public MA_INSTRUMENT GetByLabel(SessionInfo sessioninfo, string strLabel)
{
try
{
MA_INSTRUMENT instrument = null;
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
instrument = unitOfWork.MA_INSTRUMENTRepository.GetByLabel(strLabel);
}
//if (instruments.Count == 1)
//{
// return instruments[0];
//}
//else
//{
// throw this.CreateException(new Exception() , "Found multiple instruments with label " + strLabel);
//}
return(instrument);
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN trn = DealUIP.GetByID(id);
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, trn.MA_INSRUMENT.ID);
var query = new
{
ID = trn.ID,
TradeDate = trn.TRADE_DATE.HasValue ? trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SpotDate = trn.SPOT_DATE.HasValue ? trn.SPOT_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
MaturityDate = trn.MATURITY_DATE.HasValue ? trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = trn.CTPY_ID.ToString(),
Portfolio = trn.PORTFOLIO_ID.ToString(),
Instrument = trn.INSTRUMENT_ID.ToString(),
BuySell = trn.FLAG_BUYSELL,
CCY1 = trn.FIRST.CCY_ID.ToString(),
SpotRate = trn.FIRST.RATE - (trn.FIRST.SWAP_POINT.HasValue ? trn.FIRST.SWAP_POINT : 0),
SwapPoint = trn.FIRST.SWAP_POINT,
Remark = trn.REMARK,
flag_settle = trn.FLAG_SETTLE,
Notional1 = Math.Abs(trn.FIRST.NOTIONAL.Value),
Notional2 = Math.Abs(trn.SECOND.NOTIONAL.Value)
};
return(new { Result = "OK", record = query, CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object Create(MA_INSTRUMENT record)
{
ILookupValuesRepository _lookupvaluesRepository = RepositorySesssion.GetRepository();
record.PRODUCT_ID = _lookupvaluesRepository.ProductRepository.GetByLabel(ProductCode.BOND.ToString()).ID;
return(InstrumentUIP.Create(SessionInfo, record));
}
public static object GetInstrument(Guid id)
{
try
{ MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, id);
return(new { Result = "OK", Message = "", CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } }); }
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 static object GetCCYByInstrumentID(Guid id)
{
try
{
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, id);
return(new { Result = "OK", record = new { id = ins.MA_CURRENCY.ID.ToString(), label = ins.MA_CURRENCY.LABEL } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
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.");
}
public static object GetLotSizeByInstrumentID(string ID)
{
try
{
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, new Guid(ID));
if (!ins.LOT_SIZE.HasValue)
{
return new { Result = "ERROR", Message = "Instrument's lot size is empty." }
}
;
return(new { Result = "OK", lotsize = ins.LOT_SIZE });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public MA_INSTRUMENT GetFXInstrumentByCCY(SessionInfo sessioninfo, ProductCode eProductCode, string strCCY1, string strCCY2)
{
try
{
MA_INSTRUMENT instrument = null;
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
instrument = unitOfWork.MA_INSTRUMENTRepository
.GetAllByProductCode(eProductCode.ToString())
.FirstOrDefault(p => p.LABEL.Equals(strCCY1 + "/" + strCCY2) || p.LABEL.Equals(strCCY2 + "/" + strCCY1));
}
return(instrument);
