public void GetByLabelTest()
{
StaticDataBusiness target = new StaticDataBusiness(); // 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_PCCF expected = null; // TODO: Initialize to an appropriate value
MA_PCCF actual;
actual = target.GetByLabel(sessioninfo, strLabel);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public void CreatePCCFTest()
{
StaticDataBusiness target = new StaticDataBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
MA_PCCF pccf = null; // TODO: Initialize to an appropriate value
MA_PCCF expected = null; // TODO: Initialize to an appropriate value
MA_PCCF actual;
actual = target.CreatePCCF(sessioninfo, pccf);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
public static object GetPCCFFXSpotByLabel(SessionInfo sessioninfo, string CCYPairLabel)
{
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
var productID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSPOT.ToString()).ID;
MA_PCCF pccf = _staticBusiness.GetPCCFByLabelProduct(sessioninfo, CCYPairLabel, productID);
if (pccf != null)
{
return null;// new { CURRENCY1 = pccf.MA_CURRENCY1.LABEL, CURRENCY2 = pccf.MA_CURRENCY2.LABEL, CURRENCYID1 = pccf.MA_CURRENCY1.ID, CURRENCYID2 = pccf.MA_CURRENCY2.ID, FLAG_MULTIPLY = pccf.FLAG_MULTIPLY };
}
else {
throw new Exception("Invalid currency pair.");
}
}
public static object Create(SessionInfo sessioninfo, MA_PCCF record)
{
try
{
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
record.ID = Guid.NewGuid();
//record.FLAG_MULTIPLY = record.FLAG_MULTIPLY == null || !record.FLAG_MULTIPLY.Value ? false : true;
record.LABEL = record.LABEL.ToUpper();
record.LOG.INSERTDATE = DateTime.Now;
record.LOG.INSERTBYUSERID = sessioninfo.CurrentUserId;
var added = _staticBusiness.CreatePCCF(sessioninfo, record);
return new { Result = "OK", Record = added };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public static object GetPCCFByFilter(SessionInfo sessioninfo, string label, int jtStartIndex, int jtPageSize, string jtSorting)
{
try
{
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
//Get data from database
List<MA_PCCF> pccfs = _staticBusiness.GetPCCFByFilter(sessioninfo, label, jtSorting);
//Return result to jTable
return new { Result = "OK",
Records = jtPageSize > 0 ? pccfs.Skip(jtStartIndex).Take(jtPageSize).ToList() : pccfs,
TotalRecordCount = pccfs.Count };
}
catch (BusinessWorkflowsException bex)
{
return new { Result = "ERROR", Message = bex.Message };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public void UpdatePCCFTest()
{
StaticDataBusiness target = new StaticDataBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
MA_PCCF pccf = null; // TODO: Initialize to an appropriate value
target.UpdatePCCF(sessioninfo, pccf);
Assert.Inconclusive("A method that does not return a value cannot be verified.");
}
public void StaticDataBusinessConstructorTest()
{
StaticDataBusiness target = new StaticDataBusiness();
Assert.Inconclusive("TODO: Implement code to verify target");
}
public void GetPCCFByFilterTest()
{
StaticDataBusiness target = new StaticDataBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
string label = string.Empty; // TODO: Initialize to an appropriate value
int startIndex = 0; // TODO: Initialize to an appropriate value
int count = 0; // TODO: Initialize to an appropriate value
string sorting = string.Empty; // TODO: Initialize to an appropriate value
List<MA_PCCF> expected = null; // TODO: Initialize to an appropriate value
List<MA_PCCF> actual;
actual = target.GetPCCFByFilter(sessioninfo, label, startIndex, count, sorting);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
/// <summary>
/// Build Transation for Matching Deal between DMK Deal No. and OPICS Deal No.
