public void InterestRateListNullInConditions()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
},
InterestRates = new List <InterestRateCondition> {
null
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Empty(result.Result.Conditions.Fees);
}
public void RateInInterestRateNull()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
InterestRateCondition intRate = new InterestRateCondition
{
Kind = InterestRateKinds.RegularInterest,
Rate = null,
Title = "regular-interest",
Currencies = new List <string> {
"RSD"
}
};
ProductConditions conditions = new ProductConditions
{
InterestRates = new List <InterestRateCondition> {
intRate
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Single(result.Result.Conditions.InterestRates);
}
//Percentage and FixedAmount have two variations that sets them over upper limit and calculated should be equal to upper limit
public void CalculatedOverUpperLimitMultipleVariations()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
Percentage = (decimal)0.1,
FixedAmount = new Currency {
Amount = 20, Code = "EUR"
},
LowerLimit = new Currency {
Amount = 20, Code = "EUR"
},
UpperLimit = new Currency {
Amount = 200, Code = "EUR"
},
VariationsDefinitionDMN = "product/price-variations/multiple-fee-var-over-range.dmn",
PercentageLowerLimit = (decimal)0.05,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
var resultFees = result.Result.Conditions.Fees[0];
var variation = result.Result.Conditions.Fees[0].Variations;
Assert.Equal("2", variation.Count.ToString());
var variationOne = variation[0];
var variationTwo = variation[1];
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Equal(1, resultFees.CalculatedPercentage);
Assert.Equal((decimal)0.4, variationOne.Percentage);
Assert.Equal((decimal)0.6, variationTwo.Percentage);
Assert.Equal("product/price-variations/multiple-fee-var-over-range.dmn", resultFees.VariationsDefinitionDMN);
}
public void IterativeBaseRateInInterestRateNull()
{
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
//market-rates api ima bazne vrednosti za interest rates - odavde uzeti primere
//Regular interest moze da bude definisan posebno za svaku valutu
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = null,
SpreadRateValue = 10
},
EffectiveDate = DateTime.Now.AddDays(-1),
Title = "regular-interest",
Currencies = new List <string> {
"RSD"
}
};
ProductConditions conditions = new ProductConditions
{
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
//U DMN-u pogledati podatke kje uticu na skor iz configa
//Ovo ce promeniti broj Percentage za fee i za interest-rate
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Single(result.Result.Conditions.InterestRates);
var interestRate = result.Result.Conditions.InterestRates[0];
Assert.Null(interestRate.Rate.BaseRateId);
Assert.Equal(0, interestRate.Rate.BaseRateValue);
Assert.Equal((decimal)10.0, interestRate.Rate.SpreadRateValue);
}
public override void CalculateOffer(Application application, OfferPriceCalculation priceCalculator, string conversionMethod)
{
//if (!ValidateParameters(this))
//{
// // do something man !!!
//}
//
_ = priceCalculator.CalculatePrice(application, this).Result;
CalculateInstallmentPlan(conversionMethod);
}
public void BaseRateInInterestRateNull()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
//market-rates api ima bazne vrednosti za interest rates - odavde uzeti primere
//Regular interest moze da bude definisan posebno za svaku valutu
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = null,
SpreadRateValue = 10
},
EffectiveDate = DateTime.Now.AddDays(-1),
Title = "regular-interest",
Currencies = new List <string> {
"RSD"
}
};
ProductConditions conditions = new ProductConditions
{
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Single(result.Result.Conditions.InterestRates);
var interestRate = result.Result.Conditions.InterestRates[0];
