public void HoldingContructionTest()
{
Debt s;
Equity e;
Rating r;
AssetHolding ia;
Portfolio p;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
s = new Debt(ISIN: "XX11110000", FinancialInstrumentName: "Debt 1-Holding test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
e = new Equity(ISIN: "ZZ11110000", FinancialInstrumentName: "Equity 1-Holding test");
db.Equities.Add(e);
s = new Debt(ISIN: "ZZ22220000", FinancialInstrumentName: "Debt 2-Holding test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
db.SaveChanges();
db.Debts.Add(s);
db.SaveChanges();
ia = new AssetHolding(Date: dateOfData, ISIN: e.ISINId, HoldAsset: e, Quantity: 1000);
db.AssetHoldings.Add(ia);
db.SaveChanges();
ia = new AssetHolding(Date: dateOfData, ISIN: s.ISINId, HoldAsset: s, Quantity: 1000);
db.AssetHoldings.Add(ia);
db.SaveChanges();
}
}
catch (Exception exc)
{
System.Console.WriteLine(exc);
throw exc;
}
}
public void IndexContructionTest()
{
Equity e;
Debt s;
InvestmentFund f;
Rating r;
AssetHolding ia;
Index ex;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
//Security_TEST stest = new Security_TEST();
//stest.ISIN = (ISINIdentifier)"TEST234567890";
//System.Console.WriteLine(stest.ISIN);
ex = new Index(Name: "Exemple d indice 1", ISIN: "BTS1TREU", IndexCurrency: (CurrencyCode)"EUR");
ex.IndexFixingDate = new TimeSpan(15, 30, 0); // 15h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 1-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
s.Identification = new SecuritiesIdentification(Isin: "PP11110000");
s.FinancialInstrumentName = "Security 1";
s.MaturityDate = new DateTime(2013, 1, 1);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, HoldAsset: s, Holder: ex);
ia.MarketValue = new CurrencyAndAmount();
ia.MarketValue.Value = 12;
ia.MarketValue.Currency = (CurrencyCode)"EUR";
ia.FaceAmount = new CurrencyAndAmount();
ia.FaceAmount.Value = 5;
ia.FaceAmount.Currency = (CurrencyCode)"EUR";
ia.BookValue = new CurrencyAndAmount();
ia.BookValue.Value = 5;
ia.BookValue.Currency = (CurrencyCode)"EUR";
ia.Quantity = 30;
//SecuritiesQuantity held = new SecuritiesQuantity();
//held.Unit = 2;
//held.Rate = new PercentageRate();
//held.Rate.Value = 2;
//held.Amount = new CurrencyAndAmount();
//held.Amount.Currency = (CurrencyCode)"USD";
//held.Amount.Value = 666;
db.AssetHoldings.Add(ia);
db.Indexes.Add(ex);
db.SaveChanges();
ex = new Index(ISIN: "FR0000000000", Date: new DateTime(9999, 12, 31));
ex.IndexFixingDate = new TimeSpan(16, 30, 0); // 16h30
ex.IndexFrequency = FrequencyCode.getFrequencyByLabel("MONTHLY");
ex.IndexCurrency = (CurrencyCode)"USD";
db.Indexes.Add(ex);
db.SaveChanges();
// test sans ISIN (identification)
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 2-Index test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, Holder: ex, HoldAsset: s);
db.AssetHoldings.Add(ia);
db.SaveChanges();
Index ex1 = db.Indexes.FirstOrDefault <Index>();
Index ex2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "BTS1TREU").FirstOrDefault <Index>();
Index ex3 = db.Indexes.FirstOrDefault <Index>();
foreach (Component a in ex3.Items)
{
Console.Out.WriteLine(a.ToString());
}
Index ex4 = (Index)ex3;
List <Index> results2 = db.Indexes.Where <Index>(t => t.Identification.SecurityIdentification.ISINCode == "FR0000000000").ToList();
var q = from c in db.Indexes
where c.Identification.SecurityIdentification.ISINCode == "FR0000000000"
select c;
List <Index> results = q.ToList();
Console.WriteLine(results);
Index ex5 = db.Indexes.Find(new object[] { 3, "FR0000000000", new DateTime(9999, 12, 31) });
}
}
catch (Exception exc)
{
System.Console.WriteLine(exc);
throw exc;
}
}
public void PortfolioContructionTest()
{
Equity e;
Debt s;
InvestmentFund f;
Rating r;
AssetHolding ia;
Portfolio p;
try
{
using (var db = new FGABusinessComponent.BusinessComponent.FGAContext("PREPROD", compiledModel))
{
#if DEBUG
// xml seeder: le fichier xml est lu et est chargé comme valeurs par défaut
db.SaveChanges();
// ecriture du fichier pour permettre d avoir un fichier
FGABusinessComponent.BusinessComponent.Util.EFCodeFirstMethods.DumpDbCreationScriptToFile(db);
#endif
f = new InvestmentFund(ISIN: "ZZ11110000", FinancialInstrumentName: "Equity 1-Holding test", FinancialAssetTypeCategoryCode: FinancialAssetTypeCategoryCode.DEBT);
db.InvestmentFunds.Add(f);
p = new Portfolio(ISIN: "ZZ11110000", Date: new DateTime(9999, 12, 31), Name: "ExempleFonds1");
db.Portfolios.Add(p);
db.SaveChanges();
AssetPortfolioAssociation assoc = new AssetPortfolioAssociation(p, f);
f.UnderlyingPortfolio = assoc;
assoc.InvestmentAmount = new CurrencyAndAmount();
assoc.InvestmentAmount.Value = 5;
assoc.InvestmentAmount.Currency = (CurrencyCode)"EUR";
db.AssetPortfolioAssociations.Add(assoc);
db.SaveChanges();
s = new Debt(ISIN: "PP11110000", FinancialInstrumentName: "Debt 1-Portfolio test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, HoldAsset: s, Holder: p, Quantity: 100);
db.AssetHoldings.Add(ia);
p.Add(ia);
e = new Equity(ISIN: "PP11110000", FinancialInstrumentName: "Equity 1-Portfolio test");
db.Equities.Add(e);
ia = new AssetHolding(Date: this.dateOfData, ISIN: e.ISINId, Holder: p, HoldAsset: e, Quantity: 200);
db.AssetHoldings.Add(ia);
p.Add(ia);
s = new Debt(ISIN: "PP22220000", FinancialInstrumentName: "Debt 2-Portfolio test", MaturityDate: new DateTime(2013, 1, 1), interestCoupon: new InterestCalculation(new PercentageRate(1.666), new FrequencyCode(1)));
db.Debts.Add(s);
ia = new AssetHolding(Date: this.dateOfData, ISIN: s.ISINId, Holder: p, HoldAsset: s, Quantity: 300);
db.AssetHoldings.Add(ia);
p.Add(ia);
db.SaveChanges();
}
}
catch (Exception ex)
{
System.Console.WriteLine(ex);
throw ex;
}
}
public static AssetHolding LookupAssetHolding(FGAContext db, Index index, Asset security, DateTime dateOfData)
{
AssetHolding holding = db.AssetHoldings.Where <AssetHolding>(t => t.Asset.Id == security.Id && t.Parent.Id == index.Id && t.Date == dateOfData).FirstOrDefault <AssetHolding>();
return(holding);
}
public void Remove(ref AssetHolding c)
{
this.AssetValue.Remove(c);
}
// different holdings of the asset
public void Add(AssetHolding c)
{
this.AssetValue.Add(c);
}
