public static string SerializeToXml(listxml xmlModel)
{
IXmlSerializerHelper xmlSerializerHelper = new XmlSerializerHelper();
return(xmlSerializerHelper.SerializeToXml(xmlModel, encoding: Encoding.ASCII));
}
private void AllImagesProcessedHandler(object sender, AllImgProcessedEventArgs args)
{
XmlSerializerHelper.Serialize(args.ClickInputs, GetClickInputsFilePath(_folderPath));
SetClickInputs(args.ClickInputs);
}
private void ValueStripMenuItemClick(object sender, EventArgs e)
{
var itemToValue = treeNavigation.SelectedNode?.Tag as ICoreItem;
if (itemToValue == null)
{
return;
}
var schema = itemToValue.AppProps.GetValue <string>(TradeProp.Schema, true);
Trade trade;
if (schema == FpML5R3NameSpaces.ConfirmationSchema)
{
var xml = itemToValue.Text; //XmlSerializerHelper.SerializeToString(itemToValue.Data);
var newxml = xml.Replace("FpML-5/confirmation", "FpML-5/reporting");
trade = XmlSerializerHelper.DeserializeFromString <Trade>(newxml);
}
else
{
trade = XmlSerializerHelper.DeserializeFromString <Trade>(itemToValue.Text);
}
if (trade != null)
{
// the item
var properties = itemToValue.AppProps;
var party1 = properties.GetValue <string>(TradeProp.Party1, true);
var baseParty = comboBoxParty.Text == party1 ? "Party1" : "Party2";
var nameSpace = properties.GetValue <string>(EnvironmentProp.NameSpace, true);
var valuationDate = dateTimePickerValuation.Value;
var market = comboBoxMarket.Items[comboBoxMarket.SelectedIndex].ToString();
var reportingCurrency = comboBoxCurrency.Items[comboBoxCurrency.SelectedIndex].ToString();
//Predefined metrics
var metrics = new List <string> {
"NPV", "Delta0", "Delta1", "LocalCurrencyNPV", "NFV"
};
var requestedMetrics = listBoxMetrics.SelectedItems;
foreach (var metric in requestedMetrics)
{
if (!metrics.Contains(metric.ToString()))
{
metrics.Add(metric.ToString());
}
}
var uniqueTradeId = itemToValue.Name;
var product = trade.Item;
try
{
_loggerRef.Target.LogDebug("Valuing the trade: ." + uniqueTradeId);
var pricer = new TradePricer(_loggerRef.Target, _client, nameSpace, null, trade, itemToValue.AppProps);
//Get the market
var marketEnviroment = CurveEngine.GetMarket(_loggerRef.Target, _client, nameSpace, product, market, reportingCurrency, false);
var controller = TradePricer.CreateInstrumentModelData(metrics, valuationDate, marketEnviroment, reportingCurrency, baseParty);
var assetValuationReport = pricer.Price(controller, ValuationReportType.Full);
_loggerRef.Target.LogDebug("Valued the trade: ." + uniqueTradeId);
var id = uniqueTradeId.Split('.')[uniqueTradeId.Split('.').Length - 1];
//Build the val report properties
var valProperties = properties.Clone();
//Trade type
var tradeType = ProductTypeHelper.TradeTypeHelper(product);
valProperties.Set(ValueProp.PortfolioId, tradeType + "." + id);
valProperties.Set(ValueProp.BaseParty, baseParty);
valProperties.Set(ValueProp.MarketName, market);
valProperties.Set(ValueProp.CalculationDateTime, valuationDate);
valProperties.Set(TradeProp.UniqueIdentifier, null);
//The unique identifier for the valuation report
var valuationIdentifier = new ValuationReportIdentifier(valProperties);
_client.SaveObject(assetValuationReport, nameSpace + "." + valuationIdentifier.UniqueIdentifier, valProperties);
_loggerRef.Target.LogDebug("Valued and saved results for the trade: {0}", uniqueTradeId);
}
catch (Exception excp)
{
MessageBox.Show(excp.ToString(), Resources.CoreViewerForm_ValueStripMenuItemClick_Value_failed, MessageBoxButtons.OK, MessageBoxIcon.Error);
}
}
}
public FutureTransactionPricer(ILogger logger, ICoreCache cache, string nameSpace, DateTime tradeDate, ExchangeContractTypeEnum futuresType,
IBusinessCalendar settlementCalendar, FutureTransaction futureFpML, string basePartyReference, Boolean forecastRateInterpolation)
{
logger.LogInfo("FuturesType set. Commence to build a future transaction.");
if (futureFpML == null)
{
return;
}
Multiplier = 1.0m;
BuyerReference = futureFpML.buyerPartyReference.href;
PaymentCurrencies = new List <string> {
futureFpML.unitPrice.currency.Value
};
SellerReference = futureFpML.sellerPartyReference.href;
BasePartyBuyer = basePartyReference == futureFpML.buyerPartyReference.href;
if (!BasePartyBuyer)
{
Multiplier = -1.0m;
}
ForecastRateInterpolation = forecastRateInterpolation;
SettlementCalendar = settlementCalendar;
FuturesType = futuresType;
ReferenceContract = futureFpML.future.id;
var futuresCode = ReferenceContract.Split('-')[2];
NumberOfContracts = Convert.ToInt16(futureFpML.numberOfUnits);
PurchasePrice = MoneyHelper.GetAmount(futureFpML.unitPrice.amount, futureFpML.unitPrice.currency.Value);
var exchangeMIC = futureFpML.future.exchangeId;
FuturesCurveName = CurveNameHelpers.GetExchangeTradedCurveName(futureFpML.unitPrice.currency.Value, exchangeMIC.Value, futuresCode);
DiscountCurveName = CurveNameHelpers.GetDiscountCurveName(futureFpML.unitPrice.currency, true);
FuturesTypeInfo = new FutureNodeStruct();
var exchangeMICData = InstrumentDataHelper.CreateEquityExchangeKey(nameSpace, exchangeMIC.Value);
var exchangeData = cache.LoadItem <ExchangeConfigData>(exchangeMICData);
if (exchangeData?.Data is ExchangeConfigData)
{
Exchange = (ExchangeConfigData)exchangeData.Data;
FuturesTypeInfo.SpotDate = Exchange.SettlementDate;
}
if (futureFpML.future != null)
{
if (SettlementCalendar == null)
{
SettlementCalendar = BusinessCenterHelper.ToBusinessCalendar(cache,
FuturesTypeInfo.SpotDate
.businessCenters,
nameSpace);
}
var future = XmlSerializerHelper.Clone(futureFpML.future);
FuturesTypeInfo.Future = future;
if (FuturesTypeInfo.SpotDate != null)
{
SettlementDate = GetSettlementDate(tradeDate, SettlementCalendar,
FuturesTypeInfo.SpotDate);
}
//Instantiate the priceable future.
NamedValueSet namedValueSet = PriceableAssetFactory.BuildPropertiesForAssets(nameSpace, FuturesTypeInfo.Future.id, tradeDate);
var asset = AssetHelper.Parse(FuturesTypeInfo.Future.id, 0.0m, 0.0m);
UnderlyingFuture = PriceableAssetFactory.Create(logger, cache, nameSpace, asset.Second, namedValueSet, null, null) as IPriceableFuturesAssetController;
if (UnderlyingFuture != null)
{
RiskMaturityDate = UnderlyingFuture.GetRiskMaturityDate();
MaturityDate = RiskMaturityDate;
LastTradeDate = UnderlyingFuture.LastTradeDate;
}
if (!PaymentCurrencies.Contains(futureFpML.future.currency.Value))
{
PaymentCurrencies.Add(futureFpML.future.currency.Value);
}
logger.LogInfo("Futures transaction has been successfully created.");
}
else
{
logger.LogInfo("Futures type data not available.");
}
//Add payments like the settlement price
if (!PurchasePrice.amountSpecified)
{
return;
}
var amount = PurchasePrice.amount * NumberOfContracts / 100;
var settlementPayment = PaymentHelper.Create("FuturesSettlemetAmount", BuyerReference, SellerReference, amount, SettlementDate);
AdditionalPayments = PriceableInstrumentsFactory.CreatePriceablePayments(basePartyReference, new[] { settlementPayment }, SettlementCalendar);
if (!PaymentCurrencies.Contains(settlementPayment.paymentAmount.currency.Value))
{
PaymentCurrencies.Add(settlementPayment.paymentAmount.currency.Value);
}
}
public static void Save(string fileName, Pipeline pipeline)
{
var serializer = new XmlSerializerHelper <Pipeline>();
serializer.Save(fileName, pipeline);
}
/// <summary>
/// Reads the incident magnitude from configuration.