Assert.Null(interestRate.Rate.BaseRateId);
Assert.Equal(0, interestRate.Rate.BaseRateValue);
Assert.Equal((decimal)10.0, interestRate.Rate.SpreadRateValue);
}
public void IterativeRateInInterestRateNull()
{
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
InterestRateCondition intRate = new InterestRateCondition
{
Kind = InterestRateKinds.RegularInterest,
Rate = null,
Title = "regular-interest",
Currencies = new List <string> {
"RSD"
}
};
ProductConditions conditions = new ProductConditions
{
InterestRates = new List <InterestRateCondition> {
intRate
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
//U DMN-u pogledati podatke kje uticu na skor iz configa
//Ovo ce promeniti broj Percentage za fee i za interest-rate
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Single(result.Result.Conditions.InterestRates);
}
public async Task <PriceCalculationResponse> Handle(InitiatePriceCalculationCommand message, CancellationToken cancellationToken)
{
ProductConditions conditions = await _priceCalculation.ReadVariationDefinitions(new ProductConditions
{
Fees = message.Fees == null ? null : new List <FeeCondition>(message.Fees),
InterestRates = message.InterestRates == null ? null : new List <InterestRateCondition>(message.InterestRates)
});
var calcParams = new PriceCalculationParameters
{
InterestRates = conditions.InterestRates,
Fees = conditions.Fees,
Amount = message.Amount,
Term = message.Term,
Currency = message.Currency,
Channel = message.Channel,
RiskScore = message.RiskScore,
CustomerSegment = message.CustomerSegment,
CollateralModel = message.CollateralModel,
PartOfBundle = message.ProductBundling,
Campaign = message.Campaign,
Options = message.ProductOptions,
CreditRating = message.CreditRating,
CustomerValue = message.CustomerValue,
DebtToIncome = message.DebtToIncome,
AdditionalProperties = message.BundledComponents
};
var calcResult = await _priceCalculator.CalculatePrice(calcParams);
var result = new PriceCalculationResponse
{
Fees = calcResult.Fees,
InterestRates = calcResult.InterestRates,
Napr = calcResult.Napr
};
return(result);
}
//Percentage and FixedAmount have a variation that sets them to near lower limit but still above
public void CalculatedNearLowerLimit()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
//Samo % se testira za sada jer trenutno nema za fixedAmount
//Samo varijacije uticu na PercentageKind = FeeConditionKinds.OriginationFee,
Percentage = (decimal)0.1,
FixedAmount = new Currency {
Amount = 200, Code = "EUR"
},
LowerLimit = new Currency {
Amount = 20, Code = "EUR"
},
UpperLimit = new Currency {
Amount = 200, Code = "EUR"
},
VariationsDefinitionDMN = "product/price-variations/fee-in-range-lower.dmn",
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
//Basic assertions
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Single(result.Result.Conditions.Fees);
var resultFees = result.Result.Conditions.Fees[0];
Assert.Single(resultFees.Variations);
var variation = resultFees.Variations[0];
//Asserting input
Assert.Equal(200, resultFees.FixedAmount.Amount);
Assert.Equal((decimal)0.1, resultFees.Percentage);
//Asserting output
Assert.Equal("product/price-variations/fee-in-range-lower.dmn", resultFees.VariationsDefinitionDMN);
Assert.Equal((decimal)0.02, resultFees.CalculatedPercentage);
Assert.Equal((decimal) - 0.08, variation.Percentage);
Assert.Equal(21, resultFees.CalculatedFixedAmount);
Assert.Equal(-179, variation.FixedAmount);
}
//Arrangement Request is set to EUR
//There are no defined variations - Application data does not matter
//There are two fees, both accounted because they're in the same currency
public void IterativeTwoInterestRatesDiferentKind()
{
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
//Samo % se testira za sada jer trenutno nema za fixedAmount
//Samo varijacije uticu na Percentage
Kind = FeeConditionKinds.OriginationFee,
