public void UpdatePCCF(SessionInfo sessioninfo, MA_PCCF pccf)
{
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var checkDuplicate = unitOfWork.MA_PCCFRepository.GetAll().FirstOrDefault(p => p.LABEL.ToLower().Equals(pccf.LABEL.ToLower()) && p.ID != pccf.ID);
if (checkDuplicate != null)
{
throw this.CreateException(new Exception(), Messages.DUPLICATE_DATA);
}
var foundPCCF = unitOfWork.MA_PCCFRepository.All().FirstOrDefault(p => p.ID == pccf.ID);
if (foundPCCF == null)
{
throw this.CreateException(new Exception(), Messages.DATA_NOT_FOUND);
}
else
{
foundPCCF.LABEL = pccf.LABEL;
foundPCCF.C1 = pccf.C1;
foundPCCF.C2 = pccf.C2;
foundPCCF.C3 = pccf.C3;
foundPCCF.C4 = pccf.C4;
foundPCCF.C5 = pccf.C5;
foundPCCF.C6 = pccf.C6;
foundPCCF.C7 = pccf.C7;
foundPCCF.C8 = pccf.C8;
foundPCCF.C9 = pccf.C9;
foundPCCF.C10 = pccf.C10;
foundPCCF.C11 = pccf.C11;
foundPCCF.C12 = pccf.C12;
foundPCCF.C13 = pccf.C13;
foundPCCF.C14 = pccf.C14;
foundPCCF.C15 = pccf.C15;
foundPCCF.C16 = pccf.C16;
foundPCCF.C17 = pccf.C17;
foundPCCF.C18 = pccf.C18;
foundPCCF.C19 = pccf.C19;
foundPCCF.C20 = pccf.C20;
foundPCCF.C1D = pccf.C1D;
foundPCCF.C0D = pccf.C0D;
foundPCCF.C21 = pccf.C21;
foundPCCF.C22 = pccf.C22;
foundPCCF.C23 = pccf.C23;
foundPCCF.C24 = pccf.C24;
foundPCCF.DEFAULT = pccf.DEFAULT;
foundPCCF.more20 = pccf.more20;
foundPCCF.ISACTIVE = pccf.ISACTIVE;
foundPCCF.LOG.MODIFYBYUSERID = pccf.LOG.MODIFYBYUSERID;
foundPCCF.LOG.MODIFYDATE = pccf.LOG.MODIFYDATE;
unitOfWork.Commit();
}
}
}
public MA_PCCF GetPCCFByLabelProduct(SessionInfo sessioninfo, string strLabel, Guid GuProduct)
{
try
{
MA_PCCF pccf = null;
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
pccf = unitOfWork.MA_PCCFRepository.GetByLabelProduct(strLabel, GuProduct);
}
return(pccf);
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public MA_PCCF CreatePCCF(SessionInfo sessioninfo, MA_PCCF pccf)
{
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var checkDuplicate = unitOfWork.MA_PCCFRepository.GetAll().FirstOrDefault(p => p.LABEL.ToLower().Equals(pccf.LABEL.ToLower()));
if (checkDuplicate != null)
{
throw this.CreateException(new Exception(), Messages.DUPLICATE_DATA);
}
unitOfWork.MA_PCCFRepository.Add(pccf);
unitOfWork.Commit();
}
return(pccf);
}
public static object GetPCCFFXSpotByLabel(SessionInfo sessioninfo, string CCYPairLabel)
{
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
var productID = _lookupBusiness.GetProductAll().FirstOrDefault(p => p.LABEL.Replace(" ", string.Empty) == ProductCode.FXSPOT.ToString()).ID;
MA_PCCF pccf = _staticBusiness.GetPCCFByLabelProduct(sessioninfo, CCYPairLabel, productID);
if (pccf != null)
{
return(null);// new { CURRENCY1 = pccf.MA_CURRENCY1.LABEL, CURRENCY2 = pccf.MA_CURRENCY2.LABEL, CURRENCYID1 = pccf.MA_CURRENCY1.ID, CURRENCYID2 = pccf.MA_CURRENCY2.ID, FLAG_MULTIPLY = pccf.FLAG_MULTIPLY };
}
else
{
throw new Exception("Invalid currency pair.");
}
}
public MA_PCCF GetPCCFByID(SessionInfo sessioninfo, Guid guID)
{
try
{
MA_PCCF pccf = null;
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
pccf = unitOfWork.MA_PCCFRepository.GetAll().FirstOrDefault(p => p.ID == guID);
}
return(pccf);
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public static object Update(SessionInfo sessioninfo, MA_PCCF record)
{
try
{
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
//record.FLAG_MULTIPLY = record.FLAG_MULTIPLY == null || !record.FLAG_MULTIPLY.Value ? false : true;
record.LABEL = record.LABEL.ToUpper();
record.LOG.MODIFYBYUSERID = sessioninfo.CurrentUserId;
record.LOG.MODIFYDATE = DateTime.Now;
_staticBusiness.UpdatePCCF(sessioninfo, record);
return(new { Result = "OK", Record = record });
}
catch (Exception ex)
{
return(new { Result = "ERROR", Message = ex.Message });
}
}