/// </summary>
/// <param name="fileName">Name of the file.</param>
/// <returns>The incident wave magnitude direction.</returns>
public static CartesianCoordinate ReadIncidentMagnitudeFromConfiguration(string fileName)
{
var aaa = XmlSerializerHelper.DeserializeObject <DDAParameters>(fileName);
return(aaa.IncidentMagnitude.ConvertToCartesian());
}
public static void LoadFpMLCodes(ILogger logger, ICoreCache targetClient, string nameSpace)
{
Assembly assembly = Assembly.GetExecutingAssembly();
const string prefix = "FpML.V5r10.ConfigData.Config.FpMLCodes";
Dictionary <string, string> chosenFiles = ResourceHelper.GetResources(assembly, prefix, "xml");
if (chosenFiles.Count == 0)
{
throw new InvalidOperationException("Missing FpML Code Lists");
}
foreach (var file in chosenFiles)
{
var data = XmlSerializerHelper.DeserializeFromString <CodeListDocument>(file.Value);
string classDefName = GetClassDefName(data.Identification.ShortName);
// determine primary key
string primaryKey = null;
foreach (Key key in data.ColumnSet.Key)
{
if (key.Id == "PrimaryKey")
{
if (primaryKey != null)
{
throw new ApplicationException("PrimaryKey defined more than once!");
}
primaryKey = key.ColumnRef[0].Ref;
}
}
if (primaryKey == null)
{
throw new ApplicationException("PrimaryKey is not defined!");
}
// load rows
IFpMLCodeScheme scheme = FpMLCodeSchemeFactory.CreateCodeScheme(classDefName);
foreach (Row row in data.SimpleCodeList.Row)
{
IFpMLCodeValue codeValue = scheme.CreateCodeValue(row);
if (scheme is DayCountFractionScheme)
{
var dcfValue = (DayCountFractionValue)codeValue;
if (dcfValue.HLClassName == null)
{
dcfValue.HLClassName = "DefaultClassName";
}
}
scheme.AddCodeValue(codeValue);
}
var type = scheme.GetItemProps().Get("FpMLCodeScheme");
scheme.GetItemProps().Set(EnvironmentProp.DataGroup, "Orion.V5r10.Reporting.Configuration." + type);
scheme.GetItemProps().Set(EnvironmentProp.SourceSystem, "Orion");
scheme.GetItemProps().Set(EnvironmentProp.Function, FunctionProp.Configuration.ToString());
scheme.GetItemProps().Set(EnvironmentProp.Type, "FpMLCodeScheme");
scheme.GetItemProps().Set(EnvironmentProp.Schema, "V5r10.Reporting");
scheme.GetItemProps().Set(EnvironmentProp.NameSpace, nameSpace);
string identifier = "Configuration.FpMLCodeScheme." + type;
string itemName = nameSpace + "." + identifier;
scheme.GetItemProps().Set(CurveProp.UniqueIdentifier, identifier);
targetClient.SaveTypedObject(scheme.GetType(), scheme, itemName, scheme.GetItemProps());
} // foreach file
logger.LogDebug("Loaded FpML code lists.");
}
private void Button_Click_2(object sender, RoutedEventArgs e)
{
int i = 0;
foreach (var line in File.ReadLines(excelPath))
{
if (i >= int.Parse(FromLineInput.Text) && i <= int.Parse(ToLineInput.Text))
{
string[] cases = line.Split('\t');
Law tmpLaw = new Law();
tmpLaw.Id = int.Parse(cases[0]);
tmpLaw.Title = cases[1];
tmpLaw.Description = cases[3];
// Yes Stuff
if (cases[6] != "")
{
if (int.Parse(cases[6]) != -1)
{
tmpLaw.YesLawsToAdd.Add(int.Parse(cases[6]));
}
}
if (cases[7] != "")
{
tmpLaw.YesPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_GOVERNMENTOPINION, int.Parse(cases[7])));
}
if (cases[8] != "")
{
tmpLaw.YesPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_POPULACEOPINION, int.Parse(cases[8])));
}
if (cases[9] != "")
{
tmpLaw.YesPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_ECONOMY, int.Parse(cases[9])));
}
if (cases[10] != "")
{
tmpLaw.YesPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_EMPLOYMENT, int.Parse(cases[10])));
}
if (cases[11] != "")
{
tmpLaw.YesPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_RELIGION, int.Parse(cases[11])));
}
if (cases[12] != "")
{
tmpLaw.YesPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_PERSONALMONEY, int.Parse(cases[12])));
}
// No Stuff
if (cases[13] != "")
{
if (int.Parse(cases[13]) != -1)
{
tmpLaw.NoLawsToAdd.Add(int.Parse(cases[13]));
}
}
if (cases[14] != "")
{
tmpLaw.NoPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_GOVERNMENTOPINION, int.Parse(cases[14])));
}
if (cases[15] != "")
{
tmpLaw.NoPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_POPULACEOPINION, int.Parse(cases[15])));
}
if (cases[16] != "")
{
tmpLaw.NoPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_ECONOMY, int.Parse(cases[16])));
}
if (cases[17] != "")
{
tmpLaw.NoPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_EMPLOYMENT, int.Parse(cases[17])));
}
if (cases[18] != "")
{
tmpLaw.NoPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_RELIGION, int.Parse(cases[18])));
}
if (cases[19] != "")
{
tmpLaw.NoPropertyModifiers.Add(new PropertyModifier(GameProperty.GameProperty_PERSONALMONEY, int.Parse(cases[19])));
}
// SoftenCond
if (cases[20] != "")
{
tmpLaw.MinimizeLawsToAdd.Add(int.Parse(cases[20]));
}
// HardenCond
if (cases[21] != "")
{
tmpLaw.MaximizeLawsToAdd.Add(int.Parse(cases[21]));
}
XmlSerializerHelper <Law> .SerializeXmlFile(outputPath + "/Law" + tmpLaw.Id + ".xml", tmpLaw);
}
i++;
}
doneLabel.Content = "Done !!!";
}
/// <summary>
///
/// </summary>
/// <param name="logger"></param>
/// <param name="cache"></param>
/// <param name="nameSpace"></param>
/// <param name="tradeDate"></param>
/// <param name="settlementDate">The payment settlement date.</param>
/// <param name="settlementCalendar"></param>
/// <param name="paymentCalendar"></param>
/// <param name="bondFpML"></param>
/// <param name="basePartyReference"></param>
/// <param name="bondType"></param>
/// <param name="forecastRateInterpolation"></param>
public BondTransactionPricer(ILogger logger, ICoreCache cache, string nameSpace, DateTime tradeDate,
DateTime settlementDate, IBusinessCalendar settlementCalendar, IBusinessCalendar paymentCalendar,
BondTransaction bondFpML, string basePartyReference, string bondType, Boolean forecastRateInterpolation)
{
Multiplier = 1.0m;
TradeDate = tradeDate;
BondType = EnumHelper.Parse <BondTypesEnum>(bondType);
logger.LogInfo("BondType set. Commence to build a bond transaction.");
if (bondFpML == null)
{
return;
}
BuyerReference = bondFpML.buyerPartyReference.href;
PaymentCurrencies = new List <string> {
bondFpML.notionalAmount.currency.Value
};
SellerReference = bondFpML.sellerPartyReference.href;
BasePartyBuyer = basePartyReference == bondFpML.buyerPartyReference.href;
if (!BasePartyBuyer)
{
Multiplier = -1.0m;
}
ForecastRateInterpolation = forecastRateInterpolation;
SettlementCalendar = settlementCalendar;
PaymentCalendar = paymentCalendar;
//Set the bond price information
BondPrice = new BondPrice();
if (bondFpML.price.accrualsSpecified)
{
BondPrice.accrualsSpecified = true;
BondPrice.accruals = bondFpML.price.accruals;
}
if (bondFpML.price.dirtyPriceSpecified)
{
BondPrice.dirtyPriceSpecified = true;
BondPrice.dirtyPrice = bondFpML.price.dirtyPrice;
}
BondPrice.cleanOfAccruedInterest = bondFpML.price.cleanOfAccruedInterest;
BondPrice.cleanPrice = bondFpML.price.cleanPrice;
//Set the notional information
NotionalAmount = MoneyHelper.GetAmount(bondFpML.notionalAmount.amount, bondFpML.notionalAmount.currency.Value);
//Determines the quotation and units
QuoteType = BondPriceEnum.YieldToMaturity;
//We need to get the ytm in until there is a bond market price/spread.
if (BondPrice.dirtyPriceSpecified)
{
QuoteType = BondPriceEnum.DirtyPrice;
Quote = BasicQuotationHelper.Create(BondPrice.dirtyPrice, RateQuotationType);
}
//Get the insturment configuration information.
var assetIdentifier = bondFpML.bond.currency.Value + "-Bond-" + BondType;
BondNodeStruct bondTypeInfo = null;
var instrument = InstrumentDataHelper.GetInstrumentConfigurationData(cache, nameSpace, assetIdentifier);
if (instrument != null)
{
bondTypeInfo = instrument.InstrumentNodeItem as BondNodeStruct;
}
if (bondFpML.bond != null && bondTypeInfo != null)
{
if (SettlementCalendar == null)
{
SettlementCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, bondTypeInfo.SettlementDate.businessCenters, nameSpace);
}
if (PaymentCalendar == null)
{
PaymentCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, bondTypeInfo.BusinessDayAdjustments.businessCenters, nameSpace);
}
//Preprocesses the data for the priceableasset.
var bond = XmlSerializerHelper.Clone(bondFpML.bond);
BondTypeInfo = XmlSerializerHelper.Clone(bondTypeInfo);
BondTypeInfo.Bond = bond;
//This is done because the config data is not stored in the ciorrect way. Need to add a price quote units.