Percentage = (decimal)0.2,
FixedAmount = new Currency {
Amount = 200, Code = "EUR"
},
LowerLimit = new Currency {
Amount = 200, Code = "EUR"
},
UpperLimit = new Currency {
Amount = 4000, Code = "EUR"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = "EURIBOR-3M",
SpreadRateValue = 10
},
Title = "regular-interest",
Currencies = new List <string> {
"EUR"
}
};
InterestRateCondition earlyWithdrawalInterest = new InterestRateCondition
{
Kind = InterestRateKinds.EarlyWithdrawalInterest,
Rate = new InterestRate
{
BaseRateId = "EARLY-EUR",
SpreadRateValue = 2
},
Title = "early-withdrawal-interest",
Currencies = new List <string> {
"EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor, earlyWithdrawalInterest
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Single(result.Result.Conditions.Fees);
Assert.Equal("RanToCompletion", result.Status.ToString());
var resultInterest = result.Result.Conditions.InterestRates[0];
var resultEarlyWithdrawalInterest = result.Result.Conditions.InterestRates[1];
Assert.Equal("EURIBOR-3M", resultInterest.Rate.BaseRateId);
Assert.Equal((decimal)8.5, resultInterest.CalculatedRate);
Assert.Equal((decimal) - 1.5, resultInterest.Rate.BaseRateValue);
Assert.Equal((decimal)10.0, resultInterest.Rate.SpreadRateValue);
//C# won't let this be asserted in any other way
Assert.Equal("0", resultInterest.Variations.Count.ToString());
Assert.Equal("EARLY-EUR", resultEarlyWithdrawalInterest.Rate.BaseRateId);
Assert.Equal((decimal)3.5, resultEarlyWithdrawalInterest.CalculatedRate);
Assert.Equal((decimal)1.5, resultEarlyWithdrawalInterest.Rate.BaseRateValue);
Assert.Equal((decimal)2.0, resultEarlyWithdrawalInterest.Rate.SpreadRateValue);
Assert.Equal(0, resultInterest.CalculatedLowerLimit);
Assert.Equal(100, resultInterest.CalculatedUpperLimit);
}
//Arrangement Request is set to EUR
//There are no defined variations - Application data does not matter
//There are two fees, both accounted because they're in the same currency
public void TwoInterestRatesDiferentKind()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
//Samo % se testira za sada jer trenutno nema za fixedAmount
//Samo varijacije uticu na Percentage
Kind = FeeConditionKinds.OriginationFee,
Percentage = (decimal)0.2,
FixedAmount = new Currency {
Amount = 200, Code = "EUR"
},
LowerLimit = new Currency {
Amount = 200, Code = "EUR"
},
UpperLimit = new Currency {
Amount = 4000, Code = "EUR"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = "EURIBOR-3M",
SpreadRateValue = 10
},
Title = "regular-interest",
Currencies = new List <string> {
"EUR"
}
};
InterestRateCondition earlyWithdrawalInterest = new InterestRateCondition
{
Kind = InterestRateKinds.EarlyWithdrawalInterest,
Rate = new InterestRate
{
BaseRateId = "EARLY-EUR",
SpreadRateValue = 2
},
Title = "early-withdrawal-interest",
Currencies = new List <string> {
"EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor, earlyWithdrawalInterest
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Single(result.Result.Conditions.Fees);
Assert.Equal("RanToCompletion", result.Status.ToString());
var resultInterest = result.Result.Conditions.InterestRates[0];
var resultEarlyWithdrawalInterest = result.Result.Conditions.InterestRates[1];
Assert.Equal("EURIBOR-3M", resultInterest.Rate.BaseRateId);
Assert.Equal((decimal)8.5, resultInterest.CalculatedRate);
Assert.Equal((decimal) - 1.5, resultInterest.Rate.BaseRateValue);
Assert.Equal((decimal)10.0, resultInterest.Rate.SpreadRateValue);
//C# won't let this be asserted in any other way
Assert.Equal("0", resultInterest.Variations.Count.ToString());
Assert.Equal("EARLY-EUR", resultEarlyWithdrawalInterest.Rate.BaseRateId);
Assert.Equal((decimal)3.5, resultEarlyWithdrawalInterest.CalculatedRate);
Assert.Equal((decimal)1.5, resultEarlyWithdrawalInterest.Rate.BaseRateValue);
Assert.Equal((decimal)2.0, resultEarlyWithdrawalInterest.Rate.SpreadRateValue);