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeals"></param>
/// <param name="deal"></param>
/// <param name="UpdateDeals"></param>
private static void BuildTransation(SessionInfo sessioninfo, List<DEALModel> opicdeals,
DA_TRN deal, ref List<DA_TRN> UpdateDeals)
{
ReconcileBusiness _reconcileBusiness = new ReconcileBusiness();
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
List<DealTranModel> DealTrans = new List<DealTranModel>();
DA_TRN newDeal = null;
LoggingHelper.Debug("BuildTransation OPICS data and DMK deal");
if (opicdeals != null)
{
bool flag = true;
foreach (DEALModel opicdeal in opicdeals)
{
flag = ValidateOPICS(opicdeal);
if( !flag ) break;
}
if (flag)
{
//Begin transaction - Update DMK Deal No
deal.EXT_DEAL_NO = opicdeals[0].EXT_DEAL_NO;
deal.EXT_PORTFOLIO = opicdeals[0].EXT_PORTFOLIO;
deal.STATUS_ID = _lookupvaluesRepository.StatusRepository.GetByLabel(StatusCode.MATCHED.ToString()).ID;
deal.LOG.MODIFYBYUSERID = sessioninfo.CurrentUserId;
deal.LOG.MODIFYDATE = DateTime.Now;
deal.INSERT_BY_EXT = opicdeals[0].INSERT_BY_EXT;
ProductCode eProduct = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeals[0].PRODUCT.Replace(" ", string.Empty));
//Update dealmaker data
DealTrans.Add(new DealTranModel() { UpdateStates = UpdateStates.Editing, Transaction = deal, ProductTransaction = eProduct });
//Create DMK Deal from OPICS Deal
foreach (DEALModel opicdeal in opicdeals)
{
newDeal = GenerateTrnObject(sessioninfo, opicdeal, deal, sessioninfo.Process.NextDate);
//Import Opics transaction
DealTrans.Add(new DealTranModel() { UpdateStates = UpdateStates.Adding, Transaction = newDeal, ProductTransaction = eProduct });
}
//Update transaction
_reconcileBusiness.UpdateDealReconcile(sessioninfo, DealTrans);
}
}
}
public static object GetPCCFOptions(SessionInfo sessioninfo)
{
try
{
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
//Get data from database
var pccfs = _staticBusiness.GetPCCFAll().Where(t => t.ISACTIVE == true);
//Return result to jTable
return new { Result = "OK", Options = pccfs.OrderBy(t => t.LABEL).Select(c => new { DisplayText = c.LABEL, Value = c.ID }) };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public List<RepoReportModel> GetRepoReport(SessionInfo sessioninfo, string strReportDate, string strSource, string strCtpy)
{
try
{
DateTime dteReport;
LimitCheckBusiness _limitBusiness = new LimitCheckBusiness();
DealBusiness _dealBusiness = new DealBusiness();
LimitProductBusiness _limitProductBusiness = new LimitProductBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
List<RepoReportModel> reports = new List<RepoReportModel>();
RepoReportModel report;
Guid guCtpyID = Guid.Empty;
if (String.IsNullOrEmpty(strReportDate))
throw this.CreateException(new Exception(), "Please input report date.");
else if (!DateTime.TryParseExact(strReportDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteReport))
throw this.CreateException(new Exception(), "Invalid report date.");
else
dteReport = DateTime.ParseExact(strReportDate, "dd/MM/yyyy", null);
if (Guid.TryParse(strCtpy, out guCtpyID))
{
guCtpyID = Guid.Parse(strCtpy);
}
Guid guProductID = _lookupBusiness.GetProductByUsercode(ProductCode.REPO.ToString()).ID;
MA_PCCF rev_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("84f608c9-8b58-48eb-a6dd-a5407548784a"));
MA_PCCF rep_gov_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("28b24b19-e81d-4f82-a2f0-7c834ee3f91c"));
MA_PCCF rep_soe_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("7014b05e-198f-4f62-94b0-1d54322efbca"));
var limits = _limitBusiness.GetPCEByCriteria(dteReport, guCtpyID, guProductID, strSource, Guid.Empty, Guid.Empty).Distinct(new LimitCheckComparer()).ToList();
foreach (LimitCheckModel limit in limits)
{
report = new RepoReportModel();
report.PROCESSING_DATE = limit.PROCESSING_DATE;
report.SNAME = limit.SNAME;
report.LIMIT_LABEL = limit.LIMIT_LABEL;
report.GEN_AMOUNT = limit.GEN_AMOUNT;
report.TEMP_AMOUNT = limit.TEMP_AMOUNT;
//report.AMOUNT = limit.AMOUNT;
report.EXPIRE_DATE = limit.EXPIRE_DATE;
report.ORIGINAL_KK_CONTRIBUTE = limit.ORIGINAL_KK_CONTRIBUTE;
report.DEAL_CONTRIBUTION = 0;
report.REV_AMOUNT = report.AVAILABLE / rev_pccf.C1.Value * 100;
report.REP_GOV_5_AMOUNT = report.AVAILABLE / rep_gov_pccf.C5.Value * 100;
report.REP_GOV_10_AMOUNT = report.AVAILABLE / rep_gov_pccf.C10.Value * 100;
report.REP_GOV_20_AMOUNT = report.AVAILABLE / rep_gov_pccf.C20.Value * 100;
report.REP_GOV_20s_AMOUNT = report.AVAILABLE / rep_gov_pccf.more20.Value * 100;
report.REP_SOE_5_AMOUNT = report.AVAILABLE / rep_soe_pccf.C5.Value * 100;
report.REP_SOE_10_AMOUNT = report.AVAILABLE / rep_soe_pccf.C10.Value * 100;
report.REP_SOE_20_AMOUNT = report.AVAILABLE / rep_soe_pccf.C20.Value * 100;
report.REP_SOE_20s_AMOUNT = report.AVAILABLE / rep_soe_pccf.more20.Value * 100;
reports.Add(report);
}
return reports;
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
//public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn)
//{
// StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
// LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
// LimitDisplayModel limitDisplay = new LimitDisplayModel();
// trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
// if (trn.KK_PCCF != null)
// {
// trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
// List<LimitCheckModel> limits = _limitCheckBusiness.GetPCEByCriteria(sessioninfo.Process.CurrentDate, trn.CTPY_ID, trn.PRODUCT_ID.Value, "", Guid.Empty, Guid.Empty);
// foreach (LimitCheckModel limit in limits)
// {
// limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
// SetLimitDisplayStatus(limit, ref limitDisplay);
// }
// limitDisplay.LimitDisplayObject = limits;
// }
// else
// {
// limitDisplay.LimitCheckStatus = eLimitCheckStatus.NOTALLOW;
// limitDisplay.LimitErrorObj = new { Result = "ERROR", Message = "This deal breach allowed tenor." };
// }
// return limitDisplay;
//}
public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
if (trn.KK_PCCF != null)
{
trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_AMOUNT = limitDisplay.OverAmount;
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public string SubmitFXDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
if (!String.IsNullOrEmpty(strOverApprover))
{
trn.OVER_APPROVER = strOverApprover;
trn.OVER_COMMENT = strOverComment;
}
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
var foundDeal = unitOfWork.DA_TRNRepository.All().FirstOrDefault(p => p.ID == guTemp);
if (foundDeal == null)
throw this.CreateException(new Exception(), "Data not found!");
else
{
foundDeal.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.CANCELLED.ToString()).ID;
foundDeal.REMARK = trn.REMARK;
}
}
trn.REMARK = null;
if (trn.INT_DEAL_NO == null)
trn.INT_DEAL_NO = GetNewDealNo(sessioninfo.Process.CurrentDate);
unitOfWork.DA_TRNRepository.Add(trn);
unitOfWork.Commit();
}
return trn.INT_DEAL_NO;
}
public LimitDisplayModel CheckFXSwapPCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
//Exposure include far leg only -> set near leg to 0
trn1.KK_PCCF = 0;
trn2.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn2);
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
trn1.KK_CONTRIBUTE = 0;
trn2.KK_CONTRIBUTE = Math.Ceiling(trn2.NOTIONAL_THB.Value * trn2.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_AMOUNT = limitDisplay.OverAmount;
}
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
/// <summary>
/// Generate DA_TRN object from Opics Transaction
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeal"></param>
/// <param name="processdate"></param>
private static DA_TRN GenerateTrnObject(SessionInfo sessioninfo, DEALModel opicdeal, DA_TRN dmkDeal, DateTime processdate)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
LoggingHelper.Debug("Generate transaction object : " + opicdeal.EXT_DEAL_NO);
DA_TRN newDeal = CreateDealTemplate(sessioninfo);
try
{
newDeal.ENGINE_DATE = processdate;
newDeal.STATUS_ID = _lookupvaluesRepository.StatusRepository.GetByLabel(StatusCode.MATCHED.ToString()).ID;
newDeal.PRODUCT_ID = _lookupvaluesRepository.ProductRepository.GetByLabel(opicdeal.PRODUCT.Trim()).ID;
//newDeal.INT_DEAL_NO = dmkNo;
newDeal.EXT_DEAL_NO = opicdeal.EXT_DEAL_NO;
//newDeal.VERSION = 1;
newDeal.SOURCE = SourceType.EXT.ToString();
newDeal.CTPY_ID = _counterpartyBusiness.GetByUsercode(Convert.ToInt32(opicdeal.CPTY.Trim())).ID;
newDeal.EXT_PORTFOLIO = opicdeal.EXT_PORTFOLIO;
newDeal.FLAG_BUYSELL = opicdeal.BUY_SELL;
if (!String.IsNullOrEmpty(opicdeal.PORTFOLIO.Trim()))
newDeal.PORTFOLIO_ID = _lookupvaluesRepository.PortfolioRepository.GetByLabel(opicdeal.PORTFOLIO.Trim()).ID;
newDeal.START_DATE = opicdeal.START_DATE;
newDeal.MATURITY_DATE = opicdeal.MATURITY_DATE;
newDeal.TRADE_DATE = opicdeal.TRADE_DATE;
newDeal.INSERT_BY_EXT = opicdeal.INSERT_BY_EXT;
newDeal.FLAG_SETTLE = dmkDeal != null && dmkDeal.FLAG_SETTLE != null ? dmkDeal.FLAG_SETTLE : opicdeal.FLAG_SETTLE == 1 ? true : false;
if (dmkDeal != null)
{
newDeal.INT_DEAL_NO = dmkDeal.INT_DEAL_NO;
newDeal.VERSION = dmkDeal.VERSION;
newDeal.REMARK = dmkDeal.REMARK + " " + opicdeal.REMARK;
newDeal.LOG.INSERTDATE = dmkDeal.LOG.INSERTDATE;
newDeal.LOG.INSERTBYUSERID = dmkDeal.LOG.INSERTBYUSERID;
//newDeal.FLAG_SETTLE = dmkDeal.FLAG_SETTLE;
