internal static void AddConstituents(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
var curveDetail = context.CurveDetails.Where(x => x.Name == "SWAPSOIS").First();
var curve = curveDetail.Curve;
var riskFactorDimType = context.RiskFactorDimTypes.Include("RiskFactorDimensionDetails").Where(x => x.Name == "Tenor").First();
var riskDimension = riskFactorDimType.RiskFactorDimensionDetails.First().RiskFactorDimension;
var curveDimension = new CurveDimension() { RiskFactorDimension = riskDimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
curve.CurveDimensions.Add(curveDimension);
RiskFactorDimItemDetail dimItemDetail = context.RiskFactorDimItemDetails.Where(x => x.Name == "1D").First();
curveDimension.CurveConstituents.Add(new CurveConstituent() { CurveDimension = curveDimension, RiskFactorDimItem = dimItemDetail.RiskFactorDimItem, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true });
dimItemDetail = context.RiskFactorDimItemDetails.Where(x => x.Name == "2D").First();
curveDimension.CurveConstituents.Add(new CurveConstituent() { CurveDimension = curveDimension, RiskFactorDimItem = dimItemDetail.RiskFactorDimItem, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true });
dimItemDetail = context.RiskFactorDimItemDetails.Where(x => x.Name == "3D").First();
curveDimension.CurveConstituents.Add(new CurveConstituent() { CurveDimension = curveDimension, RiskFactorDimItem = dimItemDetail.RiskFactorDimItem, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true });
dimItemDetail = context.RiskFactorDimItemDetails.Where(x => x.Name == "4D").First();
curveDimension.CurveConstituents.Add(new CurveConstituent() { CurveDimension = curveDimension, RiskFactorDimItem = dimItemDetail.RiskFactorDimItem, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true });
dimItemDetail = context.RiskFactorDimItemDetails.Where(x => x.Name == "5D").First();
curveDimension.CurveConstituents.Add(new CurveConstituent() { CurveDimension = curveDimension, RiskFactorDimItem = dimItemDetail.RiskFactorDimItem, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-100), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true });
context.SaveChanges();
}
public CurveConstituent AddRiskFactorDimItemDetail(RiskFactorDimItemDetail item, CurveDetail curve, RiskFactorDimension dimension)
{
var existingDim = curve.Curve.CurveDimensions.FirstOrDefault(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID);
CurveConstituent persisted = null;
if (existingDim != null)
{
persisted = existingDim.CurveConstituents.Where(x => x.RiskFactorDimItemID == item.RiskFactorDimItemID
&& x.CurveDimension.RiskFactorDimensionID == dimension.RiskFactorDimensionID
&& x.CurveDimension.CurveID == curve.CurveID).FirstOrDefault();
}
if (persisted != null && Context.Entry(persisted).State == EntityState.Modified)
{
// remove any changes
Context.Entry(persisted).State = EntityState.Unchanged;
return persisted;
}
var detail = new CurveConstituent();
detail.Default(Context.UserName);
detail.CurveConstituentID = Context.CurveConstituents.Count() > 0 ? Context.CurveConstituents.Max(x => x.CurveConstituentID) + 1 : 1;
var dim = curve.Curve.CurveDimensions.FirstOrDefault(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID);
if (dim == null)
{
var newDim = new CurveDimension();
newDim.Approve(Context.UserName);
newDim.CurveDimensionID = Context.CurveDimensions.Count() > 0 ? Context.CurveDimensions.Max(x => x.CurveDimensionID) + 1 : 1;
newDim.Default(Context.UserName);
newDim.RiskFactorDimensionID = dimension.RiskFactorDimensionID;
detail.CurveDimension = newDim;
newDim.Curve = curve.Curve;
curve.Curve.CurveDimensions.Add(newDim);
Context.CurveDimensions.Add(newDim);
}
else
{
detail.CurveDimension = dim;
}
detail.RiskFactorDimItem = item.RiskFactorDimItem;
Context.CurveConstituents.Add(detail);
return detail;
}