Assert.Equal(0, resultInterest.CalculatedLowerLimit);
Assert.Equal(100, resultInterest.CalculatedUpperLimit);
}
//No variations, calc rates should be as they are set in the request
//Rate is within limits
public void NoVariationsBelowLimitWithoutMarketRate()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
//This base rate id removes -1.5 from spreadRateValue, making rate under limit
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = "EURIBOR-6M",
SpreadRateValue = (decimal)9.9
},
UpperLimit = new InterestRate
{
BaseRateId = "EURIBOR-6M",
SpreadRateValue = 18
},
LowerLimit = new InterestRate
{
BaseRateId = "EURIBOR-6M",
SpreadRateValue = 10
},
Title = "regular-interest",
Currencies = new List <string> {
"EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
},
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var variationsDefinition = Utility.GetVariationDefinitionParamsFromApplication(application);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
var resultInterest = result.Result.Conditions.InterestRates[0];
//Basic assertions
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Equal("0", resultInterest.Variations.Count.ToString());
//Asserting input parameters
Assert.Equal("EURIBOR-6M", resultInterest.Rate.BaseRateId);
Assert.Equal(0, resultInterest.Rate.BaseRateValue);
Assert.Equal((decimal)9.9, resultInterest.Rate.SpreadRateValue);
Assert.Equal("EURIBOR-6M", resultInterest.UpperLimit.BaseRateId);
Assert.Equal(0, resultInterest.UpperLimit.BaseRateValue);
Assert.Equal((decimal)18.0, resultInterest.UpperLimit.SpreadRateValue);
Assert.Equal("EURIBOR-6M", resultInterest.LowerLimit.BaseRateId);
Assert.Equal(0, resultInterest.LowerLimit.BaseRateValue);
Assert.Equal((decimal)10.0, resultInterest.LowerLimit.SpreadRateValue);
//Asserting Napr and calculation results
Assert.Equal((decimal)10.0, ((TermLoanRequest)result.Result).Napr);
Assert.Equal((decimal)10.0, resultInterest.CalculatedRate);
Assert.Equal((decimal)10.0, resultInterest.CalculatedLowerLimit);
Assert.Equal((decimal)18.0, resultInterest.CalculatedUpperLimit);
}
//Percentage and FixedAmount have a variation that sets them to near lower limit but still above
public void IterativeCalculatedNearLowerLimit()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var priceCalculator = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
//Samo % se testira za sada jer trenutno nema za fixedAmount
//Samo varijacije uticu na PercentageKind = FeeConditionKinds.OriginationFee,
Percentage = (decimal)0.1,
FixedAmount = new Currency {
Amount = 200, Code = "EUR"
},
LowerLimit = new Currency {
Amount = 20, Code = "EUR"
},
UpperLimit = new Currency {
Amount = 200, Code = "EUR"
},
VariationsDefinitionDMN = "product/price-variations/iterative-fee-in-range-lower.dmn",
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = priceCalculator.CalculatePrice(application, arrangementRequest);
//Basic assertions
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Single(result.Result.Conditions.Fees);
var resultFees = result.Result.Conditions.Fees[0];
Assert.Single(resultFees.Variations);
var variation = resultFees.Variations[0];
//Asserting input
Assert.Equal(200, resultFees.FixedAmount.Amount);
Assert.Equal((decimal)0.1, resultFees.Percentage);
//Asserting output
Assert.Equal("product/price-variations/iterative-fee-in-range-lower.dmn", resultFees.VariationsDefinitionDMN);
Assert.Equal((decimal)0.03, resultFees.CalculatedPercentage);
Assert.Equal((decimal) - 0.07, variation.Percentage);
Assert.Equal(22, resultFees.CalculatedFixedAmount);
Assert.Equal(-178, variation.FixedAmount);
}
//Percentage and FixedAmount have two variations that sets them over upper limit and calculated should be equal to upper limit
public void IterativeCalculatedOverUpperLimitMultipleVariations()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var priceCalculator = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