if (bond.couponRateSpecified)
{
var coupon = bond.couponRate;
BondTypeInfo.Bond.couponRate = coupon;
}
BondTypeInfo.Bond.faceAmount = NotionalAmount.amount;
if (BondTypeInfo.Bond.maturitySpecified)
{
RiskMaturityDate = BondTypeInfo.Bond.maturity;
}
SettlementDate = settlementDate;
if (!PaymentCurrencies.Contains(bondFpML.bond.currency.Value))
{
PaymentCurrencies.Add(bondFpML.bond.currency.Value);
}
logger.LogInfo("Bond transaction has been successfully created.");
}
else
{
logger.LogInfo("Bond type data not available.");
}
//Add payments like the settlement price
if (!BondPrice.dirtyPriceSpecified)
{
return;
}
var amount = BondPrice.dirtyPrice * NotionalAmount.amount / 100;
var settlementPayment = PaymentHelper.Create("BondSettlemetAmount", BuyerReference, SellerReference, amount, SettlementDate);
AdditionalPayments = PriceableInstrumentsFactory.CreatePriceablePayments(basePartyReference, new[] { settlementPayment }, SettlementCalendar);
if (!PaymentCurrencies.Contains(settlementPayment.paymentAmount.currency.Value))
{
PaymentCurrencies.Add(settlementPayment.paymentAmount.currency.Value);
}
}
/// <summary>
///
/// </summary>
/// <param name="logger"></param>
/// <param name="cache"></param>
/// <param name="nameSpace"></param>
/// <param name="tradeDate"></param>
/// <param name="settlementDate">The payment settlement date.</param>
/// <param name="settlementCalendar"></param>
/// <param name="paymentCalendar"></param>
/// <param name="bondFpML"></param>
/// <param name="basePartyReference"></param>
/// <param name="bondType"></param>
/// <param name="forecastRateInterpolation"></param>
public BondTransactionPricer(ILogger logger, ICoreCache cache, string nameSpace, DateTime tradeDate,
DateTime settlementDate, IBusinessCalendar settlementCalendar, IBusinessCalendar paymentCalendar,
BondTransaction bondFpML, string basePartyReference, string bondType, bool forecastRateInterpolation)
{
Multiplier = 1.0m;
TradeDate = tradeDate;
BondType = EnumHelper.Parse <BondTypesEnum>(bondType);
logger.LogInfo("BondType set. Commence to build a bond transaction.");
if (bondFpML == null)
{
return;
}
BuyerReference = bondFpML.buyerPartyReference.href;
PaymentCurrencies = new List <string> {
bondFpML.notionalAmount.currency.Value
};
SellerReference = bondFpML.sellerPartyReference.href;
BasePartyBuyer = basePartyReference == bondFpML.buyerPartyReference.href;
if (!BasePartyBuyer)
{
Multiplier = -1.0m;
}
ForecastRateInterpolation = forecastRateInterpolation;
SettlementCalendar = settlementCalendar;
PaymentCalendar = paymentCalendar;
//Set the bond price information
BondPrice = new BondPrice();
if (bondFpML.price.accrualsSpecified)
{
BondPrice.accrualsSpecified = true;
BondPrice.accruals = bondFpML.price.accruals;
}
if (bondFpML.price.dirtyPriceSpecified)
{
BondPrice.dirtyPriceSpecified = true;
BondPrice.dirtyPrice = bondFpML.price.dirtyPrice;
}
BondPrice.cleanOfAccruedInterest = bondFpML.price.cleanOfAccruedInterest;
BondPrice.cleanPrice = bondFpML.price.cleanPrice;
//Set the currencies
CouponCurrency = bondFpML.notionalAmount.currency;
PaymentCurrency = bondFpML.notionalAmount.currency;//This could be another currency!
//Set the notional information
NotionalAmount = MoneyHelper.GetAmount(bondFpML.notionalAmount.amount, bondFpML.notionalAmount.currency.Value);
//Determines the quotation and units
QuoteType = BondPriceEnum.YieldToMaturity;
//We need to get the ytm in until there is a bond market price/spread.
if (BondPrice.dirtyPriceSpecified)
{
QuoteType = BondPriceEnum.DirtyPrice;
Quote = BasicQuotationHelper.Create(BondPrice.dirtyPrice, RateQuotationType);
}
//Get the instrument configuration information.
var assetIdentifier = bondFpML.bond.currency.Value + "-Bond-" + BondType;
BondNodeStruct bondTypeInfo = null;
//TODO Set the swap curves for asset swap valuation.
//
//Gets the template bond type
var instrument = InstrumentDataHelper.GetInstrumentConfigurationData(cache, nameSpace, assetIdentifier);
if (instrument != null)
{
bondTypeInfo = instrument.InstrumentNodeItem as BondNodeStruct;
}
if (bondFpML.bond != null && bondTypeInfo != null)
{
if (SettlementCalendar == null)
{
SettlementCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, bondTypeInfo.SettlementDate.businessCenters, nameSpace);
}
if (PaymentCalendar == null)
{
PaymentCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, bondTypeInfo.BusinessDayAdjustments.businessCenters, nameSpace);
}
//Pre-processes the data for the priceable asset.
var bond = XmlSerializerHelper.Clone(bondFpML.bond);
Bond = bond;
bondTypeInfo.Bond = Bond;
//Set the curves to use for valuations.
BondCurveName = CurveNameHelpers.GetBondCurveName(Bond.currency.Value, Bond.id);
//THe discount curve is only for credit calculations.
DiscountCurveName = CurveNameHelpers.GetDiscountCurveName(Bond.currency.Value, true);
if (bond.maturitySpecified)
{
MaturityDate = bond.maturity;
}
SettlementDateConvention = bondTypeInfo.SettlementDate;
BusinessDayAdjustments = bondTypeInfo.BusinessDayAdjustments;
ExDivDateConvention = bondTypeInfo.ExDivDate;
//This is done because the config data is not stored in the correct way. Need to add a price quote units.
if (bond.couponRateSpecified)
{
var coupon = bond.couponRate;
Bond.couponRate = coupon;
}
bondTypeInfo.Bond.faceAmount = NotionalAmount.amount;
bondTypeInfo.Bond.faceAmountSpecified = true;
Bond.faceAmount = NotionalAmount.amount;
if (Bond.maturitySpecified)
{
RiskMaturityDate = Bond.maturity;
}
SettlementDate = settlementDate;
if (!PaymentCurrencies.Contains(bondFpML.bond.currency.Value))
{
PaymentCurrencies.Add(bondFpML.bond.currency.Value);
}
logger.LogInfo("Bond transaction has been successfully created.");
}
else
{
logger.LogInfo("Bond type data not available.");
}
//Set the underlying bond
UnderlyingBond = new PriceableSimpleBond(tradeDate, bondTypeInfo, SettlementCalendar, PaymentCalendar, Quote, QuoteType);
BondIssuer = UnderlyingBond.Issuer;
if (BondPrice.dirtyPriceSpecified)
{
UnderlyingBond.PurchasePrice = BondPrice.dirtyPrice / 100; //PriceQuoteUnits
}
//Set the coupons
var bondId = Bond.id;//Could use one of the instrumentIds
//bondStream is an interest Rate Stream but needs to be converted to a bond stream.
//It automatically contains the coupon currency.
