/*void txtBidPriceA_TextChanged(object sender, EventArgs e)
{
int price = Convert.ToInt32(txtBidPriceA.Text);
//averageLifeA = computeAverageLife();
//txtBidSpreadA.Text = (100-price) * (360/365.25) * (100/AvgLife) + Margin;
txtBidSpreadA.Text = "100.0";
}*/
// Calculate and show dates
private void ShowCalculatedDates(TextBox txtNumber, TextBox txtBoxTradeDate, GridView grdCalculatedDates)
{
PublicHolidayBLL bll = new PublicHolidayBLL();
List<tblHoliday> publicHolidays = bll.GetPublicHolidays(1);
List<CalculatedDates> calculatedList = new List<CalculatedDates>();
DateTime selectedDate;
if (DateTime.TryParse(txtBoxTradeDate.Text, out selectedDate))
{
// I am going to display dates
for (int i = 0; i < Convert.ToInt32(txtNumber.Text); i++)
{
// Move on to next 3 month
selectedDate = selectedDate.AddMonths(3);
// Check the selected date is not in the Public holiday list and not a saturday, sunday
// If it exist then we need to move on to the next working day
int numberOfDaysPassed = 0;
while (IsSaturdaySundayDay(selectedDate) || IsPublicHoliday(publicHolidays, selectedDate))
{
selectedDate = selectedDate.AddDays(1);
numberOfDaysPassed = numberOfDaysPassed + 1;
}
CalculatedDates cal = new CalculatedDates();
cal.CalculatedDate = selectedDate;
cal.Fraction = String.Format("{0:00.00}", numberOfDaysPassed / 365.25);
calculatedList.Add(cal);
}
grdCalculatedDates.DataSource = calculatedList;
grdCalculatedDates.DataBind();
}
}
private void ComputeCouponDatesAndFractionsOld(RadDatePicker txtBoxTradeDate, RadComboBox txtBoxLoanName, RadDatePicker txtBoxSettlementDate,
RadDatePicker txtBoxMaturityDate, RadTextBox txtBoxCouponFrequency, RadTextBox txtNonDiscountedAverageLife, RadGrid grdCalculatedDates, int type, RadTextBox txtNotional, RadTextBox txtMargin, RadTextBox txtCurrency)
{
try
{
int countryID = getCountryForLoan(txtBoxLoanName);
PublicHolidayBLL bll = new PublicHolidayBLL();
List<tblHoliday> publicHolidays = bll.GetPublicHolidays(countryID);
List<CalculatedDates> calculatedList = new List<CalculatedDates>();
DateTime cpnDT;
cpnDT = AddBusinessDays(DateTime.Now, 10);
LoanScheduleBL loanScheduleBL = new LoanScheduleBL();
DataTable dtSchedule = loanScheduleBL.GenerateTable(15, 10, cpnDT, txtBoxCouponFrequency.Text, txtNotional.Text, txtBoxMaturityDate.SelectedDate.Value, cpnDT, Convert.ToDecimal(txtMargin.Text), Convert.ToString(txtCurrency.Text), Convert.ToDateTime(txtBoxTradeDate.SelectedDate.Value), txtBoxSettlementDate.SelectedDate.Value);
DateTime currentCouponDate;
DateTime previousCouponDate;
DateTime maturityDate;
DateTime tradeDate;
DateTime tradeDate1 = DateTime.Now.Date;
if (txtBoxTradeDate.SelectedDate != null)
{
tradeDate1 = txtBoxTradeDate.SelectedDate.Value;
}
//DateTime settlementDate = DateTime.Now.Date;
//if (txtBoxSettlementDate.SelectedDate != null)
//{
// settlementDate = AddBusinessDays(txtBoxSettlementDate.SelectedDate.Value, 10);
//}
DateTime boxMaturityDate = DateTime.Now.Date;
DateTime.TryParse(txtBoxSettlementDate.SelectedDate.Value.ToShortDateString(), out currentCouponDate);
DateTime.TryParse(txtBoxSettlementDate.SelectedDate.Value.ToShortDateString(), out previousCouponDate);
if (txtBoxMaturityDate.SelectedDate != null)
{
boxMaturityDate = txtBoxMaturityDate.SelectedDate.Value;
}
DateTime.TryParse(boxMaturityDate.ToShortDateString(), out maturityDate);
DateTime.TryParse(tradeDate1.ToShortDateString(), out tradeDate);
if (DateTime.TryParse(txtBoxSettlementDate.SelectedDate.Value.ToShortDateString(), out currentCouponDate))
{
int cF = 0;
System.Numeric.Frequency f = new System.Numeric.Frequency();
while (CurrentCouponDateLessThanMaturityDate(currentCouponDate, maturityDate))
{
if (txtBoxCouponFrequency.Text == "Annual")
{
cF = 1;
f = System.Numeric.Frequency.Annual;
}
if (txtBoxCouponFrequency.Text == "Semi-Annual")
{
cF = 2;
f = System.Numeric.Frequency.SemiAnnual;
}
if (txtBoxCouponFrequency.Text == "Quarterly")
{
cF = 4;
f = System.Numeric.Frequency.Quarterly;
}
if (txtBoxCouponFrequency.Text == "Monthly")
{
cF = 12;
}
int numberOfDaysPassed = 0;
// if a weekend date or holiday move forward
//while (IsSaturdaySundayDay(currentCouponDate) || IsPublicHoliday(publicHolidays, currentCouponDate))
//{
// currentCouponDate = currentCouponDate.AddDays(1);
// numberOfDaysPassed = numberOfDaysPassed + 1;
//}
// Compute next coupon date using CoupNCD and correct for weekends
CalculatedDates cal = new CalculatedDates();
System.Numeric.DayCountBasis d = System.Numeric.DayCountBasis.Actual365;
previousCouponDate = currentCouponDate;
currentCouponDate = System.Numeric.Financial.CoupNCD(currentCouponDate, maturityDate, f, d);
DateTime previousBusinessDay = PreviousBusinessDay(currentCouponDate);
cal.CalculatedDate = previousBusinessDay;
//numberOfDaysPassed = currentCouponDate.Subtract(tradeDate).Days; // removed 31-03- 2014 asked by avr
numberOfDaysPassed = currentCouponDate.Subtract(txtBoxSettlementDate.SelectedDate.Value).Days;
//cal.Fraction = String.Format("{0:00.000}", numberOfDaysPassed / 365.25);
cal.Fraction = String.Format("{0:00.00}", numberOfDaysPassed / 365.25);
cal.ActualFraction = numberOfDaysPassed / 365.25;
calculatedList.Add(cal);
}
if (calculatedList != null && calculatedList.Count > 0)
{
// When the cashflow is computed take the average of the fractions and set that to the non discounted average life text box.
// txtNonDiscountedAverageLife.Text =Convert.ToDecimal( calculatedList.Last().ActualFraction).ToString("0.00");
}
grdCalculatedDates.Visible = true;
grdCalculatedDates.DataSource = calculatedList;
grdCalculatedDates.DataBind();
switch (type)
{
case 1:
tempCalculatedList1 = calculatedList;
break;
case 2:
tempCalculatedList2 = calculatedList;
break;
case 3:
tempCalculatedList3 = calculatedList;
break;
default:
break;
}
}
// tempLegend = txtBoxLoanName;
}
catch (Exception)
{
}
}