/// <inheritdoc/>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (Principal < 0.0)
{
AddToErrors(errors, ErrorLevel.Error, "Principal cannot be negative.");
}
CalcUtils.ValidateDates(errors, Accrual_Start_Date, Accrual_End_Date, false, "accrual start", "accrual end");
CalcUtils.ValidateDates(errors, Reset_Date, Rate_Start_Date, false, "reset", "rate start");
CalcUtils.ValidateDates(errors, Reset_Date, Payment_Date, false, "reset", "payment");
if (Rate_1_End_Date > 0.0)
{
CalcUtils.ValidateDates(errors, Rate_Start_Date, Rate_1_End_Date, true, "rate start", "first rate end");
}
if (Rate_2_End_Date > 0.0)
{
CalcUtils.ValidateDates(errors, Rate_Start_Date, Rate_2_End_Date, true, "rate start", "second rate end");
}
if (!Rate_1_Tenor.IsPositiveOrZero())
{
AddToErrors(errors, ErrorLevel.Error, "First rate tenor must be positive or zero.");
}
if (!Rate_2_Tenor.IsPositiveOrZero())
{
AddToErrors(errors, ErrorLevel.Error, "Second rate tenor must be positive or zero.");
}
}
public static void CopyCommonEventData(ICalendarData calendarData, Event theEvent, bool isMeeting, UserSmtpAddress userSmtpAddress)
{
EventSchema schema = theEvent.Schema;
int num = (theEvent.PopupReminderSettings != null && theEvent.PopupReminderSettings.Count > 0) ? theEvent.PopupReminderSettings[0].ReminderMinutesBeforeStart : 0;
if (theEvent.IsPropertySet(schema.BodyProperty) && theEvent.Body != null && theEvent.Body.Content != null)
{
calendarData.Body = new Body
{
Data = theEvent.Body.Content,
Type = new byte?((byte)SyncCalendarUtils.GetEasBodyType(theEvent.Body.ContentType))
};
}
if (theEvent.IsPropertySet(schema.StartProperty))
{
calendarData.StartTime = SyncCalendarUtils.ToStringDateTime(theEvent.Start);
}
if (theEvent.IsPropertySet(schema.EndProperty))
{
calendarData.EndTime = SyncCalendarUtils.ToStringDateTime(theEvent.End);
}
if (theEvent.IsPropertySet(schema.SubjectProperty))
{
calendarData.CalendarSubject = theEvent.Subject;
}
if (theEvent.IsPropertySet(schema.LocationProperty))
{
calendarData.Location = ((theEvent.Location != null) ? ((!string.IsNullOrEmpty(theEvent.Location.DisplayName)) ? theEvent.Location.DisplayName : null) : null);
}
if (theEvent.IsPropertySet(schema.PopupReminderSettingsProperty))
{
calendarData.Reminder = ((num > 0) ? new uint?((uint)num) : null);
}
if (theEvent.IsPropertySet(schema.IsAllDayProperty))
{
calendarData.AllDayEvent = new byte?(Convert.ToByte(theEvent.IsAllDay));
}
if (theEvent.IsPropertySet(schema.ShowAsProperty))
{
EasBusyStatus?busyStatus = SyncCalendarUtils.GetBusyStatus(theEvent.ShowAs);
calendarData.BusyStatus = ((busyStatus != null) ? new byte?((byte)busyStatus.GetValueOrDefault()) : null);
}
if (theEvent.IsPropertySet(schema.SensitivityProperty))
{
calendarData.Sensitivity = new byte?((byte)theEvent.Sensitivity);
}
if (theEvent.IsPropertySet(schema.LastModifiedTimeProperty))
{
calendarData.DtStamp = SyncCalendarUtils.ToStringDateTime(theEvent.LastModifiedTime);
}
if (theEvent.IsPropertySet(schema.CategoriesProperty))
{
calendarData.CalendarCategories = SyncCalendarUtils.GetCategories(theEvent.Categories);
}
if (isMeeting && theEvent.IsPropertySet(schema.AttendeesProperty))
{
calendarData.Attendees = SyncCalendarUtils.GetAttendees(theEvent.Attendees, userSmtpAddress, theEvent.ResponseStatus);
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
bool payoffInAssetCurrency = string.IsNullOrEmpty(fPayoffCurrency) || fPayoffCurrency == Currency;
Known_Prices.Validate(errors, !payoffInAssetCurrency && Payoff_Type == PayoffType.Compo, "Known prices");
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
CalcUtils.ValidateDates(errors, Effective_Date, Maturity_Date, false);
Amortisation.Validate(errors);
}
/// <summary>
/// Validates the specified errors.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (String.IsNullOrEmpty(Index_Calendars))
{
AddToErrors(errors, "At least one calendar must be specified");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (Maturity_Date <= Effective_Date)
{
AddToErrors(errors, "Effective date must be before maturity date");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (string.IsNullOrWhiteSpace(Contract))
{
AddToErrors(errors, ErrorLevel.Error, string.Format("Contract of Bond Future must be specified."));
}
}
/// <inheritdoc />
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
// Validate the existence of commodity.
