Exemplo n.º 1
0
        public DA_TRN GenerateFXSpotTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strSpotDate, string strCtpy, string strPortfolio
														, string strCurrencyPair, string strBS, string strContractCcy, string strCounterCcy
                                                        , string strSpotRate, string strContractAmt, string strCounterAmt, string strRemark, bool settleFlag, string strProductId)
        {
            LookupBusiness _lookupBusiness = new LookupBusiness();
            DA_TRN trn = new DA_TRN();
            DA_TRN lastrn  = null;
            Guid guTemp;
            if (Guid.TryParse(strProductId, out guTemp)) {
                lastrn = new DA_TRN();
                lastrn = GetByID(guTemp);
            }
            trn.ID = Guid.NewGuid();
            trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
            trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
            trn.START_DATE = trn.TRADE_DATE;
            trn.MATURITY_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);
            trn.CTPY_ID = Guid.Parse(strCtpy);
            trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
            trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
            trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
            trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
            trn.FIRST.RATE = Convert.ToDecimal(strSpotRate);
            trn.FLAG_BUYSELL = strBS;
            trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmt) : -Convert.ToDecimal(strContractAmt);
            trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmt) : Convert.ToDecimal(strCounterAmt);
            trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
            trn.SOURCE = SourceType.INT.ToString();
            trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
            trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSPOT.ToString()).ID;
            trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
            trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
            trn.LOG.INSERTDATE = DateTime.Now;
            trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
            trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
            trn.FLAG_SETTLE = !settleFlag;
            trn.REMARK = strRemark;
            var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
            var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID  && p.LABEL == "THB");
            var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID  && p.LABEL == "THB");
            var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
            if (n1 != null)
                trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
            else if (n2 != null)
                trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
            else
            {
                var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
                var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);

                if (firstRate != null && secondRate != null)
                {
                    if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
                        trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
                    else
                        trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
                }
                else
                {
                    var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
                    throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
                }
             }

            //StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
            //trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
            //trn.KK_CONTRIBUTE = trn.NOTIONAL_THB.Value * trn.KK_PCCF / 100;

            DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();

            flow1.ID = Guid.NewGuid();
            flow1.DA_TRN_ID = trn.ID;
            flow1.FLAG_FIRST = true;
            flow1.RATE = trn.FIRST.RATE;
            flow1.FLOW_DATE = trn.MATURITY_DATE;
            flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
            if (n1 != null)
                flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
            else
            {
                var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
                if (a != null){
                    flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
                }
                else{
                    var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
                    throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
                }

            }
            flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
            flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;

            DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();

            flow2.ID = Guid.NewGuid();
            flow2.DA_TRN_ID = trn.ID;
            flow2.FLAG_FIRST = false;
            flow2.FLOW_DATE = trn.MATURITY_DATE;
            flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
            if (n2 != null)
                flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
            else
            {
                var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
                if (a != null)
                {
                    flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
                }
                else
                {
                    var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
                    throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
                }
            }

            flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
            flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;

            trn.DA_TRN_FLOW.Add(flow1);
            trn.DA_TRN_FLOW.Add(flow2);
            return trn;
        }
Exemplo n.º 2
0
        public DA_TRN GenerateFITransactionObject(SessionInfo sessionInfo
                                                    , string strTradeDate
                                                    , string strBuySell
                                                    , string strInstrument
                                                    , string strCtpy
                                                    , string strPortfolio
                                                    , string strSettlementDate
                                                    , string strYield
                                                    , string strUnit
                                                    , string strCleanPrice
                                                    , string strGrossPrice
                                                    , string strNotional
                                                    , string strCCY
                                                    , string strPceFlag
                                                    , string strSettleFlag
                                                    , string strYeildType
                                                    , string strReportBy
                                                    , string strPurpose
                                                    , string strTerm
                                                    , string strRate
                                                    , string strTBMARemark
                                                    , string strRemark
                                                    , string strProductId)
        {
            //Validate business logics here
            //throw error to UI if fail validation
            LookupBusiness _lookupBusiness = new LookupBusiness();
            DA_TRN trn = new DA_TRN();
            DA_TRN lastrn = null;
            DateTime dteTemp;
            Decimal decTemp;
            Guid guTemp;
            if (Guid.TryParse(strProductId, out guTemp))
            {
                lastrn = new DA_TRN();
                lastrn = GetByID(guTemp);
            }
            trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;

