/// <summary>
/// Validation OPICS deal as CPTY, INSTRUMENT
/// </summary>
/// <param name="opicdeal"></param>
/// <returns></returns>
private static bool ValidateOPICS(DEALModel opicdeal)
{
bool found = true;
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
MA_INSTRUMENT ins = null;
LoggingHelper.Debug("Validate OPICS data");
MA_COUTERPARTY counterparty = _counterpartyBusiness.GetByUsercode(Convert.ToInt32(opicdeal.CPTY));
if (counterparty == null) //counterparty must be check whether it exist in DMK
throw new UIPException(new Exception(), String.Format("Counterparty {0} is not defined in Dealmaker.", opicdeal.SNAME.Trim()));
ProductCode eProductCode = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty));
if (eProductCode == ProductCode.BOND || eProductCode == ProductCode.REPO)
{
ins = _instrumentBusiness.GetByLabel(null, opicdeal.INSTRUMENT);
if (ins == null)
{
found = false;
throw new UIPException(new Exception(), String.Format("Instrument {0} is not defined in Dealmaker.", opicdeal.INSTRUMENT));
}
}
else if (eProductCode == ProductCode.FXSPOT || eProductCode == ProductCode.FXFORWARD || eProductCode == ProductCode.FXSWAP)
{
ins = _instrumentBusiness.GetFXInstrumentByCCY(null, eProductCode, opicdeal.CCY1, opicdeal.CCY2);
if (ins == null)
{
found = false;
throw new UIPException(new Exception(), String.Format("Currency pair {0} is not defined in Dealmaker.", opicdeal.CCY1 + "/" + opicdeal.CCY2));
}
}
return found;
}
/// <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;
}
/// <summary>
/// Import Passed for OPICS Deal to DA_TRN table
/// </summary>
/// <param name="sessioninfo"></param>
/// <param name="opicdeal"></param>
private static void ImportPassedOPICSDeal(SessionInfo sessioninfo, DEALModel opicdeal, DateTime processdate, ref List<DealTranModel> DealTrans)
{
StaticDataBusiness _staticdataBusiness = new StaticDataBusiness();
DealBusiness _dealBusiness = new DealBusiness();
CounterpartyBusiness _counterpartyBusiness = new CounterpartyBusiness();
InstrumentBusiness _instrumentBusiness = new InstrumentBusiness();
DA_TRN pastimported = _dealBusiness.GetPastImportedDealsByExtNo(opicdeal.EXT_DEAL_NO);
DA_TRN newDeal = GenerateTrnObject(sessioninfo, opicdeal, pastimported, processdate);
DealTrans.Add(new DealTranModel() { ProductTransaction = (ProductCode)Enum.Parse(typeof(ProductCode), opicdeal.PRODUCT.Replace(" ", string.Empty)), Transaction = newDeal, UpdateStates = UpdateStates.Adding });
}