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;
}
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;
}
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;
}
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;
}
/// <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;
}