if (string.IsNullOrWhiteSpace(Commodity))
{
AddToErrors(errors, "Commodity must be specified on the deal.");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
CalcUtils.ValidateDates(errors, Effective_Date, Maturity_Date, true);
if (Moneyness <= 0.0)
{
AddToErrors(errors, "Moneyness must be greater than zero");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (string.IsNullOrEmpty(Reference_Type))
{
AddToErrors(errors, "An invalid or no reference type has been provided.");
}
if (Contract_Size <= 0)
{
AddToErrors(errors, "The contract size must be positive.");
}
if (Units <= 0)
{
AddToErrors(errors, "The number of units must be positive.");
}
if (Realized_Average_1 < 0 || Realized_Average_2 < 0)
{
AddToErrors(errors, "Realized averages must be positive.");
}
if (Settlement_Date < Period_End_1)
{
errors.Add(ErrorLevel.Error, "Settlement date must lie on or after period end: " + Period_End_1);
}
if (Period_End_1 >= Period_End_2)
{
errors.Add(ErrorLevel.Error, "End of sampling period 2 must be after end of sampling period 1." + Period_End_2);
}
if (Period_End_1 < Period_Start_1)
{
errors.Add(ErrorLevel.Error, "Period end date must lie on or after period start: " + Period_Start_1);
}
if (Period_End_2 < Period_Start_2)
{
errors.Add(ErrorLevel.Error, "Period end date must lie on or after period start: " + Period_Start_2);
}
// Check that the reference price does not have a parent, e.g. SPREAD.GAS
var dummyFactorID = new FactorID(Reference_Type);
if (dummyFactorID.Count > 1)
{
errors.Add(ErrorLevel.Error, string.Format("Calendar Spread Option valid only on contracts with one suffix, e.g., ForwardPrice.GAS and not on ForwardPrice.{0}",
Reference_Type));
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (Reset_Frequency <= 0.0)
{
AddToErrors(errors, "Reset_Frequency must be greater than zero");
}
if (Period.TermToValue(Investment_Horizon) < Reset_Frequency)
{
AddToErrors(errors, "Investment_Horizon must be greater than or equal to Reset_Frequency");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
InitialiseHolidayCalendars(calendar);
var parameters = new CashflowListDateGenerationParameters
{
AccrualCalendar = AccrualHolidayCalendar(),
RateCalendar = RateHolidayCalendar(),
RateOffset = Rate_Offset,
RateAdjustmentMethod = Rate_Adjustment_Method,
RateStickyMonthEnd = Rate_Sticky_Month_End
};
if (fCashflows.FinishBuild(parameters))
{
AddToErrors(errors, ErrorLevel.Info, "Missing cashflow properties have been calculated (Accrual_Year_Fraction, Rate_Start_Date, Rate_End_Date, Rate_Year_Fraction)");
}
base.Validate(calendar, errors);
if (Settlement_Style == SettlementType.Cash && Settlement_Date == 0.0)
{
AddToErrors(errors, "Settlement_Date must be specified when Settlement_Style is Cash");
}
if (Settlement_Amount != 0.0 && Settlement_Date == 0.0)
{
AddToErrors(errors, ErrorLevel.Warning, "Settlement_Amount is not zero but Settlement_Date is not specified so Settlement_Amount has been ignored.");
}
if (fCashflows.Items.Any(cashflow => cashflow.Payment_Date <= Settlement_Date))
{
AddToErrors(errors, "Cashflows must have Payment_Date after Settlement_Date");
}
if (fCashflows.Items.Any(cashflow => cashflow.FX_Reset_Date > 0.0 || cashflow.Known_FX_Rate > 0.0))
{
// Do not support forward deals on cashflow lists with FX_Reset_Date or Known_FX_Rate
if (Settlement_Date > 0.0)
{
AddToErrors(errors, "Cashflow list deal with Settlement_Date cannot have cashflows with FX_Reset_Date or Known_FX_Rate");
}
// Do not support cashflow lists with FX_Reset_Date or Known_FX_Rate under Use_Survival_Probability or Respect_Default
if (!string.IsNullOrEmpty(Issuer))
{
AddToErrors(errors, "Cashflow list deal with Issuer cannot have cashflows with FX_Reset_Date or Known_FX_Rate");
}
}
}
/// <summary>
/// Validate the deal.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
fCashflows.Validate(errors);
if (Is_Forward_Deal == YesNo.Yes && Settlement_Date == 0.0)
{
AddToErrors(errors, "Must specify a settlement date for a forward inflation bond cashflow list deal");
}
if (NeedInflationRate() && String.IsNullOrEmpty(Index))
{
