public static Vanilla_SwapTradeInfo makeVanilla_Swap_tradeInfo(DateTime tradeDate,
string avavailableTradeCD,
long notional,
bool fixedPayFlag,
double tradeIndex)
{
Vanilla_SwapTradeInfo v_sti = new Vanilla_SwapTradeInfo();
clsTRADABLE_OTC_VANILLA_IRS_TB clstb = new clsTRADABLE_OTC_VANILLA_IRS_TB();
clstb.INST_CD = avavailableTradeCD;
clstb.SelectOwn();
int maturityYear = ConvertingTool.TenorMuliplier(clstb.MATURITY_TENOR);
Vanilla_Swap vanilla_swap = Vanilla_Swap.CreateTradableCode(avavailableTradeCD,
fixedPayFlag, notional, tradeDate, tradeIndex);
v_sti.Financial_instrument_ = vanilla_swap;
double indexMultiplier = Vanilla_SwapTradeInfo.IndexMultiplier_;
double tradeFeeRate = Vanilla_SwapTradeInfo.TradeFeeRate_;
v_sti.DAO_ = new DatabaseLayer.clsHITM_TRADEINFO_TB();
v_sti.DAO_.TRADE_ID = IDGenerator.getNewTradeID(TradeInfo.TradeType.OTC, vanilla_swap.InstrumentType_, tradeDate);
v_sti.DAO_.INSTRUMENT_ID = vanilla_swap.SwapDAO_.INSTRUMENT_ID;
v_sti.DAO_.TRADE_DT = tradeDate.ToString("yyyyMMdd");
v_sti.DAO_.TRADE_TM = DateTime.Now.ToString("HHmmss");
v_sti.DAO_.TRADE_SEQ = IDGenerator.getTradeSeq(tradeDate);
v_sti.DAO_.TRADE_TYP = Convert.ToInt32(TradeInfo.TradeType.OTC);
v_sti.DAO_.FP_MASTER_TYP = vanilla_swap.baseDAO_.FP_MASTER_TYP;
v_sti.DAO_.TRADE_UNIT = 1;
v_sti.DAO_.TRADE_MULTIPLIER = indexMultiplier;
v_sti.DAO_.TRADE_CURR = "KRW";
v_sti.DAO_.CURR_RATE = 1.0;
v_sti.DAO_.TRADE_INDEX = tradeIndex;
v_sti.DAO_.TRADE_INDEXUNIT = 1.0;
v_sti.DAO_.TRADE_QNT = notional;
v_sti.DAO_.TRADE_NOTIONAL_AMT = notional;
v_sti.DAO_.ACCOUNT_AMT = 0.0;
v_sti.DAO_.TRADE_FEE = Math.Round(Math.Abs(v_sti.DAO_.TRADE_NOTIONAL_AMT * tradeFeeRate));
v_sti.DAO_.TRADE_PL = 0.0;
v_sti.DAO_.TRADE_FEE_PAYMENT_DT = tradeDate.ToString("yyyyMMdd");
v_sti.DAO_.COUNTER_ID = "OTC";
v_sti.DAO_.BOOKED_FLAG = 0;
return v_sti;
}
// #CREATETRADEINFO_ITEMADD
public static TradeInfo CreateTradeInfo(clsHITM_TRADEINFO_TB tb)
{
int type = tb.FP_MASTER_TYP;
TradeInfo ti = new UnknownType_TradeInfo();
if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures)
{
ti = new Kospi200FuturesTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call
|| type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put)
{
ti = new Kospi200OptionTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS)
{
ti = new VanillaIRSTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap)
{
ti = new Vanilla_SwapTradeInfo();
}
else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan)
{
ti = new Ftp_DepositLoanTradeInfo();
}
else
{
//fi = new Unknown_instrument();
}
ti.DAO_ = tb;
//fi.baseDAO_ = tb;
//fi.loadDetail(tb.INSTRUMENT_ID);
return ti;
}
