protected virtual void parse(PrincipalProtectedNoteContainer container, PrincipalProtectedNoteRipper ripper)
 {
     base.parse(container, ripper);
     try
     {
         container.UpsideIsCapped = ripper.GetWhetherUpsideIsCapped();
         if (container.UpsideIsCapped)
         {
             container.MaxReturn = ripper.GetMaxReturn();
         }
         container.UpsideLeverage = ripper.GetUpsideLeverage();
     }
     catch (DetailParsingException)
     {
         throw;
     }
     catch (Exception e)
     {
         string errorMsg = "Unrecognized exception encountered in PrincipalProtectedNoteFactory parse() method.";
         Debug.WriteLine(errorMsg);
         throw new DealFactoryException(errorMsg, e);
     }
 }
        /// <summary>
        /// Define the sql queries that will update our database for a given structure by
        /// (1) Instantiating both the appropriate Factory and DealRipper that can be used to fill a container
        /// that will be passed to the SqlQueryFactory class.
        /// (2) Calling the GetSqlQueriesForAddingDealToDatabase() method of SqlQueryFactory in order to get the sql
        /// queries.
        /// </summary>
        private string [] getSqlQueriesToAddDealToDatabase(EStructure structureType)
        {
            ISqlQueryGenerator sqlQueryGenerator;