AddToErrors(errors, "Must specify an index for an inflation cashflow list deal");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (Notional < CalcUtils.MinAssetPrice)
{
AddToErrors(errors, string.Format("Bond Notional must be at least {0}", CalcUtils.MinAssetPrice));
}
CalcUtils.ValidateDates(errors, Issue_Date, Bond_Maturity_Date, First_Coupon_Date, Penultimate_Coupon_Date, false, "Issue", "bond maturity");
Coupon_Rate_Schedule.Validate(errors, false, "Fixed rate schedule");
Amortisation.Validate(errors);
CalcUtils.ValidateDates(errors, Issue_Date, Bond_Maturity_Date, true, "Issue", "bond maturity");
if (Settlement_Date != 0.0)
{
CalcUtils.ValidateDates(errors, Settlement_Date, Bond_Maturity_Date, true, "Settlement", "bond maturity");
}
CalcUtils.ValidateDates(errors, First_Call_Date, Last_Call_Date, false, "First call", "last call");
Call_Prices.Validate(errors, true, "Call prices");
if (IsForward())
{
if (Settlement_Date == 0.0)
{
AddToErrors(errors, "Settlement_Date must be specified");
}
if (Price == 0.0)
{
AddToErrors(errors, ErrorLevel.Info, "Settlement price (Price) is zero.");
}
}
else
{
if (Price != 0.0 && Settlement_Date == 0.0)
{
AddToErrors(errors, ErrorLevel.Warning, "Settlement price (Price) is not zero but Settlement_Date is not specified so Price has been ignored.");
}
}
}
/// <summary>
/// Validates the specified errors.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
InitialiseHolidayCalendars(calendar);
var parameters = new CashflowListDateGenerationParameters()
{
AccrualDayCount = Accrual_Day_Count,
AccrualCalendar = AccrualHolidayCalendar(),
RateDayCount = Rate_Day_Count,
RateCalendar = RateHolidayCalendar(),
RateOffset = Rate_Offset,
RateAdjustmentMethod = Rate_Adjustment_Method,
RateStickyMonthEnd = Rate_Sticky_Month_End,
};
if (fCashflows.FinishBuild(parameters))
{
AddToErrors(errors, ErrorLevel.Info, "Missing cashflow properties have been calculated (Accrual_Year_Fraction, Rate_Start_Date, Rate_End_Date, Rate_Year_Fraction)");
}
base.Validate(calendar, errors);
if (string.IsNullOrWhiteSpace(Equity))
{
AddToErrors(errors, "Equity must be specified on the deal.");
}
if (string.IsNullOrWhiteSpace(Equity_Currency))
{
AddToErrors(errors, "Equity_Currency must be specified on the deal.");
}
bool equityPayoffInAssetCurrency = string.IsNullOrEmpty(Equity_Payoff_Currency) || Equity_Payoff_Currency == Equity_Currency;
if (!equityPayoffInAssetCurrency && Equity_Payoff_Type == PayoffType.Standard)
{
AddToErrors(errors, ErrorLevel.Error, "Equity_Payoff_Type cannot be Standard when Equity_Payoff_Currency and Equity_Currency are different");
}
else if (equityPayoffInAssetCurrency && Equity_Payoff_Type != PayoffType.Standard)
{
AddToErrors(errors, ErrorLevel.Info, "Payoff_Currency and Currency are the same but Payoff_Type is not Standard");
}
fCashflows.ValidateQuantoCompo(GetEquityPayoffType(), IsCrossCurrency(), errors);
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
InitialiseHolidayCalendars(calendar);
var accrualCalendar = GetHolidayCalendar();
if (fCashflows.FinishBuild(accrualCalendar))
{
AddToErrors(errors, ErrorLevel.Info, "Missing cashflow properties have been calculated (Accrual_Year_Fraction)");
}
base.Validate(calendar, errors);
if (Settlement_Style == SettlementType.Cash && Settlement_Date == 0.0)
{
AddToErrors(errors, "Settlement_Date must be specified when Settlement_Style is Cash");
}
if (Settlement_Amount != 0.0 && Settlement_Date == 0.0)
{
AddToErrors(errors, ErrorLevel.Warning, "Settlement_Amount is not zero but Settlement_Date is not specified so Settlement_Amount has been ignored.");
}
if (fCashflows.Items.Any <CFFixedInterest>(cashflow => cashflow.Payment_Date <= Settlement_Date))
{
AddToErrors(errors, "Cashflows must have Payment_Date after Settlement_Date");
}
if (fCashflows.Items.Any <CFFixedInterest>(cashflow => cashflow.FX_Reset_Date > 0.0 || cashflow.Known_FX_Rate > 0.0))
{
// Do not support forward deals on cashflow lists with FX_Reset_Date or Known_FX_Rate
if (Settlement_Date > 0.0)
{
AddToErrors(errors, "Cashflow list deal with Settlement_Date cannot have cashflows with FX_Reset_Date or Known_FX_Rate");
