public DA_TRN CancelDeal(SessionInfo sessioninfo, DA_TRN trn)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var foundTrn = unitOfWork.DA_TRNRepository.GetById(trn.ID,true);
if (foundTrn == null)
throw this.CreateException(new Exception(), "Data not found!");
else if (!Guid.Equals(foundTrn.LOG.INSERTBYUSERID, sessioninfo.CurrentUserId))
{
throw this.CreateException(new Exception(), "You have no right to cancel this transaction");
}
else if (!(foundTrn.ENGINE_DATE.Date == sessioninfo.Process.CurrentDate && foundTrn.SOURCE == "INT"))
{
throw this.CreateException(new Exception(), "You cannot cancel the past deals");
}
else
{
//foundTrn.STATUS_ID = new Guid("1ccd7506-b98c-4afa-838e-24378d9b3c2e");
foundTrn.REMARK = trn.REMARK;
foundTrn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.CANCELLED.ToString()).ID;
foundTrn.LOG.MODIFYBYUSERID = sessioninfo.CurrentUserId;
foundTrn.LOG.MODIFYDATE = DateTime.Now;
trn = foundTrn;
unitOfWork.Commit();
}
}
return trn;
}
public MemoryLookupValues()
{
Frequencies = _lookupBusiness.GetFreqTypeAll();
Products = _lookupBusiness.GetProductAll();
Statuses = _lookupBusiness.GetStatusAll();
Portfolios = _lookupBusiness.GetPortfolioAll();
Limits = _lookupBusiness.GetLimitAll();
Currencies = _lookupBusiness.GetCurrencyAll();
}
public static object GetStatusOptions(SessionInfo sessioninfo)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
//Get data from database
var products = _lookupBusiness.GetStatusAll().Select(c => new { DisplayText = c.LABEL, Value = c.ID });
//Return result to jTable
return(new { Result = "OK", Options = products });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public static object CancelDeal(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
UserBusiness _userBusiness = new UserBusiness();
DealBusiness _dealbusiness = new DealBusiness();
DA_TRN t = _dealbusiness.CancelDeal(sessioninfo, trn);
DA_TRN t2 = _dealbusiness.GetDealByDealNo(t.INT_DEAL_NO,t.VERSION).FirstOrDefault(p => p.ID != t.ID);
if (t2 != null) _dealbusiness.CancelDeal(sessioninfo, t2);
var inputuser = _userBusiness.GetAll().FirstOrDefault(u => u.ID == t.LOG.INSERTBYUSERID);
var query = new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO
,
OPICS_NO = t.EXT_DEAL_NO,
TradeDate = t.TRADE_DATE.Value
,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL
,
MaturityDate = t.MATURITY_DATE,
BuySell = t.FLAG_BUYSELL
,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL
,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL
,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED.Value ? "FIXED" : "FLOAT"
,
Rate1 = t.FIRST.RATE,
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL
,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT"
,
Rate2 = t.SECOND.RATE,
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.ID == t.STATUS_ID).LABEL
,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE
,
LimitOverwrite = string.IsNullOrEmpty(t.OVER_APPROVER) ? "No" : t.OVER_AMOUNT > 0 && t.OVER_SETTL_AMOUNT > 0 ? "Yes" : t.OVER_AMOUNT > 0 ? "PCE" : "SET"
,
LimitApprover = t.OVER_APPROVER
,
Trader = inputuser != null ? inputuser.USERCODE : ""
,
Remark = t.REMARK
};
return new { Result = "OK", Record = query, DealPairID = t2 != null? t2.ID.ToString() : string.Empty };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public static object GetStatusOptions(SessionInfo sessioninfo)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
//Get data from database
var products = _lookupBusiness.GetStatusAll().Select(c => new { DisplayText = c.LABEL, Value = c.ID });
//Return result to jTable
return new { Result = "OK", Options = products };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public static object CancelDeal(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
UserBusiness _userBusiness = new UserBusiness();
DealBusiness _dealbusiness = new DealBusiness();
DA_TRN t = _dealbusiness.CancelDeal(sessioninfo, trn);
DA_TRN t2 = _dealbusiness.GetDealByDealNo(t.INT_DEAL_NO, t.VERSION).FirstOrDefault(p => p.ID != t.ID);
if (t2 != null)
{
_dealbusiness.CancelDeal(sessioninfo, t2);
}
var inputuser = _userBusiness.GetAll().FirstOrDefault(u => u.ID == t.LOG.INSERTBYUSERID);
var query = new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO
,
OPICS_NO = t.EXT_DEAL_NO,
TradeDate = t.TRADE_DATE.Value
,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL
,
MaturityDate = t.MATURITY_DATE,
BuySell = t.FLAG_BUYSELL
,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL
,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL
,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED.Value ? "FIXED" : "FLOAT"
,
Rate1 = t.FIRST.RATE,
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL
,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT"
,
Rate2 = t.SECOND.RATE,
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.ID == t.STATUS_ID).LABEL