public MA_PCCF ValidatePCCFConfig(SessionInfo sessioninfo, DA_TRN record)
{
MA_PCCF val = null;
bool blnResult;
//enter conditions
LoggingHelper.Debug("Begin validate PCCF from config");
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var props = record.GetType().GetProperties();
var configs = unitOfWork.MA_PCCF_CONFIGRepository.GetAll()
.Where(p => p.PRODUCT_ID.Equals(record.PRODUCT_ID))
.OrderBy(p => p.PRIORITY);
//bool isBond = string.Compare(unitOfWork.MA_PRODUCTRepository.GetById(record.PRODUCT_ID.Value).LABEL, ProductCode.BOND.ToString(), true) == 0;
if (configs != null)
{
List <bool> ismatchs = new List <bool>();
object obj;
foreach (MA_PCCF_CONFIG p in configs.ToList())
{
ismatchs.Clear();
blnResult = false;
//List<MA_CONFIG_ATTRIBUTE> atts = unitOfWork.MA_CONFIG_ATTRIBUTERepository.All().Where(t => t.PCCF_CONFIG_ID == p.ID && t.ISACTIVE == true).ToList() ;
foreach (MA_CONFIG_ATTRIBUTE ca in p.MA_CONFIG_ATTRIBUTE.Where(t => t.ISACTIVE == true).ToList())
{
//Fix for Tables
switch (ca.TABLE)
{
case "DA_TRN":
var sel = props.FirstOrDefault(t => t.Name.Equals(ca.ATTRIBUTE));
if (sel != null)
{
if (sel.GetValue(record, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "INSTRUMENT_ID":
obj = new MA_INSTRUMENT();
obj = unitOfWork.MA_INSTRUMENTRepository.GetByIDWithOutInclude(new Guid(sel.GetValue(record, null).ToString()));
blnResult = ((MA_INSTRUMENT)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(blnResult);
break;
default:
break;
}
}
else if (sel.GetValue(record, null).GetType() == typeof(Boolean))
{
blnResult = sel.GetValue(record, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(fsel.GetValue(record.FIRST, null).Equals(ca.VALUE=="0" ? false : true));
}
else
{
blnResult = sel.GetValue(record, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(blnResult);
}
}
break;
case "BOND_MARKET":
MA_INSTRUMENT insMkt = unitOfWork.MA_INSTRUMENTRepository.GetByIDWithInsMarket(record.INSTRUMENT_ID.Value);
if (insMkt.MA_BOND_MARKET != null)
{
blnResult = insMkt.MA_BOND_MARKET.LABEL.Equals(ca.VALUE);
//ismatchs.Add(blnResult);
}
//else
//ismatchs.Add(false);
break;
case "FIRST":
var fsel = record.FIRST.GetType().GetProperties().FirstOrDefault(f => f.Name.Equals(ca.ATTRIBUTE));
if (fsel != null)
{
if (fsel.GetValue(record.FIRST, null) != null)
{
if (fsel.GetValue(record.FIRST, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "CCY_ID":
obj = new MA_CURRENCY();
obj = unitOfWork.MA_CURRENCYRepository.GetByID(new Guid(fsel.GetValue(record.FIRST, null).ToString()));
blnResult = ((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add();
break;
default:
break;
}
}
else if (fsel.GetValue(record.FIRST, null).GetType() == typeof(Boolean))
{
blnResult = fsel.GetValue(record.FIRST, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(fsel.GetValue(record.FIRST, null).Equals(ca.VALUE=="0" ? false : true));
}
else
{
blnResult = fsel.GetValue(record.FIRST, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase); //ismatchs.Add(fsel.GetValue(record.FIRST, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
}
}
//else ismatchs.Add(false);
}
break;
case "SECOND":
//var secprop = props.FirstOrDefault(f => f.Name.Equals("SECOND"));
var ssel = record.SECOND.GetType().GetProperties().FirstOrDefault(f => f.Name.Equals(ca.ATTRIBUTE));
if (ssel != null)
{
if (ssel.GetValue(record.SECOND, null) != null)
{
if (ssel.GetValue(record.SECOND, null).GetType() == typeof(Guid))
{
switch (ca.ATTRIBUTE)
{
//Fix for fields
case "CCY_ID":
obj = new MA_CURRENCY();
obj = unitOfWork.MA_CURRENCYRepository.GetByID(new Guid(ssel.GetValue(record.SECOND, null).ToString()));
blnResult = ((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase);
//ismatchs.Add(((MA_CURRENCY)obj).LABEL.Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
