public LimitDisplayModel CheckFXSwapPCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
//Exposure include far leg only -> set near leg to 0
trn1.KK_PCCF = 0;
trn2.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn2);
//Find original deals for exclude them from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID1))
{
guExcludeID1 = Guid.Parse(strExcludeID.Replace("\"", ""));
oldtrn1 = GetByID(guExcludeID1);
oldtrn2 = GetDealByProcessDate(sessioninfo.Process.CurrentDate).FirstOrDefault(p => p.INT_DEAL_NO == oldtrn1.INT_DEAL_NO && p.VERSION == oldtrn1.VERSION && p.ID != oldtrn1.ID);
if (oldtrn2 == null || oldtrn1 == null)
throw this.CreateException(new Exception(), "Cannot find original deals.");
guExcludeID1 = oldtrn1.ID;
guExcludeID2 = oldtrn2.ID;
}
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
trn1.KK_CONTRIBUTE = 0;
trn2.KK_CONTRIBUTE = Math.Ceiling(trn2.NOTIONAL_THB.Value * trn2.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_AMOUNT = limitDisplay.OverAmount;
}
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
//public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn)
//{
// StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
// LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
// LimitDisplayModel limitDisplay = new LimitDisplayModel();
// trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
// if (trn.KK_PCCF != null)
// {
// trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
// List<LimitCheckModel> limits = _limitCheckBusiness.GetPCEByCriteria(sessioninfo.Process.CurrentDate, trn.CTPY_ID, trn.PRODUCT_ID.Value, "", Guid.Empty, Guid.Empty);
// foreach (LimitCheckModel limit in limits)
// {
// limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
// SetLimitDisplayStatus(limit, ref limitDisplay);
// }
// limitDisplay.LimitDisplayObject = limits;
// }
// else
// {
// limitDisplay.LimitCheckStatus = eLimitCheckStatus.NOTALLOW;
// limitDisplay.LimitErrorObj = new { Result = "ERROR", Message = "This deal breach allowed tenor." };
// }
// return limitDisplay;
//}
public LimitDisplayModel CheckPCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
StaticDataBusiness _staticDataBusiness = new StaticDataBusiness();
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
trn.KK_PCCF = _staticDataBusiness.GetPCCF(sessioninfo, trn);
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
if (trn.KK_PCCF != null)
{
trn.KK_CONTRIBUTE = Math.Ceiling(trn.NOTIONAL_THB.Value * trn.KK_PCCF.Value / 100);
List<LimitCheckModel> limits = _limitCheckBusiness.CheckAllPCE(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
foreach (LimitCheckModel limit in limits)
{
limit.DEAL_CONTRIBUTION = trn.KK_CONTRIBUTE.Value;
SetLimitDisplayStatus(limit, sessioninfo.PCEOverwrite, ref limitDisplay);
}
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_AMOUNT = limitDisplay.OverAmount;
limitDisplay.LimitDisplayObject = limits;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
/// <summary>
/// Generate DA_TRN object from Opics Transaction
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeal"></param>
/// <param name="processdate"></param>
private static DA_TRN GenerateTrnObject(SessionInfo sessioninfo, DEALModel opicdeal, DA_TRN dmkDeal, DateTime processdate)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
LookupBusiness _lookupBusiness = new LookupBusiness();
LoggingHelper.Debug("Generate transaction object : " + opicdeal.EXT_DEAL_NO);
DA_TRN newDeal = CreateDealTemplate(sessioninfo);
try
{
newDeal.ENGINE_DATE = processdate;
newDeal.STATUS_ID = _lookupvaluesRepository.StatusRepository.GetByLabel(StatusCode.MATCHED.ToString()).ID;
newDeal.PRODUCT_ID = _lookupvaluesRepository.ProductRepository.GetByLabel(opicdeal.PRODUCT.Trim()).ID;
//newDeal.INT_DEAL_NO = dmkNo;
newDeal.EXT_DEAL_NO = opicdeal.EXT_DEAL_NO;
//newDeal.VERSION = 1;
newDeal.SOURCE = SourceType.EXT.ToString();
newDeal.CTPY_ID = _counterpartyBusiness.GetByUsercode(Convert.ToInt32(opicdeal.CPTY.Trim())).ID;
newDeal.EXT_PORTFOLIO = opicdeal.EXT_PORTFOLIO;
newDeal.FLAG_BUYSELL = opicdeal.BUY_SELL;
if (!String.IsNullOrEmpty(opicdeal.PORTFOLIO.Trim()))
newDeal.PORTFOLIO_ID = _lookupvaluesRepository.PortfolioRepository.GetByLabel(opicdeal.PORTFOLIO.Trim()).ID;
newDeal.START_DATE = opicdeal.START_DATE;
newDeal.MATURITY_DATE = opicdeal.MATURITY_DATE;
newDeal.TRADE_DATE = opicdeal.TRADE_DATE;
newDeal.INSERT_BY_EXT = opicdeal.INSERT_BY_EXT;
newDeal.FLAG_SETTLE = dmkDeal != null && dmkDeal.FLAG_SETTLE != null ? dmkDeal.FLAG_SETTLE : opicdeal.FLAG_SETTLE == 1 ? true : false;
if (dmkDeal != null)
{
newDeal.INT_DEAL_NO = dmkDeal.INT_DEAL_NO;
newDeal.VERSION = dmkDeal.VERSION;
newDeal.REMARK = dmkDeal.REMARK + " " + opicdeal.REMARK;
newDeal.LOG.INSERTDATE = dmkDeal.LOG.INSERTDATE;
newDeal.LOG.INSERTBYUSERID = dmkDeal.LOG.INSERTBYUSERID;
//newDeal.FLAG_SETTLE = dmkDeal.FLAG_SETTLE;
newDeal.OVER_AMOUNT = dmkDeal.OVER_AMOUNT;
newDeal.OVER_APPROVER = dmkDeal.OVER_APPROVER;
newDeal.OVER_COMMENT = dmkDeal.OVER_COMMENT;
newDeal.OVER_SETTL_AMOUNT = dmkDeal.OVER_SETTL_AMOUNT;
}
else
{
newDeal.VERSION = 1;
}
var spotrate = _lookupBusiness.GetSpotRateAll().AsQueryable();
MA_SPOT_RATE firstrate = new MA_SPOT_RATE();
MA_SPOT_RATE secondRate = new MA_SPOT_RATE();
switch ((ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)))
{
case ProductCode.BOND:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First only
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
//THB Notional
var firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null)
{
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
}
else
{
throw new UIPException(new Exception(), "Error : There is no " + opicdeal.CCY1 + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
newDeal.FLAG_PCE = dmkDeal != null && dmkDeal.FLAG_PCE != null ? dmkDeal.FLAG_PCE : false;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.REPO:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First only
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.SWAP:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetByLabel(sessioninfo, opicdeal.INSTRUMENT.Trim()).ID;
//First and Second
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
if (!String.IsNullOrEmpty(opicdeal.FREQ1))
newDeal.FIRST.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ1).ID;
newDeal.FIRST.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING1;
newDeal.FIRST.FLAG_FIXED = opicdeal.FIXED_FLOAT1 == CouponType.FIXED.ToString() ? true : false;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = newDeal.NOTIONAL_THB = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
//Second
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
if (!String.IsNullOrEmpty(opicdeal.FREQ2))
newDeal.SECOND.FREQTYPE_ID = _lookupvaluesRepository.FrequencyRepository.GetByUsercode(opicdeal.FREQ2).ID;
newDeal.SECOND.FIRSTFIXINGAMT = opicdeal.FIRST_FIXING2;
newDeal.SECOND.FLAG_FIXED = opicdeal.FIXED_FLOAT2 == CouponType.FIXED.ToString() ? true : false;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.RATE = opicdeal.RATE2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
//newDeal.BOT_PCCF = _staticdataBusiness.GetSwapBOTPCCF(sessioninfo, newDeal);
//newDeal.BOT_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.BOT_PCCF.Value / 100);
break;
case ProductCode.FXSPOT:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSPOT, opicdeal.CCY1, opicdeal.CCY2).ID;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.FXFORWARD:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXFORWARD, opicdeal.CCY1, opicdeal.CCY2).ID;
newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.SPOT_DATE = opicdeal.SPOT_DATE;
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
break;
case ProductCode.FXSWAP:
newDeal.INSTRUMENT_ID = _instrumentBusiness.GetFXInstrumentByCCY(sessioninfo, ProductCode.FXSWAP, opicdeal.CCY1, opicdeal.CCY2).ID;
newDeal.FLAG_NEARFAR = opicdeal.FLAG_NEARFAR;
newDeal.START_DATE = dmkDeal != null ? dmkDeal.START_DATE : opicdeal.START_DATE;
if (!String.IsNullOrEmpty(opicdeal.CCY1))
newDeal.FIRST.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY1).ID;
newDeal.FIRST.FLAG_PAYREC = opicdeal.PAY_REC1;
newDeal.FIRST.NOTIONAL = opicdeal.NOTIONAL1;
newDeal.FIRST.RATE = opicdeal.RATE1;
newDeal.FIRST.SWAP_POINT = opicdeal.SWAP_POINT1;
if (!String.IsNullOrEmpty(opicdeal.CCY2))
newDeal.SECOND.CCY_ID = _lookupvaluesRepository.CurrencyRepository.GetByLabel(opicdeal.CCY2).ID;
newDeal.SECOND.FLAG_PAYREC = opicdeal.PAY_REC2;
newDeal.SECOND.NOTIONAL = opicdeal.NOTIONAL2;
newDeal.SECOND.SWAP_POINT = opicdeal.SWAP_POINT2;
//THB Notional
if (opicdeal.CCY1 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value);
else if (opicdeal.CCY2 == "THB")
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value);
else
{
firstRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.FIRST.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
secondRate = spotrate.FirstOrDefault(p => p.CURRENCY_ID == newDeal.SECOND.CCY_ID && p.PROC_DATE == newDeal.TRADE_DATE);
if (firstRate != null && secondRate != null)
{
if (Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE) > Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE))
newDeal.NOTIONAL_THB = Math.Abs(newDeal.FIRST.NOTIONAL.Value * firstRate.RATE);
else
newDeal.NOTIONAL_THB = Math.Abs(newDeal.SECOND.NOTIONAL.Value * secondRate.RATE);
}
else
{
string mess = string.Empty;
mess += firstRate == null ? opicdeal.CCY1 : string.Empty;
mess += secondRate == null ? (mess != string.Empty ? " and " + opicdeal.CCY2 : opicdeal.CCY2) : string.Empty;
throw new UIPException(new Exception(), "Error : There is no " + mess + " spot rate on " + newDeal.TRADE_DATE.Value.ToString(FormatTemplate.DATE_DMY_LABEL));
}
}
newDeal.SPOT_DATE = opicdeal.SPOT_DATE;
//Exposure include far leg only -> set near leg to 0
if (newDeal.FLAG_NEARFAR == "N")
{
newDeal.KK_PCCF = 0;
newDeal.KK_CONTRIBUTE = 0;
}
else
{
newDeal.KK_PCCF = _staticdataBusiness.GetPCCF(sessioninfo, newDeal);
newDeal.KK_CONTRIBUTE = Math.Ceiling(newDeal.NOTIONAL_THB.Value * newDeal.KK_PCCF.Value / 100);
}
break;
default:
throw new UIPException(new Exception(), String.Format("The product is not defined in the OPICS deal no {0}.", opicdeal.EXT_DEAL_NO));
}
}
catch (Exception ex)
{
throw new UIPException(new Exception(), ex.Message);
}
return newDeal;
}
