private static Result GetFxForwardPCE(DateTime[] settleDates,
decimal[] recAmounts,
string[] recCurrencies,
decimal[] payAmounts,
string[] payCurrencies,
DateTime evaluationDate,
string pceCalculationCurrency)
{
var trades = ToMultipleFxForwardTrades(settleDates, recAmounts, recCurrencies, payAmounts,
payCurrencies);
IParameters param = new Parameters(ParametersSetupType.Credit)
{
CalculationDate = evaluationDate
};
//subtract 1 from date due to settlement lag
//
param.CalculationDate = param.CalculationDate.AddDays(-1);
var default_time_buckets = new[] { 0, 7, 30, 90, 180, 365, 730, 1095, 1460, 1825, 2555, 3650, 36163 };
param.BaseCurrency = pceCalculationCurrency;
param.SimulationMethod = "RiderNet";
param.TimeBuckets = default_time_buckets;
var config = ConfigurationData.GetDefaults();
config.System.BoundaryRiderUrl = "http://sydwadqur04/RiskEngineService/Analytics.asmx";
config.System.EndpointConfigurationName = "BoundaryRider.RiskEngineService.AnalyticsSoap";
config.System.Database = "Rider";
var helper = new BaseClientCallSetupHelper();
Result result = helper.CalculateCreditExposure(trades, param, config);
return(result);
}