public CoveragesDto SaveCoverage(CoveragesDto coverage)
{
using (var db = new GapInsuranceDBModel())
{
Coverages dbCoverage;
if (coverage.Id > 0)
{
dbCoverage = db.Coverages.FirstOrDefault(x => x.Id == coverage.Id);
if (dbCoverage == null)
{
throw new KeyNotFoundException("Coverage doesn't exists");
}
}
else
{
dbCoverage = new Coverages();
db.Coverages.Add(dbCoverage);
}
dbCoverage.Name = coverage.Name;
db.SaveChanges();
return(Mapper.Map <Coverages, CoveragesDto>(dbCoverage));
}
}
private void GenerateSchedule(DateTime asOf, DateTime startDate, DateTime endDate, DayCount dayCount, DayRule dayRule, CurveTenor tenor, StubPlacement stub = StubPlacement.NullStub)
{
// This only works for short stubs atm, although NullStub will generate a long stub
DateTime AdjStart = DateHandling.AdjustDate(startDate, dayRule);
DateTime AdjEnd = DateHandling.AdjustDate(endDate, dayRule);
string tenorString = EnumToStr.CurveTenor(tenor);
string TenorLetter = DateHandling.GetTenorLetterFromTenor(tenorString);
double TenorNumber = DateHandling.GetTenorNumberFromTenor(tenorString);
int periods = CalculatePeriods(startDate, endDate, tenor);
// Create estimate of how long the schedule should be
//double YearsUpper = DateHandling.Cvg(AdjStart, AdjEnd, dayCount);
//double YearLower = DateHandling.Cvg(AsOf, AdjStart, dayCount);
// Will be sorted at end (when coverages are also calculated)
UnAdjStartDates.Add(StartDate);
UnAdjEndDates.Add(EndDate);
AdjStartDates.Add(AdjStart);
AdjEndDates.Add(AdjEnd);
//if (StrToEnum.ConvertTenorLetter(TenorLetter) == Tenor.M)
//{
// periods = periodsInMonths / (int)TenorNumber;
// //WholePeriods = periodsInMonths / (int) TenorNumber;
// //double tempPeriods = YearsUpper * 12 / TenorNumber;
// //WholePeriods = (int)Math.Truncate(tempPeriods);
//}
//else if (StrToEnum.ConvertTenorLetter(TenorLetter) == Tenor.Y)
//{
// periods = periodsInMonths / (12 * (int)TenorNumber);
// //WholePeriods = (int) Math.Truncate(YearsUpper);
//}
//else
//{
// throw new ArgumentException("Can only roll out swap calender for month and year tenors");
//}
if (stub == StubPlacement.Beginning)
{
periods += 1 * 12 / (int)Math.Round(TenorNumber);
for (int i = 1; i < periods; i++)
{
UnAdjEndDates.Add(DateHandling.AddTenorAdjust(UnAdjEndDates[i - 1], "-" + tenorString));
AdjEndDates.Add(DateHandling.AdjustDate(UnAdjEndDates[i], DayRule));
UnAdjStartDates.Add(UnAdjEndDates[i]);
AdjStartDates.Add(DateHandling.AdjustDate(UnAdjStartDates[i], DayRule));
}
}
else if (stub == StubPlacement.End)
{
periods += 1 * 12 / (int)Math.Round(TenorNumber);
for (int i = 1; i < periods; i++)
{
UnAdjStartDates.Add(DateHandling.AddTenorAdjust(UnAdjStartDates[i - 1], tenorString));
AdjStartDates.Add(DateHandling.AdjustDate(UnAdjStartDates[i], DayRule));
UnAdjEndDates.Add(UnAdjStartDates[i]);
AdjEndDates.Add(DateHandling.AdjustDate(UnAdjEndDates[i], DayRule));
}
}
else if (stub == StubPlacement.NullStub)
{
for (int i = 1; i < periods; i++)
{
UnAdjEndDates.Add(DateHandling.AddTenorAdjust(UnAdjEndDates[i - 1], "-" + tenorString));
AdjEndDates.Add(DateHandling.AdjustDate(UnAdjEndDates[i], DayRule));
UnAdjStartDates.Add(UnAdjEndDates[i]);
