public PositionRowView(IFundPosition position)
{
key = position.Key;
instrumentName = position.Size.Underlying.DisplayName;
size = position.Size.Quantity;
value = position.CurrentBaseValue;
modelAllocation = Math.Round(100m * position.ModelAllocation, 4);
if (position.Size.Underlying.IsWithPrice)
{
IInstrumentsWithPrices instrument = (IInstrumentsWithPrices)position.Size.Underlying;
isin = instrument.Isin;
IsCloseable = instrument.IsTradeable;
if (instrument.CurrentPrice != null)
{
price = instrument.CurrentPrice.Price;
priceDate = instrument.CurrentPrice.Date;
}
if (instrument.CurrencyNominal.ExchangeRate != null)
exchangeRate = instrument.CurrencyNominal.ExchangeRate.Rate;
else
{
if (instrument.CurrencyNominal.IsBase)
exchangeRate = 1M;
}
if (instrument.SecCategory.Key == SecCategories.Bond)
{
IBond bond = (IBond)instrument;
if (bond != null && bond.DoesPayInterest)
{
AccruedInterest = position.
Get(v => v.BondCouponPayments).
Get(w => w.ActivePayment).
Get(x => x.DailyCalculations.
Get(y => y.LastCalculation).
Get(z => z.CalculatedAccruedInterestUpToDate));
ShowAccruedInterest = (AccruedInterest != null && AccruedInterest.IsNotZero);
}
}
}
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="dividendDetails">The details of the cash dividend (date, price)</param>
/// <param name="units">The total number of units over which dividend is paid</param>
public BondCouponPayment(IFundPosition position,
ICouponHistory couponHistory,
IMemorialBooking journalEntry)
: base(position.Account, journalEntry, "")
{
if (position == null)
throw new ApplicationException("The position is mandatory.");
if (couponHistory == null)
throw new ApplicationException("The coupon history item is mandatory.");
if (position.Instrument.SecCategory.Key != SecCategories.Bond)
throw new ApplicationException("The Bond is mandatory.");
this.Position = position;
this.CouponHistory = couponHistory;
this.Description = couponHistory.Description;
this.Status = BondCouponPaymentStati.Active;
// Only print the nota after the Booking Settles
this.IsNotarizable = false;
IBondCouponPaymentComponent newComponent = new BondCouponPaymentComponent(this, BookingComponentTypes.AccruedInterest, this.CreationDate);
this.Components.Add(newComponent);
}
internal void Add(IFundPosition pos)
{
PositionComparer pc = getPos((IInstrument)pos.InstrumentOfPosition);
if (parent.Account.BaseCurrency.Equals(pos.CurrentValue.Underlying))
pc.ActualPositionValue = pos.CurrentValue;
else
pc.ActualPositionValue = pos.CurrentValue.CurrentBaseAmount;
pc.ActualPositionSize = pos.Size;
if (pos.InstrumentOfPosition.CurrentPrice != null)
pc.LastPrice = pos.InstrumentOfPosition.CurrentPrice.Price;
}
public static List<IFundPositionTx> GetPositionTransactions(IDalSession session, IFundPosition position)
{
return GetPositionTransactions(session, position, true);
}
public static List<IFundPositionTx> GetPositionTransactions(IDalSession session, IFundPosition position, int[] positionTxIds)
{
List<ICriterion> expressions = new List<ICriterion>();
expressions.Add(Expression.Eq("ParentPosition.Key", position.Key));
expressions.Add(Expression.In("Key", positionTxIds));
return session.GetTypedList<FundPositionTx, IFundPositionTx>(expressions);
}
public static List<IFundPositionTx> GetPositionTransactions(IDalSession session, IFundPosition position, bool retrieveNonClientDisplayable)
{
Hashtable parameters = new Hashtable();
Hashtable parameterLists = new Hashtable(1);
parameters.Add("accountId", position.Account.Key);
if (!retrieveNonClientDisplayable)
parameters.Add("showStornos", false);