            if (strCtpy == "null")
                throw this.CreateException(new Exception(), "Please input counterparty.");
            else
                trn.CTPY_ID = Guid.Parse(strCtpy);

            if (String.IsNullOrEmpty(strTradeDate))
                throw this.CreateException(new Exception(), "Please input trade date.");
            else if (!DateTime.TryParseExact(strTradeDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
                throw this.CreateException(new Exception(), "Invalid trade date.");
            else
                trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);

            if (String.IsNullOrEmpty(strSettlementDate))
                throw this.CreateException(new Exception(), "Please input settlement date.");
            else if (!DateTime.TryParseExact(strSettlementDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteTemp))
                throw this.CreateException(new Exception(), "Invalid settlement date.");
            else
            {
                trn.MATURITY_DATE = DateTime.ParseExact(strSettlementDate, "dd/MM/yyyy", null);
                trn.START_DATE = trn.MATURITY_DATE;
            }

            if (strInstrument == "null")
                throw this.CreateException(new Exception(), "Please input instrument.");
            else
                trn.INSTRUMENT_ID = Guid.Parse(strInstrument);

            if (String.IsNullOrEmpty(strNotional))
                throw this.CreateException(new Exception(), "Please input notional amount.");
            else if (!Decimal.TryParse(strNotional, out decTemp))
                throw this.CreateException(new Exception(), "Invalid notional amount.");
            else if (Convert.ToDecimal(strNotional) <= 0)
                throw this.CreateException(new Exception(), "Invalid notional amount.");
            else
                trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional);

            if (strPortfolio == "-1")
                throw this.CreateException(new Exception(), "Please select portfolio.");
            else
                trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);

            if (trn.MATURITY_DATE < trn.TRADE_DATE)
            {
                throw this.CreateException(new Exception(), "Settlement date cannot be before trade date.");
            }
            if ((strPurpose.Trim() == TBMA_PURPOSE.FIN.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINB.ToString() || strPurpose.Trim() == TBMA_PURPOSE.FINP.ToString()) && (strTBMARemark.Trim() == string.Empty || strRate.Trim() == string.Empty || strTerm.Trim() == string.Empty))
            {
                throw this.CreateException(new Exception(), "Please input Term, Rate and Remark.");
            }
            if (lastrn != null) {
                if (strRemark == "")
                    throw this.CreateException(new Exception(), "Please input comment.");
                else trn.REMARK = strRemark;
            }
            trn.ID = Guid.NewGuid();
            trn.FLAG_SETTLE = strSettleFlag == "1" ? true : false;
            trn.FLAG_BUYSELL = strBuySell;
            trn.FIRST.CCY_ID = Guid.Parse(strCCY);
            trn.FIRST.RATE = Convert.ToDecimal(strYield);
            trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.BOND.ToString()).ID;
            trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
            trn.SOURCE = SourceType.INT.ToString();
            trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
            trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
            var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
            var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == trn.TRADE_DATE);
            if (a == null)
            {
                var ccys = _lookupBusiness.GetCurrencyAll().FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
                throw this.CreateException(new Exception(), "Error : There is no " + ccys.LABEL + " spot rate on " + strTradeDate + " trade date.");
            }
            trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
            trn.FLAG_PCE = strPceFlag == "1" ? true : false;
            trn.LOG.INSERTDATE = DateTime.Now;
            trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
            DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();
            flow1.ID = Guid.NewGuid();
            flow1.DA_TRN_ID = trn.ID;
            flow1.FLAG_FIRST = true;
            flow1.FLOW_DATE = trn.MATURITY_DATE;
            flow1.FLOW_AMOUNT = trn.FLAG_BUYSELL == "B" ? -trn.FIRST.NOTIONAL : trn.FIRST.NOTIONAL;
            flow1.FLOW_AMOUNT_THB = trn.FLAG_BUYSELL == "B" ? -trn.NOTIONAL_THB : trn.NOTIONAL_THB;
            flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
            flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
            trn.DA_TRN_FLOW.Add(flow1);

            DA_TMBA_EXTENSION tbma = new DA_TMBA_EXTENSION();
            tbma.ID = trn.ID;
            tbma.PURPOSE = strPurpose;
            tbma.YIELD_TYPE = strYeildType;
            tbma.CLEAN_PRICE = Convert.ToDecimal(strCleanPrice);
            tbma.GROSS_PRICE = Convert.ToDecimal(strGrossPrice);
            tbma.UNIT = Convert.ToInt32(strUnit);
            if (strTerm != string.Empty)
                tbma.TERM = Convert.ToInt32(strTerm);
            if (strRate != string.Empty)
                tbma.RATE = Convert.ToDecimal(strRate);
            if (strTBMARemark != string.Empty)
                tbma.REMARK = strTBMARemark;
            tbma.IS_REPORT_CLEAN = strReportBy == "0" ? true : false;

            if (lastrn != null)
            {
                tbma.SEND_DATE = lastrn.DA_TMBA_EXTENSION.SEND_DATE;
                tbma.SENDER_ID = lastrn.DA_TMBA_EXTENSION.SENDER_ID;
            }

            trn.DA_TMBA_EXTENSION = tbma;
            return trn;
        }
Exemplo n.º 3
0
        public DA_TRN GenerateFXSwapTransactionObject2(SessionInfo sessionInfo, string strTradeDate, string strCtpy, string strPortfolio, string strCurrencyPair
																, string strContractCcy, string strCounterCcy, string strSpotRate
																, string strBSFar, string strSetDateFar, string strSwapPointFar
                                                                , string strContractAmtFar, string strCounterAmtFar, string strSpotDate, string strRemark, bool settleFlag, int Version)
        {
            LookupBusiness _lookupBusiness = new LookupBusiness();
             DA_TRN trn = new DA_TRN();

             trn.ID = Guid.NewGuid();
             trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
             //trn.INT_DEAL_NO = strDealNo;
             trn.SOURCE = SourceType.INT.ToString();
             trn.VERSION = Version;
             trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSWAP.ToString()).ID;
             trn.CTPY_ID = Guid.Parse(strCtpy);
             trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
             trn.INSTRUMENT_ID = Guid.Parse(strCurrencyPair);
             trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
             trn.SPOT_DATE = DateTime.ParseExact(strSpotDate, "dd/MM/yyyy", null);

             //If settle after spot date (forward deal) then bucket is count from spot -> settlement date
             //else (O/N or T/N deal) no need to count bucket so start date will be null
             if (DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null) > trn.SPOT_DATE)
                 trn.START_DATE = trn.SPOT_DATE;
             else
                 trn.START_DATE = trn.TRADE_DATE;

             trn.MATURITY_DATE = DateTime.ParseExact(strSetDateFar, "dd/MM/yyyy", null);
             trn.FLAG_BUYSELL = strBSFar;
             trn.FLAG_NEARFAR = "F";
             trn.FIRST.NOTIONAL = trn.FLAG_BUYSELL == "B" ? Convert.ToDecimal(strContractAmtFar) : -Convert.ToDecimal(strContractAmtFar);
             trn.FIRST.CCY_ID = Guid.Parse(strContractCcy);
             trn.FIRST.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "R" : "P";
             trn.FIRST.RATE = Convert.ToDecimal(strSpotRate) + Convert.ToDecimal(strSwapPointFar);
             trn.FIRST.SWAP_POINT = Convert.ToDecimal(strSwapPointFar);
             trn.SECOND.NOTIONAL = trn.FLAG_BUYSELL == "B" ? -Convert.ToDecimal(strCounterAmtFar) : Convert.ToDecimal(strCounterAmtFar);
             trn.SECOND.CCY_ID = Guid.Parse(strCounterCcy);
             trn.SECOND.FLAG_PAYREC = trn.FLAG_BUYSELL == "B" ? "P" : "R";
             trn.LOG.INSERTDATE = DateTime.Now;
             trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
             trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
             trn.FLAG_SETTLE = !settleFlag;
             trn.REMARK = strRemark;
             var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
             var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
             var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
             var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
             if (n1 != null)
                 trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value);
             else if (n2 != null)
                 trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value);
             else
             {
                 var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
                 var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);

                 if (firstRate != null && secondRate != null)
                 {
                     if (Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
                         trn.NOTIONAL_THB = Math.Abs(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
                     else
                         trn.NOTIONAL_THB = Math.Abs(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
                 }
                 else
                 {
                     var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
                     throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
                 }
             }

