private async Task <AccountingDocumentLine> CreateAccountingDocumentLineForFJDocument(int docTypeId, int postingLineId, AccountingSetupDto accountingSetup, AccountLineType lineType, Company company, FxRateInformation fxRates, FxSettlementDocumentDto fxSettlementDocument)
{
AccountingDocumentLine accountingDocumentLine = new AccountingDocumentLine();
accountingDocumentLine.PostingLineId = postingLineId;
accountingDocumentLine.AssociatedAccountId = fxSettlementDocument.CounterpartyId;
accountingDocumentLine.DepartmentId = fxSettlementDocument.DepartmentId;
if (fxSettlementDocument.IsNdf)
{
accountingDocumentLine.Narrative = string.Concat(
Convert.ToString(fxSettlementDocument.Reference),
" ",
fxSettlementDocument.Memorandum,
" NDF ", ((DateTime)fxSettlementDocument.NdfAgreedDate).ToString("dd MMM yyyy"));
}
else
{
accountingDocumentLine.Narrative = string.Concat(
Convert.ToString(fxSettlementDocument.Reference),
" ",
fxSettlementDocument.Memorandum);
}
accountingDocumentLine.AccountLineTypeId = (int)lineType;
accountingDocumentLine.DepartmentId = fxSettlementDocument.DepartmentId;
accountingDocumentLine.AccountingCategoryId = (int)AccountingCategory.N;
accountingDocumentLine.TransactionDocumentId = (int)DocumentType.FJ;
accountingDocumentLine.CostTypeCode = accountingSetup.FXReval;
accountingDocumentLine.SecondaryDocumentReference = fxSettlementDocument.DocumentReference;
accountingDocumentLine.AssociatedAccountId = fxSettlementDocument.BrokerId;
if (fxSettlementDocument.FxSettlementDocumentTypeId != FxSettlementDocumentType.FxDeal)
{
accountingDocumentLine.Amount = Math.Round(
CalculateFxDealAmountForSettlementCurrency(
fxSettlementDocument.Amount,
fxSettlementDocument.SpotRate,
fxSettlementDocument.FwPoints,
fxSettlementDocument.SpotRateType),
CommonRules.RoundDecimals);
if (fxSettlementDocument.IsNdf)
{
accountingDocumentLine.SecondaryDocumentReference = null;
decimal dealtAmount = fxSettlementDocument.Amount;
decimal settledAmount = accountingDocumentLine.Amount;
switch (lineType)
{
case AccountLineType.B:
if (fxSettlementDocument.DealDirectionId == (int)FxDealDirection.Buy)
{
settledAmount = -1 * settledAmount;
}
else
{
dealtAmount = -1 * dealtAmount;
}
break;
case AccountLineType.L:
if (fxSettlementDocument.DealDirectionId == (int)FxDealDirection.Buy)
{
dealtAmount = -1 * dealtAmount;
}
else
{
settledAmount = -1 * settledAmount;
}
break;
default:
throw new Exception("Unable to create document header and lines.");
}
if (fxSettlementDocument.CurrencyCode == "USD" && fxSettlementDocument.SettlementCurrencyCode != "USD")
{
FxRate fxRateUSD = await _masterDataService.GetFxRateAsync((DateTime)fxSettlementDocument.NdfAgreedDate, fxSettlementDocument.SettlementCurrencyCode);
if (fxRateUSD.CurrencyRoeType == "M")
{
accountingDocumentLine.Amount = fxSettlementDocument.NdfAgreedRate == null?Math.Round((dealtAmount / (decimal)fxRateUSD.Rate) + settledAmount, CommonRules.RoundDecimals) : Math.Round((dealtAmount / (decimal)fxSettlementDocument.NdfAgreedRate) + settledAmount, CommonRules.RoundDecimals);
}
else
{
accountingDocumentLine.Amount = fxSettlementDocument.NdfAgreedRate == null?Math.Round((dealtAmount * (decimal)fxRateUSD.Rate) + settledAmount, CommonRules.RoundDecimals) : Math.Round((dealtAmount * (decimal)fxSettlementDocument.NdfAgreedRate) + settledAmount, CommonRules.RoundDecimals);
}
}
else if (fxSettlementDocument.CurrencyCode != "USD" && fxSettlementDocument.SettlementCurrencyCode == "USD")
{
FxRate fxRateUSD = await _masterDataService.GetFxRateAsync((DateTime)fxSettlementDocument.NdfAgreedDate, fxSettlementDocument.CurrencyCode);
if (fxRateUSD.CurrencyRoeType == "D")
{
accountingDocumentLine.Amount = fxSettlementDocument.NdfAgreedRate == null?Math.Round((dealtAmount / (decimal)fxRateUSD.Rate) + settledAmount, CommonRules.RoundDecimals) : Math.Round((dealtAmount / (decimal)fxSettlementDocument.NdfAgreedRate) + settledAmount, CommonRules.RoundDecimals);