}
// Do not support cashflow lists with FX_Reset_Date or Known_FX_Rate under Use_Survival_Probability or Respect_Default
if (!string.IsNullOrEmpty(Issuer))
{
AddToErrors(errors, "Cashflow list deal with Issuer cannot have cashflows with FX_Reset_Date or Known_FX_Rate");
}
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
InitialiseHolidayCalendars(calendar);
var parameters = new CashflowListDateGenerationParameters()
{
AccrualCalendar = AccrualHolidayCalendar(),
RateCalendar = Rate1HolidayCalendar(),
Rate1Calendar = Rate1HolidayCalendar(),
Rate2Calendar = Rate2HolidayCalendar(),
RateOffset = Rate_Offset,
RateAdjustmentMethod = Rate_Adjustment_Method,
RateStickyMonthEnd = Rate_Sticky_Month_End,
};
if (fCashflows.FinishBuild(parameters))
{
AddToErrors(errors, ErrorLevel.Info, "Missing cashflow properties have been calculated (Accrual_Year_Fraction, Rate_Start_Date, Rate1_End_Date, Rate1_Year_Fraction, Rate2_End_Date, Rate2_Year_Fraction)");
}
base.Validate(calendar, errors);
}
/// <summary>
/// Validations.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
CalcUtils.ValidateDates(errors, Effective_Date, Maturity_Date, true);
// pay frequency (period) must not be greater than entire swap tenor
double swapTenor = CalcUtils.DaysToYears(fMaturityDate - fEffectiveDate);
if (fPayFrequency > swapTenor)
{
AddToErrors(errors, "Period between payments cannot be greater than period from Effective Date to Maturity Date (pay side)");
}
// attachment must be on [0,1), detachment on (0,1], attachment < detachment
if ((fAttachment < 0) || (fAttachment >= 1))
{
AddToErrors(errors, "Attachment point must be less than one and cannot be less than zero");
}
if ((fDetachment <= 0) || (fDetachment > 1))
{
AddToErrors(errors, "Detachment point must be greater than zero and cannot be greater than one");
}
if (fDetachment <= fAttachment)
{
AddToErrors(errors, "Attachment point must be less than detachment point");
}
if (Upfront_Amount != 0 && Upfront_Date == 0.0)
{
AddToErrors(errors, "Upfront date must be specified if there is an upfront payment");
}
if (string.IsNullOrEmpty(Reference_Index))
{
AddToErrors(errors, "Reference Index must be specified");
}
}
/// <summary>
/// Validate deal parameters.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
Sampling_Data.Validate(errors, false, true);
int nSamples = Sampling_Data.Count;
if (nSamples > 0 && Sampling_Data[nSamples - 1].Date > Maturity_Date)
{
AddToErrors(errors, "last sample date in Sampling_Data cannot be after the Maturity_Date");
}
if (Tenor < 0)
{
AddToErrors(errors, "Underlying forward tenor can not be negative");
}
if (GetUnits() < 0.0)
{
AddToErrors(errors, ErrorLevel.Warning, "Units/Underlying_Amount is negative");
}
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
CalcUtils.ValidateDates(errors, Issue_Date, Bond_Maturity_Date, First_Coupon_Date, Penultimate_Coupon_Date, true, "issue", "bond maturity");
if (Coupon_Interval <= 0.0)
{
AddToErrors(errors, "Coupon interval must be greater than zero");
}
if (Expiry_Date >= Bond_Maturity_Date)
{
AddToErrors(errors, "Expiry date must lie before bond maturity date: " + Bond_Maturity_Date.ToString());
}
if (Strike_Price <= 0.0)
{
AddToErrors(errors, "Strike price must be positive");
}
Amortisation.Validate(errors);
}
/// <summary>
/// Initialise the holiday calendars for the ValuationCalendarSupport object.
/// </summary>
/// <remarks>
/// Method to be called by the valuation in HeadNoteInitialize
/// </remarks>
public void InitialiseHolidayCalendars(ICalendarData calendarData)
{
fCalendarsSupport.InitialiseHolidayCalendars(calendarData);
}
/// <summary>
/// Validate the deal properties and component deals.
/// </summary>
protected override void DoValidate(ICalendarData calendar, IStaticDataObjects staticData, ErrorList errors)
{
Exercise_Dates.Validate(errors, EndDate());
fItems.Validate(calendar, staticData, errors);
}
/// <summary>
/// Validate the deal.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
fCashflows.Validate(errors);
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
CalcUtils.ValidateDates(errors, