public ScenarioUnit AddAdditionalUnit(ScenarioUnitPoint unitPoint, IEnumerable<RiskFactorDimension> riskFactorDimensions)
{
ScenarioUnit unit = new ScenarioUnit();
unit.Default(Context.UserName);
ScenarioDetail scenarioDetail = unitPoint.ScenarioUnit.ScenarioDetail;
unit.ScenarioDetail = scenarioDetail;
scenarioDetail.ScenarioUnits.Add(unit);
ScenarioUnitPoint scenarioUnitPoint = new ScenarioUnitPoint();
scenarioUnitPoint.ScenarioUnit = unit;
scenarioUnitPoint.ScenarioPoint = unitPoint.ScenarioPoint;
unit.ScenarioUnitPoints.Add(scenarioUnitPoint);
for (int points = 0; points < Math.Pow(2, riskFactorDimensions.Count()-1); points++)
{
ScenarioPoint point = AddPoint(scenarioDetail, riskFactorDimensions);
scenarioUnitPoint.Default(Context.UserName);
scenarioUnitPoint.ScenarioUnit = unit;
scenarioUnitPoint.ScenarioPoint = point;
unit.ScenarioUnitPoints.Add(scenarioUnitPoint);
}
if (scenarioDetail.Status == EntityStatus.Approved)
scenarioDetail.Modified(Context.UserName);
return unit;
}
private static void AddScenarioPoints3(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
ScenarioDetail scenario = context.ScenarioDetails.Where(x => x.Name == "Scenario IR Volatility").First();
ScenarioPoint point11 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point11.ShockValue = 1.5;
point11.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point11);
ScenarioPoint point12 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point12.ShockValue = 0.7;
point12.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point12);
ScenarioPoint point13 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point13.ShockValue = 0.65;
point13.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point13);
ScenarioPoint point14 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point14.ShockValue = 0.33;
point14.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point14);
ScenarioPoint point21 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point21.ShockValue = 0.3;
point21.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point21);
ScenarioPoint point22 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point22.ShockValue = 0.3;
point22.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point22);
ScenarioPoint point23 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point23.ShockValue = 0.85;
point23.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point23);
ScenarioPoint point24 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point24.ShockValue = 1.15;
point24.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point24);
ScenarioPoint point31 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point31.ShockValue = 0.8;
point31.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point31);
ScenarioPoint point32 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point32.ShockValue = 1.3;
point32.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point32);
ScenarioPoint point33 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point33.ShockValue = 0.95;
point33.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point33);
ScenarioPoint point34 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point34.ShockValue = 1.35;
point34.ScenarioShockType = ScenarioShockType.ABS;
scenario.ScenarioPoints.Add(point34);
ScenarioUnit unit11 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit11.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit11);
ScenarioUnit unit12 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit12.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit12);
ScenarioUnit unit13 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit13.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit13);
ScenarioUnit unit21 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit21.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit21);
ScenarioUnit unit22 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit22.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit22);
ScenarioUnit unit23 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit23.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit23);
ScenarioUnit unit4 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit22.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit22);
ScenarioUnitPoint unitPoint;