}
else
{
accountingDocumentLine.Amount = fxSettlementDocument.NdfAgreedRate == null?Math.Round((dealtAmount * (decimal)fxRateUSD.Rate) + settledAmount, CommonRules.RoundDecimals) : Math.Round((dealtAmount * (decimal)fxSettlementDocument.NdfAgreedRate) + settledAmount, CommonRules.RoundDecimals);
}
}
else if (fxSettlementDocument.CurrencyCode != "USD" && fxSettlementDocument.SettlementCurrencyCode != "USD")
{
FxRate fxRateUSD1 = await _masterDataService.GetFxRateAsync((DateTime)fxSettlementDocument.NdfAgreedDate, fxSettlementDocument.CurrencyCode);
FxRate fxRateUSD2 = await _masterDataService.GetFxRateAsync((DateTime)fxSettlementDocument.NdfAgreedDate, fxSettlementDocument.SettlementCurrencyCode);
decimal crossSettlementROESettCcy = 1;
if (fxSettlementDocument.NdfAgreedRate == null)
{
if (fxRateUSD1.CurrencyRoeType == "M" && fxRateUSD2.CurrencyRoeType == "M")
{
crossSettlementROESettCcy = (decimal)fxRateUSD1.Rate / (decimal)fxRateUSD2.Rate;
}
else if (fxRateUSD1.CurrencyRoeType == "M" && fxRateUSD2.CurrencyRoeType == "D")
{
crossSettlementROESettCcy = (decimal)fxRateUSD1.Rate * (decimal)fxRateUSD2.Rate;
}
else if (fxRateUSD1.CurrencyRoeType == "D" && fxRateUSD2.CurrencyRoeType == "M")
{
crossSettlementROESettCcy = (1 / (decimal)fxRateUSD1.Rate) / (decimal)fxRateUSD2.Rate;
}
else
{
crossSettlementROESettCcy = (decimal)fxRateUSD2.Rate / (decimal)fxRateUSD1.Rate;
}
}
else
{
crossSettlementROESettCcy = (decimal)fxSettlementDocument.NdfAgreedRate;
}
accountingDocumentLine.Amount = Math.Round((dealtAmount * crossSettlementROESettCcy) - settledAmount, CommonRules.RoundDecimals);
}
else
{
accountingDocumentLine.Amount = Math.Round(dealtAmount + settledAmount, CommonRules.RoundDecimals);
}
}
}
else
{
accountingDocumentLine.Amount = Math.Round(fxSettlementDocument.Amount, CommonRules.RoundDecimals);
}
// Amount conversion for StaturoyCurrency and FunctionalCurrency
decimal?amountInUSD = accountingDocumentLine.Amount;
if (fxSettlementDocument.CurrencyCode != null && fxSettlementDocument.CurrencyCode.ToUpperInvariant() != CommonRules.BaseCurrency)
{
amountInUSD = (await _foreignExchangeRateService.Convert(fxSettlementDocument.CurrencyCode, CommonRules.BaseCurrency, accountingDocumentLine.Amount, fxSettlementDocument.DocumentDate)).ConvertedValue;
if (amountInUSD != null)
{
amountInUSD = Math.Round((decimal)amountInUSD, CommonRules.RoundDecimals);
}
}
accountingDocumentLine.StatutoryCurrency = amountInUSD;
accountingDocumentLine.FunctionalCurrency = amountInUSD;
if (company.StatutoryCurrencyCode != null && amountInUSD != null && company.StatutoryCurrencyCode.ToUpperInvariant() != CommonRules.BaseCurrency)
{
accountingDocumentLine.StatutoryCurrency = (await _foreignExchangeRateService.Convert(CommonRules.BaseCurrency, company.StatutoryCurrencyCode, (decimal)amountInUSD, fxSettlementDocument.DocumentDate)).ConvertedValue;
}
if (company.FunctionalCurrencyCode != null && amountInUSD != null && company.FunctionalCurrencyCode.ToUpperInvariant() != CommonRules.BaseCurrency)
{
accountingDocumentLine.FunctionalCurrency = (await _foreignExchangeRateService.Convert(CommonRules.BaseCurrency, company.FunctionalCurrencyCode, (decimal)amountInUSD, fxSettlementDocument.DocumentDate)).ConvertedValue;
}
// the default rounding option for .NET is MidPointRounding.ToEven, but that this option does not produce the desired result for some of values: -1119.965 was getting rounded to -1119.96 instead of -1119.97
if (accountingDocumentLine.StatutoryCurrency != null)
{
accountingDocumentLine.StatutoryCurrency = Math.Round((decimal)accountingDocumentLine.StatutoryCurrency, CommonRules.RoundDecimals, MidpointRounding.AwayFromZero);
}
if (accountingDocumentLine.FunctionalCurrency != null)
{
accountingDocumentLine.FunctionalCurrency = Math.Round((decimal)accountingDocumentLine.FunctionalCurrency, CommonRules.RoundDecimals, MidpointRounding.AwayFromZero);