             //StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
             //trn.KK_PCCF = _staticdataBusiness.GetFXPCCF(sessionInfo, trn);
             //trn.KK_CONTRIBUTE = Math.Abs(trn.NOTIONAL_THB.Value) * trn.KK_PCCF / 100;

             DA_TRN_CASHFLOW flow1 = new DA_TRN_CASHFLOW();

             flow1.ID = Guid.NewGuid();
             flow1.DA_TRN_ID = trn.ID;
             flow1.FLAG_FIRST = true;
             flow1.RATE = trn.FIRST.RATE + trn.FIRST.SWAP_POINT;
             flow1.FLOW_DATE = trn.MATURITY_DATE;
             flow1.FLOW_AMOUNT = trn.FIRST.NOTIONAL;
             if (n1 != null)
                 flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
             else
             {
                 var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
                 if (a != null)
                 {
                     flow1.FLOW_AMOUNT_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * a.RATE);
                 }
                 else
                 {
                     var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID);
                     throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
                 }

             }
             flow1.LOG.INSERTDATE = trn.LOG.INSERTDATE;
             flow1.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;

             DA_TRN_CASHFLOW flow2 = new DA_TRN_CASHFLOW();

             flow2.ID = Guid.NewGuid();
             flow2.DA_TRN_ID = trn.ID;
             flow2.FLAG_FIRST = false;
             flow2.FLOW_DATE = trn.MATURITY_DATE;
             flow2.FLOW_AMOUNT = trn.SECOND.NOTIONAL;
             if (n2 != null)
                 flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
             else
             {
                 var a = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
                 if (a != null)
                 {
                     flow2.FLOW_AMOUNT_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * a.RATE);
                 }
                 else
                 {
                     var ccylabel = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID);
                     throw this.CreateException(new Exception(), "Error : There is no " + ccylabel.LABEL + " spot rate.");
                 }
             }

             flow2.LOG.INSERTDATE = trn.LOG.INSERTDATE;
             flow2.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;

             trn.DA_TRN_FLOW.Add(flow1);
             trn.DA_TRN_FLOW.Add(flow2);
             return trn;
        }
Exemplo n.º 4
0
        public DA_TRN GenerateSwapTransactionObject(SessionInfo sessionInfo, string strTradeDate, string strInstrument, string strCtpy, string strPortfolio
															, string strEffDate, string strMatDate, string strNotional1
															, string strCCY1 , string strFFL1, string strFFix1, string strRate1, string strFreq1
															, string strNotional2, string strCCY2, string strFFL2, string strFFix2, string strRate2, string strFreq2
															, int intDaySpan,string strRemark, string strProductId)
        {
            LookupBusiness _lookupBusiness = new LookupBusiness();
            DA_TRN trn = new DA_TRN();
            DA_TRN lastrn = null;
            Guid guTemp;
            if (Guid.TryParse(strProductId, out guTemp))
            {
                lastrn = new DA_TRN();
                lastrn = GetByID(guTemp);
            }
            trn.ID = Guid.NewGuid();
            trn.ENGINE_DATE = sessionInfo.Process.CurrentDate;
            trn.TRADE_DATE = DateTime.ParseExact(strTradeDate, "dd/MM/yyyy", null);
            trn.INSTRUMENT_ID = Guid.Parse(strInstrument);
            trn.CTPY_ID = Guid.Parse(strCtpy);
            trn.PORTFOLIO_ID = Guid.Parse(strPortfolio);
            trn.START_DATE = DateTime.ParseExact(strEffDate, "dd/MM/yyyy", null);
            trn.MATURITY_DATE = DateTime.ParseExact(strMatDate, "dd/MM/yyyy", null);
            trn.FIRST.NOTIONAL = Convert.ToDecimal(strNotional1);
            trn.SECOND.NOTIONAL  = Convert.ToDecimal(strNotional2);
            //Fix Currency Type
            trn.FIRST.CCY_ID =  Guid.Parse(strCCY1);
            trn.SECOND.CCY_ID= Guid.Parse(strCCY2);
            trn.FIRST.FLAG_PAYREC = "P";
            trn.FIRST.FLAG_FIXED = strFFL1 == "1" ? true : false;