,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE
,
LimitOverwrite = string.IsNullOrEmpty(t.OVER_APPROVER) ? "No" : t.OVER_AMOUNT > 0 && t.OVER_SETTL_AMOUNT > 0 ? "Yes" : t.OVER_AMOUNT > 0 ? "PCE" : "SET"
,
LimitApprover = t.OVER_APPROVER
,
Trader = inputuser != null ? inputuser.USERCODE : ""
,
Remark = t.REMARK
};
return(new { Result = "OK", Record = query, DealPairID = t2 != null?t2.ID.ToString() : string.Empty });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public DA_TRN GenerateFXSpotTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strSpotDate, string strCtpy, string strPortfolio
, string strCurrencyPair, string strBS, string strContractCcy, string strCounterCcy
, string strSpotRate, string strContractAmt, string strCounterAmt, string strRemark, bool settleFlag, string strProductId)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp)) {
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.START_DATE = trn.TRADE_DATE;
trn.MATURITY_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
trn.FIRST.RATE = Convert.ToDecimal(strSpotRate);
trn.FLAG_BUYSELL = strBS;
trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmt) : -Convert.ToDecimal(strContractAmt);
trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmt) : Convert.ToDecimal(strCounterAmt);
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.SOURCE = SourceType.INT.ToString();
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSPOT.ToString()).ID;
trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.FLAG_SETTLE = !settleFlag;
trn.REMARK = strRemark;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
if (n1 != null)
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
else
{
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
//trn.KK_CONTRIBUTE = trn.NOTIONAL_THB.Value * trn.KK_PCCF / 100;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.RATE = trn.FIRST.RATE;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
if (n1 != null)
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null){
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
}
else{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();
flow2.ID = Guid.NewGuid();
flow2.DA_TRN_ID = trn.ID;
flow2.FLAG_FIRST = false;
flow2.FLOW_DATE = trn.MATURITY_DATE;
flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
if (n2 != null)
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
trn.DA_TRN_FLOW.Add(flow2);
return trn;
}
public DA_TRN GenerateFITransactionObject(SessionInfo sessionInfo
, string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strSettlementDate
, string strYield
, string strUnit
, string strCleanPrice
, string strGrossPrice
, string strNotional
, string strCCY
, string strPceFlag
, string strSettleFlag
, string strYeildType
, string strReportBy
, string strPurpose
, string strTerm
, string strRate
, string strTBMARemark
, string strRemark
, string strProductId)
{
//Validate business logics here
//throw error to UI if fail validation
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
DateTime dteTemp;
Decimal decTemp;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
if (strCtpy == "null")
throw this.CreateException(new Exception(), "Please input counterparty.");
else
trn.CTPY_ID = Guid.Parse(strCtpy);
if (String.IsNullOrEmpty(strTradeDate))
throw this.CreateException(new Exception(), "Please input trade date.");
else if (!DateTime.TryParseExact(strTradeDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
throw this.CreateException(new Exception(), "Invalid trade date.");
else
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
if (String.IsNullOrEmpty(strSettlementDate))
throw this.CreateException(new Exception(), "Please input settlement date.");
else if (!DateTime.TryParseExact(strSettlementDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
throw this.CreateException(new Exception(), "Invalid settlement date.");
else
{
trn.MATURITY_DATE = DateTime.ParseExact(strSettlementDate, "dd/MM/yyyy", null);
trn.START_DATE = trn.MATURITY_DATE;
}
if (strInstrument == "null")
throw this.CreateException(new Exception(), "Please input instrument.");
else
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
if (String.IsNullOrEmpty(strNotional))
throw this.CreateException(new Exception(), "Please input notional amount.");
else if (!Decimal.TryParse(strNotional, out decTemp))
throw this.CreateException(new Exception(), "Invalid notional amount.");
else if (Convert.ToDecimal(strNotional) <= 0)
throw this.CreateException(new Exception(), "Invalid notional amount.");
else
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional);
if (strPortfolio == "-1")
throw this.CreateException(new Exception(), "Please select portfolio.");
else
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
if (trn.MATURITY_DATE < trn.TRADE_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be before trade date.");
}