            switch (structureType)
            {
            case EStructure.PrincipalProtectedNote:
                PrincipalProtectedNoteRipper    ppnRipper    = DealRipperFactory.GetPrincipalProtectedNoteRipper(_termSheetText);
                PrincipalProtectedNoteFactory   ppnFactory   = new PrincipalProtectedNoteFactory();
                PrincipalProtectedNoteContainer ppnContainer = ppnFactory.GetDealContainer(ppnRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(ppnContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.StandardPLUS:
                PLUSRipper    plusRipper    = DealRipperFactory.GetPLUSRipper(_termSheetText);
                PLUSFactory   plusFactory   = new PLUSFactory();
                PLUSContainer plusContainer = plusFactory.GetDealContainer(plusRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(plusContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.BufferedPLUS:
                BufferedPLUSRipper    bufferedPLUSRipper    = DealRipperFactory.GetBufferedPLUSRipper(_termSheetText);
                BufferedPLUSFactory   bufferedPLUSFactory   = new BufferedPLUSFactory();
                BufferedPLUSContainer bufferedPLUSContainer = bufferedPLUSFactory.GetDealContainer(bufferedPLUSRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(bufferedPLUSContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.TriggerPLUS:
                TriggerPLUSRipper    triggerPLUSRipper    = DealRipperFactory.GetTriggerPLUSRipper(_termSheetText);
                TriggerPLUSFactory   triggerPLUSFactory   = new TriggerPLUSFactory();
                TriggerPLUSContainer triggerPLUSContainer = triggerPLUSFactory.GetDealContainer(triggerPLUSRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(triggerPLUSContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.DualDirectionalTriggerPLUS:
                TriggerPLUSRipper dualDirectionalTriggerPLUSRipper = DealRipperFactory.GetTriggerPLUSRipper(_termSheetText);
                DualDirectionalTriggerPLUSFactory dualDirectionalTriggerPLUSFactory = new DualDirectionalTriggerPLUSFactory();
                TriggerPLUSContainer dualDirectionalTriggerPLUSContainer            = dualDirectionalTriggerPLUSFactory.GetDealContainer(dualDirectionalTriggerPLUSRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(dualDirectionalTriggerPLUSContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.StandardJump:
                JumpRipper    jumpRipper    = DealRipperFactory.GetStandardJumpRipper(_termSheetText);
                JumpFactory   jumpFactory   = new JumpFactory();
                JumpContainer jumpContainer = jumpFactory.GetDealContainer(jumpRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(jumpContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.BufferedJump:
                BufferedJumpRipper    bufferedJumpRipper    = DealRipperFactory.GetBufferedJumpRipper(_termSheetText);
                BufferedJumpFactory   bufferedJumpFactory   = new BufferedJumpFactory();
                BufferedJumpContainer bufferedJumpContainer = bufferedJumpFactory.GetDealContainer(bufferedJumpRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(bufferedJumpContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.TriggerJump:
                TriggerJumpRipper    triggerJumpRipper    = DealRipperFactory.GetTriggerJumpRipper(_termSheetText);
                TriggerJumpFactory   triggerJumpFactory   = new TriggerJumpFactory();
                TriggerJumpContainer triggerJumpContainer = triggerJumpFactory.GetDealContainer(triggerJumpRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(triggerJumpContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.EnhancedTriggerJump:
                TriggerJumpRipper            enhancedTriggerJumpRipper    = DealRipperFactory.GetTriggerJumpRipper(_termSheetText);
                EnhancedTriggerJumpFactory   enhancedTriggerJumpFactory   = new EnhancedTriggerJumpFactory();
                EnhancedTriggerJumpContainer enhancedTriggerJumpContainer = enhancedTriggerJumpFactory.GetDealContainer(enhancedTriggerJumpRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(enhancedTriggerJumpContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.DualDirectionalTriggerJump:
                TriggerJumpRipper dualDirectionalTriggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText);
                DualDirectionalTriggerJumpFactory dualDirectionalTriggerJumpFactory = new DualDirectionalTriggerJumpFactory();
                TriggerJumpContainer dualDirectionalTriggerJumpContainer            = dualDirectionalTriggerJumpFactory.GetDealContainer(dualDirectionalTriggerJumpRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(dualDirectionalTriggerJumpContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.AutocallableStandard:
                AutocallableRipper    autocallableRipper    = DealRipperFactory.GetAutocallableRipper(_termSheetText);
                AutocallableFactory   autocallableFactory   = new AutocallableFactory();
                AutocallableContainer autocallableContainer = autocallableFactory.GetDealContainer(autocallableRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(autocallableContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.AutocallableFixedCoupon:
                FixedCouponAutocallableRipper fixedCouponAutocallableRipper    = DealRipperFactory.GetFixedCouponAutocallableRipper(_termSheetText);
                AutocallableFactory           fixedCouponAutocallableFactory   = new AutocallableFactory();
                AutocallableContainer         fixedCouponAutocallableContainer = fixedCouponAutocallableFactory.GetDealContainer(fixedCouponAutocallableRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(fixedCouponAutocallableContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.AutocallableStepUp:
                AutocallableRipper          stepUpAutocallableRipper    = DealRipperFactory.GetAutocallableRipper(_termSheetText);
                StepUpAutocallableFactory   stepUpAutocallableFactory   = new StepUpAutocallableFactory();
                StepUpAutocallableContainer stepUpAutocallableContainer = stepUpAutocallableFactory.GetDealContainer(stepUpAutocallableRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(stepUpAutocallableContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.AutocallableStepDown:
                AutocallableRipper            stepDownAutocallableRipper    = DealRipperFactory.GetAutocallableRipper(_termSheetText);
                StepDownAutocallableFactory   stepDownAutocallableFactory   = new StepDownAutocallableFactory();
                StepDownAutocallableContainer stepDownAutocallableContainer = stepDownAutocallableFactory.GetDealContainer(stepDownAutocallableRipper);
                sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(stepDownAutocallableContainer);
                return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase());

            case EStructure.AutocallableWorstOf:
                string wOfErrorMsg = "defineSqlQueriesToAddDealToDatabase() method of CentralCommand unable to handle Worst-of Autocallables.";
                Debug.WriteLine(wOfErrorMsg);
                throw new ArgumentOutOfRangeException(wOfErrorMsg);

            default:
                throw new ArgumentOutOfRangeException("Unhandled structure type passed to defineSqlQueriesToAddDealToDatabase() method of CentralCommand.");
            }
        }