            if (!trn.FIRST.FLAG_FIXED.Value)
            {
                trn.FIRST.FIRSTFIXINGAMT = Convert.ToDecimal(strFFix1);
            }
            trn.FIRST.RATE = Convert.ToDecimal(strRate1);
            trn.FIRST.FREQTYPE_ID = Guid.Parse(strFreq1);
            trn.SECOND.FLAG_PAYREC = "R";
            trn.SECOND.FLAG_FIXED = strFFL2 == "1" ? true : false;

            if (!trn.SECOND.FLAG_FIXED.Value)
            {
                trn.SECOND.FIRSTFIXINGAMT = Convert.ToDecimal(strFFix2);
            }
            trn.SECOND.RATE = Convert.ToDecimal(strRate2);
            trn.SECOND.FREQTYPE_ID = Guid.Parse(strFreq2);

            if (lastrn != null)
            {
                if (strRemark == "")
                    throw this.CreateException(new Exception(), "Please input comment.");
                else trn.REMARK = strRemark;
            }
            trn.PRODUCT_ID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL == ProductCode.SWAP.ToString()).ID;
            trn.VERSION = lastrn == null ? 1 : lastrn.VERSION + 1;
            trn.SOURCE = SourceType.INT.ToString();
            trn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.OPEN.ToString()).ID;
            trn.INT_DEAL_NO = lastrn == null ? null : lastrn.INT_DEAL_NO;
            trn.FLAG_SETTLE = true;
            trn.LOG.INSERTDATE = DateTime.Now;
            trn.LOG.INSERTBYUSERID = sessionInfo.CurrentUserId;
            var ccys = _lookupBusiness.GetCurrencyAll().AsQueryable();
            var n1 = ccys.FirstOrDefault(p => p.ID == trn.FIRST.CCY_ID && p.LABEL == "THB");
            var n2 = ccys.FirstOrDefault(p => p.ID == trn.SECOND.CCY_ID && p.LABEL == "THB");
            var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
            var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.FIRST.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
            var secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == trn.SECOND.CCY_ID && p.PROC_DATE == sessionInfo.Process.CurrentDate);
            if (firstRate == null || secondRate == null)
            {
                var ccylabel = ccys.Where(p => (p.ID == trn.FIRST.CCY_ID && firstRate == null) || (p.ID == trn.SECOND.CCY_ID && secondRate == null)).Select(p => p.LABEL);
                var strCCY = string.Join(" and ",ccylabel);
                throw this.CreateException(new Exception(), "Error : There is no " + strCCY + " spot rate.");
            }
            if (n1 != null)
                trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value);
            else if (n2 != null)
                trn.NOTIONAL_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value);
            else
            {
                if (Math.Ceiling(trn.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Ceiling(trn.SECOND.NOTIONAL.Value * secondRate.RATE))
                    trn.NOTIONAL_THB = Math.Ceiling(trn.FIRST.NOTIONAL.Value * firstRate.RATE);
                else
                    trn.NOTIONAL_THB = Math.Ceiling(trn.SECOND.NOTIONAL.Value * secondRate.RATE);
            }
            GenerateCashFlows(sessionInfo, trn, intDaySpan, firstRate.RATE, secondRate.RATE);

            return trn;
        }
Exemplo n.º 5
0
        /// <summary>
        /// Generate DA_TRN object from Opics Transaction
        /// </summary>
        /// <param name="sessioninfo"></param>
        /// <param name="opicdeal"></param>
        /// <param name="processdate"></param>
        private static DA_TRN GenerateTrnObject(SessionInfo sessioninfo, DEALModel opicdeal, DA_TRN dmkDeal, DateTime processdate)
        {
            StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
            CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
            InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
            LookupBusiness _lookupBusiness = new LookupBusiness();