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public MA_INSTRUMENT Create(SessionInfo sessioninfo, MA_INSTRUMENT instrument, ProductCode product)
{
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var checkDuplicate = unitOfWork.MA_INSTRUMENTRepository.GetAllByProductCode(product.ToString()).FirstOrDefault(p => p.LABEL == instrument.LABEL);
if (checkDuplicate != null)
{
throw this.CreateException(new Exception(), "Label is duplicated");
}
if (product == ProductCode.BOND)
{
LogBusiness logBusiness = new LogBusiness();
unitOfWork.DA_LOGGINGRepository.Add(logBusiness.CreateLogging(sessioninfo, instrument.ID, LogEvent.INSTRUMENT_AUDIT.ToString(), LookupFactorTables.MA_INSTRUMENT, "BOND", new { }));
}
unitOfWork.MA_INSTRUMENTRepository.Add(instrument);
unitOfWork.Commit();
}
return(instrument);
}
public static object GetEditByID(Guid id)
{
try
{
DA_TRN lastTrn1 = DealUIP.GetByID(id);
DA_TRN lastTrn2 = DealUIP.GetFXSwapPair(SessionInfo, lastTrn1.INT_DEAL_NO, lastTrn1.VERSION, lastTrn1.ID);
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, lastTrn1.MA_INSRUMENT.ID);
var NearLeg = lastTrn1.FLAG_NEARFAR == "N" ? lastTrn1 : lastTrn2;
var FarLeg = lastTrn2.FLAG_NEARFAR == "F" ? lastTrn2 : lastTrn1;
var query = new
{
TradeDate = lastTrn1.TRADE_DATE.HasValue ? lastTrn1.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
Counterparty = lastTrn1.CTPY_ID.ToString(),
Portfolio = lastTrn1.PORTFOLIO_ID.ToString(),
Instrument = lastTrn1.INSTRUMENT_ID.ToString(),
ContractCcy = lastTrn1.FIRST.CCY_ID.ToString(),
SpotDate = lastTrn1.SPOT_DATE.HasValue ? lastTrn1.SPOT_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SpotRate = lastTrn1.FIRST.RATE.Value - lastTrn1.FIRST.SWAP_POINT.Value,
BSN = NearLeg.FLAG_BUYSELL,
BSF = FarLeg.FLAG_BUYSELL,
SetDateN = NearLeg.MATURITY_DATE.HasValue ? NearLeg.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SetDateF = FarLeg.MATURITY_DATE.HasValue ? FarLeg.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL) : string.Empty,
SwapPoitN = NearLeg.FIRST.SWAP_POINT,
SwapPoitF = FarLeg.FIRST.SWAP_POINT,
ContAmtN = Math.Abs(NearLeg.FIRST.NOTIONAL.Value),
CountAmtN = Math.Abs(NearLeg.SECOND.NOTIONAL.Value),
ContAmtF = Math.Abs(FarLeg.FIRST.NOTIONAL.Value),
CountAmtF = Math.Abs(FarLeg.SECOND.NOTIONAL.Value),
flag_settle = lastTrn1.FLAG_SETTLE,
};
return(new { Result = "OK", record = query, productid2 = lastTrn2.ID.ToString(), CCY = new { CURRENCY1 = ins.MA_CURRENCY.LABEL, CURRENCY2 = ins.MA_CURRENCY2.LABEL, CURRENCYID1 = ins.MA_CURRENCY.ID, CURRENCYID2 = ins.MA_CURRENCY2.ID, FLAG_MULTIPLY = ins.FLAG_MULTIPLY } });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
//public static object CreateBondInstruments(SessionInfo sessioninfo, MA_INSTRUMENT record)
//{
// try
// {
// InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
// ILookupValuesRepository _lookupvaluesRepository = RepositorySesssion.GetRepository();
// record.ID = Guid.NewGuid();
// record.ISACTIVE = record.ISACTIVE == null || !record.ISACTIVE ? false : true;
// record.PRODUCT_ID = _lookupvaluesRepository.ProductRepository.GetByLabel(ProductCode.BOND.ToString()).ID;
// record.LOG.INSERTDATE = DateTime.Now;