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point11, ScenarioUnit = unit11, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point21, ScenarioUnit = unit11, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point22, ScenarioUnit = unit11, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point12, ScenarioUnit = unit11, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point12, ScenarioUnit = unit12, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point22, ScenarioUnit = unit12, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point23, ScenarioUnit = unit12, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point13, ScenarioUnit = unit12, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point13, ScenarioUnit = unit13, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point23, ScenarioUnit = unit13, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point24, ScenarioUnit = unit13, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point14, ScenarioUnit = unit13, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point21, ScenarioUnit = unit21, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point31, ScenarioUnit = unit21, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point32, ScenarioUnit = unit21, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point22, ScenarioUnit = unit21, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point22, ScenarioUnit = unit22, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point32, ScenarioUnit = unit22, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point33, ScenarioUnit = unit22, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point23, ScenarioUnit = unit22, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point23, ScenarioUnit = unit23, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point33, ScenarioUnit = unit23, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point34, ScenarioUnit = unit23, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { ScenarioPoint = point24, ScenarioUnit = unit23, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.ScenarioUnitPoints.Add(unitPoint);
ScenarioPointCoordinate coordinate;
RiskFactorDimItemDetail dimItem;
RiskFactorDimension dimension = scenario.RiskFactorType.RiskFactorTypeDimensions.Where(d => d.RiskFactorDimension.RiskFactorDimensionDetail.Name == "Instrument Tenor").First().RiskFactorDimension;
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point11.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point21.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point31.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point12.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point22.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point32.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point13.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point23.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point33.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point14.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point24.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point34.ScenarioPointCoordinates.Add(coordinate);
dimension = scenario.RiskFactorType.RiskFactorTypeDimensions.Where(d => d.RiskFactorDimension.RiskFactorDimensionDetail.Name == "Underlying Tenor").First().RiskFactorDimension;
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point11.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point21.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point31.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "2D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point12.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "2D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point22.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "2D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point32.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point13.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point23.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point33.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point14.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point24.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point34.ScenarioPointCoordinates.Add(coordinate);
}
private static void AddScenarioPoints2(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
ScenarioDetail scenario = context.ScenarioDetails.Where(x => x.Name == "FX Volatility").First();
ScenarioPoint point1 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point1.ShockValue = -0.5;
point1.ScenarioShockType = ScenarioShockType.REL;
scenario.ScenarioPoints.Add(point1);
ScenarioPoint point2 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point2.ShockValue = 0.7;
point2.ScenarioShockType = ScenarioShockType.REL;
scenario.ScenarioPoints.Add(point2);
ScenarioPoint point3 = new ScenarioPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
point3.ShockValue = 0.3;
point3.ScenarioShockType = ScenarioShockType.REL;
scenario.ScenarioPoints.Add(point3);
ScenarioUnit unit1 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit1.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit1);
ScenarioUnit unit2 = new ScenarioUnit() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true }; ;
unit2.ScenarioUnitType = ScenarioUnitType.LineCubic;
scenario.ScenarioUnits.Add(unit2);