            LoggingHelper.Debug("Generate transaction object : " + opicdeal.EXT_DEAL_NO);
            DA_TRN newDeal = CreateDealTemplate(sessioninfo);
            try
            {

            newDeal.ENGINE_DATE = processdate;
            newDeal.STATUS_ID = _lookupvaluesRepository.StatusRepository.GetByLabel(StatusCode.MATCHED.ToString()).ID;
            newDeal.PRODUCT_ID = _lookupvaluesRepository.ProductRepository.GetByLabel(opicdeal.PRODUCT.Trim()).ID;
            //newDeal.INT_DEAL_NO = dmkNo;
            newDeal.EXT_DEAL_NO = opicdeal.EXT_DEAL_NO;
            //newDeal.VERSION = 1;
            newDeal.SOURCE = SourceType.EXT.ToString();
            newDeal.CTPY_ID = _counterpartyBusiness.GetByUsercode(Convert.ToInt32(opicdeal.CPTY.Trim())).ID;
            newDeal.EXT_PORTFOLIO = opicdeal.EXT_PORTFOLIO;
            newDeal.FLAG_BUYSELL = opicdeal.BUY_SELL;
            if (!String.IsNullOrEmpty(opicdeal.PORTFOLIO.Trim()))
                newDeal.PORTFOLIO_ID = _lookupvaluesRepository.PortfolioRepository.GetByLabel(opicdeal.PORTFOLIO.Trim()).ID;
            newDeal.START_DATE = opicdeal.START_DATE;
            newDeal.MATURITY_DATE = opicdeal.MATURITY_DATE;
            newDeal.TRADE_DATE = opicdeal.TRADE_DATE;
            newDeal.INSERT_BY_EXT = opicdeal.INSERT_BY_EXT;
            newDeal.FLAG_SETTLE = dmkDeal != null && dmkDeal.FLAG_SETTLE != null ? dmkDeal.FLAG_SETTLE : opicdeal.FLAG_SETTLE == 1 ? true : false;

            if (dmkDeal != null)
            {
                newDeal.INT_DEAL_NO = dmkDeal.INT_DEAL_NO;
                newDeal.VERSION = dmkDeal.VERSION;
                newDeal.REMARK = dmkDeal.REMARK + " " + opicdeal.REMARK;

                newDeal.LOG.INSERTDATE = dmkDeal.LOG.INSERTDATE;
                newDeal.LOG.INSERTBYUSERID = dmkDeal.LOG.INSERTBYUSERID;

                //newDeal.FLAG_SETTLE = dmkDeal.FLAG_SETTLE;
                newDeal.OVER_AMOUNT = dmkDeal.OVER_AMOUNT;
                newDeal.OVER_APPROVER = dmkDeal.OVER_APPROVER;
                newDeal.OVER_COMMENT = dmkDeal.OVER_COMMENT;
                newDeal.OVER_SETTL_AMOUNT = dmkDeal.OVER_SETTL_AMOUNT;
            }
            else
            {
                newDeal.VERSION = 1;
            }

            var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
            MA_SPOT_RATE firstrate = new MA_SPOT_RATE();
            MA_SPOT_RATE secondRate = new MA_SPOT_RATE();

            switch ((ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)))
            {
                case ProductCode.BOND:
                    newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;

                    //First only
                    if (!String.IsNullOrEmpty(opicdeal.CCY1))
                        newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
                    newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;

                    //THB Notional
                    var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);

                    if (firstRate != null)
                    {
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
                    }
                    else
                    {
                        throw new UIPException(new Exception(), "Error : There is no " + opicdeal.CCY1 + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
                    }
                    newDeal.FLAG_PCE = dmkDeal != null && dmkDeal.FLAG_PCE != null ? dmkDeal.FLAG_PCE : false;

                    newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
                    newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);

                    break;
                case ProductCode.REPO:
                    newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;

                    //First only
                    if (!String.IsNullOrEmpty(opicdeal.CCY1))
                        newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
                    newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;

                    newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
                    newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);

                    break;
                case ProductCode.SWAP:
                    newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;

                    //First and Second
                    if (!String.IsNullOrEmpty(opicdeal.CCY1))
                        newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;

                    if (!String.IsNullOrEmpty(opicdeal.FREQ1))
                        newDeal.FIRST.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ1).ID;

                    newDeal.FIRST.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING1;
                    newDeal.FIRST.FLAG_FIXED = opicdeal.FIXED_FLOAT1 == CouponType.FIXED.ToString() ? true : false;
                    newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
                    newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
                    newDeal.FIRST.RATE = opicdeal.RATE1;

                    //Second
                    if (!String.IsNullOrEmpty(opicdeal.CCY2))
                        newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;

                    if (!String.IsNullOrEmpty(opicdeal.FREQ2))
                        newDeal.SECOND.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ2).ID;

                    newDeal.SECOND.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING2;
                    newDeal.SECOND.FLAG_FIXED = opicdeal.FIXED_FLOAT2 == CouponType.FIXED.ToString() ? true : false;
                    newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
                    newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
                    newDeal.SECOND.RATE = opicdeal.RATE2;