AdjStartDates.Add(DateHandling.AdjustDate(UnAdjStartDates[i], DayRule));
}
}
// Sort dates according to date
UnAdjStartDates.Sort(new Comparison <DateTime>((x, y) => x.CompareTo(y)));
UnAdjEndDates.Sort(new Comparison <DateTime>((x, y) => x.CompareTo(y)));
AdjStartDates.Sort(new Comparison <DateTime>((x, y) => x.CompareTo(y)));
AdjEndDates.Sort(new Comparison <DateTime>((x, y) => x.CompareTo(y)));
for (int i = 0; i < AdjStartDates.Count; i++)
{
Coverages.Add(DateHandling.Cvg(AdjStartDates[i], AdjEndDates[i], DayCount));
}
}
static void Main(string[] args)
{
// Configure API key authorization: app_id
Configuration.Default.ApiKey.Add("X-AYLIEN-NewsAPI-Application-ID", "{{current_app_id}}");
// Configure API key authorization: app_key
Configuration.Default.ApiKey.Add("X-AYLIEN-NewsAPI-Application-Key", "{{current_app_key}}");
var apiInstance = new DefaultApi();
var id = new List <long?>()
{
54121
};
var notId = new List <long?>()
{
21451
};
var title = "startup AND (raise OR raised OR raising OR raises)";
var body = "startup";
var text = "startup company";
var language = new List <string>()
{
"en", "it"
};
var notLanguage = new List <string>()
{
"es", "pt"
};
var publishedAtStart = "NOW-10DAYS";
var publishedAtEnd = "NOW";
var categoriesTaxonomy = "iab-qag";
var categoriesConfident = true;
var categoriesId = new List <string>()
{
"IAB15"
};
var notCategoriesId = new List <string>()
{
"IAB2-3"
};
var categoriesLevel = new List <int?>()
{
1
};
var notCategoriesLevel = new List <int?>()
{
2
};
var entitiesTitleText = new List <string>()
{
"GNU/Linux", "Microsoft"
};
var notEntitiesTitleText = new List <string>()
{
"Windows"
};
var entitiesTitleType = new List <string>()
{
"Organization", "Software"
};
var notEntitiesTitleType = new List <string>()
{
"Person", "Agent"
};
var entitiesTitleLinksDbpedia = new List <string>()
{
"http://dbpedia.org/resource/Donald_Trump"
};
var notEntitiesTitleLinksDbpedia = new List <string>()
{
"http://dbpedia.org/resource/Linux"
};
var entitiesBodyText = new List <string>()
{
"GNU/Linux", "Apple"
};
var notEntitiesBodyText = new List <string>()
{
"Windows"
};
var entitiesBodyType = new List <string>()
{
"Person", "Agent"
};
var notEntitiesBodyType = new List <string>()
{
"Organization", "Software"
};
var entitiesBodyLinksDbpedia = new List <string>()
{
"http://dbpedia.org/resource/Windows"
};
var notEntitiesBodyLinksDbpedia = new List <string>()
{
"http://dbpedia.org/resource/Linux"
};
var sentimentTitlePolarity = "positive";
var notSentimentTitlePolarity = "negative";
var sentimentBodyPolarity = "neutral";
var notSentimentBodyPolarity = "negative";
var mediaImagesCountMin = 2;
var mediaImagesCountMax = 10;
var mediaImagesWidthMin = 640;
var mediaImagesWidthMax = 1024;
var mediaImagesHeightMin = 480;
var mediaImagesHeightMax = 800;
var mediaImagesContentLengthMin = 25411;
var mediaImagesContentLengthMax = 369541;
var mediaImagesFormat = new List <string>()
{
"JPEG", "BMP", "GIF"
};
var notMediaImagesFormat = new List <string>()
{
"PNG", "TIFF"
};
var mediaVideosCountMin = 1;
var mediaVideosCountMax = 4;
var authorId = new List <int?>()
{
2154
};
var notAuthorId = new List <int?>()