// record.LOG.INSERTBYUSERID = sessioninfo.CurrentUserId;
// var addedRecord = _instrumentBusiness.Create(sessioninfo, record);
// return new { Result = "OK", Record = addedRecord };
// }
// catch (Exception ex)
// {
// return new { Result = "ERROR", Message = ex.Message };
// }
//}
public static object Update(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.LABEL = record.LABEL.ToUpper();
record.ISACTIVE = record.ISACTIVE == null || !record.ISACTIVE ? false : true;
record.FLAG_FIXED = record.FLAG_FIXED == null || !record.FLAG_FIXED.Value ? false : true;
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.MODIFYBYUSERID = sessioninfo.CurrentUserId;
record.LOG.MODIFYDATE = DateTime.Now;
var addedRecord = _instrumentBusiness.Update(sessioninfo, record, eProduct);
return(new { Result = "OK" });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public MA_PCCF ValidatePCCFConfig(SessionInfo sessioninfo, DA_TRN record)
{
MA_PCCF val = null;
bool blnResult;
//enter conditions
LoggingHelper.Debug("Begin validate PCCF from config");
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var props = record.GetType().GetProperties();
var configs = unitOfWork.MA_PCCF_CONFIGRepository.GetAll()
.Where(p => p.PRODUCT_ID.Equals(record.PRODUCT_ID))
.OrderBy(p => p.PRIORITY);
//bool isBond = string.Compare(unitOfWork.MA_PRODUCTRepository.GetById(record.PRODUCT_ID.Value).LABEL, ProductCode.BOND.ToString(), true) == 0;
if (configs != null)
{
List <bool> ismatchs = new List <bool>();
object obj;
foreach (MA_PCCF_CONFIG p in configs.ToList())
{
ismatchs.Clear();
blnResult = false;
//List<MA_CONFIG_ATTRIBUTE> atts = unitOfWork.MA_CONFIG_ATTRIBUTERepository.All().Where(t => t.PCCF_CONFIG_ID == p.ID && t.ISACTIVE == true).ToList() ;
foreach (MA_CONFIG_ATTRIBUTE ca in p.MA_CONFIG_ATTRIBUTE.Where(t => t.ISACTIVE == true).ToList())
{
//Fix for Tables
switch (ca.TABLE)
{
case "DA_TRN":
var sel = props.FirstOrDefault(t => t.Name.Equals(ca.ATTRIBUTE));
if (sel != null)
{
if (sel.GetValue(record, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "INSTRUMENT_ID":
obj = new MA_INSTRUMENT();
obj = unitOfWork.MA_INSTRUMENTRepository.GetByIDWithOutInclude(new Guid(sel.GetValue(record, null).ToString()));
blnResult = ((MA_INSTRUMENT)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(blnResult);
break;
default:
break;
}
}
else if (sel.GetValue(record, null).GetType() == typeof(Boolean))
{
blnResult = sel.GetValue(record, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(fsel.GetValue(record.FIRST, null).Equals(ca.VALUE=="0" ? false : true));
}
else
{
blnResult = sel.GetValue(record, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(blnResult);
}
}
break;
case "BOND_MARKET":
MA_INSTRUMENT insMkt = unitOfWork.MA_INSTRUMENTRepository.GetByIDWithInsMarket(record.INSTRUMENT_ID.Value);
if (insMkt.MA_BOND_MARKET != null)
{
blnResult = insMkt.MA_BOND_MARKET.LABEL.Equals(ca.VALUE);
//ismatchs.Add(blnResult);
}
//else
//ismatchs.Add(false);
break;
case "FIRST":
var fsel = record.FIRST.GetType().GetProperties().FirstOrDefault(f => f.Name.Equals(ca.ATTRIBUTE));
if (fsel != null)
{
if (fsel.GetValue(record.FIRST, null) != null)
{