}
accountingDocumentLine.AccountReference = await GetAccountReferenceForFJDocument(
lineType,
company,
fxSettlementDocument);
if (!fxSettlementDocument.IsNdf)
{
switch (lineType)
{
case AccountLineType.B:
if (fxSettlementDocument.DealDirectionId == (int)FxDealDirection.Buy)
{
if (fxSettlementDocument.FxSettlementDocumentTypeId == FxSettlementDocumentType.FxDeal)
{
accountingDocumentLine.Amount = accountingDocumentLine.Amount;
}
else
{
accountingDocumentLine.Amount = (-1) * accountingDocumentLine.Amount;
}
}
else
{
if (fxSettlementDocument.FxSettlementDocumentTypeId == FxSettlementDocumentType.FxDeal)
{
accountingDocumentLine.Amount = (-1) * accountingDocumentLine.Amount;
}
else
{
accountingDocumentLine.Amount = accountingDocumentLine.Amount;
}
}
break;
case AccountLineType.L:
if (fxSettlementDocument.DealDirectionId == (int)FxDealDirection.Buy)
{
if (fxSettlementDocument.FxSettlementDocumentTypeId == FxSettlementDocumentType.FxDeal)
{
accountingDocumentLine.Amount = (-1) * accountingDocumentLine.Amount;
}
else
{
accountingDocumentLine.Amount = accountingDocumentLine.Amount;
}
}
else
{
if (fxSettlementDocument.FxSettlementDocumentTypeId == FxSettlementDocumentType.FxDeal)
{
accountingDocumentLine.Amount = accountingDocumentLine.Amount;
}
else
{
accountingDocumentLine.Amount = (-1) * accountingDocumentLine.Amount;
}
}
break;
default:
throw new Exception("Unable to create document header and lines.");
}
}
return(accountingDocumentLine);
}
private async Task <string> GetAccountReferenceForFJDocument(
AccountLineType lineType,
Company company,
FxSettlementDocumentDto fxSettlementDocument)
{
string nominalAccountForAccountReference = string.Empty;
NominalAccount nominalAccount = null;
switch (lineType)
{
case AccountLineType.B:
nominalAccount = fxSettlementDocument.FxSettlementDocumentTypeId == FxSettlementDocumentType.FxDeal ?
await _masterDataService.GetNominalAccountsById(fxSettlementDocument.NominalAccountId, company.CompanyId) :
await _masterDataService.GetNominalAccountsById(fxSettlementDocument.SettlementNominalAccountId, company.CompanyId);
nominalAccountForAccountReference = nominalAccount.NominalAccountNumber;
break;
case AccountLineType.L:
var dealthAmount = (await _foreignExchangeRateService.Convert(
CommonRules.BaseCurrency,
fxSettlementDocument.CurrencyCode,
fxSettlementDocument.Amount,
fxSettlementDocument.DocumentDate)).ConvertedValue;
var settlementAmount = (await _foreignExchangeRateService.Convert(
CommonRules.BaseCurrency,
fxSettlementDocument.SettlementCurrencyCode,
CalculateFxDealAmountForSettlementCurrency(
fxSettlementDocument.Amount,
fxSettlementDocument.SpotRate,
fxSettlementDocument.FwPoints,
fxSettlementDocument.SpotRateType),
fxSettlementDocument.DocumentDate)).ConvertedValue;
switch (fxSettlementDocument.DealDirectionId)
{
case (int)FxDealDirection.Buy:
if (dealthAmount < settlementAmount)
{
// pick the config for FX settlement Loss
nominalAccount = await _masterDataService.GetNominalAccountsById(company.SettlementLossNominalId, company.CompanyId);
}
else
{
// pick the config for FX settlement Gain
nominalAccount = await _masterDataService.GetNominalAccountsById(company.SettlementGainNominalId, company.CompanyId);
}
nominalAccountForAccountReference = nominalAccount.NominalAccountNumber;
break;
case (int)FxDealDirection.Sell:
if (dealthAmount > settlementAmount)
{
// pick the config for FX settlement Loss
nominalAccount = await _masterDataService.GetNominalAccountsById(company.SettlementLossNominalId, company.CompanyId);
}
else
{
// pick the config for FX settlement Gain
nominalAccount = await _masterDataService.GetNominalAccountsById(company.SettlementGainNominalId, company.CompanyId);
}
nominalAccountForAccountReference = nominalAccount.NominalAccountNumber;
break;
}
break;
}
return(nominalAccountForAccountReference);
}