break;
default:
break;
}
}
else if (ssel.GetValue(record.SECOND, null).GetType() == typeof(Boolean))
{
blnResult = ssel.GetValue(record.SECOND, null).Equals(ca.VALUE == "0" ? false : true); // ismatchs.Add(ssel.GetValue(record.SECOND, null).Equals(ca.VALUE == "0" ? false : true));
}
else
{
blnResult = ssel.GetValue(record.SECOND, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase); // ismatchs.Add(ssel.GetValue(record.SECOND, null).ToString().Equals(ca.VALUE, StringComparison.CurrentCultureIgnoreCase));
}
}
//else ismatchs.Add(false);
}
break;
case "COUNTERPARTY":
MA_COUTERPARTY ctpy = unitOfWork.MA_COUTERPARTYRepository.GetAll().FirstOrDefault(z => z.ID == record.CTPY_ID);
switch (ca.ATTRIBUTE)
{
case "SNAME":
blnResult = ctpy.SNAME.ToUpper() == ca.VALUE.ToUpper();
break;
case "CSA_TYPE":
MA_CSA_AGREEMENT csa = unitOfWork.MA_CSA_AGREEMENTRepository.GetAll().FirstOrDefault(y => y.ID == record.CTPY_ID);
if (csa != null &&
csa.MA_CSA_TYPE.LABEL.ToUpper() == ca.VALUE.ToUpper() &&
csa.MA_CSA_PRODUCT.FirstOrDefault(y => y.PRODUCT_ID == record.PRODUCT_ID) != null)
{
blnResult = true;
}
//else if (csa == null && ca.VALUE == "")
// blnResult = true;
else
{
blnResult = false;
}
break;
default:
break;
}
break;
}
ismatchs.Add(blnResult);
//Check result -> if false then go to next config
if (!blnResult)
{
break;
}
}
if (ismatchs.Where(m => m.Equals(false)).Count() == 0)
{
val = unitOfWork.MA_PCCFRepository.GetByID(p.PCCF_ID);
LoggingHelper.Debug("PCCF: " + val.LABEL);
break;
}
else
{
continue;
}
}
}
else
{
val = null;
}
}
LoggingHelper.Debug("End validate PCCF from config");
return(val);
}
public static decimal?GetPCCFValue(MA_PCCF pccf, string strBucket)
{
switch (strBucket)
{
case "1":
return(pccf.C1);
case "2":
return(pccf.C2);
case "3":
return(pccf.C3);
case "4":
return(pccf.C4);
case "5":
return(pccf.C5);
case "6":
return(pccf.C6);
case "7":
return(pccf.C7);
case "8":
return(pccf.C8);
case "9":
return(pccf.C9);
case "10":
return(pccf.C10);
case "11":
return(pccf.C11);
case "12":
return(pccf.C12);
case "13":
return(pccf.C13);
case "14":
return(pccf.C14);
case "15":
return(pccf.C15);
case "16":
return(pccf.C16);
case "17":
return(pccf.C17);
case "18":
return(pccf.C18);
case "19":
return(pccf.C19);
case "20":
return(pccf.C20);
case "21":
return(pccf.C21);
case "22":
return(pccf.C22);
case "23":
return(pccf.C23);
case "24":
return(pccf.C24);
case ">20":
return(pccf.more20);
default:
return(null);
}
}
public List <RepoReportModel> GetRepoReport(SessionInfo sessioninfo, string strReportDate, string strSource, string strCtpy)
{
try
{
DateTime dteReport;
LimitCheckBusiness _limitBusiness = new LimitCheckBusiness();
DealBusiness _dealBusiness = new DealBusiness();
LimitProductBusiness _limitProductBusiness = new LimitProductBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
StaticDataBusiness _staticBusiness = new StaticDataBusiness();
List <RepoReportModel> reports = new List <RepoReportModel>();
RepoReportModel report;
Guid guCtpyID = Guid.Empty;
if (String.IsNullOrEmpty(strReportDate))
{
throw this.CreateException(new Exception(), "Please input report date.");
}
else if (!DateTime.TryParseExact(strReportDate, "dd/MM/yyyy", null, DateTimeStyles.None, out dteReport))
{
throw this.CreateException(new Exception(), "Invalid report date.");
}
else
{
dteReport = DateTime.ParseExact(strReportDate, "dd/MM/yyyy", null);
}
if (Guid.TryParse(strCtpy, out guCtpyID))
{
guCtpyID = Guid.Parse(strCtpy);
}
Guid guProductID = _lookupBusiness.GetProductByUsercode(ProductCode.REPO.ToString()).ID;
MA_PCCF rev_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("84f608c9-8b58-48eb-a6dd-a5407548784a"));
MA_PCCF rep_gov_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("28b24b19-e81d-4f82-a2f0-7c834ee3f91c"));