if (fsel.GetValue(record.FIRST, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "CCY_ID":
obj = new MA_CURRENCY();
obj = unitOfWork.MA_CURRENCYRepository.GetByID(new Guid(fsel.GetValue(record.FIRST, null).ToString()));
blnResult = ((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add();
break;
default:
break;
}
}
else if (fsel.GetValue(record.FIRST, null).GetType() == typeof(Boolean))
{
blnResult = fsel.GetValue(record.FIRST, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(fsel.GetValue(record.FIRST, null).Equals(ca.VALUE=="0" ? false : true));
}
else
{
blnResult = fsel.GetValue(record.FIRST, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase); //ismatchs.Add(fsel.GetValue(record.FIRST, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
}
}
//else ismatchs.Add(false);
}
break;
case "SECOND":
//var secprop = props.FirstOrDefault(f => f.Name.Equals("SECOND"));
var ssel = record.SECOND.GetType().GetProperties().FirstOrDefault(f => f.Name.Equals(ca.ATTRIBUTE));
if (ssel != null)
{
if (ssel.GetValue(record.SECOND, null) != null)
{
if (ssel.GetValue(record.SECOND, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "CCY_ID":
obj = new MA_CURRENCY();
obj = unitOfWork.MA_CURRENCYRepository.GetByID(new Guid(ssel.GetValue(record.SECOND, null).ToString()));
blnResult = ((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
break;
default:
break;
}
}
else if (ssel.GetValue(record.SECOND, null).GetType() == typeof(Boolean))
{
blnResult = ssel.GetValue(record.SECOND, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(ssel.GetValue(record.SECOND, null).Equals(ca.VALUE == "0" ? false : true));
}
else
{
blnResult = ssel.GetValue(record.SECOND, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase); // ismatchs.Add(ssel.GetValue(record.SECOND, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
}
}
//else ismatchs.Add(false);
}
break;
case "COUNTERPARTY":
MA_COUTERPARTY ctpy = unitOfWork.MA_COUTERPARTYRepository.GetAll().FirstOrDefault(z => z.ID == record.CTPY_ID);
switch (ca.ATTRIBUTE)
{
case "SNAME":
blnResult = ctpy.SNAME.ToUpper() == ca.VALUE.ToUpper();
break;
case "CSA_TYPE":
MA_CSA_AGREEMENT csa = unitOfWork.MA_CSA_AGREEMENTRepository.GetAll().FirstOrDefault(y => y.ID == record.CTPY_ID);
if (csa != null &&
csa.MA_CSA_TYPE.LABEL.ToUpper() == ca.VALUE.ToUpper() &&
csa.MA_CSA_PRODUCT.FirstOrDefault(y => y.PRODUCT_ID == record.PRODUCT_ID) != null)
{
blnResult = true;
}
//else if (csa == null && ca.VALUE == "")
// blnResult = true;
else
{
blnResult = false;
}
break;
default:
break;
}
break;
}
ismatchs.Add(blnResult);
//Check result -> if false then go to next config
if (!blnResult)
{
break;
}
}
if (ismatchs.Where(m => m.Equals(false)).Count() == 0)
{
val = unitOfWork.MA_PCCFRepository.GetByID(p.PCCF_ID);
LoggingHelper.Debug("PCCF: " + val.LABEL);
break;
}
else
{
continue;
}
}
}
else
{
val = null;
}
}
LoggingHelper.Debug("End validate PCCF from config");
return(val);
}
public static object CallTBMA(string instrumentid, string setdate, double yield, double cprice, string ytype, bool y2p)
{
try
{
MA_TBMA_CONFIG config = LookupUIP.GetTBMAConfig(SessionInfo);
string username, userpassword, token, Key, ErrorMessage;
username = config.TBMA_CAL_USERNAME;
