public List<LimitCheckModel> CheckAllPCE(DateTime ProcessingDate, DA_TRN trn, Guid ExcludeID1, Guid ExcludeID2)
{
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
List<LimitCheckModel> results = GetPCEByCriteria(ProcessingDate, trn.CTPY_ID, trn.PRODUCT_ID.Value, "", ExcludeID1, ExcludeID2);
//Get group exposure
MA_COUTERPARTY ctpy = _counterpartyBusiness.GetCounterpartyAll().FirstOrDefault(p => p.ID == trn.CTPY_ID);
if (ctpy != null && ctpy.GROUP_CTPY_ID != null)
{
var group = GetPCEByCriteria(ProcessingDate, ctpy.GROUP_CTPY_ID.Value, trn.PRODUCT_ID.Value, "", ExcludeID1, ExcludeID2);
results = results.Union(group).ToList();
}
//Get temp limit
//Look for temp limit when all conditions meet
// 1. Transaction maturity date <= Temp limit maturity date
foreach (LimitCheckModel result in results)
{
MA_TEMP_CTPY_LIMIT temp_limit = _counterpartyBusiness.GetActiveTempByID(ProcessingDate, trn.MATURITY_DATE.Value, result.CTPY_LIMIT_ID);
if (temp_limit != null)
result.TEMP_AMOUNT = temp_limit.AMOUNT;
//result.AMOUNT = result.AMOUNT + temp_limit.AMOUNT;
}
return results.OrderBy(p => p.SNAME).ThenBy(p => p.SORT_INDEX).ToList();
}
public DA_TRN CancelDeal(SessionInfo sessioninfo, DA_TRN trn)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var foundTrn = unitOfWork.DA_TRNRepository.GetById(trn.ID,true);
if (foundTrn == null)
throw this.CreateException(new Exception(), "Data not found!");
else if (!Guid.Equals(foundTrn.LOG.INSERTBYUSERID, sessioninfo.CurrentUserId))
{
throw this.CreateException(new Exception(), "You have no right to cancel this transaction");
}
else if (!(foundTrn.ENGINE_DATE.Date == sessioninfo.Process.CurrentDate && foundTrn.SOURCE == "INT"))
{
throw this.CreateException(new Exception(), "You cannot cancel the past deals");
}
else
{
//foundTrn.STATUS_ID = new Guid("1ccd7506-b98c-4afa-838e-24378d9b3c2e");
foundTrn.REMARK = trn.REMARK;
foundTrn.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.CANCELLED.ToString()).ID;
foundTrn.LOG.MODIFYBYUSERID = sessioninfo.CurrentUserId;
foundTrn.LOG.MODIFYDATE = DateTime.Now;
trn = foundTrn;
unitOfWork.Commit();
}
}
return trn;
}
static void Main(string[] args)
{
PCCFConfigBusiness pccfBusiness = new PCCFConfigBusiness();
DA_TRN record = new DA_TRN();
record.ID = Guid.NewGuid();
record.ENGINE_DATE = DateTime.Now;
record.STATUS_ID = new Guid("9161ED18-1298-44FA-BA7D-34522CB40D66");
record.INSTRUMENT_ID = new Guid("33F88EB3-46C0-4667-BCF6-05426321B71B");
record.PRODUCT_ID = new Guid("F85252D1-BC58-4AC6-8B56-2E228FB0A367");
record.LOG.INSERTBYUSERID = new Guid("F85252D1-BC58-4AC6-8B56-2E228FB0A367");
record.LOG.INSERTDATE = DateTime.Now;
record.FIRST.CCY_ID = new Guid("825F343B-CAEA-409B-AE92-CCA2DAB3765E");
record.FIRST.FLAG_PAYREC = "R";
record.FIRST.FLAG_FIXED = false;
record.SECOND.CCY_ID = new Guid("825F343B-CAEA-409B-AE92-CCA2DAB3765E");
record.SECOND.FLAG_PAYREC = "P";
record.SECOND.FLAG_FIXED = false ;
var temp = pccfBusiness.ValidatePCCFConfig(null, record);
if(temp!=null)
Console.WriteLine("PCCF:" + temp.LABEL);
else
Console.WriteLine("PCCF is not match");
Console.WriteLine("End");
Console.ReadLine();
}
public List<LimitCheckModel> CheckAllCountry(DateTime ProcessingDate, DA_TRN trn, Guid ExcludeID1, Guid ExcludeID2)
{
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
CountryBusiness _countryBusiness = new CountryBusiness();