Percentage = (decimal)0.1,
FixedAmount = new Currency {
Amount = 20, Code = "EUR"
},
LowerLimit = new Currency {
Amount = 20, Code = "EUR"
},
UpperLimit = new Currency {
Amount = 200, Code = "EUR"
},
VariationsDefinitionDMN = "product/price-variations/iterative-multiple-fee-var-over-range.dmn",
PercentageLowerLimit = (decimal)0.05,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = priceCalculator.CalculatePrice(application, arrangementRequest);
var resultFees = result.Result.Conditions.Fees[0];
var variation = result.Result.Conditions.Fees[0].Variations;
Assert.Equal("2", variation.Count.ToString());
var variationOne = variation[0];
var variationTwo = variation[1];
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Equal(1, resultFees.CalculatedPercentage);
Assert.Equal((decimal)0.5, variationOne.Percentage);
Assert.Equal((decimal)0.6, variationTwo.Percentage);
Assert.Equal("product/price-variations/iterative-multiple-fee-var-over-range.dmn", resultFees.VariationsDefinitionDMN);
}
public void IterativeMultipleOriginationFeesBothCalculated()
{
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
Kind = FeeConditionKinds.OriginationFee,
ServiceCode = "",
ServiceDescription = "",
Percentage = (decimal)0.2,
FixedAmount = new Currency {
Amount = 200, Code = "RSD"
},
LowerLimit = new Currency {
Amount = 200, Code = "RSD"
},
UpperLimit = new Currency {
Amount = 4000, Code = "RSD"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
FeeCondition regularFee2 = new FeeCondition
{
Kind = FeeConditionKinds.OriginationFee,
ServiceCode = "",
ServiceDescription = "",
Percentage = (decimal)0.3,
FixedAmount = new Currency {
Amount = 300, Code = "RSD"
},
LowerLimit = new Currency {
Amount = 200, Code = "RSD"
},
UpperLimit = new Currency {
Amount = 4000, Code = "RSD"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee2",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
var resultFees = result.Result.Conditions.Fees;
//Assert.Equal("2", resultFees.Count.ToString());
Assert.Equal("1", resultFees.Count.ToString());
var resultFeeOne = resultFees[0];
Assert.Empty(resultFeeOne.Variations);
Assert.Equal((decimal)0.2, resultFeeOne.CalculatedPercentage);
Assert.Equal(200, resultFeeOne.CalculatedFixedAmount);
Assert.Null(resultFeeOne.VariationsDefinitionDMN);
//var resultFeeTwo = resultFees[1];
//Assert.Empty(resultFeeTwo.Variations);
//Assert.Equal((decimal)0.3, resultFeeTwo.CalculatedPercentage);
//Assert.Equal(300, resultFeeTwo.CalculatedFixedAmount);
//Assert.Null(resultFeeTwo.VariationsDefinitionDMN);
}
public void MultipleOriginationFeesBothCalculated()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
FeeCondition regularFee = new FeeCondition
{
Kind = FeeConditionKinds.OriginationFee,
ServiceCode = "",
ServiceDescription = "",
Percentage = (decimal)0.2,
FixedAmount = new Currency {
Amount = 200, Code = "RSD"
},
LowerLimit = new Currency {
Amount = 200, Code = "RSD"
},
UpperLimit = new Currency {
Amount = 4000, Code = "RSD"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
FeeCondition regularFee2 = new FeeCondition
{
Kind = FeeConditionKinds.OriginationFee,
ServiceCode = "",
ServiceDescription = "",
Percentage = (decimal)0.3,
FixedAmount = new Currency {
Amount = 300, Code = "RSD"
},
LowerLimit = new Currency {
Amount = 200, Code = "RSD"
},
UpperLimit = new Currency {
Amount = 4000, Code = "RSD"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee2",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
Assert.Equal("RanToCompletion", result.Status.ToString());
var resultFees = result.Result.Conditions.Fees;
Assert.Equal("2", resultFees.Count.ToString());
var resultFeeOne = resultFees[0];
Assert.Empty(resultFeeOne.Variations);
Assert.Equal((decimal)0.2, resultFeeOne.CalculatedPercentage);