if ((strPurpose.Trim() == TBMA_PURPOSE.FIN.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINB.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINP.ToString()) && (strTBMARemark.Trim() == string.Empty || strRate.Trim() == string.Empty || strTerm.Trim() == string.Empty))
{
throw this.CreateException(new Exception(), "Please input Term, Rate and Remark.");
}
if (lastrn != null) {
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.ID = Guid.NewGuid();
trn.FLAG_SETTLE = strSettleFlag == "1" ? true : false;
trn.FLAG_BUYSELL = strBuySell;
trn.FIRST.CCY_ID = Guid.Parse(strCCY);
trn.FIRST.RATE = Convert.ToDecimal(strYield);
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.BOND.ToString()).ID;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.SOURCE = SourceType.INT.ToString();
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == trn.TRADE_DATE);
if (a == null)
{
var ccys = _lookupBusiness.GetCurrencyAll().FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccys.LABEL + " spot rate on " + strTradeDate + " trade date.");
}
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
trn.FLAG_PCE = strPceFlag == "1" ? true : false;
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FLAG_BUYSELL == "B" ? -trn.FIRST.NOTIONAL : trn.FIRST.NOTIONAL;
flow1.FLOW_AMOUNT_THB = trn.FLAG_BUYSELL == "B" ? -trn.NOTIONAL_THB : trn.NOTIONAL_THB;
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
DA_TMBA_EXTENSION tbma = new DA_TMBA_EXTENSION();
tbma.ID = trn.ID;
tbma.PURPOSE = strPurpose;
tbma.YIELD_TYPE = strYeildType;
tbma.CLEAN_PRICE = Convert.ToDecimal(strCleanPrice);
tbma.GROSS_PRICE = Convert.ToDecimal(strGrossPrice);
tbma.UNIT = Convert.ToInt32(strUnit);
if (strTerm != string.Empty)
tbma.TERM = Convert.ToInt32(strTerm);
if (strRate != string.Empty)
tbma.RATE = Convert.ToDecimal(strRate);
if (strTBMARemark != string.Empty)
tbma.REMARK = strTBMARemark;
tbma.IS_REPORT_CLEAN = strReportBy == "0" ? true : false;
if (lastrn != null)
{
tbma.SEND_DATE = lastrn.DA_TMBA_EXTENSION.SEND_DATE;
tbma.SENDER_ID = lastrn.DA_TMBA_EXTENSION.SENDER_ID;
}
trn.DA_TMBA_EXTENSION = tbma;
return trn;
}
public string SubmitSwapDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
//trn.STATUS_ID = Guid.Parse("9161ed18-1298-44fa-ba7d-34522cb40d66");
//trn.INT_DEAL_NO = GetNewDealNo(sessioninfo.Process.CurrentDate);
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetSwapKKPCCF(sessioninfo, trn);
//trn.KK_CONTRIBUTE = trn.FIRST.NOTIONAL * trn.KK_PCCF / 100;
//trn.BOT_PCCF = _staticdataBusiness.GetSwapBOTPCCF(sessioninfo, trn);
//trn.BOT_CONTRIBUTE = trn.FIRST.NOTIONAL * trn.BOT_PCCF / 100;
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 string SubmitRepoDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
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 DA_TRN GenerateSwapTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strInstrument, string strCtpy, string strPortfolio
, string strEffDate, string strMatDate, string strNotional1
, string strCCY1 , string strFFL1, string strFFix1, string strRate1, string strFreq1
, string strNotional2, string strCCY2, string strFFL2, string strFFix2, string strRate2, string strFreq2
, int intDaySpan,string strRemark, string strProductId)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.START_DATE = DateTime.ParseExact(strEffDate, "dd/MM/yyyy", null);
trn.MATURITY_DATE = DateTime.ParseExact(strMatDate, "dd/MM/yyyy", null);
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional1);
trn.SECOND.NOTIONAL = Convert.ToDecimal(strNotional2);
//Fix Currency Type
trn.FIRST.CCY_ID = Guid.Parse(strCCY1);
trn.SECOND.CCY_ID= Guid.Parse(strCCY2);
trn.FIRST.FLAG_PAYREC = "P";
trn.FIRST.FLAG_FIXED = strFFL1 == "1" ? true : false;
if (!trn.FIRST.FLAG_FIXED.Value)
{
trn.FIRST.FIRSTFIXINGAMT = Convert.ToDecimal(strFFix1);
}
trn.FIRST.RATE = Convert.ToDecimal(strRate1);
trn.FIRST.FREQTYPE_ID = Guid.Parse(strFreq1);
trn.SECOND.FLAG_PAYREC = "R";
trn.SECOND.FLAG_FIXED = strFFL2 == "1" ? true : false;
if (!trn.SECOND.FLAG_FIXED.Value)
{
trn.SECOND.FIRSTFIXINGAMT = Convert.ToDecimal(strFFix2);
}
trn.SECOND.RATE = Convert.ToDecimal(strRate2);
trn.SECOND.FREQTYPE_ID = Guid.Parse(strFreq2);
if (lastrn != null)
{
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.SWAP.ToString()).ID;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.SOURCE = SourceType.INT.ToString();
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.FLAG_SETTLE = true;
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate == null || secondRate == null)
{
var ccylabel = ccys.Where(p => (p.ID == trn.FIRST.CCY_ID && firstRate == null) || (p.ID == trn.SECOND.CCY_ID && secondRate == null)).Select(p => p.LABEL);
var strCCY = string.Join(" and ",ccylabel);
throw this.CreateException(new Exception(), "Error : There is no " + strCCY + " spot rate.");
}
if (n1 != null)