List<LimitCheckModel> results = new List<LimitCheckModel>();
LimitCheckModel result;
LimitCheckModel temp = new LimitCheckModel();
LimitCheckModel pce = new LimitCheckModel();
MA_COUTERPARTY ctpy = _counterpartyBusiness.GetCounterpartyAll().FirstOrDefault(p => p.ID == trn.CTPY_ID);
List<LimitCheckModel> sets = GetCountrySETByCriteria(ProcessingDate, ctpy.COUNTRY_ID, "", ExcludeID1, ExcludeID2);
List<LimitCheckModel> pces = GetCountryPCEByCriteria(ProcessingDate, ctpy.COUNTRY_ID, "", ExcludeID1, ExcludeID2);
if (pces.Count != 1)
throw new Exception("Invalid country limit data. Please contact administrator");
else
pce = pces.FirstOrDefault();
MA_COUNTRY_LIMIT temp_limit = _countryBusiness.GetActiveTempByCountryID(ProcessingDate, trn.MATURITY_DATE.Value, ctpy.COUNTRY_ID);
DateTime dateStart = trn.TRADE_DATE.Value;
DateTime dateEnd = trn.FLAG_SETTLE.HasValue && trn.FLAG_SETTLE.Value ? trn.DA_TRN_FLOW.Max(p => p.FLOW_DATE).Value : trn.TRADE_DATE.Value;
while (dateStart <= dateEnd)
{
result = new LimitCheckModel();
temp = sets.FirstOrDefault(p => p.FLOW_DATE == dateStart);
result.COUNTRY_LABEL = pce.COUNTRY_LABEL;
result.COUNTRY_ID = pce.COUNTRY_ID;
result.FLAG_CONTROL = pce.FLAG_CONTROL;
result.GEN_AMOUNT = pce.GEN_AMOUNT;
result.TEMP_AMOUNT = temp_limit != null ? temp_limit.AMOUNT : 0;
//result.AMOUNT = pce.AMOUNT + (temp_limit != null ? temp_limit.AMOUNT : 0);
result.PROCESSING_DATE = pce.PROCESSING_DATE;
result.EXPIRE_DATE = pce.EXPIRE_DATE;
result.FLOW_DATE = dateStart;
result.ORIGINAL_KK_CONTRIBUTE = pce.ORIGINAL_KK_CONTRIBUTE;
if (temp != null)
result.ORIGINAL_KK_CONTRIBUTE = result.ORIGINAL_KK_CONTRIBUTE + temp.ORIGINAL_KK_CONTRIBUTE;
results.Add(result);
//if (dateStart.DayOfWeek == DayOfWeek.Friday)
// dateStart = dateStart.AddDays(3);
//else
dateStart = dateStart.AddDays(1);
}
return results;
}
public LimitDisplayModel CheckCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
if (trn.FLAG_SETTLE.HasValue && trn.FLAG_SETTLE.Value)
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn.KK_CONTRIBUTE
}).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
private static void CheckRepoLimit(Boolean blnIsSubmit, DA_TRN record, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckPCE(SessionInfo, record, ProductId);
LimitDisplayModel CountryCheckRecords = DealUIP.CheckCountryLimit(SessionInfo, record, ProductId);
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, null, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
public static LimitDisplayModel CheckFXSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
DealBusiness _dealBusiness = new DealBusiness();
return _dealBusiness.CheckFXSwapCountryLimit(sessioninfo, trn1, trn2, strExcludeID);
}
public LimitDisplayModel CheckFXSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
if (trn1.FLAG_SETTLE.HasValue && trn1.FLAG_SETTLE.Value)
{
deal_conts = (from f in trn1.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn1.KK_CONTRIBUTE
}).Union(
(from f in trn2.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn2.KK_CONTRIBUTE
})).ToList();
}
if (trn1.TRADE_DATE.Value != trn1.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn1.TRADE_DATE.Value, EXPOSURE = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value });
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn2, guExcludeID1, guExcludeID2);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn1, trn2, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public string SubmitSwapDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