Coupons = new PriceableBondCouponRateStream(logger, cache, nameSpace, bondId, tradeDate,
bondFpML.notionalAmount.amount, CouponStreamType.GenericFixedRate, Bond,
BusinessDayAdjustments, ForecastRateInterpolation, null, PaymentCalendar);
//Add payments like the settlement price
if (!BondPrice.dirtyPriceSpecified)
{
return;
}
var amount = BondPrice.dirtyPrice * NotionalAmount.amount / 100;
var settlementPayment = PaymentHelper.Create(BuyerReference, SellerReference, PaymentCurrency.Value, amount, SettlementDate);
AdditionalPayments = PriceableInstrumentsFactory.CreatePriceablePayments(basePartyReference, new[] { settlementPayment }, SettlementCalendar);
//
var finalPayment = PaymentHelper.Create(BondIssuer, BuyerReference, CouponCurrency.Value, NotionalAmount.amount, RiskMaturityDate);
FinalRedemption =
PriceableInstrumentsFactory.CreatePriceablePayment(basePartyReference, finalPayment, PaymentCalendar);
AdditionalPayments.Add(FinalRedemption);
if (!PaymentCurrencies.Contains(settlementPayment.paymentAmount.currency.Value))
{
PaymentCurrencies.Add(settlementPayment.paymentAmount.currency.Value);
}
}
private void getSceneryList()
{
int iCount = 6;
int iPageIndex = yeyRequest.Params("pageindex") == null ? 1 : Convert.ToInt32(yeyRequest.Params("pageindex"));
int iPageCount = yeyRequest.Params("hPageNum") == null ? 0 : Convert.ToInt32(yeyRequest.Params("hPageNum"));
ccWhere.Clear();
ccWhere.AddComponent("OrderNumber", Request["OrderNumber"], SearchComponent.Equals, SearchPad.NULL);
ccWhere.AddComponent("BelongFactory", LoginUser.BelongFactory, SearchComponent.Equals, SearchPad.And);
servComm.strOrderString = " ModifyDate desc ";
DataTable dtTalk = servComm.GetListTop(0, "OrderMessage", ccWhere);
List <string> talkList = new List <string>();
List <string> talkListTemp = new List <string>();
List <string> pageTalkList = new List <string>();
if (CacheHelper.GetInfoByIdentify(LoginUser.BelongFactory + "|" + Request["OrderNumber"]) != null)
{
talkListTemp = CacheHelper.GetInfoByIdentify(LoginUser.BelongFactory + "|" + Request["OrderNumber"]);
//talkListTemp.Reverse();
talkList.AddRange(talkListTemp.AsEnumerable <string>());
talkList.Reverse();
}
for (int i = 0; i < dtTalk.Rows.Count; i++)
{
talkListTemp = XmlSerializerHelper.DeserializeObject(dtTalk.Rows[i]["TalkContent"].ToString());
talkListTemp.Reverse();
talkList.AddRange(talkListTemp.AsEnumerable <string>());
}
pageTalkList = talkList.GetRange((iPageIndex - 1) * iPageCount, (talkList.Count - (iPageIndex - 1) * iPageCount) > 10 ? 10 : talkList.Count - (iPageIndex - 1) * iPageCount);
pageTalkList.Reverse();
if (iPageCount <= 1)
{
iPageCount = servComm.PageCount;
iPageIndex = 1;
}
int PageCount = (talkList.Count - 1) / iPageCount + 1;
string talkJson = "";
//string backstr = Json.ListToJson("replyJson", talkList, string.Format("\"PageCount\":\"{0}\",", iPageCount)).Replace("\n", "<br/>").Replace("\r", "<br/>");
for (int i = 0; i < pageTalkList.Count; i++)
{
string talkTime = pageTalkList[i].Split('|')[0];
string talkUser = pageTalkList[i].Split('|')[1];
string talkMessage = pageTalkList[i].Replace(talkTime + "|" + talkUser + "|", "").Replace("\"", "\\\"").Replace("\n", "").Replace("\r", "");
talkJson = talkJson + ",{" + "\"TalkMessage\":" + "\"" + talkMessage + "\"" + ",\"TalkTime\":" + "\"" + talkTime + "\"" + ",\"TalkUser\":" + "\"" + talkUser + "\"" + "}";
}
if (talkJson == "")
{
Response.Write("{\"PageCount\":0}");
Response.End();
}
else
{
talkJson = talkJson.Substring(1);
talkJson = "{" + "\"PageCount\":" + PageCount + ",\"replyJson\"" + ":[" + talkJson + "]}";
//if (talkJson.IndexOf("\\") >= 0)
//{
// talkJson = talkJson.Replace("\\", "\\\\");
//}
Response.Write(talkJson);
Response.End();
}
}
static void Main(string[] args)
{
Console.WriteLine("FpMLCodeListTool: Starting...");
var outerIterator = new TemplateIterator(1);
outerIterator.Iterations[0].Tokens.Set("NameSpace", "FpML.V5r3.Codes");
outerIterator.Iterations[0].Tokens.Set("ToolTitle", "TemplateProcessor");
outerIterator.Iterations[0].Tokens.Set("ToolVersion", "1.1.0.0");
Console.WriteLine("FpMLCodeListTool: Parsing code lists...");
string[] xmlFiles = Directory.GetFiles(@"..\..\..\..\FpML.V5r3\fpml.org\download\codelist", "*.xml", SearchOption.AllDirectories);
var classIterator = new TemplateIterator(xmlFiles.Length);
outerIterator.Iterations[0].SubIterators["ClassDef"] = classIterator;
int fileNum = 0;
foreach (string xmlFile in xmlFiles)
{
try
{
//Console.WriteLine("FpMLCodeListTool: Parsing '{0}' ...", xmlFile);
var data = XmlSerializerHelper.DeserializeFromFile <CodeListDocument>(xmlFile);
string classDefName = GetClassDefName(data.Identification.ShortName);
// determine primary key
string primaryKey = null;
foreach (Key key in data.ColumnSet.Key)
{
if (key.Id == "PrimaryKey")
{
if (primaryKey != null)
{
throw new ApplicationException("PrimaryKey defined more than once!");
}
primaryKey = key.ColumnRef[0].Ref;
}
}
if (primaryKey == null)
{
throw new ApplicationException("PrimaryKey is not defined!");
}
classIterator.Iterations[fileNum].Tokens.Set("ClassDef", classDefName);
classIterator.Iterations[fileNum].Tokens.Set("PrimaryKey", primaryKey);
classIterator.Iterations[fileNum].Tokens.Set("ClassDefDataFile", Path.GetFileNameWithoutExtension(xmlFile));
// subiterator - column (field) definitions
var fieldIterator = new TemplateIterator(data.ColumnSet.Column.Length);
classIterator.Iterations[fileNum].SubIterators["FieldDef"] = fieldIterator;
int colNum = 0;
foreach (Column col in data.ColumnSet.Column)
{
fieldIterator.Iterations[colNum].Tokens.Set("ColumnNum", colNum);
fieldIterator.Iterations[colNum].Tokens.Set("ColumnName", col.ShortName);
fieldIterator.Iterations[colNum].Tokens.Set("XSDataType", col.Data.Type);
// next column
colNum++;
}
// subiterator - row (primary key/enum) definitions
var valueIterator = new TemplateIterator(data.SimpleCodeList.Row.Length);
classIterator.Iterations[fileNum].SubIterators["ValueDef"] = valueIterator;
int rowNum = 0;
foreach (Row row in data.SimpleCodeList.Row)
{
valueIterator.Iterations[rowNum].Tokens.Set("RowNum", rowNum + 1); // note: 0 = Undefined
string value = row.Value[0].SimpleValue.Value;
valueIterator.Iterations[rowNum].Tokens.Set("RowName", value);
string enumName = EnumHelper.ToEnumId(value);
valueIterator.Iterations[rowNum].Tokens.Set("RowEnum", enumName);
//valueIterator.Iterations[rowNum].Tokens.Set("XSDataType", row.Data.Type);
// next row
rowNum++;
}
}
catch (Exception excp)
{
Console.Error.WriteLine("FpMLCodeListTool: Parse '{0}' failed: {1}", xmlFile, excp);
}
// next file
fileNum++;
}
// write XML schema definitions
Console.WriteLine("FpMLCodeListTool: Writing schema definition...");
{
const string templateFileName = @"TemplateCodeList.txt";
outerIterator.Iterations[0].Tokens.Set("TemplateFile", templateFileName);
string text = ResourceHelper.GetResourceWithPartialName(Assembly.GetExecutingAssembly(), templateFileName);
string[] input = text.Split(Environment.NewLine.ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
var tp = new TemplateProcessor {
CommentPrefix = "<!--", CommentSuffix = "-->"
};
string[] output = tp.ProcessTemplate(input, outerIterator);
using (StreamWriter f = File.CreateText("FpMLCodes.xsd"))
{
foreach (string line in output)
{
f.WriteLine(line);
}
f.Flush();
}
}
// write class extensions
Console.WriteLine("FpMLCodeListTool: Writing class extensions...");
{
const string templateFileName = @"TemplateExtensions.txt";
outerIterator.Iterations[0].Tokens.Set("TemplateFile", templateFileName);
string text = ResourceHelper.GetResourceWithPartialName(Assembly.GetExecutingAssembly(), templateFileName);
string[] input = text.Split(Environment.NewLine.ToCharArray(), StringSplitOptions.RemoveEmptyEntries);
var tp = new TemplateProcessor {
CommentPrefix = "//", CommentSuffix = null
};
string[] output = tp.ProcessTemplate(input, outerIterator);
using (StreamWriter f = File.CreateText("FpMLCodesExt.cs"))
{
foreach (string line in output)
{
f.WriteLine(line);
}
f.Flush();
}
}
Console.WriteLine("FpMLCodeListTool: Complete.");
}
private string ConvertObjectToXml(Object objToXml, bool includeNamespace, bool includeStartDocument)
{
return(XmlSerializerHelper.ConvertObjectToXml(objToXml, _ns, includeNamespace, includeStartDocument));
}
/// <summary>
///
/// </summary>