userpassword = config.TBMA_CAL_PASSWORD;
MA_INSTRUMENT ins = InstrumentUIP.GetByID(SessionInfo, new Guid(instrumentid));
if (ins == null)
{
throw new Exception("Instrument is not found");
}
LoggingHelper.Info("TBMA Calculation Service has been called by " + SessionInfo.UserLogon);
//Step 1 Create new instant object
ThaiBMACalc.ThaiBMA_Claculation_Service calc = new ThaiBMACalc.ThaiBMA_Claculation_Service(); //Service Object
ThaiBMACalc.BondFactor BF = new ThaiBMACalc.BondFactor(); //input object
ThaiBMACalc.AuthenHeader header = new ThaiBMACalc.AuthenHeader(); //authen object
//Step 2 Get token
Authen.ThaiBMA_Calculation_Auth authen = new Authen.ThaiBMA_Calculation_Auth();
token = authen.GetToken(username);
//Step 3 Get Key for access
Key = GetKey.getKeyLogin(token, username, userpassword);
header.key = Key;
header.username = username;
//Step 4 Set auhen value
calc.AuthenHeaderValue = header;
//Step 5 Set input value to object
BF.Symbol = ins.LABEL;
BF.SettlementDate = DateTime.ParseExact(setdate, "dd/MM/yyyy", null);
BF.TradeDateAndTime = System.DateTime.Now;
BF.Yield = yield;
BF.Percent_Price = cprice;
BF.isYield2Price = y2p;
BF.isCallPutOption = false;
BF.Unit = 1;
BF.PriceType = ThaiBMACalc.PriceType.Clean;
if (ins.LABEL.StartsWith("ILB"))
{
BF.isILB = true;
}
if (ytype == "DM")
{
BF.YieldType = ThaiBMACalc.YieldType.DM;
}
else
{
BF.YieldType = ThaiBMACalc.YieldType.YTM;
}
//Step 6 Call calc method
ThaiBMACalc.CalculationOutput result = calc.BondCalculation(BF);
ThaiBMACalc.ServiceError sresult = (ThaiBMACalc.ServiceError)result.ServiceResult;
//Error while calling service
if (sresult != null && !sresult.Result)
{
ErrorMessage = sresult.ErrorMessage;
string ErrorNo = sresult.ErrorNo;
bool rtn = sresult.Result;
string attime = sresult.TimeStamp.ToString();
LoggingHelper.Error("ThaiBMA service is fail. " + ErrorMessage);
return(new { Result = "ERROR", Message = "ThaiBMA service is fail. " + ErrorMessage });
}
if ((result.CalcError == null) && (result.CalcResult != null))
{
ThaiBMACalc.CalcResult myResult = (ThaiBMACalc.CalcResult)result.CalcResult;
//Calculation Result
double RGrossPrice = 0;
double RCleanPrice = 0;
double RYield = 0;
if (myResult.Symbol.StartsWith("ILB"))
{
RCleanPrice = (double)myResult.Percent_Unadjusted_CleanPrice;
RYield = (double)myResult.Percent_RealYield;
RGrossPrice = (double)myResult.Percent_Unadjusted_GrossPrice;
}
else
{
RYield = ytype == "DM" ? (double)myResult.Percent_DM : (double)myResult.Percent_Yield;
RCleanPrice = (double)myResult.Percent_CleanPrice;
RGrossPrice = (double)myResult.Percent_GrossPrice;
}
return(new { Result = "OK", gprice = RGrossPrice, cprice = RCleanPrice, yield = RYield });
//.... and more
}
else
{
Type error = result.CalcError.GetType();
IList <PropertyInfo> props = new List <PropertyInfo>(error.GetProperties());
string errmsg = string.Join(",", props.Where(p => p.GetValue(result.CalcError, null).ToString() != "").Select(p => p.GetValue(result.CalcError, null)).ToList());
LoggingHelper.Error("ThaiBMA Caculation is fail. " + errmsg);
return(new { Result = "ERROR", Message = "ThaiBMA Caculation is fail. " + errmsg });
}
}
catch (Exception ex)
{