//trn.STATUS_ID = Guid.Parse("9161ed18-1298-44fa-ba7d-34522cb40d66");
//trn.INT_DEAL_NO = GetNewDealNo(sessioninfo.Process.CurrentDate);
//StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
//trn.KK_PCCF = _staticdataBusiness.GetSwapKKPCCF(sessioninfo, trn);
//trn.KK_CONTRIBUTE = trn.FIRST.NOTIONAL * trn.KK_PCCF / 100;
//trn.BOT_PCCF = _staticdataBusiness.GetSwapBOTPCCF(sessioninfo, trn);
//trn.BOT_CONTRIBUTE = trn.FIRST.NOTIONAL * trn.BOT_PCCF / 100;
LookupBusiness _lookupBusiness = new LookupBusiness();
if (!String.IsNullOrEmpty(strOverApprover))
{
trn.OVER_APPROVER = strOverApprover;
trn.OVER_COMMENT = strOverComment;
}
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
var foundDeal = unitOfWork.DA_TRNRepository.All().FirstOrDefault(p => p.ID == guTemp);
if (foundDeal == null)
throw this.CreateException(new Exception(), "Data not found!");
else
{
foundDeal.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.CANCELLED.ToString()).ID;
foundDeal.REMARK = trn.REMARK;
}
}
trn.REMARK = null;
if (trn.INT_DEAL_NO == null)
trn.INT_DEAL_NO = GetNewDealNo(sessioninfo.Process.CurrentDate);
unitOfWork.DA_TRNRepository.Add(trn);
unitOfWork.Commit();
}
return trn.INT_DEAL_NO;
}
private List<LimitCheckModel> GenerateCountryLimitDisplay(List<CountryLimitModel> deal_conts, List<LimitCheckModel> ori_conts, DA_TRN trn1, DA_TRN trn2, bool blnOverwrite, ref LimitDisplayModel limitDisplay)
{
CountryLimitModel tempCountry = null;
List<LimitCheckModel> limits = new List<LimitCheckModel>();
decimal decExp = trn1.KK_CONTRIBUTE.Value + (trn2 != null ? trn2.KK_CONTRIBUTE.Value : 0);
foreach (var ori_cont in ori_conts)
{
tempCountry = deal_conts.FirstOrDefault(f => f.EXPOSURE_DATE == ori_cont.FLOW_DATE);
ori_cont.DEAL_CONTRIBUTION = tempCountry != null ? tempCountry.EXPOSURE.Value : decExp;
SetLimitDisplayStatus(ori_cont, blnOverwrite, ref limitDisplay);
if ((ori_cont.FLOW_DATE == trn1.TRADE_DATE || ori_cont.FLOW_DATE == trn1.MATURITY_DATE)
|| (trn2 != null && (ori_cont.FLOW_DATE == trn2.TRADE_DATE || ori_cont.FLOW_DATE == trn2.MATURITY_DATE))
|| (ori_cont.STATUS == eLimitStatusCode.EXCEED.ToString() || ori_cont.STATUS == eLimitStatusCode.EXPIRED.ToString()))
{
limits.Add(ori_cont);
}
}
return limits;
}
public string SubmitRepoDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
LookupBusiness _lookupBusiness = new LookupBusiness();
if (!String.IsNullOrEmpty(strOverApprover))
{
trn.OVER_APPROVER = strOverApprover;
trn.OVER_COMMENT = strOverComment;
}
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
Guid guTemp;
if (Guid.TryParse(strProductId, out guTemp))
{
var foundDeal = unitOfWork.DA_TRNRepository.All().FirstOrDefault(p => p.ID == guTemp);
if (foundDeal == null)
throw this.CreateException(new Exception(), "Data not found!");
else
{
foundDeal.STATUS_ID = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.LABEL == StatusCode.CANCELLED.ToString()).ID;
foundDeal.REMARK = trn.REMARK;
}
}
trn.REMARK = null;
if (trn.INT_DEAL_NO == null)
trn.INT_DEAL_NO = GetNewDealNo(sessioninfo.Process.CurrentDate);
unitOfWork.DA_TRNRepository.Add(trn);
unitOfWork.Commit();
}
return trn.INT_DEAL_NO;
}
public DA_TRN Update(SessionInfo sessioninfo, DA_TRN trn)
{
using (EFUnitOfWork unitOfWork = new EFUnitOfWork())