ScenarioUnitPoint unitPoint;
unitPoint = new ScenarioUnitPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
unitPoint.ScenarioPoint = point1;
unit1.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
unitPoint.ScenarioPoint = point2;
unit1.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
unitPoint.ScenarioPoint = point2;
unit2.ScenarioUnitPoints.Add(unitPoint);
unitPoint = new ScenarioUnitPoint() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
unitPoint.ScenarioPoint = point3;
unit2.ScenarioUnitPoints.Add(unitPoint);
RiskFactorDimension dimension = scenario.RiskFactorType.RiskFactorTypeDimensions.Where(d => d.RiskFactorDimension.RiskFactorDimensionDetail.Name == "Instrument Tenor").First().RiskFactorDimension;
ScenarioDimEdgePolicy policy = new ScenarioDimEdgePolicy() { ScenarioDetailID = scenario.ScenarioDetailID, RiskFactorDimensionID = dimension.RiskFactorDimensionID, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
scenario.ScenarioDimEdgePolicies.Add(policy);
ScenarioPointCoordinate coordinate;
RiskFactorDimItemDetail dimItem;
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "1D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point1.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "3D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point2.ScenarioPointCoordinates.Add(coordinate);
coordinate = new ScenarioPointCoordinate() { RiskFactorDimension = dimension, StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
dimItem = context.RiskFactorDimItemDetails.Where(i => i.Name == "5D" && i.RiskFactorDimItem.RiskFactorDimTypeID == dimension.RiskFactorDimensionDetail.RiskFactorDimTypeID).First();
coordinate.RiskFactorDimItem = dimItem.RiskFactorDimItem;
point3.ScenarioPointCoordinates.Add(coordinate);
}
public Scenario DeepCopy(Scenario scenario, string scenarioName = "")
{
Scenario copyScenario = new Scenario();
Context.Scenarios.Add(copyScenario);
//copy values from original and reset audit
Context.Entry(copyScenario).CurrentValues.SetValues(scenario);
copyScenario.Default(Context.UserName);
ScenarioDetail copyDetail = new ScenarioDetail();
Context.ScenarioDetails.Add(copyDetail);
Context.Entry(copyDetail).CurrentValues.SetValues(scenario.ScenarioDetail);
copyDetail.Default(Context.UserName);
copyDetail.Name = scenarioName;
copyScenario.ScenarioDetails.Add(copyDetail);
//copy locuses
foreach (ScenarioLocus locus in scenario.ScenarioDetail.ScenarioLocuses.ToList())
{
ScenarioLocus copyLocus = new ScenarioLocus();
Context.ScenarioLocuses.Add(copyLocus);
Context.Entry(copyLocus).CurrentValues.SetValues(locus);
copyLocus.Default(Context.UserName);
copyDetail.ScenarioLocuses.Add(copyLocus);
//copy locus dim items
foreach (ScenarioLocusDimItem dimItem in locus.ScenarioLocusDimItems.ToList())
{
ScenarioLocusDimItem copyDimItem = new ScenarioLocusDimItem();
Context.ScenarioLocusDimItems.Add(copyDimItem);
Context.Entry(copyDimItem).CurrentValues.SetValues(dimItem);
copyDimItem.Default(Context.UserName);
copyLocus.ScenarioLocusDimItems.Add(copyDimItem);
}
//copy locus dim groups
foreach (ScenarioLocusDimGroup dimGroup in locus.ScenarioLocusDimGroups.ToList())
{
ScenarioLocusDimGroup copyDimGroup = new ScenarioLocusDimGroup();
Context.ScenarioLocusDimGroups.Add(copyDimGroup);
Context.Entry(copyDimGroup).CurrentValues.SetValues(dimGroup);
copyDimGroup.Default(Context.UserName);
copyLocus.ScenarioLocusDimGroups.Add(copyDimGroup);
}
}
//copy points
foreach (ScenarioPoint point in scenario.ScenarioDetail.ScenarioPoints.ToList())
{
ScenarioPoint copyPoint = new ScenarioPoint();
Context.ScenarioPoints.Add(copyPoint);
Context.Entry(copyPoint).CurrentValues.SetValues(point);
copyPoint.Default(Context.UserName);
copyDetail.ScenarioPoints.Add(copyPoint);
//copy coordinates
foreach (ScenarioPointCoordinate coordinate in point.ScenarioPointCoordinates.ToList())
{
ScenarioPointCoordinate copyCoordinate = new ScenarioPointCoordinate();
Context.ScenarioPointCoordinates.Add(copyCoordinate);
Context.Entry(copyCoordinate).CurrentValues.SetValues(coordinate);
copyCoordinate.Default(Context.UserName);
copyPoint.ScenarioPointCoordinates.Add(copyCoordinate);
}
}
//copy untis
foreach (ScenarioUnit unit in scenario.ScenarioDetail.ScenarioUnits.ToList())
{
ScenarioUnit copyUnit = new ScenarioUnit();
Context.ScenarioUnits.Add(copyUnit);
Context.Entry(copyUnit).CurrentValues.SetValues(unit);
copyUnit.Default(Context.UserName);
copyDetail.ScenarioUnits.Add(copyUnit);
//copy coordinates
foreach (ScenarioUnitPoint unitPoint in unit.ScenarioUnitPoints.ToList())
{
ScenarioUnitPoint copyUnitPoint = new ScenarioUnitPoint();
Context.ScenarioUnitPoints.Add(copyUnitPoint);
Context.Entry(copyUnitPoint).CurrentValues.SetValues(unitPoint);
copyUnitPoint.Default(Context.UserName);
copyUnit.ScenarioUnitPoints.Add(copyUnitPoint);
}
}
return copyScenario;
}