/// <param name="logger"></param>
/// <param name="cache"></param>
/// <param name="nameSpace"></param>
/// <param name="tradeDate"></param>
/// <param name="effectiveDate"></param>
/// <param name="referenceEquity"></param>
/// <param name="settlementCalendar"></param>
/// <param name="equityFpML"></param>
/// <param name="basePartyReference"></param>
/// <param name="forecastRateInterpolation"></param>
public EquityTransactionPricer(ILogger logger, ICoreCache cache, string nameSpace, DateTime tradeDate, DateTime effectiveDate,
String referenceEquity, IBusinessCalendar settlementCalendar, EquityTransaction equityFpML, string basePartyReference, Boolean forecastRateInterpolation)
{
logger.LogInfo("EquityType set. Commence to build a equity transaction.");
if (equityFpML == null)
{
return;
}
SettlementDate = effectiveDate;
TradeDate = tradeDate;
Multiplier = 1.0m;
BuyerReference = equityFpML.buyerPartyReference.href;
PaymentCurrencies = new List <string> {
equityFpML.unitPrice.currency.Value
};
SellerReference = equityFpML.sellerPartyReference.href;
BasePartyBuyer = basePartyReference == equityFpML.buyerPartyReference.href;
ForecastRateInterpolation = forecastRateInterpolation;
SettlementCalendar = settlementCalendar;
ReferenceEquity = referenceEquity;
NumberOfShares = Convert.ToInt16(equityFpML.numberOfUnits);
PurchasePrice = MoneyHelper.GetAmount(equityFpML.unitPrice.amount, equityFpML.unitPrice.currency.Value);
PaymentCurrencies = new List <string> {
equityFpML.unitPrice.currency.Value
};
var exchangeMIC = equityFpML.equity.exchangeId;
var exchangeMICData = InstrumentDataHelper.CreateEquityExchangeKey(nameSpace, exchangeMIC.Value);
var exchangeData = cache.LoadItem <ExchangeConfigData>(exchangeMICData);
if (exchangeData?.Data is ExchangeConfigData exchange)
{
var equityTypeInfo = new EquityNodeStruct {
SettlementDate = exchange.SettlementDate
};
if (equityFpML.equity != null)
{
if (SettlementCalendar == null)
{
SettlementCalendar = BusinessCenterHelper.ToBusinessCalendar(cache,
equityTypeInfo.SettlementDate
.businessCenters,
nameSpace);
}
if (PaymentCalendar == null)
{
PaymentCalendar = SettlementCalendar;
}
var equity = XmlSerializerHelper.Clone(equityFpML.equity);
EquityTypeInfo = XmlSerializerHelper.Clone(equityTypeInfo);
EquityTypeInfo.Equity = equity;
RiskMaturityDate = SettlementDate;
MaturityDate = SettlementDate;
if (!PaymentCurrencies.Contains(equityFpML.equity.currency.Value))
{
PaymentCurrencies.Add(equityFpML.equity.currency.Value);
}
logger.LogInfo("Equity transaction has been successfully created.");
}
}
else
{
logger.LogInfo("Equity type data not available.");
}
//Add payments like the settlement price
if (PurchasePrice == null || !PurchasePrice.amountSpecified)
{
return;
}
var amount = PurchasePrice.amount * NumberOfShares;
var settlementPayment = PaymentHelper.Create("EquitySettlementAmount", BuyerReference, SellerReference, amount, SettlementDate);
AdditionalPayments = PriceableInstrumentsFactory.CreatePriceablePayments(basePartyReference, new[] { settlementPayment }, PaymentCalendar);
if (!PaymentCurrencies.Contains(settlementPayment.paymentAmount.currency.Value))
{
PaymentCurrencies.Add(settlementPayment.paymentAmount.currency.Value);
}
}
public void SaveSettings()
{
var sett = new XmlSerializerHelper<ApplicationSettings>();
using (var writer = new StreamWriter(SettingsFileFilename))
{
writer.Write(sett.Save(this));
}
}
public static void Load(Microsoft.Xna.Framework.Content.ContentManager p_loader)
{
// everything else
JKContentManager.Audio.WaterSplashEnter = new JKSound(p_loader.Load <SoundEffect>("audio/water_splash_enter"), SoundType.SFX);
JKContentManager.Audio.WaterSplashExit = new JKSound(p_loader.Load <SoundEffect>("audio/water_splash_exit"), SoundType.SFX);
JKContentManager.Audio.Plink = new JKSound(p_loader.Load <SoundEffect>("audio/plink"), SoundType.SFX);
JKContentManager.Audio.PressStart = new JKSound(p_loader.Load <SoundEffect>("audio/press_start"), SoundType.SFX);
JKContentManager.Audio.NewLocation = new JKSound(p_loader.Load <SoundEffect>("audio/new_location"), SoundType.SFX);
JKContentManager.Audio.Talking = new JKSound(p_loader.Load <SoundEffect>("audio/talking"), SoundType.SFX);
JKContentManager.Audio.RaymanSFX = new JKSound(p_loader.Load <SoundEffect>("audio/illusion"), SoundType.SFX);
JKContentManager.Audio.Player.Load(p_loader);
JKContentManager.Audio.Menu.Load(p_loader);
JKContentManager.Audio.Babe.Load(p_loader);
// music only
string text = "mods/audio/music/";
if (File.Exists(Game1.instance.Content.RootDirectory + "/mods/audio/music/menu loop/menu_intro.xnb"))
{
JKContentManager.Audio.Music.TitleScreen = new JKSound(p_loader.Load <SoundEffect>(text + "menu loop/menu_intro"), SoundType.Music);
}
else
{
JKContentManager.Audio.Music.TitleScreen = new JKSound(p_loader.Load <SoundEffect>("audio/music/menu loop/menu_intro"), SoundType.Music);
}
JKContentManager.Audio.Music.TitleScreen.IsLooped = true;
JKContentManager.Audio.Music.Opening = new JKSound(p_loader.Load <SoundEffect>("audio/music/opening theme"), SoundType.Music);
if (File.Exists(Game1.instance.Content.RootDirectory + "/mods/audio/music/ending.xnb"))
{
JKContentManager.Audio.Music.Ending = new JKSound(p_loader.Load <SoundEffect>(text + "ending"), SoundType.Music);
}
else
{
JKContentManager.Audio.Music.Ending = new JKSound(p_loader.Load <SoundEffect>("audio/music/ending"), SoundType.Music);
}
if (File.Exists(Game1.instance.Content.RootDirectory + "/mods/audio/music/ending2.xnb"))
{
JKContentManager.Audio.Music.Ending2 = new JKSound(p_loader.Load <SoundEffect>(text + "ending2"), SoundType.Music);
}
else
{
JKContentManager.Audio.Music.Ending2 = new JKSound(p_loader.Load <SoundEffect>("audio/music/ending2"), SoundType.Music);
}
if (File.Exists(Game1.instance.Content.RootDirectory + "/mods/audio/music/ending3.xnb"))
{
JKContentManager.Audio.Music.Ending3 = new JKSound(p_loader.Load <SoundEffect>(text + "ending3"), SoundType.Music);
}
else
{
JKContentManager.Audio.Music.Ending3 = new JKSound(p_loader.Load <SoundEffect>("audio/music/ending3"), SoundType.Music);
}
JKContentManager.Audio.Music.event_music = new Dictionary <string, JKSound>();
Dictionary <string, SoundEffect> dictionary = JKExtensions.UltraContent.LoadCunt <SoundEffect>(p_loader, text + "event_music", ".xnb");
foreach (string key in dictionary.Keys)
{
JKContentManager.Audio.Music.event_music.Add(key, new JKSound(dictionary[key], SoundType.Music));
}
Dictionary <string, SoundEffect> dictionary2 = JKExtensions.UltraContent.LoadCunt <SoundEffect>(p_loader, "audio/event_sfx", ".xnb");
foreach (string key2 in dictionary2.Keys)
{
JKContentManager.Audio.Music.event_music.Add(key2, new JKSound(dictionary2[key2], SoundType.SFX));
}
JKContentManager.Audio.Music.JINGLE_SETTINGS = XmlSerializerHelper.Deserialize <JumpKing.MiscSystems.ScreenEvents.JingleEventSettings>("Content/" + text + "event_music/events.xml");
// ambient
JKContentManager.Audio.AmbienceSaveValues = XmlSerializerHelper.Deserialize <AmbienceManager.AmbienceSaveValues>(Game1.instance.Content.RootDirectory + "/mods/audio/background/data/values.xml");
if (JKContentManager.Audio.AmbienceSaveValues.special_info == null)
{
JKContentManager.Audio.AmbienceSaveValues.special_info = new AmbienceManager.AmbienceInfo[0];
}
text = "mods/audio/background";
FileInfo[] filesInFolder = p_loader.GetFilesInFolder(text);
for (int i = 0; i < filesInFolder.Length; i++)
{
string text2 = filesInFolder[i].Name;
if (text2.Contains("."))
{
text2 = text2.Substring(0, text2.IndexOf('.'));
}
SoundType p_type = SoundType.Ambience;
float p_fade_out_time = 0f;
float p_fade_in_time = 0f;
foreach (AmbienceManager.AmbienceInfo ambienceInfo in JKContentManager.Audio.AmbienceSaveValues.special_info)
{
if (ambienceInfo.name == text2)
{
p_type = ambienceInfo.type;
p_fade_out_time = ambienceInfo.fade_out_length;
p_fade_in_time = ambienceInfo.fade_in_length;
}
}
LubedSound lubedSound = Program.contentThread.CreateSound(new ManagedSound(text + "/" + text2, p_type));
JKContentManager.Audio.AmbienceSound value = new JKContentManager.Audio.AmbienceSound
{
lube = lubedSound,
volume_fade = new JumpKing.MiscSystems.FadeAmbience(lubedSound, p_fade_out_time, p_fade_in_time)
};
JKContentManager.Audio.Ambience.Add(text2, value);
}
}
/// <summary>
/// Reads the wave propagation from configuration.