parameterLists.Add("pedigree", position.InstrumentOfPosition.GetInstrumentPedigree()
.Cast<IInstrument>().Select(i => i.Key).ToList());
return session.GetTypedListByNamedQuery<IFundPositionTx>(
"B4F.TotalGiro.Accounts.Portfolios.FundPositions.GetFundPositionTxs",
parameters,
parameterLists);
}
private static bool processBondPosition(
IFundPosition pos, IExchange exchange, DateTime upToDate,
IList<IBondCouponPaymentDailyCalculation> oldCalculations, IGLLookupRecords lookups,
IDalSession session)
{
bool success = false;
IBond bond = pos.Instrument as IBond;
if (bond == null || bond.SecCategory.Key != SecCategories.Bond)
throw new ApplicationException(string.Format("The instrument {0} is not a bond.", pos.Instrument.DisplayIsinWithName));
if (bond.DoesPayInterest)
{
DateTime calcDate;
if (Util.IsNotNullDate(pos.LastBondCouponCalcDate))
calcDate = pos.LastBondCouponCalcDate.AddDays(1);
else
calcDate = pos.OpenDate;
while (calcDate <= upToDate)
{
if (exchange == null)
exchange = bond.DefaultExchange ?? bond.HomeExchange;
InstrumentSize size = pos.PositionTransactions.Where(x => x.TransactionDate <= calcDate).Select(x => x.Size).Sum();
if (size != null && size.IsNotZero)
{
if (!Util.IsWeekendOrHoliday(calcDate, exchange.ExchangeHolidays))
{
DateTime settlementDate = bond.GetSettlementDate(calcDate, exchange);
IBondCouponPayment bip = null;
DateTime lastCouponDate = bond.LastCouponDate(settlementDate);
if (Util.IsNullDate(lastCouponDate))
lastCouponDate = bond.IssueDate;
DateTime nextCouponDate = bond.NextCouponDate(settlementDate);
if ((bond.IsPerpetual || bond.MaturityDate >= settlementDate) &&
Util.IsNotNullDate(lastCouponDate) && lastCouponDate <= settlementDate &&
Util.IsNotNullDate(nextCouponDate) && nextCouponDate >= settlementDate)
{
// Per position -> Does have an Active BondCouponPayment
bip = pos.BondCouponPayments.GetBondCouponPaymentByDate(settlementDate);
if (bip == null)
{
ICouponHistory couponHistory = bond.Coupons.GetCouponByDate(settlementDate);
if (couponHistory == null)
{
couponHistory = new CouponHistory(bond, lastCouponDate, nextCouponDate);
bond.Coupons.AddCoupon(couponHistory);
}
int journalID = int.Parse((string)(System.Configuration.ConfigurationManager.AppSettings.Get("DefaultAccruedInterestJournal")));
IJournal journal = JournalMapper.GetJournal(session, journalID);
string nextJournalEntryNumber = JournalEntryMapper.GetNextJournalEntryNumber(session, journal);
IMemorialBooking memorialBooking = new MemorialBooking(journal, nextJournalEntryNumber);
memorialBooking.TransactionDate = couponHistory.EndAccrualDate;
bip = new BondCouponPayment(pos, couponHistory, memorialBooking);
pos.BondCouponPayments.AddPayment(bip);
}
if (bip != null)
{
// Add interest accrual
bip.CalculateDailyInterest(size, calcDate, settlementDate,
oldCalculations != null && oldCalculations.Count > 0 ? oldCalculations.Where(x => x.CalcDate == calcDate).ToList() : null,
lookups);
}
}
// If coupon payment date equals settlementDate -> set to status -> to-be-settled
if (bip != null && nextCouponDate <= settlementDate)
bip.SetToBeSettled(calcDate, settlementDate);
// If coupon payment date -> pay (unsettled to settled)
// Settle the interest
List<IBondCouponPayment> bipsToBeSettled = pos.BondCouponPayments.ToBeSettledPayments(calcDate);
if (bipsToBeSettled != null && bipsToBeSettled.Count > 0)
{
foreach (IBondCouponPayment bipToBeSettled in bipsToBeSettled)
bipToBeSettled.SettleInterest(calcDate);
}
success = true;
}
pos.LastBondCouponCalcDate = calcDate;
}
calcDate = calcDate.AddDays(1);
}
}
return success;
}