{
var foundData = unitOfWork.DA_TRNRepository.All().FirstOrDefault(p => p.ID == trn.ID);
if (foundData == null)
throw this.CreateException(new Exception(), "Data not found!");
else
{
foundData.LOG.MODIFYBYUSERID = trn.LOG.MODIFYBYUSERID;
foundData.LOG.MODIFYDATE = trn.LOG.MODIFYDATE;
foundData.EXT_DEAL_NO = trn.EXT_DEAL_NO;
foundData.EXT_PORTFOLIO = trn.EXT_PORTFOLIO;
foundData.STATUS_ID = trn.STATUS_ID;
unitOfWork.Commit();
}
}
return trn;
}
public static LimitDisplayModel CheckSwapSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
DealBusiness _dealBusiness = new DealBusiness();
return _dealBusiness.CheckSwapSCE(sessioninfo, trn, strExcludeID);
}
public LimitDisplayModel CheckSwapSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = new List<DA_TRN_CASHFLOW>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).OrderBy(p => p.FLOW_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).Where(t => t.FLOW_AMOUNT_THB > 0).OrderBy(p => p.FLOW_DATE).ToList();
}
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
return limitDisplay;
}
public void CreatingTBMAReportFile(SessionInfo session, DA_TRN trn, MA_TBMA_CONFIG config)
{
string delimiter = "|";
StringBuilder sb = new StringBuilder();
string filePath = config.TBMA_RPT_PATH + (config.TBMA_RPT_PATH.EndsWith("\\") ? "" : "\\");
if (!Directory.Exists(filePath))
Directory.CreateDirectory(filePath);
filePath = filePath + config.TBMA_RPT_PREFIX + session.UserLogon + "-" + Guid.NewGuid().ToString().Replace("-","") + ".txt";
sb.AppendLine(string.Join(delimiter, new string[]{"ORDER_NUM"
,"TRADER_ID"
,"PURPOSE"
,"TRADE_TIME"
,"TRADE_DATE"
,"SETTLEMENT_DATE"
,"TYPE","ISSUE_SYMBOL"
,"YIELD","YIELD_TYPE"
,"PRICE","VOLUME"
,"COUNTER_PARTY"
,"TERM"
,"RATE"
,"REMARK"}));
sb.AppendLine(string.Join(delimiter, new string[]{"1"
, config.TBMA_RPT_TRADERID
, trn.DA_TMBA_EXTENSION.PURPOSE
, trn.LOG.INSERTDATE.ToString(FormatTemplate.TIMESTAMP_LABEL)
, trn.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL)
, trn.MATURITY_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL)
, trn.FLAG_BUYSELL
, trn.MA_INSRUMENT.LABEL
, trn.FIRST.RATE.Value.ToString("0.000000")
, trn.DA_TMBA_EXTENSION.YIELD_TYPE
, trn.DA_TMBA_EXTENSION.IS_REPORT_CLEAN ? trn.DA_TMBA_EXTENSION.CLEAN_PRICE.ToString() : trn.DA_TMBA_EXTENSION.GROSS_PRICE.ToString()
, trn.DA_TMBA_EXTENSION.UNIT.ToString()
, trn.MA_COUTERPARTY.TBMA_NAME
, trn.DA_TMBA_EXTENSION.TERM.ToString()
, trn.DA_TMBA_EXTENSION.RATE.ToString()
, trn.DA_TMBA_EXTENSION.REMARK }));
File.AppendAllText(filePath, sb.ToString());
if (!File.Exists(filePath))
throw this.CreateException(new Exception(), "Create file fail");
}
public LimitDisplayModel CheckSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).Where(t => t.EXPOSURE > 0).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public LimitDisplayModel CheckSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
}).ToList();
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite , ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
return limitDisplay;
}
//public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn)
//{
// StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
// LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
// LimitDisplayModel limitDisplay = new LimitDisplayModel();
// trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