/// </summary>
/// <param name="fileName">Name of the file.</param>
/// <returns>The wave propagation direction.</returns>
public static SphericalCoordinate ReadWavePropagationFromConfiguration(string fileName)
{
return(XmlSerializerHelper.DeserializeObject <DDAParameters>(fileName).WavePropagation);
}
public static void Load(ContentManager p_loader)
{
Wardrobe.wardrobeItems = new List <WardrobeItem>();
Wardrobe.collectionItems = new List <WardrobeItem>();
if (File.Exists(p_loader.RootDirectory + "/mods/king/base.xnb"))
{
JKContentManager.PlayerTexture = p_loader.Load <Texture2D>("mods/king/base");
}
else
{
JKContentManager.PlayerTexture = p_loader.Load <Texture2D>("king/base");
}
JKContentManager.PlayerSprites._CurrentSprites = new LayeredKingSprites(JKContentManager.PlayerTexture);
string[] files = Directory.GetFiles("Content/wardrobe", "*.xml");
for (int i = 0; i < files.Length; i++)
{
WardrobeItem wardrobeItem = new WardrobeItem(files[i]);
WardrobeItem.WardrobeSettings wItemSettings = wardrobeItem._wItemSettings;
bool isCollection = wItemSettings.isCollection;
if (isCollection)
{
Wardrobe.collectionItems.Add(wardrobeItem);
}
else
{
Wardrobe.wardrobeItems.Add(wardrobeItem);
}
}
SkinSettings skinSettings = XmlSerializerHelper.Deserialize <SkinSettings>("Content/mods/king/skin_settings.xml");
SkinManager.SetSettings(skinSettings);
Skin[] skins = skinSettings.skins;
for (int j = 0; j < skins.Length; j++)
{
Skin skin = skins[j];
WardrobeItem wardrobeItem2 = Wardrobe.collectionItems.Find((WardrobeItem c) => Wardrobe.HasSkin(c._wItemSettings.collection.Value.Reskins, skin.item) && c._wItemSettings.collection.Value.enabled);
bool flag = wardrobeItem2 == null;
if (flag)
{
WardrobeItem wardrobeItem3 = Wardrobe.wardrobeItems.Find((WardrobeItem x) => x._wItemSettings.skin.Equals(skin.item) && x._wItemSettings.enabled.Value);
bool flag2 = wardrobeItem3 != null;
if (flag2)
{
Texture2D p_tex = p_loader.Load <Texture2D>("wardrobe/" + wardrobeItem3._wItemSettings.name);
SkinManager.AddSkinSprite(skin.item, new KingSprites(p_tex));
}
else
{
bool flag3 = !File.Exists(p_loader.RootDirectory + "/mods/king/" + skin.texture + ".xnb");
if (flag3)
{
Texture2D p_tex2 = p_loader.Load <Texture2D>("king/" + skin.texture);
SkinManager.AddSkinSprite(skin.item, new KingSprites(p_tex2));
}
else
{
Texture2D p_tex3 = p_loader.Load <Texture2D>("mods/king/" + skin.texture);
SkinManager.AddSkinSprite(skin.item, new KingSprites(p_tex3));
}
}
}
else
{
WardrobeItem.Reskin skinsEnabled = Wardrobe.GetSkinsEnabled(wardrobeItem2._wItemSettings.collection.Value, skin.item);
Texture2D p_tex4 = p_loader.Load <Texture2D>("wardrobe/" + skinsEnabled.name);
SkinManager.AddSkinSprite(skinsEnabled.skin, new KingSprites(p_tex4));
}
}
}
public static void EncryptStringToFile(string fileName, string content, DataProtectionScope protectionScope)
{
fileName = ResolveFilename(fileName);
content = Encrypt(content, protectionScope);
XmlSerializerHelper.Save(content, fileName);
}
public bool Equals(TimeDimension x, TimeDimension y)
{
return(XmlSerializerHelper.AreEqual(x, y));
}
/// <summary>
/// Gets the instrument config data.
/// </summary>
/// <param name="cache">The cache.</param>
/// <param name="nameSpace">The client namespace</param>
/// <param name="parts">The AssetId or the parts of the AssetId.</param>
/// <returns></returns>
public static Instrument GetInstrumentConfigurationData(ICoreCache cache, string nameSpace, params string[] parts)
{
bool simplifiable = true;
if (parts.Length == 1)
{
parts = parts[0].Split('-');
}
string uniqueName;
var assetType = (AssetTypesEnum)Enum.Parse(typeof(AssetTypesEnum), parts[1], true);
var swapTypes = new[] { AssetTypesEnum.IRSwap, AssetTypesEnum.BasisSwap, AssetTypesEnum.XccyBasisSwap, AssetTypesEnum.XccySwap };
var fxTypes = new[] { AssetTypesEnum.FxSpot, AssetTypesEnum.FxForward };
var bondTypes = new[] { AssetTypesEnum.Bond };
var commodityTypes = new[] { AssetTypesEnum.CommoditySpread, AssetTypesEnum.CommodityForward };
var equityTypes = new[] { AssetTypesEnum.Equity, AssetTypesEnum.EquityForward, AssetTypesEnum.EquitySpread };
var irfuturesOptionTypes = new[] { AssetTypesEnum.IRFutureOption, AssetTypesEnum.IRCallFutureOption, AssetTypesEnum.IRPutFutureOption };
var otherTypes = new[] { AssetTypesEnum.BondForward, AssetTypesEnum.BondSpot };
ICoreItem loadedItem;
Instrument instrument;
string exchangeMIC = null;
if (swapTypes.Contains(assetType) && parts.Length > 3)
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0], parts[2], parts[3]);
}
else if (irfuturesOptionTypes.Contains(assetType) && parts.Length > 2)
{
uniqueName = CreateKey(nameSpace, AssetTypesEnum.IRFutureOption.ToString(), parts[0], parts[2]);
}
else if (commodityTypes.Contains(assetType) && parts.Length > 3)
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0], parts[2], parts[3]);
}
else if (fxTypes.Contains(assetType))
{
return(GetFxInstrumentConfigurationData(cache, nameSpace, parts));
}
else if (bondTypes.Contains(assetType) && parts[2].Split('.').Length > 4)
{
uniqueName = CreateBondKey(nameSpace, parts[2]);
var extraData = cache.LoadItem <Bond>(uniqueName);
var bondType = extraData.AppProps.GetValue <string>(BondProp.BondType, true);
uniqueName = CreateKey(nameSpace, parts[1], parts[0], bondType);
loadedItem = cache.LoadItem <Instrument>(uniqueName);
instrument = loadedItem.Data as Instrument;
if (instrument != null)
{
var newInstrument = XmlSerializerHelper.Clone(instrument);
((BondNodeStruct)newInstrument.InstrumentNodeItem).Bond = extraData.Data as Bond;
return(newInstrument);
}
}
else if (equityTypes.Contains(assetType))
{
var assetCode = parts[2].Split('.');
EquityAsset equityAsset = null;
if (assetCode.Length == 2)
{
uniqueName = CreateEquityAssetKey(nameSpace, parts[2]);
var equity = cache.LoadItem <EquityAsset>(uniqueName);
exchangeMIC = equity.AppProps.GetValue <string>(EquityProp.ExchangeMIC, true);
equityAsset = equity.Data as EquityAsset;
}
if (assetCode.Length == 1)
{
exchangeMIC = assetCode[0];
}
uniqueName = CreateEquityExchangeKey(nameSpace, exchangeMIC);
loadedItem = cache.LoadItem <ExchangeConfigData>(uniqueName);
if (assetType == AssetTypesEnum.Equity && loadedItem.Data is ExchangeConfigData exchange)
{
instrument = new Instrument();
var equityNode = new EquityNodeStruct
{
Equity = equityAsset,
Exchange = exchange.ExchangeData,
SettlementDate = exchange.SettlementDate
};
instrument.AssetType = parts[1];
instrument.InstrumentNodeItem = equityNode;
instrument.Currency = CurrencyHelper.Parse(parts[0]);
instrument.ExtraItem = equityNode.Exchange.MIC;
return(instrument);
}
if (parts.Length > 3)
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0], exchangeMIC, parts[3]);
}
else
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0], exchangeMIC);
simplifiable = false;
}
}
else if (otherTypes.Contains(assetType) && parts.Length > 3)
{
//This is to simplify the configuration data and no bond forward is required
uniqueName = CreateKey(nameSpace, parts[1], parts[0], parts[2], parts[3]);
}
//Default Area that sweeps all the standard keys structures.
else if (parts.Length > 2)
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0], parts[2]);
}
else
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0]);
simplifiable = false;
}
loadedItem = cache.LoadItem <Instrument>(uniqueName);
if (loadedItem == null && simplifiable)
{
if (swapTypes.Contains(assetType) && parts.Length > 3)
{
//This handles the special case of IRSwaps, where the underlying maturity should use the default.
uniqueName = CreateKey(nameSpace, parts[1], parts[0], "Default", parts[3]);
}
else if (commodityTypes.Contains(assetType) && parts.Length > 3)
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0], parts[2]);
}
else if (equityTypes.Contains(assetType) && parts.Length > 3)
{
//Orion.V5r3.Configuration.Instrument.EquityForward.AUD-EquityForward.AU.0D
uniqueName = CreateKey(nameSpace, parts[1], parts[0], exchangeMIC);
}
else if (otherTypes.Contains(assetType))
{
//This is to simplify the configuration data and no bond forward is required
uniqueName = CreateKey(nameSpace, AssetTypesEnum.Bond.ToString(), parts[0], parts[2]);
}
else
{
uniqueName = CreateKey(nameSpace, parts[1], parts[0]);
}
loadedItem = cache.LoadItem <Instrument>(uniqueName);
}
instrument = loadedItem?.Data as Instrument;
return(instrument);
}
public int GetHashCode(TimeDimension obj)
{
return(XmlSerializerHelper.SerializeToString(obj).GetHashCode());
}
/// <summary>
/// This function is the callback used to execute the command when the menu item is clicked.