LoggingHelper.Error("ThaiBMA service is fail. " + ex.Message);
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object Update(MA_INSTRUMENT record)
{
return(InstrumentUIP.Update(SessionInfo, record));
}
public MA_INSTRUMENT Update(SessionInfo sessioninfo, MA_INSTRUMENT instrument, ProductCode product)
{
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var checkDuplicate = unitOfWork.MA_INSTRUMENTRepository.GetAllByProductCode(product.ToString()).FirstOrDefault(p => p.LABEL == instrument.LABEL && p.ID != instrument.ID);
if (checkDuplicate != null)
{
throw this.CreateException(new Exception(), "Label is duplicated");
}
var foundData = unitOfWork.MA_INSTRUMENTRepository.GetAll().FirstOrDefault(p => p.ID == instrument.ID);
if (foundData == null)
{
throw this.CreateException(new Exception(), "Data not found!");
}
else
{
if (product == ProductCode.BOND)
{
LogBusiness logBusiness = new LogBusiness();
var oldRecord = new
{
ISACTIVE = foundData.ISACTIVE,
CAL_METHOD = foundData.CAL_METHOD,
COUPON = foundData.COUPON,
COUPON_FREQ_TYPE = foundData.MA_FREQ_TYPE != null ?foundData.MA_PRODUCT.LABEL:string.Empty,
FLAG_FIXED = foundData.FLAG_FIXED,
INS_MKT = foundData.INS_MKT,
ISSUER = foundData.ISSUER,
LABEL = foundData.LABEL,
LOT_SIZE = foundData.LOT_SIZE,
MATURITY_DATE = foundData.MATURITY_DATE,
PRODUCT = foundData.MA_PRODUCT != null ? foundData.MA_PRODUCT.LABEL:string.Empty,
CURRENCY = foundData.MA_CURRENCY != null ? foundData.MA_CURRENCY.LABEL:string.Empty
};
var newRecord = new
{
ISACTIVE = instrument.ISACTIVE,
CAL_METHOD = instrument.CAL_METHOD,
COUPON = instrument.COUPON,
COUPON_FREQ_TYPE = unitOfWork.MA_FREQ_TYPERepository.All().FirstOrDefault(f => f.ID == instrument.COUPON_FREQ_TYPE_ID).LABEL,
FLAG_FIXED = instrument.FLAG_FIXED,
INS_MKT = instrument.INS_MKT,
ISSUER = instrument.ISSUER,
LABEL = instrument.LABEL,
LOT_SIZE = instrument.LOT_SIZE,
MATURITY_DATE = instrument.MATURITY_DATE,
PRODUCT = unitOfWork.MA_PRODUCTRepository.All().FirstOrDefault(p => p.ID == instrument.PRODUCT_ID).LABEL,
CURRENCY = unitOfWork.MA_CURRENCYRepository.All().FirstOrDefault(c => c.ID == instrument.CURRENCY_ID1).LABEL,
};
var log = logBusiness.UpdateLogging(sessioninfo, foundData.ID, LogEvent.INSTRUMENT_AUDIT.ToString(), LookupFactorTables.MA_INSTRUMENT, oldRecord, newRecord);
if (log != null)
{
unitOfWork.DA_LOGGINGRepository.Add(log);
}
}
foundData.ID = instrument.ID;
foundData.ISACTIVE = instrument.ISACTIVE;
foundData.LOG.MODIFYBYUSERID = sessioninfo.CurrentUserId;
foundData.LOG.MODIFYDATE = DateTime.Now;
foundData.CAL_METHOD = instrument.CAL_METHOD;
foundData.COUPON = instrument.COUPON;
foundData.COUPON_FREQ_TYPE_ID = instrument.COUPON_FREQ_TYPE_ID;
foundData.FLAG_FIXED = instrument.FLAG_FIXED;
foundData.INS_MKT = instrument.INS_MKT;
foundData.ISSUER = instrument.ISSUER;
foundData.LABEL = instrument.LABEL;
foundData.LOT_SIZE = instrument.LOT_SIZE;
foundData.MATURITY_DATE = instrument.MATURITY_DATE;
foundData.PRODUCT_ID = instrument.PRODUCT_ID;
foundData.CURRENCY_ID1 = instrument.CURRENCY_ID1;
foundData.CURRENCY_ID2 = instrument.CURRENCY_ID2;
unitOfWork.Commit();
}
}
return(instrument);
}
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);
}
}