// if (trn.KK_PCCF != null)
// {
// trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
// List<LimitCheckModel> limits = _limitCheckBusiness.GetPCEByCriteria(sessioninfo.Process.CurrentDate, trn.CTPY_ID, trn.PRODUCT_ID.Value, "", Guid.Empty, Guid.Empty);
// foreach (LimitCheckModel limit in limits)
// {
// limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
// SetLimitDisplayStatus(limit, ref limitDisplay);
// }
// limitDisplay.LimitDisplayObject = limits;
// }
// else
// {
// limitDisplay.LimitCheckStatus = eLimitCheckStatus.NOTALLOW;
// limitDisplay.LimitErrorObj = new { Result = "ERROR", Message = "This deal breach allowed tenor." };
// }
// return limitDisplay;
//}
public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
if (trn.KK_PCCF != null)
{
trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_AMOUNT = limitDisplay.OverAmount;
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public static object SubmitFXSwapDeal(SessionInfo sessioninfo
, DA_TRN trn1
, DA_TRN trn2
, string strOverApprover
, string strOverComment
, string strProductId1
, string strProductId2)
{
try
{
DealBusiness _dealBusiness = new DealBusiness();
string strDealNO1 = _dealBusiness.SubmitFXDeal(sessioninfo
, trn1
, strOverApprover
, strOverComment
, strProductId1);
trn2.INT_DEAL_NO = strDealNO1;
string strDealNO2 = _dealBusiness.SubmitFXDeal(sessioninfo
, trn2
, strOverApprover
, strOverComment
, strProductId2
);
return new { Result = "OK", Message = strDealNO1 };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public static object CancelDeal(DA_TRN record)
{
return DealViewUIP.CancelDeal(SessionInfo, record);
}
public static object SubmitSwapDeal(SessionInfo sessioninfo
, DA_TRN trn
, string strOverApprover
, string strOverComment
, string strProductId)
{
try
{
DealBusiness _dealBusiness = new DealBusiness();
string strDealNO = _dealBusiness.SubmitSwapDeal(sessioninfo
, trn
, strOverApprover
, strOverComment
, strProductId);
return new { Result = "OK", Message = strDealNO };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
private static void CheckFXSpotLimits(Boolean blnIsSubmit, DA_TRN record, DA_TRN record2, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckFXSwapPCE(SessionInfo, record, record2, ProductId);
LimitDisplayModel SCECheckRecords = record.FLAG_SETTLE.Value ? DealUIP.CheckFXSwapSCE(SessionInfo, record, record2, ProductId) : null;
LimitDisplayModel CountryCheckRecords = DealUIP.CheckFXSwapCountryLimit(SessionInfo, record, record2, ProductId);
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, SCECheckRecords, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
public void GenerateCashFlows(SessionInfo sessioninfo, DA_TRN trn, int intDaySpan, decimal firstRate, decimal secondRate)
{
DateTime dteActualFlow;
DateTime dteLastActualFlow;
DateTime dteEstFlow;
int intCFSeq;
decimal spotrate;
//string strLegFreq;
DA_TRN_CASHFLOW flow;
LookupBusiness _lookupBusiness = new LookupBusiness();
int addMonth = 1; //default for Month
int addDay = 1;
MA_FREQ_TYPE freq = null;
InstrumentBusiness _insBusiness = new InstrumentBusiness();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
for (int intLeg = 1; intLeg <= 2; intLeg++)
{
dteActualFlow = dteEstFlow = dteLastActualFlow = trn.START_DATE.Value.Date;
//CCS : 4 priciple payment flows will be generated, 2 on initial payment date and 2 on maturity date