                    //THB Notional
                    if (opicdeal.CCY1 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
                    else if (opicdeal.CCY2 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
                    else
                    {
                        firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
                        secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);

                        if (firstRate != null && secondRate != null)
                        {
                            if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
                            else
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
                        }
                        else
                        {
                            string mess = string.Empty;
                            mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
                            mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
                            throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
                        }
                    }

                    newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
                    newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);

                    //newDeal.BOT_PCCF = _staticdataBusiness.GetSwapBOTPCCF(sessioninfo, newDeal);
                    //newDeal.BOT_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.BOT_PCCF.Value / 100);

                    break;
                case ProductCode.FXSPOT:
                    newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSPOT, opicdeal.CCY1, opicdeal.CCY2).ID;

                    if (!String.IsNullOrEmpty(opicdeal.CCY1))
                        newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
                    newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
                    newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
                    newDeal.FIRST.RATE = opicdeal.RATE1;

                    if (!String.IsNullOrEmpty(opicdeal.CCY2))
                        newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
                    newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
                    newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;

                    //THB Notional
                    if (opicdeal.CCY1 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
                    else if (opicdeal.CCY2 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
                    else
                    {
                        firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
                        secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);

                        if (firstRate != null && secondRate != null)
                        {
                            if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
                            else
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
                        }
                        else
                        {
                            string mess = string.Empty;
                            mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
                            mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
                            throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
                        }
                    }

                    newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
                    newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);

                    break;

                case ProductCode.FXFORWARD:
                    newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXFORWARD, opicdeal.CCY1, opicdeal.CCY2).ID;
                    newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;

                    if (!String.IsNullOrEmpty(opicdeal.CCY1))
                        newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
                    newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
                    newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
                    newDeal.FIRST.RATE = opicdeal.RATE1;
                    newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;

                    if (!String.IsNullOrEmpty(opicdeal.CCY2))
                        newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
                    newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
                    newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
                    newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;

                    //THB Notional
                    if (opicdeal.CCY1 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
                    else if (opicdeal.CCY2 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
                    else
                    {
                        firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
                        secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);

                        if (firstRate != null && secondRate != null)
                        {
                            if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
                            else
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
                        }
                        else
                        {
                            string mess = string.Empty;
                            mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
                            mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
                            throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
                        }
                    }

                    newDeal.SPOT_DATE = opicdeal.SPOT_DATE;

                    newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
                    newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);

                    break;

                case ProductCode.FXSWAP:
                    newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSWAP, opicdeal.CCY1, opicdeal.CCY2).ID;
                    newDeal.FLAG_NEARFAR = opicdeal.FLAG_NEARFAR;
                    newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;

                    if (!String.IsNullOrEmpty(opicdeal.CCY1))
                        newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
                    newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
                    newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
                    newDeal.FIRST.RATE = opicdeal.RATE1;
                    newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;

                    if (!String.IsNullOrEmpty(opicdeal.CCY2))
                        newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
                    newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
                    newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
                    newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;

                    //THB Notional
                    if (opicdeal.CCY1 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
                    else if (opicdeal.CCY2 == "THB")
                        newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
                    else
                    {
                        firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
                        secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);

                        if (firstRate != null && secondRate != null)
                        {
                            if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
                            else
                                newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
                        }
                        else
                        {
                            string mess = string.Empty;
                            mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
                            mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
                            throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
                        }
                    }

                    newDeal.SPOT_DATE = opicdeal.SPOT_DATE;

                    //Exposure include far leg only -> set near leg to 0
                    if (newDeal.FLAG_NEARFAR == "N")
                    {
                        newDeal.KK_PCCF = 0;
                        newDeal.KK_CONTRIBUTE = 0;
                    }
                    else
                    {
                        newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
                        newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
                    }

                    break;
                default:
                    throw new UIPException(new Exception(), String.Format("The product is not defined in the OPICS deal no {0}.", opicdeal.EXT_DEAL_NO));
            }
            }

            catch (Exception ex)
            {
                throw new UIPException(new Exception(), ex.Message);
            }
            return newDeal;
        }