{
5412
};
var authorName = "John Doe";
var notAuthorName = "Mike Wally";
var sourceId = new List <int?>()
{
1467
};
var notSourceId = new List <int?>()
{
1524
};
var sourceName = new List <string>()
{
"BBC"
};
var notSourceName = new List <string>()
{
"Fox News"
};
var sourceDomain = new List <string>()
{
"bbc.co.uk"
};
var notSourceDomain = new List <string>()
{
"foxnews.com"
};
var sourceLocationsCountry = new List <string>()
{
"US", "IE"
};
var notSourceLocationsCountry = new List <string>()
{
"NG"
};
var sourceLocationsState = new List <string>()
{
"California"
};
var notSourceLocationsState = new List <string>()
{
"Arizona"
};
var sourceLocationsCity = new List <string>()
{
"Los Angeles"
};
var notSourceLocationsCity = new List <string>()
{
"New York City"
};
var sourceScopesCountry = new List <string>()
{
"NG", "IE"
};
var notSourceScopesCountry = new List <string>()
{
"US", "IR"
};
var sourceScopesState = new List <string>()
{
"Co Dublin"
};
var notSourceScopesState = new List <string>()
{
"Co Wicklow"
};
var sourceScopesCity = new List <string>()
{
"Dublin City"
};
var notSourceScopesCity = new List <string>()
{
"Cork"
};
var sourceScopesLevel = new List <string>()
{
"local"
};
var notSourceScopesLevel = new List <string>()
{
"national"
};
var sourceLinksInCountMin = 5000;
var sourceLinksInCountMax = 10000;
var sourceRankingsAlexaRankMin = 1;
var sourceRankingsAlexaRankMax = 2000;
var sourceRankingsAlexaCountry = new List <string>()
{
"IE"
};
var socialSharesCountFacebookMin = 3521;
var socialSharesCountFacebookMax = 5841;
var socialSharesCountGooglePlusMin = 251;
var socialSharesCountGooglePlusMax = 6521;
var socialSharesCountLinkedinMin = 4125;
var socialSharesCountLinkedinMax = 15214;
var socialSharesCountRedditMin = 1584;
var socialSharesCountRedditMax = 95412;
var cluster = true;
var clusterAlgorithm = "kmeans";
var _return = new List <string>()
{
"id", "title", "entities"
};
var storyId = 789;
var storyUrl = "https://techcrunch.com/2016/04/07/aylien-launches-news-analysis-api-powered-by-its-deep-learning-tech/";
var storyTitle = "Aylien launches news analysis API powered by its deep learning tech";
var storyBody = "Text analysis startup Aylien...";
var storyPublishedAt = DateTime.Now;
var storyLanguage = "auto";
var perPage = 10;
try
{
// List coverages
Coverages result = apiInstance.ListCoverages(
id: id,
notId: notId,
title: title,
body: body,
text: text,
language: language,
notLanguage: notLanguage,
publishedAtStart: publishedAtStart,
publishedAtEnd: publishedAtEnd,
categoriesTaxonomy: categoriesTaxonomy,
categoriesConfident: categoriesConfident,
categoriesId: categoriesId,
notCategoriesId: notCategoriesId,
categoriesLevel: categoriesLevel,
notCategoriesLevel: notCategoriesLevel,
entitiesTitleText: entitiesTitleText,
notEntitiesTitleText: notEntitiesTitleText,
entitiesTitleType: entitiesTitleType,
notEntitiesTitleType: notEntitiesTitleType,
entitiesTitleLinksDbpedia: entitiesTitleLinksDbpedia,
notEntitiesTitleLinksDbpedia: notEntitiesTitleLinksDbpedia,
entitiesBodyText: entitiesBodyText,
notEntitiesBodyText: notEntitiesBodyText,
entitiesBodyType: entitiesBodyType,
