コード例 #1
0
        protected List <SicrInputs> GetSicrResult()
        {
            _sicrInputs = new SicrInputWorkings(this._eclId, this._eclType);
            var sicr = _sicrInputs.GetSircInputResult();

            Log4Net.Log.Info("LGD_SICR");
            return(sicr);
        }
コード例 #2
0
 public SicrWorkings(Guid eclId, EclType eclType)
 {
     this.eclId           = eclId;
     this._eclType        = eclType;
     _lifetimeEadWorkings = new LifetimeEadWorkings(eclId, this._eclType);
     _sicrInputs          = new SicrInputWorkings(eclId, this._eclType);
     _pdMapping           = new PDMapping(eclId, this._eclType);
     scenarioLifetimeLGD  = new ScenarioLifetimeLGD(eclId, this._eclType);
     _processECL_LGD      = new ProcessECL_LGD(eclId, eclType);
 }
コード例 #3
0
 public ScenarioLifetimeLGD(Guid eclId, EclType eclType, ECL_Scenario _scenario)
 {
     this._eclId = eclId;
     // this._scenario = scenario;
     this._eclType               = eclType;
     _sicrInputs                 = new SicrInputWorkings(this._eclId, _eclType);
     _sicrWorkings               = new SicrWorkings(this._eclId, _eclType);
     _lifetimeEadWorkings        = new LifetimeEadWorkings(this._eclId, _eclType);
     _scenarioLifetimeCollateral = new ScenarioLifetimeCollateral(ECL_Scenario.Best, this._eclId, _eclType);
     _pdMapping   = new PDMapping(this._eclId, _eclType);
     _creditIndex = new CreditIndex(this._eclId, _eclType);
 }
コード例 #4
0
        public LifetimeEadWorkings(Guid eclId, EclType eclType)
        {
            this._eclId       = eclId;
            this._eclType     = eclType;
            _irFactorWorkings = new IrFactorWorkings(_eclId, _eclType);
            _sicrInputs       = new SicrInputWorkings(this._eclId, _eclType);
            _processECL_LGD   = new ProcessECL_LGD(eclId, eclType);
            var eclFrameworkAssumptions = GetECLFrameworkAssumptions();
            var itm = eclFrameworkAssumptions.FirstOrDefault(o => o.Key == ImpairmentRowKeys.ForwardTransitionStage2to3);

            try
            {
                if (itm != null)
                {
                    MPD_Default_Criteria = int.Parse(itm.Value) / 30;
                }
            }
            catch { }
            reportingDate = GetReportingDate(eclType, eclId);
        }