/// See the constructor to see how the menu item is associated with this function using
/// OleMenuCommandService service and MenuCommand class.
/// </summary>
/// <param name="sender">Event sender.</param>
/// <param name="e">Event args.</param>
private void MenuItemCallback(object sender, EventArgs e)
{
var dte = Host.Instance.Dte2;
_project = dte.GetActiveProejct();
Common.CheckTfs(_project);
_dir = _project.GetDirectory();
_nuspecFile = Path.Combine(_dir, NuGetDomain.NuSpecFileName);
if (!File.Exists(_nuspecFile))
{
var dr = VsShellUtilities.ShowMessageBox(this.ServiceProvider, $"Miss {NuGetDomain.NuSpecFileName} file,would you add it now?", "Warning",
OLEMSGICON.OLEMSGICON_WARNING, OLEMSGBUTTON.OLEMSGBUTTON_YESNO, OLEMSGDEFBUTTON.OLEMSGDEFBUTTON_FIRST);
if (dr != 6)
{
return;
}
new AddNuSpecCommand().Execute();
}
_assemblyInfo = _project.GetProjectAssemblyInfo();
_xmlDoc = new XmlDocument();
_xmlDoc.Load(_nuspecFile);
var xml = _xmlDoc.InnerXml;
_nupack = XmlSerializerHelper.LoadObjectFromXmlString <NuGet.Package>(xml);
var packageFields = new List <string>();
var assemblyFields = new List <string>();
if (_nupack.Metadata.Id.IsEmptyOrPlaceHolder() && string.IsNullOrWhiteSpace(_assemblyInfo.Title))
{
packageFields.Add("id");
assemblyFields.Add("AssemblyTitle");
}
if (_nupack.Metadata.Authors.IsEmptyOrPlaceHolder() && string.IsNullOrWhiteSpace(_assemblyInfo.Company))
{
packageFields.Add("authors");
assemblyFields.Add("AssemblyCompany");
}
if (_nupack.Metadata.Description.IsEmptyOrPlaceHolder() && string.IsNullOrWhiteSpace(_assemblyInfo.Description))
{
packageFields.Add("description");
assemblyFields.Add("AssemblyDescription");
}
if (assemblyFields.Count > 0)
{
var assemblyInfoFile = _project.GetAssemblyInfoFileName();
if (File.Exists(assemblyInfoFile))
{
VsShellUtilities.ShowMessageBox(this.ServiceProvider,
$"{string.Join("/", assemblyFields)} required,please edit {Path.GetFileName(assemblyInfoFile)} at first.", "Warning",
OLEMSGICON.OLEMSGICON_WARNING, OLEMSGBUTTON.OLEMSGBUTTON_OK,
OLEMSGDEFBUTTON.OLEMSGDEFBUTTON_FIRST);
dte.ItemOperations.OpenFile(assemblyInfoFile);
}
else
{
VsShellUtilities.ShowMessageBox(this.ServiceProvider,
$"{string.Join("/", packageFields)} required,please edit package.nuspec at first.", "Warning",
OLEMSGICON.OLEMSGICON_WARNING, OLEMSGBUTTON.OLEMSGBUTTON_OK,
OLEMSGDEFBUTTON.OLEMSGDEFBUTTON_FIRST);
dte.ItemOperations.OpenFile(_nuspecFile);
}
return;
}
MergePackagesConfig();
var form = new DeployWizard(_assemblyInfo, _nupack, _xmlDoc);
if (form.ShowDialog() == DialogResult.OK)
{
form.SaveAndBuild();
}
}
private void PricingStructureFormDisplayLoad(object sender, EventArgs e)
{
textBox1.Text = _item.Name;
//Instantiate the datagrid
//
//dataGridView1.Columns.Add("PropertyName", "Name");
//dataGridView1.Columns.Add("PropertyValue", "Value");
var properties = _item.AppProps.ToDictionary();
foreach (var property in properties)
{
object[] row = { property.Key, property.Value.ToString() };
dataGridView1.Rows.Add(row);
}
//Populate the market data
//dataGridView2.Columns.Add("assetName", "Name");
//dataGridView2.Columns.Add("assetValue", "Value");
var marketData = XmlSerializerHelper.DeserializeFromString <Market>(_item.Text);
var quotedAssetSet = marketData.GetQuotedAssetSet();
if (quotedAssetSet != null)
{
//Populate the asset data grid
var index = 0;
foreach (var asset in quotedAssetSet.instrumentSet.Items)
{
object[] row = { asset.id, quotedAssetSet.assetQuote[index].quote[0].value };
dataGridView2.Rows.Add(row);
index++;
}
}
chart1.Name = "termCurveChart";
chart1.Titles.Add("Zero Curve");
//chart1.ChartAreas.Add("termCurveArea");
//chart1.ChartAreas["termCurveArea"].AxisX.Minimum = 0;
//chart1.ChartAreas["termCurveArea"].AxisX.Maximum = 10000;
//chart1.ChartAreas["termCurveArea"].AxisX.Interval = 1;
//chart1.ChartAreas["termCurveArea"].AxisY.Minimum = 0;
//chart1.ChartAreas["termCurveArea"].AxisY.Maximum = .1;
//chart1.ChartAreas["termCurveArea"].AxisY.Interval = .01;
chart1.Series["Curve"].Color = Color.Blue;
chart1.Series["Curve"].ChartType = SeriesChartType.Line;
var zeroCurve = marketData.GetTermCurve();
var baseDate = marketData.Items1[0].baseDate.Value;
if (zeroCurve != null)
{
//Populate the curve graph
var rates = zeroCurve.GetListMidValues();
var dates = zeroCurve.GetListTermDates();
if (rates != null && dates != null)
{
var index = 0;
foreach (var rate in rates)
{
var currentDate = dates[index];
var numDays = currentDate.Subtract(baseDate);
chart1.Series["Curve"].Points.AddXY(numDays.TotalDays, Convert.ToDouble(rate));
index++;
}
}
}
}
private void StripBackgroundHandler(object sender, StripBackgroundEventArgs args)
{
XmlSerializerHelper.Serialize(args.BackgroundStrippingParams, GetBackgroundStrippingParamsFilePath(_folderPath));
SetStripBackgroundParams(args.BackgroundStrippingParams);
}
//public static void LoadTrades(ILogger logger, ICoreCache targetClient)
//{
// LoadIRTrades(logger, targetClient);
//}
public static void LoadTrades(ILogger logger, ICoreCache targetClient)
{
logger.LogDebug("Loading trades...");
Assembly assembly = Assembly.GetExecutingAssembly();
const string prefix = "Orion.Configuration.TradeData.FpML47";
Dictionary <string, string> chosenFiles = ResourceHelper.GetResources(assembly, prefix, "xml");
if (chosenFiles.Count == 0)
{
throw new InvalidOperationException("Missing Trades");
}
foreach (KeyValuePair <string, string> file in chosenFiles)
{
var document = XmlSerializerHelper.DeserializeFromString <Document>(file.Value);//This does not work!