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
if (Math.Ceiling(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Ceiling(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
GenerateCashFlows(sessionInfo, trn, intDaySpan, firstRate.RATE, secondRate.RATE);
return trn;
}
public DA_TRN GenerateRepoTransactionObject(SessionInfo sessionInfo
, string strTradeDate
, string strBuySell
, string strInstrument
, string strCtpy
, string strPortfolio
, string strEffectiveDate
, string strMaturityDate
, string strNotional
, string strProductId
, string strRemark)
{
//Validate business logics here
//throw error to UI if fail validation
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
DA_TRN lastrn = null;
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
lastrn = new DA_TRN();
lastrn = GetByID(guTemp);
}
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.REPO.ToString()).ID;
trn.SOURCE = SourceType.INT.ToString();
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.START_DATE = DateTime.ParseExact(strEffectiveDate, "dd/MM/yyyy", null);
trn.MATURITY_DATE = DateTime.ParseExact(strMaturityDate, "dd/MM/yyyy", null);
trn.FLAG_BUYSELL = strBuySell;
trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional);
trn.FIRST.CCY_ID = _lookupBusiness.GetCurrencyAll().FirstOrDefault(p => p.LABEL == "THB").ID;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
trn.FLAG_SETTLE = false;
if (lastrn != null)
{
if (strRemark == "")
throw this.CreateException(new Exception(), "Please input comment.");
else trn.REMARK = strRemark;
}
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
return trn;
}
public DA_TRN GenerateFXSwapTransactionObject2(SessionInfo sessionInfo, string strTradeDate, string strCtpy, string strPortfolio, string strCurrencyPair
, string strContractCcy, string strCounterCcy, string strSpotRate
, string strBSFar, string strSetDateFar, string strSwapPointFar
, string strContractAmtFar, string strCounterAmtFar, string strSpotDate, string strRemark, bool settleFlag, int Version)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
DA_TRN trn = new DA_TRN();
trn.ID = Guid.NewGuid();
trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
//trn.INT_DEAL_NO = strDealNo;
trn.SOURCE = SourceType.INT.ToString();
trn.VERSION = Version;
trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSWAP.ToString()).ID;
trn.CTPY_ID = Guid.Parse(strCtpy);
trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
trn.SPOT_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
//If settle after spot date (forward deal) then bucket is count from spot -> settlement date
//else (O/N or T/N deal) no need to count bucket so start date will be null
if (DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null) > trn.SPOT_DATE)
trn.START_DATE = trn.SPOT_DATE;
else
trn.START_DATE = trn.TRADE_DATE;
trn.MATURITY_DATE = DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null);
trn.FLAG_BUYSELL = strBSFar;
trn.FLAG_NEARFAR = "F";
trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmtFar) : -Convert.ToDecimal(strContractAmtFar);
trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
trn.FIRST.RATE = Convert.ToDecimal(strSpotRate) + Convert.ToDecimal(strSwapPointFar);
trn.FIRST.SWAP_POINT = Convert.ToDecimal(strSwapPointFar);
trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmtFar) : Convert.ToDecimal(strCounterAmtFar);
trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
trn.LOG.INSERTDATE = DateTime.Now;
trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
trn.FLAG_SETTLE = !settleFlag;
trn.REMARK = strRemark;
var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
if (n1 != null)
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
else if (n2 != null)
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
else
{
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
else
trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
//trn.KK_CONTRIBUTE = Math.Abs(trn.NOTIONAL_THB.Value) * trn.KK_PCCF / 100;
DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
flow1.ID = Guid.NewGuid();
flow1.DA_TRN_ID = trn.ID;
flow1.FLAG_FIRST = true;
flow1.RATE = trn.FIRST.RATE + trn.FIRST.SWAP_POINT;
flow1.FLOW_DATE = trn.MATURITY_DATE;
flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
if (n1 != null)
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();
flow2.ID = Guid.NewGuid();
flow2.DA_TRN_ID = trn.ID;
flow2.FLAG_FIRST = false;
flow2.FLOW_DATE = trn.MATURITY_DATE;
flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
if (n2 != null)
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
else
{
var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
if (a != null)
{
flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
}
else
{
var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
}
}
flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow1);
trn.DA_TRN_FLOW.Add(flow2);
return trn;
}