notEntitiesBodyType: notEntitiesBodyType,
entitiesBodyLinksDbpedia: entitiesBodyLinksDbpedia,
notEntitiesBodyLinksDbpedia: notEntitiesBodyLinksDbpedia,
sentimentTitlePolarity: sentimentTitlePolarity,
notSentimentTitlePolarity: notSentimentTitlePolarity,
sentimentBodyPolarity: sentimentBodyPolarity,
notSentimentBodyPolarity: notSentimentBodyPolarity,
mediaImagesCountMin: mediaImagesCountMin,
mediaImagesCountMax: mediaImagesCountMax,
mediaImagesWidthMin: mediaImagesWidthMin,
mediaImagesWidthMax: mediaImagesWidthMax,
mediaImagesHeightMin: mediaImagesHeightMin,
mediaImagesHeightMax: mediaImagesHeightMax,
mediaImagesContentLengthMin: mediaImagesContentLengthMin,
mediaImagesContentLengthMax: mediaImagesContentLengthMax,
mediaImagesFormat: mediaImagesFormat,
notMediaImagesFormat: notMediaImagesFormat,
mediaVideosCountMin: mediaVideosCountMin,
mediaVideosCountMax: mediaVideosCountMax,
authorId: authorId,
notAuthorId: notAuthorId,
authorName: authorName,
notAuthorName: notAuthorName,
sourceId: sourceId,
notSourceId: notSourceId,
sourceName: sourceName,
notSourceName: notSourceName,
sourceDomain: sourceDomain,
notSourceDomain: notSourceDomain,
sourceLocationsCountry: sourceLocationsCountry,
notSourceLocationsCountry: notSourceLocationsCountry,
sourceLocationsState: sourceLocationsState,
notSourceLocationsState: notSourceLocationsState,
sourceLocationsCity: sourceLocationsCity,
notSourceLocationsCity: notSourceLocationsCity,
sourceScopesCountry: sourceScopesCountry,
notSourceScopesCountry: notSourceScopesCountry,
sourceScopesState: sourceScopesState,
notSourceScopesState: notSourceScopesState,
sourceScopesCity: sourceScopesCity,
notSourceScopesCity: notSourceScopesCity,
sourceScopesLevel: sourceScopesLevel,
notSourceScopesLevel: notSourceScopesLevel,
sourceLinksInCountMin: sourceLinksInCountMin,
sourceLinksInCountMax: sourceLinksInCountMax,
sourceRankingsAlexaRankMin: sourceRankingsAlexaRankMin,
sourceRankingsAlexaRankMax: sourceRankingsAlexaRankMax,
sourceRankingsAlexaCountry: sourceRankingsAlexaCountry,
socialSharesCountFacebookMin: socialSharesCountFacebookMin,
socialSharesCountFacebookMax: socialSharesCountFacebookMax,
socialSharesCountGooglePlusMin: socialSharesCountGooglePlusMin,
socialSharesCountGooglePlusMax: socialSharesCountGooglePlusMax,
socialSharesCountLinkedinMin: socialSharesCountLinkedinMin,
socialSharesCountLinkedinMax: socialSharesCountLinkedinMax,
socialSharesCountRedditMin: socialSharesCountRedditMin,
socialSharesCountRedditMax: socialSharesCountRedditMax,
cluster: cluster,
clusterAlgorithm: clusterAlgorithm,
_return: _return,
storyId: storyId,
storyUrl: storyUrl,
storyTitle: storyTitle,
storyBody: storyBody,
storyPublishedAt: storyPublishedAt,
storyLanguage: storyLanguage,
perPage: perPage
);
Debug.WriteLine(result);
}
catch (Exception e)
{
Debug.Print("Exception when calling DefaultApi.ListCoverages: " + e.Message);
}
}
// Ideally, this should be a derived class on SwapSchedule, since an
// OIS schedule (in this context) is either a short period, or 1Y schedule with
// a stub in the end. For our purpose, we just define a derived the class
// that only works for our purpose (i.e. it's not general.)