if (ins.LABEL == "CCS")
{
//Initial Exchange
flow = new DA_TRN_CASHFLOW();
flow.FLAG_FIRST = intLeg == 1 ? true : false;
flow.SEQ = 1;
flow.FLOW_DATE = trn.START_DATE;
flow.FLOW_AMOUNT = intLeg == 1 ? trn.FIRST.NOTIONAL : -trn.SECOND.NOTIONAL;
flow.FLOW_AMOUNT_THB = intLeg == 1 ? Math.Ceiling(flow.FLOW_AMOUNT.Value * firstRate) : Math.Ceiling(flow.FLOW_AMOUNT.Value * secondRate);
flow.ID = Guid.NewGuid();
flow.DA_TRN_ID = trn.ID;
flow.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow);
}
intCFSeq = 2;
freq = intLeg == 1 ? _lookupBusiness.GetFreqByID(trn.FIRST.FREQTYPE_ID.Value) : _lookupBusiness.GetFreqByID(trn.SECOND.FREQTYPE_ID.Value);
do
{
if ((FrequencyType)Enum.Parse(typeof(FrequencyType), freq.USERCODE) == FrequencyType.W)
{
dteActualFlow = dteActualFlow.AddDays(7);
}
else if ((FrequencyType)Enum.Parse(typeof(FrequencyType), freq.USERCODE) == FrequencyType.B)
{
dteActualFlow = trn.MATURITY_DATE.Value;
}
else if (((FrequencyType)Enum.Parse(typeof(FrequencyType), freq.USERCODE)).ToString().StartsWith("D"))
{
addDay = (int)Enum.Parse(typeof(FrequencyType), freq.USERCODE).GetHashCode();
dteActualFlow = dteActualFlow.AddDays(addDay);
}
else
{
addMonth = (int)Enum.Parse(typeof(FrequencyType), freq.USERCODE).GetHashCode();
dteActualFlow = dteActualFlow.AddMonths(addMonth);
}
for (int i = -intDaySpan; i <= intDaySpan; i++)
{
flow = new DA_TRN_CASHFLOW();
dteEstFlow = dteActualFlow.AddDays(i);
flow.FLAG_FIRST = intLeg == 1 ? true : false;
flow.SEQ = intCFSeq;
if (intLeg == 1)
{
flow.RATE = trn.FIRST.FLAG_FIXED == true ? trn.FIRST.RATE : trn.FIRST.RATE + trn.FIRST.FIRSTFIXINGAMT;
flow.FLOW_AMOUNT = trn.FIRST.NOTIONAL * flow.RATE / 100 * Convert.ToDecimal((dteEstFlow - dteLastActualFlow).TotalDays) / 365;
spotrate = firstRate;
}
else
{
flow.RATE = trn.SECOND.FLAG_FIXED == true ? trn.SECOND.RATE : trn.SECOND.RATE + trn.SECOND.FIRSTFIXINGAMT;
flow.FLOW_AMOUNT = trn.SECOND.NOTIONAL * flow.RATE / 100 * Convert.ToDecimal((dteEstFlow - dteLastActualFlow).TotalDays) / 365;
spotrate = secondRate;
}
flow.FLOW_DATE = dteEstFlow;
if (intLeg == 1) //flow amount is negative for pay leg
flow.FLOW_AMOUNT = -flow.FLOW_AMOUNT;
flow.FLOW_AMOUNT_THB = flow.FLOW_AMOUNT > 0 ? Math.Ceiling(flow.FLOW_AMOUNT.Value * spotrate) : Math.Floor(flow.FLOW_AMOUNT.Value * spotrate);
flow.ID = Guid.NewGuid();
flow.DA_TRN_ID = trn.ID;
flow.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow);
intCFSeq += 1;
}
dteLastActualFlow = dteActualFlow;
} while (dteActualFlow < trn.MATURITY_DATE.Value.Date);
if (ins.LABEL == "CCS")
{
//Maturity Exchange
flow = new DA_TRN_CASHFLOW();
flow.FLAG_FIRST = intLeg == 1 ? true : false;
flow.SEQ = intCFSeq;
flow.FLOW_DATE = trn.MATURITY_DATE;
flow.FLOW_AMOUNT = intLeg == 1 ? -trn.FIRST.NOTIONAL : trn.SECOND.NOTIONAL;
flow.FLOW_AMOUNT_THB = intLeg == 1 ? Math.Ceiling(flow.FLOW_AMOUNT.Value * firstRate) : Math.Ceiling(flow.FLOW_AMOUNT.Value * secondRate);
flow.ID = Guid.NewGuid();
flow.DA_TRN_ID = trn.ID;
flow.LOG.INSERTDATE = trn.LOG.INSERTDATE;
flow.LOG.INSERTBYUSERID = trn.LOG.INSERTBYUSERID;
trn.DA_TRN_FLOW.Add(flow);
}
}
}
public LimitDisplayModel CheckFXSwapSCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = ((from f in trn1.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
}).Union(
(from f in trn2.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
})
)).ToList();