MA_PCCF rep_soe_pccf = _staticBusiness.GetPCCFByID(sessioninfo, Guid.Parse("7014b05e-198f-4f62-94b0-1d54322efbca"));
var limits = _limitBusiness.GetPCEByCriteria(dteReport, guCtpyID, guProductID, strSource, Guid.Empty, Guid.Empty).Distinct(new LimitCheckComparer()).ToList();
foreach (LimitCheckModel limit in limits)
{
report = new RepoReportModel();
report.PROCESSING_DATE = limit.PROCESSING_DATE;
report.SNAME = limit.SNAME;
report.LIMIT_LABEL = limit.LIMIT_LABEL;
report.GEN_AMOUNT = limit.GEN_AMOUNT;
report.TEMP_AMOUNT = limit.TEMP_AMOUNT;
//report.AMOUNT = limit.AMOUNT;
report.EXPIRE_DATE = limit.EXPIRE_DATE;
report.ORIGINAL_KK_CONTRIBUTE = limit.ORIGINAL_KK_CONTRIBUTE;
report.DEAL_CONTRIBUTION = 0;
report.REV_AMOUNT = report.AVAILABLE / rev_pccf.C1.Value * 100;
report.REP_GOV_5_AMOUNT = report.AVAILABLE / rep_gov_pccf.C5.Value * 100;
report.REP_GOV_10_AMOUNT = report.AVAILABLE / rep_gov_pccf.C10.Value * 100;
report.REP_GOV_20_AMOUNT = report.AVAILABLE / rep_gov_pccf.C20.Value * 100;
report.REP_GOV_20s_AMOUNT = report.AVAILABLE / rep_gov_pccf.more20.Value * 100;
report.REP_SOE_5_AMOUNT = report.AVAILABLE / rep_soe_pccf.C5.Value * 100;
report.REP_SOE_10_AMOUNT = report.AVAILABLE / rep_soe_pccf.C10.Value * 100;
report.REP_SOE_20_AMOUNT = report.AVAILABLE / rep_soe_pccf.C20.Value * 100;
report.REP_SOE_20s_AMOUNT = report.AVAILABLE / rep_soe_pccf.more20.Value * 100;
reports.Add(report);
}
return(reports);
}
catch (DataServicesException ex)
{
throw this.CreateException(ex, null);
}
}
public decimal?GetPCCF(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
decimal? decPCCF = null;
LookupBusiness _lookupBusiness = new LookupBusiness();
PCCFConfigBusiness _pccfBusiness = new PCCFConfigBusiness();
MA_PRODUCT product = _lookupBusiness.GetProductByID(sessioninfo, trn.PRODUCT_ID.Value);
ProductCode nProduct = (ProductCode)Enum.Parse(typeof(ProductCode), product.LABEL.Replace(" ", string.Empty));
MA_PCCF pccf = _pccfBusiness.ValidatePCCFConfig(sessioninfo, trn);
//if (pccf == null)
// throw this.CreateException(new Exception(), "Cannot find PCCF for transaction #" + trn.EXT_DEAL_NO);
if (nProduct == ProductCode.BOND || nProduct == ProductCode.REPO)
{
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
//------Check whether seleted bond can be used.---------
MA_INSTRUMENT ins = _instrumentBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (trn.MATURITY_DATE >= ins.MATURITY_DATE)
{
throw this.CreateException(new Exception(), "Settlement date cannot be equal or after bond maturity date.");
}
if (pccf == null)
{
throw this.CreateException(new Exception(), "Selected instrument cannot be used.");
}
//-------------------------------------------------------
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, ins.MATURITY_DATE.Value));
}
else
{
if (pccf == null)
{
throw this.CreateException(new Exception(), "PCCF is not defined in the system." + "RF");
}
if (nProduct == ProductCode.SWAP)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetYearBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSPOT)
{
decPCCF = pccf.DEFAULT;
}
else if (nProduct == ProductCode.FXFORWARD)
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
else if (nProduct == ProductCode.FXSWAP)
{
if (trn.TRADE_DATE == trn.MATURITY_DATE)
{
decPCCF = pccf.C0D;
}
else if (trn.MATURITY_DATE < trn.SPOT_DATE)
{
decPCCF = pccf.C1D;
}
else if (trn.MATURITY_DATE == trn.SPOT_DATE)
{
decPCCF = pccf.DEFAULT;
}
else
{
decPCCF = LimitHelper.GetPCCFValue(pccf, LimitHelper.GetMonthBucket(trn.START_DATE.Value, trn.MATURITY_DATE.Value));
}
}
}
return(decPCCF);
}
catch (Exception ex)
{
throw this.CreateException(ex, null);
}
}
public static object UpdatePCCF(MA_PCCF record)
{
return(PCCFUIP.Update(SessionInfo, record));
}
