public static Tuple <double, double, double, double> Do_CDR_Prices(string trancheID, DateTime AsOfDate, double ReqDM)
{
CashflowManager cm = new CashflowManager();
cm.LoadDeal(trancheID, AsOfDate);
Tuple <double, double> CDR_Tuples = cm.GetSpecialCDRs(trancheID, AsOfDate, false);
Tuple <double, double> Price_Tuples = cm.GetPrices(trancheID, AsOfDate, ReqDM, false);
return(new Tuple <double, double, double, double>(CDR_Tuples.Item1, CDR_Tuples.Item2, Price_Tuples.Item1, Price_Tuples.Item2));
}
public static Tuple <double, double> BreakPIKCDR(string TrancheID, DateTime AsOfDate)
{
CashflowManager cm = new CashflowManager();
return(cm.GetSpecialCDRs(TrancheID, AsOfDate));
}
public static Tuple <double, double> Prices(string trancheID, DateTime AsOfDate, double ReqDM)
{
CashflowManager cm = new CashflowManager();
return(cm.GetPrices(trancheID, AsOfDate, ReqDM));
}
public static void DatabaseGeneralUpdate()
{
int numSplit = 2;
ConcurrentDictionary <string, Dictionary <DateTime, Dictionary <string, HashSet <double> > > > Deal_Date_Tranche_Price = new ConcurrentDictionary <string, Dictionary <DateTime, Dictionary <string, HashSet <double> > > >();
string Query = string.Format("SELECT `TRANCHEID`,DATE(`RECEIVEDTIME`),`SUGGESTEDPRICE` FROM CONSOLIDATEDPRICE " +
"WHERE `YIELD(T2R)` IS NULL AND `SUGGESTEDPRICE` IS NOT NULL AND `REGION` = 'US' " +
"AND `RECEIVEDTIME` > '{0}' AND `TRANCHEID` IS NOT NULL AND `TRANCHEID` <> '' " +
"AND `MODIFIEDRATING` <> '' AND `MODIFIEDRATING` <> 'EQ' AND `MODIFIEDRATING` IS NOT NULL " +
"AND `SUGGESTEDPRICE` > 10 ORDER BY RECEIVEDTIME DESC", DateTime.Today.AddDays(-100));
List <List <string> > QueryResult = ConnectDB.ReadDB(2, Query);
List <string>[] DealLists = new List <string> [numSplit];
// Read list of Deals
foreach (List <string> iRow in QueryResult)
{
string DealID = iRow[0].Split('.')[0];
string Tranche = iRow[0].Split('.')[1];
DateTime AsOfDate = DateTime.ParseExact(iRow[1], "dd/MM/yyyy HH:mm:ss", System.Globalization.CultureInfo.InvariantCulture);
double Price = Convert.ToDouble(iRow[2]);
if (!Deal_Date_Tranche_Price.ContainsKey(DealID))
{
Deal_Date_Tranche_Price.TryAdd(DealID, new Dictionary <DateTime, Dictionary <string, HashSet <double> > >());
}
if (!Deal_Date_Tranche_Price[DealID].ContainsKey(AsOfDate))
{
Deal_Date_Tranche_Price[DealID].Add(AsOfDate, new Dictionary <string, HashSet <double> >());
}
if (!Deal_Date_Tranche_Price[DealID][AsOfDate].ContainsKey(Tranche))
{
Deal_Date_Tranche_Price[DealID][AsOfDate][Tranche] = new HashSet <double>();
}
Deal_Date_Tranche_Price[DealID][AsOfDate][Tranche].Add(Price);
}
// Split Deals
string[] AllDealList = Deal_Date_Tranche_Price.Keys.ToArray();
for (int i = 0; i < numSplit; i++)
{
DealLists[i] = new List <string>();
}
for (int i = 0; i < AllDealList.Length; i++)
{
DealLists[i % numSplit].Add(AllDealList[i]);
}
List <Task> Tasks = new List <Task>();
for (int i = 0; i < numSplit; i++)
{
int ii = i;
Tasks.Add(Task.Factory.StartNew(() => {
CashflowManager cm = new CashflowManager {
DealList = DealLists[ii], My_Deal_Date_Tranche_Price = Deal_Date_Tranche_Price
};
cm.DoWork();
}));
}
Task.WaitAll(Tasks.ToArray());
}
