////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Process the cds message described by cds. </summary>
///
/// <param name="cds"> The cds. </param>
///
/// <returns> True if it succeeds, false if it fails. </returns>
////////////////////////////////////////////////////////////////////////////////////////////////////
public bool ProcessCDSMessage(CreditDefaultSwapRequestMessage cds)
{
CDS c = new CDS();
bool result = c.CalcCDS(ref cds, cds.fixedRate, cds.notional, cds.recoveryRate);
// the message is populated with the fair rate and NPV now.
CreditDefaultSwapResponseMessage cd = new CreditDefaultSwapResponseMessage();
cd.fixedRate = cds.fixedRate;
cd.fairNPV = cds.fairNPV;
cd.fairRate = cds.fairRate;
cd.notional = cds.notional;
cd.recoveryRate = cds.recoveryRate;
PublishResponseMessage(cd, "CDSResponse");
return(result);
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Process the cds message described by msg. </summary>
///
/// <param name="msg"> The message. This cannot be null. </param>
///
/// <returns> True if it succeeds, false if it fails. </returns>
////////////////////////////////////////////////////////////////////////////////////////////////////
bool ProcessCDSMessage([NotNull] CreditDefaultSwapResponseMessage msg)
{
WriteLineInColor("Received Credit Default Swap Response Message", ConsoleColor.Yellow);
RILogManager.Default?.SendInformation("Received Credit Default Swap Response Message");
WriteLineInColor("calculated spread: " + msg.fairRate, ConsoleColor.Yellow);
WriteLineInColor("calculated NPV: " + msg.fairNPV, ConsoleColor.Yellow);
msg.ID = new Random().Next(3000001, 4000000);
using (var _db = new LiteDatabase(connectionString))
{
Thread.Sleep(5);
_db.Shrink();
var collection = _db.GetCollection <CreditDefaultSwapResponseMessage>();
collection.EnsureIndex(x => x.ID);
collection.Insert(msg);
}
return(true);
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Publish response message. </summary>
///
/// <param name="msg"> The message. </param>
/// <param name="topic"> The topic. </param>
/// <param name="routingID"> (Optional) Identifier for the routing. </param>
////////////////////////////////////////////////////////////////////////////////////////////////////
public void PublishResponseMessage(CreditDefaultSwapResponseMessage msg, string topic, string routingID = "")
{
Bus.Publish(msg, topic);
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Process the cds response described by cds. </summary>
///
/// <param name="cds"> The cds. </param>
///
/// <returns> True if it succeeds, false if it fails. </returns>
////////////////////////////////////////////////////////////////////////////////////////////////////
public bool ProcessCDSResponse(CreditDefaultSwapResponseMessage cds)
{
Console.WriteLine("calculated spread: " + cds.fairRate);
Console.WriteLine("calculated NPV: " + cds.fairNPV);
return(true);
}