Assert.Equal(200, resultFeeOne.CalculatedFixedAmount);
Assert.Null(resultFeeOne.VariationsDefinitionDMN);
var resultFeeTwo = resultFees[1];
Assert.Empty(resultFeeTwo.Variations);
Assert.Equal((decimal)0.3, resultFeeTwo.CalculatedPercentage);
Assert.Equal(300, resultFeeTwo.CalculatedFixedAmount);
Assert.Null(resultFeeTwo.VariationsDefinitionDMN);
}
public override void CalculateOffer(PriceCalculationParameters calculationParameters,
OfferPriceCalculation priceCalculator, string conversionMethod)
{
_ = priceCalculator.CalculatePrice(this, calculationParameters).Result;
CalculateInstallmentPlan(conversionMethod);
}
public void TwoInterestRatesOneUsed()
{
ConfigurationServiceMock configurationService = new ConfigurationServiceMock();
PriceCalculationDMNServiceMock priceCalCService = new PriceCalculationDMNServiceMock(configurationService);
MarketRatesServiceMock marketRatesService = new MarketRatesServiceMock();
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
/*VariationsDefinition (fee.variationsDefinition) utice na fee.percentage (percentage + varijacije)
* fixedAmount moze da seta u okviru definisanih granica (Upper/LowerLimitAmount ili percentage)
*/
//moze da postoji samo jedan origination fee
FeeCondition regularFee = new FeeCondition
{
Kind = FeeConditionKinds.OriginationFee,
ServiceCode = "",
ServiceDescription = "",
Percentage = (decimal)0.2,
FixedAmount = new Currency {
Amount = 200, Code = "RSD"
},
LowerLimit = new Currency {
Amount = 200, Code = "RSD"
},
UpperLimit = new Currency {
Amount = 4000, Code = "RSD"
},
PercentageLowerLimit = (decimal)0.01,
PercentageUpperLimit = 1,
Title = "Origination-fee1",
EffectiveDate = DateTime.Now.AddDays(-1),
Currencies = new List <string> {
"RSD", "EUR"
}
};
//SpreadRateValue + BaseRateValue + SumaVarijacija = interestRate.CalculatedRate
//Vazi za svaki interest rate
//Samo jedan RegularInterest moze biti na proizvodu i napr je vezan samo za njegov CalculatedRate
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
//market-rates api ima bazne vrednosti za interest rates - odavde uzeti primere
//Regular interest moze da bude definisan posebno za svaku valutu
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = "EURIBOR-3M",
SpreadRateValue = 10
},
Title = "regular-interest",
Currencies = new List <string> {
"EUR"
}
};
InterestRateCondition regularInterestBelibor = new InterestRateCondition
{
//SpreadRateValue je fiksni deo kamatne stope
//Base rate id definise prema cemu se gleda promenljivi deo (baseRateBalue) kamatne stope
//Obuhvati da nema stopu
//IsFixed
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = "BELIBOR-3M",
SpreadRateValue = 12
},
Title = "regular-interest",
Currencies = new List <string> {
"RSD"
}
};
ProductConditions conditions = new ProductConditions {
Fees = new List <FeeCondition> {
regularFee
},
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor, regularInterestBelibor
}
};
Application application = Utility.GetApplication(conditions);
var arrangementRequest = application.ArrangementRequests[0] as TermLoanRequest;
var priceCalculationConditions = Utility.GetPriceCalculationParameterFromTermLoanRequest(arrangementRequest);
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
var resultFees = result.Result.Conditions.Fees[0];
var resultInterest = result.Result.Conditions.InterestRates[0];
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Empty(resultFees.Variations);
Assert.Equal((decimal)0.2, resultFees.CalculatedPercentage);
Assert.Equal(200, resultFees.CalculatedFixedAmount);
Assert.Null(resultFees.VariationsDefinitionDMN);
Assert.Equal("BELIBOR-3M", resultInterest.Rate.BaseRateId);
Assert.Equal((decimal)9.5, resultInterest.CalculatedRate);
Assert.Equal((decimal) - 2.5, resultInterest.Rate.BaseRateValue);
Assert.Equal((decimal)12.0, resultInterest.Rate.SpreadRateValue);
//C# won't let this be asserted in any other way