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
}
return limitDisplay;
}
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 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;
}
private static void CheckFILimit(Boolean blnIsSubmit, DA_TRN record, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckPCE(SessionInfo, record, ProductId);
LimitDisplayModel SCECheckRecords = null;
LimitDisplayModel CountryCheckRecords = DealUIP.CheckCountryLimit(SessionInfo, record, ProductId);
var flagSettle = record.FLAG_SETTLE.Value && record.NOTIONAL_THB.Value > 0;
if (flagSettle) {
SCECheckRecords = DealUIP.CheckSCE(SessionInfo, record, ProductId);
}
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, SCECheckRecords, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
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 static object CancelDeal(SessionInfo sessioninfo, DA_TRN trn)
{
try
{
LookupBusiness _lookupBusiness = new LookupBusiness();
UserBusiness _userBusiness = new UserBusiness();
DealBusiness _dealbusiness = new DealBusiness();
DA_TRN t = _dealbusiness.CancelDeal(sessioninfo, trn);
DA_TRN t2 = _dealbusiness.GetDealByDealNo(t.INT_DEAL_NO,t.VERSION).FirstOrDefault(p => p.ID != t.ID);
if (t2 != null) _dealbusiness.CancelDeal(sessioninfo, t2);
var inputuser = _userBusiness.GetAll().FirstOrDefault(u => u.ID == t.LOG.INSERTBYUSERID);
var query = new DealViewModel
{
ID = t.ID,
EntryDate = t.LOG.INSERTDATE,
DMK_NO = t.INT_DEAL_NO
,
OPICS_NO = t.EXT_DEAL_NO,
TradeDate = t.TRADE_DATE.Value
,
EffectiveDate = t.START_DATE,
Instrument = t.MA_INSRUMENT.LABEL
,
MaturityDate = t.MATURITY_DATE,
BuySell = t.FLAG_BUYSELL
,
Product = t.MA_PRODUCT.LABEL,
Portfolio = t.MA_PORTFOLIO.LABEL
,
Counterparty = t.MA_COUTERPARTY.SNAME,
Notional1 = t.FIRST.NOTIONAL
,
PayRec1 = t.FIRST.FLAG_PAYREC,
FixedFloat1 = !t.FIRST.FLAG_FIXED.HasValue ? null : t.FIRST.FLAG_FIXED.Value ? "FIXED" : "FLOAT"
,
Rate1 = t.FIRST.RATE,
Fixing1 = t.FIRST.FIRSTFIXINGAMT,
SwapPoint1 = t.FIRST.SWAP_POINT,
Notional2 = t.SECOND.NOTIONAL
,
PayRec2 = t.SECOND.FLAG_PAYREC,
FixedFloat2 = !t.SECOND.FLAG_FIXED.HasValue ? null : t.SECOND.FLAG_FIXED == true ? "FIXED" : "FLOAT"
,
Rate2 = t.SECOND.RATE,
Fixing2 = t.SECOND.FIRSTFIXINGAMT,
SwapPoint2 = t.SECOND.SWAP_POINT,
Status = _lookupBusiness.GetStatusAll().FirstOrDefault(p => p.ID == t.STATUS_ID).LABEL
,
KKContribute = t.KK_CONTRIBUTE,
BotContribute = t.BOT_CONTRIBUTE
,
LimitOverwrite = string.IsNullOrEmpty(t.OVER_APPROVER) ? "No" : t.OVER_AMOUNT > 0 && t.OVER_SETTL_AMOUNT > 0 ? "Yes" : t.OVER_AMOUNT > 0 ? "PCE" : "SET"
,
LimitApprover = t.OVER_APPROVER
,
Trader = inputuser != null ? inputuser.USERCODE : ""
,
Remark = t.REMARK
};
return new { Result = "OK", Record = query, DealPairID = t2 != null? t2.ID.ToString() : string.Empty };
}
catch (Exception ex)
{
return new { Result = "ERROR", Message = ex.Message };
}
}
public LimitDisplayModel CheckFXSwapPCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
//Exposure include far leg only -> set near leg to 0
trn1.KK_PCCF = 0;
trn2.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn2);
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
trn1.KK_CONTRIBUTE = 0;
trn2.KK_CONTRIBUTE = Math.Ceiling(trn2.NOTIONAL_THB.Value * trn2.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_AMOUNT = limitDisplay.OverAmount;
}
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}