public override Position nextDateClone(DateTime nextDate)
{
VanillaIRSPosition clone = new VanillaIRSPosition();
this.nextDatepositionBaseCopy(clone, nextDate);
return clone;
}
public override Position build_position()
{
VanillaIRSPosition irsP = new VanillaIRSPosition();
irsP.DAO_ = new DatabaseLayer.clsHITM_FP_POSITION_TB();
//irsP.Financial_instrument_ = this.Financial_instrument_;
irsP.DAO_.POSITION_ID = IDGenerator.getNewPositionID(this.DAO_.INSTRUMENT_ID,this.DAO_.TRADE_DT);
irsP.DAO_.FP_MASTER_TYP = this.DAO_.FP_MASTER_TYP;
irsP.DAO_.POSITION_DT = this.DAO_.TRADE_DT;
irsP.DAO_.INSTRUMENT_ID = this.DAO_.INSTRUMENT_ID;
irsP.DAO_.INSTRUMENT_QNT = this.DAO_.TRADE_QNT;
irsP.DAO_.EVAL_CURR = this.DAO_.TRADE_CURR;
irsP.DAO_.CURR_RATE = this.DAO_.CURR_RATE;
irsP.DAO_.NOTIONAL_AMT = this.DAO_.TRADE_NOTIONAL_AMT;
irsP.DAO_.ACCOUNT_AMT = this.DAO_.ACCOUNT_AMT;
if (this.DAO_.TRADE_QNT != 0)
{
irsP.DAO_.ACCOUNT_UNIT = this.DAO_.ACCOUNT_AMT / this.DAO_.TRADE_QNT;
}
else
{
irsP.DAO_.ACCOUNT_UNIT = 0.0;
}
irsP.DAO_.ACCOUNT_INDEX = this.DAO_.TRADE_INDEX;
irsP.DAO_.EVAL_AMT = 0.0;
irsP.DAO_.EVAL_PRICE = 0.0;
irsP.DAO_.EVAL_ACCOUNT_PL = 0.0;
irsP.DAO_.TRADE_PROFIT = 0.0;
irsP.DAO_.TRADE_LOSS = 0.0;
irsP.DAO_.TRADE_TOTAL = this.DAO_.TRADE_PL;
irsP.DAO_.TRANSACTION_FEE = this.DAO_.TRADE_FEE;
irsP.DAO_.ETC_PL = 0.0;
irsP.DAO_.TOTAL_ACCOUNT_PL = 0.0;
irsP.DAO_.DAILY_EVAL_PL = 0.0;
irsP.DAO_.DAILY_TOTAL_PL = 0.0;
return irsP;
}