public static CurrencyExchange LookupCurrencyExchange(FGAContext db, CurrencyCode Unit, CurrencyCode Quoted, DateTime dateOfData)
{
CurrencyExchange forex;
forex = db.CurrencyExchanges.Where <CurrencyExchange>(t => (t.Date == dateOfData && t.UnitCurrency.Currency == Unit.Currency && t.QuotedCurrency.Currency == Unit.Currency)).FirstOrDefault <CurrencyExchange>();
return(forex);
}
public static Index LookupIndexObjectById(FGAContext db, string Id)
{
Index index = null;
index = db.Indexes.Include("Identification").Where <Index>(t => t.Identification.SecurityIdentification.ISINCode.Equals(Id)).FirstOrDefault <Index>();
return(index);
}
public static Index CreateIndexObject(FGAContext db, IDictionary <string, string> data, ILog ExceptionLogger)
{
Index index;
string isin = data["isin"];
CurrencyCode c = data["currency"] == null ? CurrencyCode.EUR : (CurrencyCode)data["currency"];
index = new Index(Name: data["name"], ISIN: isin, IndexCurrency: c);
index.IndexFrequency = FrequencyCode.getFrequencyByLabel("DAILY");
index.Identification.OtherIdentification = data["id"];
index.Identification.RIC = (RICIdentifier)data["ric"];
index.Identification.Bloomberg = (BloombergIdentifier)data["bloomberg"];
index.FamilyKeyObject = new MSCIFamilyObject();
if (data["country"] != null)
{
try
{
index.Identification.DomesticIdentificationSource = (CountryCode)data["country"];
}
catch (Exception e)
{
ExceptionLogger.Info("Country code :" + data["country"] + " Not recognized");
}
}
db.Indexes.Add(index);
return(index);
}
public static Rating LookupValidRating(FGAContext db, string Isin, DateTime dateOfData, string RatingScheme)
{
Rating R = db.Ratings.Where <Rating>(t => (t.ISINId == Isin) && (t.RatingScheme == RatingScheme) && t.ValueDate <= dateOfData).OrderByDescending <Rating, DateTime?>(c => c.ValueDate).FirstOrDefault <Rating>();
return(R);
}
public static SecuritiesPricing LookupSecurityPricingObject(FGAContext db, Security sec, DateTime dateOfData, string ValuationSource)
{
SecuritiesPricing secV = db.SecuritiesPricings.Where <SecuritiesPricing>(t => (t.SecurityId == sec.Id && t.Date == dateOfData && t.PriceSource == ValuationSource)).FirstOrDefault <SecuritiesPricing>();
return(secV);
}
public static IndexValuation LookupIndexValuationObject(FGAContext db, string Isin, DateTime dateOfData, string ValuationSource)
{
IndexValuation indexV = db.Valuations.OfType <IndexValuation>().Where <IndexValuation>(t => (t.ISINId == Isin && t.Date == dateOfData && t.ValuationSource == ValuationSource)).FirstOrDefault <IndexValuation>();
return(indexV);
}
protected abstract IndexValuation AddIndexValuation(FGAContext db, Index index, IndexLineType indexLine, DateTime dateOfData, string ISIN = null);
public static Debt LookupDebt(FGAContext db, String Isin)
{
Debt d = db.Debts.Include("Identification").Where <Debt>(t => t.Identification.SecurityIdentification.ISINCode == Isin).FirstOrDefault <Debt>();
return(d);
}
public static IssuerRole LookupIssuerRole(FGAContext db, Asset asset)
{
IssuerRole issuerRole = db.IssuerRoles.Where <IssuerRole>(r => r.AssetId == asset.Id).FirstOrDefault <IssuerRole>();
return(issuerRole);
}
protected abstract AssetHolding AddAssetHolding(FGAContext db, Index index, Asset security, IndexLineType indexLine, SecurityLineType securityLine, DateTime dateOfData, params Object[] additionalparameters);
protected abstract CurrencyExchange LookupForexRateObject(FGAContext db, CurrencyLineType currencyExchangeLine, DateTime dateOfData, string ISIN = null);
protected abstract Rating AddSecurityRating(FGAContext db, Security security, SecurityLineType securityLine, DateTime dateOfData, string ISIN = null);
protected abstract AssetClassification AddAssetClassification(FGAContext db, Asset security, SecurityLineType securityLine, string ISIN = null);
protected abstract SecuritiesPricing AddSecurityValuation(FGAContext db, Security security, SecurityLineType securityLine, DateTime dateOfData, string ISIN = null);
protected abstract Security LookupSecurityObject(FGAContext db, SecurityLineType securityLine, string ISIN = null);
public static AssetClassification LookupAssetClassification(FGAContext db, string Isin, string Classification)
{
AssetClassification classif = db.AssetClassifications.Where <AssetClassification>(t => (t.ISINId == Isin && t.Source == Classification)).FirstOrDefault <AssetClassification>();
return(classif);
}
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 static Index LookupIndexObject(FGAContext db, string Name)
{
Index index = db.Indexes.Where <Index>(t => t.Name.Contains(Name)).FirstOrDefault <Index>();
return(index);
}
public static Equity LookupEquity(FGAContext db, String Isin, CountryCode exchange)
{
Equity eq = db.Equities.Include("Identification").Where <Equity>(t => t.Identification.SecurityIdentification.ISINCode == Isin && t.Identification.DomesticIdentificationSource.Code2chars.Equals(exchange.Code2chars)).FirstOrDefault <Equity>();
return(eq);
}
protected abstract Index LookupIndexObject(FGAContext db, IndexLineType indexLine, string ISIN = null);