newDeal.OVER_AMOUNT = dmkDeal.OVER_AMOUNT;
newDeal.OVER_APPROVER = dmkDeal.OVER_APPROVER;
newDeal.OVER_COMMENT = dmkDeal.OVER_COMMENT;
newDeal.OVER_SETTL_AMOUNT = dmkDeal.OVER_SETTL_AMOUNT;
}
else
{
newDeal.VERSION = 1;
}
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
MA_SPOT_RATE firstrate = new MA_SPOT_RATE();
MA_SPOT_RATE secondRate = new MA_SPOT_RATE();
switch ((ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)))
{
case ProductCode.BOND:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First only
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
//THB Notional
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null)
{
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
}
else
{
throw new UIPException(new Exception(), "Error : There is no " + opicdeal.CCY1 + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
newDeal.FLAG_PCE = dmkDeal != null && dmkDeal.FLAG_PCE != null ? dmkDeal.FLAG_PCE : false;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.REPO:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First only
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.SWAP:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First and Second
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
if (!String.IsNullOrEmpty(opicdeal.FREQ1))
newDeal.FIRST.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ1).ID;
newDeal.FIRST.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING1;
newDeal.FIRST.FLAG_FIXED = opicdeal.FIXED_FLOAT1 == CouponType.FIXED.ToString() ? true : false;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
//Second
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
if (!String.IsNullOrEmpty(opicdeal.FREQ2))
newDeal.SECOND.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ2).ID;
newDeal.SECOND.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING2;
newDeal.SECOND.FLAG_FIXED = opicdeal.FIXED_FLOAT2 == CouponType.FIXED.ToString() ? true : false;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.RATE = opicdeal.RATE2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
//newDeal.BOT_PCCF = _staticdataBusiness.GetSwapBOTPCCF(sessioninfo, newDeal);
//newDeal.BOT_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.BOT_PCCF.Value / 100);
break;
case ProductCode.FXSPOT:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSPOT, opicdeal.CCY1, opicdeal.CCY2).ID;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.FXFORWARD:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXFORWARD, opicdeal.CCY1, opicdeal.CCY2).ID;
newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.SPOT_DATE = opicdeal.SPOT_DATE;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.FXSWAP:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSWAP, opicdeal.CCY1, opicdeal.CCY2).ID;
newDeal.FLAG_NEARFAR = opicdeal.FLAG_NEARFAR;
newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.SPOT_DATE = opicdeal.SPOT_DATE;
//Exposure include far leg only -> set near leg to 0
if (newDeal.FLAG_NEARFAR == "N")
{
newDeal.KK_PCCF = 0;
newDeal.KK_CONTRIBUTE = 0;
}
else
{
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
}
break;
default:
throw new UIPException(new Exception(), String.Format("The product is not defined in the OPICS deal no {0}.", opicdeal.EXT_DEAL_NO));
}
}
catch (Exception ex)
{
throw new UIPException(new Exception(), ex.Message);
}
return newDeal;
}
public void GetFIPCCFTest()
{
StaticDataBusiness target = new StaticDataBusiness(); // TODO: Initialize to an appropriate value
SessionInfo sessioninfo = null; // TODO: Initialize to an appropriate value
Guid guID = new Guid(); // TODO: Initialize to an appropriate value
DateTime dteStart = new DateTime(); // TODO: Initialize to an appropriate value
Decimal expected = new Decimal(); // TODO: Initialize to an appropriate value
Decimal actual;
actual = target.GetFIPCCF(sessioninfo, guID, dteStart);
Assert.AreEqual(expected, actual);
Assert.Inconclusive("Verify the correctness of this test method.");
}
/// <summary>
/// Import Passed for OPICS Deal to DA_TRN table
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeal"></param>
private static void ImportPassedOPICSDeal(SessionInfo sessioninfo, DEALModel opicdeal, DateTime processdate, ref List<DealTranModel> DealTrans)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
DA_TRN pastimported = _dealBusiness.GetPastImportedDealsByExtNo(opicdeal.EXT_DEAL_NO);
DA_TRN newDeal = GenerateTrnObject(sessioninfo, opicdeal, pastimported, processdate);
DealTrans.Add(new DealTranModel() { ProductTransaction = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)), Transaction = newDeal, UpdateStates = UpdateStates.Adding });
}