Assert.Equal("0", resultInterest.Variations.Count.ToString());
Assert.Empty(resultInterest.Variations);
Assert.Equal(0, resultInterest.CalculatedLowerLimit);
Assert.Equal(100, resultInterest.CalculatedUpperLimit);
}
public override void CalculateOffer(PriceCalculationParameters calculationParameters, OfferPriceCalculation priceCalculator, string feeCurrencyConversionMethod)
{
var ignore = priceCalculator.CalculatePrice(this, calculationParameters).Result;
// isCompound i calendarBasis izvuci tokom CalculatePrice da dodatno opisu Napr
bool isCompound = false;
CalendarBasisKind calendarBasis = CalendarBasisKind.CalendarActActISDA;
double yearlyRate = Convert.ToDouble(Napr) / 100;
var ir = Conditions.InterestRates.FirstOrDefault(it => it.Kind == InterestRateKinds.RegularInterest);
if (ir != null)
{
isCompound = ir.IsCompound;
calendarBasis = ir.CalendarBasis;
yearlyRate = Convert.ToDouble(ir.CalculatedRate);
Napr = Convert.ToDecimal(yearlyRate);
}
var startDate = calculationParameters.RequestDate ?? DateTime.Today;
List <InstallmentPlanRow> rows = new List <InstallmentPlanRow>();
List <FeeCondition> rowFeeList = new List <FeeCondition>();
List <FeeCondition> fees = Conditions.Fees;
fees = FeeCalculation.PrepareFees(fees, Currency, feeCurrencyConversionMethod);
decimal runningAmount = Math.Round(Amount, 2);
DateTime runningDate = startDate;
if (CalculationDate > DateTime.Today)
{
CalculationDate = runningDate;
}
else
{
runningDate = CalculationDate ?? DateTime.Today;
}
// SLOBA: Fee scheduling, and scheduling in general has to be improved in advanced calculator.
decimal totalFeeAmount = 0;
if (fees != null)
{
List <FeeCondition> feeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.EventTriggered && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
totalFeeAmount = Math.Round(FeeCalculation.CalculateFee(Amount, feeList), 4);
}
NumberOfInstallments = 1;
/* Disbursment */
InstallmentPlanRow rowDisbursement = new InstallmentPlanRow();
rowDisbursement.Date = runningDate;
rowDisbursement.Ordinal = 0;
rowDisbursement.ActivityKind = ActivityKind.Disbursement;
rowDisbursement.Description = "Loan disbursement";
rowDisbursement.Disbursement = Amount;
rowDisbursement.StartingBalance = 0;
rowDisbursement.OutstandingBalance = Amount;
rowDisbursement.PrincipalRepayment = 0;
rowDisbursement.InterestRepayment = 0;
rowDisbursement.NetCashFlow = Amount - totalFeeAmount;
rowDisbursement.Fee = totalFeeAmount;
rowDisbursement.YearFrac = 0;
rows.Add(rowDisbursement);
int i = -1;
InstallmentPlanRow rowInterest;
var intrStartDate = startDate;
runningDate = runningDate.AddMonths(1);
while (runningDate <= MaturityDate.Value)
{
i++;
var interest = Math.Round(InterestCalculation.CalculateInterest(intrStartDate, runningDate, runningDate, Convert.ToDouble(yearlyRate), 'Y', isCompound, calendarBasis, Convert.ToDouble(runningAmount))
.Sum(it => it.Interest), 2);
rowInterest = new InstallmentPlanRow();
rowInterest.Ordinal = i + 1;
rowInterest.Date = runningDate;
rowInterest.ActivityKind = ActivityKind.Repayment;
rowInterest.Description = "Interest and fee repayment";
rowInterest.InterestRepayment = Convert.ToDecimal(interest);
rowInterest.PrincipalRepayment = 0;
rowInterest.Annuity = rowInterest.InterestRepayment;
rowInterest.StartingBalance = Math.Round(runningAmount, 2);
rowInterest.OutstandingBalance = Math.Round(runningAmount, 2);
#region Fee calculation
if (fees != null)
{
decimal totalRowFee = 0;
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Monthly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
if ((i + 1) % 4 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Quarterly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
if ((i + 1) % 6 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Semiyearly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