Trade tradeVersion;
Party[] party;
if (document as DataDocument != null)
{
var tradeData = (DataDocument)document;
tradeVersion = tradeData.Items[0] as Trade;
if (tradeVersion != null)
{
party = tradeData.party;
BuildTrade(logger, targetClient, tradeVersion, party);
}
}
else if (document as TradeConfirmed != null)
{
var tradeData = (TradeConfirmed)document;
tradeVersion = tradeData.trade;
party = tradeData.party;
BuildTrade(logger, targetClient, tradeVersion, party);
}
else if (document as RequestTradeConfirmation != null)
{
var tradeData = (RequestTradeConfirmation)document;
tradeVersion = tradeData.trade;
party = tradeData.party;
BuildTrade(logger, targetClient, tradeVersion, party);
}
else if (document as TradeCreated != null)
{
var tradeData = (TradeCreated)document;
tradeVersion = tradeData.trade;
party = tradeData.party;
BuildTrade(logger, targetClient, tradeVersion, party);//TradeCancelled
}
else if (document as TradeCancelled != null)
{
var tradeData = (TradeCancelled)document;
tradeVersion = tradeData.Items[0] as Trade;
party = tradeData.party;
BuildTrade(logger, targetClient, tradeVersion, party);//
}
//else if (document as LoanContractNotice != null)
//{
// var tradeData = (LoanContractNotice)document;
// tradeVersion = tradeData.Items[0] as Trade;
// party = tradeData.party;
// BuildTrade(logger, targetClient, tradeVersion, party);
//}
} // foreach file
//as TradeConfirmed
logger.LogDebug("Loaded {0} trades.", chosenFiles.Count());
}
private void button3_Click(object sender, EventArgs e)
{
var connectionsXml = File.ReadAllText("connections.xml");
var crmConnections = (CrmConnections)XmlSerializerHelper.Deserialize(connectionsXml, typeof(CrmConnections));
var connection = crmConnections.Connections.First();
}
public void CreateSwaptionValuation()
{
DateTime valuationDate = DateTime.Today;
SwaptionPricer irSwaptionPricer = new InterestRateSwaptionPricer();
string discountCurveID = BuildAndCacheRateCurve(valuationDate); //RateCurveExcelInterfaceTests.ExcelInterface_CreateAUDCurveFromDepostSwapsFuturesFras_WithDates(valuationDate, valuationDate);
string projectionCurveID = discountCurveID;
SwapLegParametersRange_Old payFixed = CreateFixedAUD_6MSwapLegParametersRange(_NAB, CounterParty, valuationDate, 0.065m, "ACT/365.FIXED", "AUSY", "FOLLOWING", "AUSY", "NONE", discountCurveID);
SwapLegParametersRange_Old receiveFloat = CreateFloatingAUD_6MSwapLegParametersRange(CounterParty, _NAB, valuationDate, 0, "ACT/365.FIXED", "AUSY", "FOLLOWING", "AUSY", "NONE", discountCurveID, projectionCurveID);
ValuationRange valuationRange = CreateValuationRangeForNAB(valuationDate);
var payCFRangeItemList = InterestRateSwapPricer.GetDetailedCashflowsTestOnly(Engine.Logger, Engine.Cache, Engine.NameSpace, payFixed, valuationRange);
payCFRangeItemList[0].CouponType = "fixed"; // that should test case insensitive nature of coupons
payCFRangeItemList[1].CouponType = "Fixed"; //
var receiveCFRangeItemList = InterestRateSwapPricer.GetDetailedCashflowsTestOnly(Engine.Logger, Engine.Cache, Engine.NameSpace, receiveFloat, valuationRange);
receiveCFRangeItemList[0].CouponType = "float"; // that should test case insensitive nature of coupons
receiveCFRangeItemList[1].CouponType = "Float"; //
var tradeRange = new TradeRange {
Id = "TradeId_12345", TradeDate = valuationDate
};
var leg1PrincipalExchangeCashflowList = new List <InputPrincipalExchangeCashflowRangeItem>();
var leg2PrincipalExchangeCashflowList = new List <InputPrincipalExchangeCashflowRangeItem>();
var leg1BulletPaymentList = new List <AdditionalPaymentRangeItem>();
var leg2BulletPaymentList = new List <AdditionalPaymentRangeItem>();
var swaptionParametersRange = new SwaptionParametersRange
{
Premium = 456789.12m,
PremiumCurrency = "AUD",
PremiumPayer = CounterParty,
PremiumReceiver = _NAB,
ExpirationDate = valuationDate.AddDays(10),
ExpirationDateCalendar = "AUSY-GBLO",
ExpirationDateBusinessDayAdjustments = "FOLLOWING",
PaymentDate = valuationDate.AddDays(20),
PaymentDateCalendar = "USNY-GBLO",
PaymentDateBusinessDayAdjustments = "MODFOLLOWING",
EarliestExerciseTime = new TimeSpan(10, 0, 0).TotalDays,
ExpirationTime = new TimeSpan(11, 0, 0).TotalDays,
AutomaticExcercise = false
};
List <PartyIdRangeItem> partyList = GetPartyList("NAB", "book", "MCHammer", "counterparty");
List <OtherPartyPaymentRangeItem> otherPartyPaymentRangeItems = GetOtherPartyPaymentList("counterparty", "cost center");
List <FeePaymentRangeItem> feePaymentRangeItems = GetFeeList("counterparty", "book");
// Get price and swap representation using non-vanilla PRICE function.
//
string valuatonId = irSwaptionPricer.CreateValuation(Engine.Logger, Engine.Cache, Engine.NameSpace, null, null,
swaptionParametersRange,
CreateValuationSetList2(12345.67, -0.321), valuationRange, tradeRange,
payFixed, receiveFloat,
payCFRangeItemList, receiveCFRangeItemList,
leg1PrincipalExchangeCashflowList, leg2PrincipalExchangeCashflowList,
leg1BulletPaymentList, leg2BulletPaymentList,
partyList, otherPartyPaymentRangeItems,
feePaymentRangeItems);
var valuationReport = Engine.Cache.LoadObject <ValuationReport>(Engine.NameSpace + "." + valuatonId);
Debug.Print(XmlSerializerHelper.SerializeToString(valuationReport));
}
public void FromXmlString(string xmlString)
{
ImportParameters(XmlSerializerHelper.DeserializeXML <AesParameters>(xmlString));
}
/// <summary>
/// Reads the wavelength from configuration.
/// </summary>
/// <param name="fileName">Name of the file.</param>
/// <returns>The optical spectrum.</returns>
public static OpticalSpectrum ReadWavelengthFromConfiguration(string fileName)
{
var config = XmlSerializerHelper.DeserializeObject <DDAParameters>(fileName);
return(ReadWavelengthFromConfiguration(config));
}
private void tsbInstall_Click(object sender, EventArgs e)
{
if (lvPlugins.CheckedItems.Count == 0)
{
return;
}
((MainForm)Owner).EnableNewPluginsWatching(false);
var pus = new PluginUpdates {
PreviousProcessId = Process.GetCurrentProcess().Id
};
foreach (ListViewItem item in lvPlugins.CheckedItems.Cast <ListViewItem>().Where(l => l.Tag is XtbNuGetPackage))
{
var xtbPackage = (XtbNuGetPackage)item.Tag;
if (xtbPackage.Action == PackageInstallAction.Unavailable)
{
if (xtbPackage.Package.ProjectUrl != null && !string.IsNullOrEmpty(xtbPackage.Package.ProjectUrl.ToString()))
{
if (DialogResult.Yes == MessageBox.Show($"{xtbPackage.Package.Title}\nis incompatible with this version of XrmToolBox.\nOpen project URL?", "Incompatible plugin", MessageBoxButtons.YesNo, MessageBoxIcon.Exclamation))
{
Process.Start(xtbPackage.Package.ProjectUrl.ToString());
}
}
else
{
MessageBox.Show($"{xtbPackage.Package.Title}\nis incompatible with this version of XrmToolBox.", "Incompatible plugin", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);
}
continue;
}
manager.InstallPackage(xtbPackage.Package, true, false);
var packageFolder = Path.Combine(nugetPluginsFolder, xtbPackage.Package.Id + "." + xtbPackage.Package.Version);
foreach (var fi in xtbPackage.Package.GetFiles())
{
var destinationFile = Path.Combine(applicationFolder, fi.EffectivePath);
// XrmToolBox restart is required when a plugin has to be
// updated or when a new plugin shares files with other
// plugin(s) already installed
if (xtbPackage.RequiresXtbRestart)
{
pus.Plugins.Add(new PluginUpdate
{
Source = Path.Combine(packageFolder, fi.Path),
Destination = destinationFile
});
}
else if (xtbPackage.Action == PackageInstallAction.Install)
{
try
{
// Can install plugin directly
var destinationDirectory = Path.GetDirectoryName(destinationFile);
if (!Directory.Exists(destinationDirectory))
{
Directory.CreateDirectory(destinationDirectory);
}
File.Copy(Path.Combine(packageFolder, fi.Path), destinationFile, true);
}
catch (Exception error)
{
MessageBox.Show(this,
"An error occured while copying files: " + error.Message +
"\r\n\r\nCopy has been aborted", "Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
}
}
}
if (pus.Plugins.Count > 0)
{
XmlSerializerHelper.SerializeToFile(pus, Path.Combine(applicationFolder, "Update.xml"));
if (DialogResult.Yes == MessageBox.Show(
"This application needs to restart to install updated plugins (or new plugins that share some files with already installed plugins). Click Yes to restart this application now",
"Information", MessageBoxButtons.YesNo, MessageBoxIcon.Information))
{
Application.Restart();
}
}
else
{
// Refresh plugins list when installation is done
((MainForm)Owner).ReloadPluginsList();
RefreshPluginsList();
MessageBox.Show("Installation done!", "Information", MessageBoxButtons.OK, MessageBoxIcon.Information);
}
((MainForm)Owner).EnableNewPluginsWatching(true);
}
public static ApplicationSettings LoadSettingsFromFile()
{
try
{
using (var reader = new FileStream(SettingsFileFilename,FileMode.Open))
{
var sett=new XmlSerializerHelper<ApplicationSettings>();
return sett.Read(reader);
}
}
catch (Exception exception)
{
MessageBox.Show("No settings present. Please visit \"Settings\" page to configure bot.");
return new ApplicationSettings();
}
}