public OisSchedule(DateTime asOf, string startTenor, string endTenor, string settlementLag, DayCount dayCount, DayRule dayRule)
: base(asOf, startTenor, endTenor, dayCount, dayRule)
{
Tenor startTenorEnum = GetLetterFromTenor(startTenor);
Tenor endTenorEnum = GetLetterFromTenor(endTenor);
UnAdjStartDates.Add(StartDate);
AdjStartDates.Add(StartDate);
// Just to make sure we compare with both "1Y" and "12M" (because i'm lazy in correcting for DayCount)
if (CompareTenors(endTenor, "1Y") == false && CompareTenors(endTenor, "12M") == false)
{
// Simple OIS swap
double cvg = DateHandling.Cvg(StartDate, EndDate, dayCount);
UnAdjEndDates.Add(EndDate);
AdjEndDates.Add(DateHandling.AdjustDate(EndDate));
Coverages.Add(cvg);
return;
}
else
{
int months = 0;
// 1Y periods + stub
int periods, years;
if (endTenorEnum == Tenor.Y)
{
periods = GetNumberFromTenor(endTenor);
years = periods;
}
else if (endTenorEnum == Tenor.M)
{
years = (int)Math.Truncate(GetNumberFromTenor(endTenor) / 12.0);
if (GetNumberFromTenor(endTenor) % 12 == 0)
{
months = 0;
periods = years;
}
else
{
months = GetNumberFromTenor(endTenor) - 12 * years;
periods = years + 1;
}
}
else
{
throw new InvalidOperationException("OIS Schedule only works for Y,M endTenors");
}
UnAdjEndDates.Add(DateHandling.AddTenorAdjust(StartDate, "1Y"));
AdjEndDates.Add(DateHandling.AdjustDate(UnAdjEndDates[0], DayRule.N));
Coverages.Add(DateHandling.Cvg(AdjStartDates[0], AdjEndDates[0], DayCount));
// Generate Schedule
// We start from 1 since first days are filled out
// We only end here if we have more than 1 period
for (int j = 1; j <= periods; j++)
{
if (periods > years && periods == j + 1) // In case we have tenor like "18M" and have to create a stub periods
{
string excessTenor = months.ToString() + "M";
UnAdjStartDates.Add(DateHandling.AddTenorAdjust(UnAdjStartDates[j - 1], "1Y", dayRule));
AdjStartDates.Add(DateHandling.AdjustDate(UnAdjStartDates[j], dayRule));
UnAdjEndDates.Add(DateHandling.AddTenorAdjust(UnAdjEndDates[j - 1], excessTenor, dayRule));
AdjEndDates.Add(DateHandling.AdjustDate(UnAdjEndDates[j], dayRule));
Coverages.Add(DateHandling.Cvg(AdjStartDates[j], AdjEndDates[j], DayCount));
}
else
{
if (j < periods)
{
UnAdjStartDates.Add(DateHandling.AddTenorAdjust(UnAdjStartDates[j - 1], "1Y", dayRule));
AdjStartDates.Add(DateHandling.AdjustDate(UnAdjStartDates[j], dayRule));
UnAdjEndDates.Add(DateHandling.AddTenorAdjust(UnAdjEndDates[j - 1], "1Y", dayRule));
AdjEndDates.Add(DateHandling.AdjustDate(UnAdjEndDates[j], dayRule));
Coverages.Add(DateHandling.Cvg(AdjStartDates[j], AdjEndDates[j], DayCount));
}
}
}
}
}