if ((i + 1) % 12 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Yearly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
rowInterest.Fee = Math.Round(totalRowFee, 4);
}
#endregion
rowInterest.NetCashFlow = rowInterest.Disbursement - rowInterest.PrincipalRepayment - rowInterest.InterestRepayment - rowInterest.Fee - rowInterest.OtherExpenses;
rowInterest.YearFrac = Convert.ToDecimal(InterestCalculation.YearFrac(startDate, runningDate)); //, calendarBasis);
rows.Add(rowInterest);
intrStartDate = runningDate;
runningDate = runningDate.AddMonths(1);
}
i++;
rowInterest = new InstallmentPlanRow();
rowInterest.Ordinal = i + 1;
rowInterest.Date = runningDate;
rowInterest.ActivityKind = ActivityKind.Repayment;
rowInterest.Description = "Principal repayment";
rowInterest.InterestRepayment = 0;
rowInterest.PrincipalRepayment = Amount;
rowInterest.Annuity = Amount;
rowInterest.StartingBalance = Amount;
rowInterest.OutstandingBalance = 0;
#region Fee calculation
rowInterest.Fee = 0;
#endregion
rowInterest.NetCashFlow = rowInterest.Disbursement - rowInterest.PrincipalRepayment - rowInterest.InterestRepayment - rowInterest.Fee - rowInterest.OtherExpenses;
rowInterest.YearFrac = Convert.ToDecimal(InterestCalculation.YearFrac(startDate, runningDate)); //, calendarBasis);
rows.Add(rowInterest);
NumberOfInstallments = 1;
// arrangementRequest.InstallmentPlan = rows;
CalculateAPR(rows);
}
//No variations, calc rates should be as they are set in the request
//Rate is within limits
public void IterativeNoVariationsRateAboveLimitBasedOnMarketRate()
{
var OfferPriceCalculation = new OfferPriceCalculation(priceCalCService, marketRatesService, configurationService, null);
InterestRateCondition regularInterestEuribor = new InterestRateCondition
{
//This base rate id removes -1.5 from spreadRateValue, making rate under limit
Kind = InterestRateKinds.RegularInterest,
Rate = new InterestRate
{
BaseRateId = "EURIBOR-4M",
SpreadRateValue = 17
},
UpperLimit = new InterestRate
{
BaseRateId = "EURIBOR-6M",
SpreadRateValue = 18
},
LowerLimit = new InterestRate
{
BaseRateId = "EURIBOR-6M",
SpreadRateValue = 10
},
Title = "regular-interest",
Currencies = new List <string> {
"EUR"
}
};
ProductConditions conditions = new ProductConditions
{
Fees = new List <FeeCondition> {
},
InterestRates = new List <InterestRateCondition> {
regularInterestEuribor
}
};
var arrangementRequest = Utility.GetArangementRequest(conditions);
Application application = new Application
{
ArrangementNumber = "1",
CustomerName = "Tester",
StatusInformation = new StatusInformation
{
Description = "Works as a tester"
},
CustomerSegment = "student",
CollateralModel = "two-co-debtors",
RiskScore = 55,
ChannelCode = "web",
RequestDate = DateTime.Now
};
var result = OfferPriceCalculation.CalculatePrice(application, arrangementRequest);
var resultInterest = result.Result.Conditions.InterestRates[0];
//Basic assertions
Assert.Equal("RanToCompletion", result.Status.ToString());
Assert.Equal("0", resultInterest.Variations.Count.ToString());
//Asserting input parameters
Assert.Equal("EURIBOR-4M", resultInterest.Rate.BaseRateId);
Assert.Equal(2, resultInterest.Rate.BaseRateValue);
Assert.Equal(17, resultInterest.Rate.SpreadRateValue);
Assert.Equal("EURIBOR-6M", resultInterest.UpperLimit.BaseRateId);
Assert.Equal(0, resultInterest.UpperLimit.BaseRateValue);
Assert.Equal((decimal)18.0, resultInterest.UpperLimit.SpreadRateValue);
Assert.Equal("EURIBOR-6M", resultInterest.LowerLimit.BaseRateId);
Assert.Equal(0, resultInterest.LowerLimit.BaseRateValue);
Assert.Equal((decimal)10.0, resultInterest.LowerLimit.SpreadRateValue);
//Asserting Napr and calculation results
Assert.Equal((decimal)18.0, ((TermLoanRequest)result.Result).Napr);
Assert.Equal((decimal)18.0, resultInterest.CalculatedRate);
Assert.Equal((decimal)10.0, resultInterest.CalculatedLowerLimit);
Assert.Equal((decimal)18.0, resultInterest.CalculatedUpperLimit);
}