public async Task <IHttpActionResult> GetHdgetype(int Id)
{
ManagementIntent managementIntent = await _db.ManagementIntents.SingleOrDefaultAsync(i => i.Id == Id);
if (managementIntent == null)
{
return(NotFound());
}
return(Ok(managementIntent));
}
public async Task <IHttpActionResult> GetInitialFxHedgeRB(int operationId)
{
HedgeLeg hedgeLeg1 = new HedgeLeg();
HedgeLeg hedgeLeg2 = new HedgeLeg();
hedgeLeg1.PurchaseSaleId = 1;
hedgeLeg2.PurchaseSaleId = 2;
#region hedgeLeg.Operation
Operation operation = _dbContext.Operations.FirstOrDefault(o => o.Id == operationId);
if (operation == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid operation"));
}
hedgeLeg1.OperationId = operation.Id;
hedgeLeg1.Operation = operation;
hedgeLeg2.OperationId = operation.Id;
hedgeLeg2.Operation = operation;
hedgeLeg1.UnderlyingMonth = operation.OperationDate;
hedgeLeg2.UnderlyingMonth = operation.OperationDate;
if (operation.PayementDate2.HasValue)
{
hedgeLeg1.Maturity = operation.PayementDate2.Value;
hedgeLeg2.Maturity = operation.PayementDate2.Value;
}
else
{
return(new HttpActionResult(HttpStatusCode.Conflict, "Selected operation must have a payment date in order to complete this action"));
}
#endregion
#region hedgeLeg.FxContract
LinkFxContractSignalContract lfcsc = null;
if (operation.PurchaseSaleId == 1)
{
lfcsc = _dbContext.LinkFxContractSignalContracts
.Where(o => o.PurchaseContractId == operation.PurchaseContractId)
.FirstOrDefault();
}
else if (operation.PurchaseSaleId == 2)
{
lfcsc = _dbContext.LinkFxContractSignalContracts
.Where(o => o.SupplyContractId == operation.SupplyContractId)
.FirstOrDefault();
}
if (lfcsc == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid contract"));
}
FxContract fxContract = lfcsc.FxContract;
if (fxContract == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid contract"));
}
if (fxContract.OrderNumberPrefix == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "contract has no order prefix number - please set one in order to perform this operation"));
}
hedgeLeg1.FxContractId = fxContract.Id;
hedgeLeg2.FxContractId = fxContract.Id;
hedgeLeg1.FxContract = fxContract;
hedgeLeg2.FxContract = fxContract;
#endregion
#region hedgeLeg.Amount
if (!operation.Amount2.HasValue)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "Selected operation must have an amount in order to complete this action"));
}
if (fxContract.IsFiftyFifty)
{
if (fxContract.IsSpotContract)
{
hedgeLeg1.Amount = operation.Amount2 / 2;
hedgeLeg2.Amount = operation.Amount2 / 2;
}
else if (fxContract.IsMTContract)
{
hedgeLeg1.Amount = Math.Min(Math.Abs(operation.Amount2.Value) / 2, Math.Abs(operation.ContractAvailableFxHedge.Value));
hedgeLeg2.Amount = Math.Min(Math.Abs(operation.Amount2.Value) / 2, Math.Abs(operation.ContractAvailableFxHedge.Value));
}
}
else
{
if (fxContract.IsSpotContract)
{
hedgeLeg1.Amount = operation.Amount2;
hedgeLeg2.Amount = operation.Amount2;
}
else if (fxContract.IsMTContract)
{
hedgeLeg1.Amount = Math.Min(Math.Abs(operation.Amount2.Value), Math.Abs(operation.ContractAvailableFxHedge.Value));
hedgeLeg2.Amount = Math.Min(Math.Abs(operation.Amount2.Value), Math.Abs(operation.ContractAvailableFxHedge.Value));
}
}
if (hedgeLeg1.Amount.HasValue)
{
hedgeLeg1.Amount = Decimal.Truncate(Decimal.Floor(hedgeLeg1.Amount.Value));
}
if (hedgeLeg2.Amount.HasValue)
{
hedgeLeg2.Amount = Decimal.Truncate(Decimal.Floor(hedgeLeg2.Amount.Value));
}
#endregion
FXHedge fxHedge = new FXHedge();
#region fxHedge.InternalState
InternalState internalState = _dbContext.InternalStates.FirstOrDefault(i => i.Id == 1);
if (internalState == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid internalState"));
}
fxHedge.InternalStateId = internalState.Id;
fxHedge.InternalState = internalState;
#endregion
#region fxHedge.HedgeType
HedgeType hedgeType = _dbContext.HedgeTypes.FirstOrDefault(ht => ht.Id == 3);
if (hedgeType == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid hedgeType"));
}
fxHedge.HedgeTypeId = hedgeType.Id;
fxHedge.HedgeType = hedgeType;
#endregion
#region fxHedge.ManagementIntent
fxHedge.ManagementIntentId = 3;
ManagementIntent managementIntent = _dbContext.ManagementIntents.FirstOrDefault(m => m.Id == 4);
if (managementIntent == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid managementIntent"));
}
fxHedge.ManagementIntent = managementIntent;
fxHedge.ManagementIntent.Qualification = managementIntent.Qualification;
#endregion
#region fxHedge.Currency
fxHedge.CurrencyId = operation.CurrencyId;
Currency currency = _dbContext.Currencies.FirstOrDefault(c => c.Id == operation.CurrencyId);
if (currency == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid currency"));
}
fxHedge.Currency = currency;
#endregion
#region fxHedge.workFlow
WorkflowState hedgeWorkflow = _dbContext.WorkflowStates.FirstOrDefault(ht => ht.Id == 1);
if (hedgeWorkflow == null)
{
return(new HttpActionResult(HttpStatusCode.Conflict, "invalid hedgeWorkflow"));
}
fxHedge.WorkflowStateId = hedgeWorkflow.Id;
fxHedge.WorkflowState = hedgeWorkflow;
#endregion
#region fxHedge.Qualification
fxHedge.Qualification = managementIntent.Qualification;
fxHedge.QualificationId = managementIntent.Qualification.Id;
#endregion
#region fxHedge.Qualification
fxHedge.ExecutionFXes = null;
#endregion
hedgeLeg1.FXHedge = fxHedge;
hedgeLeg2.FXHedge = fxHedge;
fxHedge.HedgeLegs.Add(hedgeLeg1);
fxHedge.HedgeLegs.Add(hedgeLeg2);
return(Ok(fxHedge));
}