private static void ParseCorp(Element fieldData, string security)
{
Corp corp;
try
{
string maturity = fieldData.GetElementAsString("MATURITY");
string name = fieldData.GetElementAsString("NAME");
string country = fieldData.GetElementAsString("COUNTRY_ISO");
double px_last = fieldData.GetElementAsFloat64("PX_LAST");
string currency = fieldData.GetElementAsString("DDIS_CURRENCY");
bool is_covered = fieldData.GetElementAsBool("IS_COVERED");
int id_Mcorp = fieldData.GetElementAsInt32("ID_BB_ULTIMATE_PARENT_CO");
string name_Mcorp = fieldData.GetElementAsString("ID_BB_ULTIMATE_PARENT_CO_NAME");
double duration = fieldData.GetElementAsFloat64("YAS_MOD_DUR");
string date_cpn = fieldData.GetElementAsString("NXT_CPN_DT");
int nb_day_nxt_cpn = fieldData.GetElementAsInt32("DAYS_TO_NEXT_COUPON");
double cpn = fieldData.GetElementAsFloat64("CPN");
int cpn_freq = fieldData.GetElementAsInt32("CPN_FREQ");
// rating
int rating = Rating.GetQuality(fieldData);
corp = new Corp(security, d_title[security].Item1, country, currency, name, px_last, id_Mcorp, name_Mcorp, rating, d_title[security].Item2, date_cpn, maturity, duration, cpn, cpn_freq, nb_day_nxt_cpn, is_covered);
}
catch (NotFoundException e)
{
corp = new Corp(security, d_title[security].Item1, d_title[security].Item2, e.Description());
}
//curve.GetValue(date_cpn);
l_title.Add(corp);
}
private static void ParseCorp(Element fieldData, string security)
{
Corp corp;
try
{
string maturity = fieldData.GetElementAsString("MATURITY");
string name = fieldData.GetElementAsString("NAME");
string country = fieldData.GetElementAsString("COUNTRY_ISO");
double px_last = fieldData.GetElementAsFloat64("PX_LAST");
string currency = fieldData.GetElementAsString("DDIS_CURRENCY");
bool is_covered = fieldData.GetElementAsBool("IS_COVERED");
int id_Mcorp = fieldData.GetElementAsInt32("ID_BB_ULTIMATE_PARENT_CO");
string name_Mcorp = fieldData.GetElementAsString("ID_BB_ULTIMATE_PARENT_CO_NAME");
double duration = fieldData.GetElementAsFloat64("YAS_MOD_DUR");
string date_cpn = fieldData.GetElementAsString("NXT_CPN_DT");
int nb_day_nxt_cpn = fieldData.GetElementAsInt32("DAYS_TO_NEXT_COUPON");
double cpn = fieldData.GetElementAsFloat64("CPN");
int cpn_freq = fieldData.GetElementAsInt32("CPN_FREQ");
// rating
int rating = Rating.GetQuality(fieldData);
corp = new Corp(security, d_title[security].Item1, country, currency, name, px_last, id_Mcorp, name_Mcorp, rating, d_title[security].Item2, date_cpn, maturity, duration, cpn, cpn_freq, nb_day_nxt_cpn, is_covered);
}
catch (NotFoundException e)
{
corp = new Corp(security, d_title[security].Item1, d_title[security].Item2,e.Description() );
}
//curve.GetValue(date_cpn);
l_title.Add(corp);
}
/// <summary>
/// Filtre la reponse pour les stocker dans des objets de types TITLE
/// </summary>
/// <param name="eventObj"></param>
private static void handleResponseEvent(Event eventObj)
{
string marketSector;
foreach (Message message in eventObj.GetMessages())
{
Element ReferenceDataResponse = message.AsElement;
if (ReferenceDataResponse.HasElement("responseError"))
{
//throw new Exception("responseError " + ReferenceDataResponse.ToString());
Console.WriteLine("Mode non connecté");
Remplissage_Non_connection();
}
Element securityDataArray = ReferenceDataResponse.GetElement("securityData");
//Console.WriteLine(message.ToString());
int numItems = securityDataArray.NumValues;
for (int i = 0; i < numItems; ++i)
{
Element securityData = securityDataArray.GetValueAsElement(i);
string security = securityData.GetElementAsString("security");
if(!isGetCurve)
security = security.Replace("/isin/", "");
//int sequenceNumber = securityData.GetElementAsInt32("sequenceNumber");
if (securityData.HasElement("securityError"))
{
Element securityError = securityData.GetElement("securityError");
Corp corp = new Corp(security,"Unknow", d_title[security].Item1, d_title[security].Item2, "securtity error : invalid isin");
l_err.Add(corp);
}
else
{
Element fieldData = securityData.GetElement("fieldData");
if (isGetCurve)
{
curve.ParseEquity(fieldData);
}
else if (isGetChange)
{
ParseChange(fieldData, security);
}
else
{
marketSector = fieldData.GetElementAsString("MARKET_SECTOR_DES");
switch (marketSector)
{
case "Equity":
ParseEquity(fieldData, security);
break;
case "Corp":
ParseCorp(fieldData, security);
break;
case "Govt":
ParseGovt(fieldData, security);
break;
case "Index":
ParseEquity(fieldData, security);
break;
/*case "Curncy":
ParseEquity(fieldData, security);
break;
case "Mmkt":
ParseEquity(fieldData, security);
break;
case "Mtge":
ParseEquity(fieldData, security);
break;
case "Muni":
ParseEquity(fieldData, security);
break;*/
default:
throw new FormatException("market sector invalid: " + marketSector);
}
}
}
}
}
}
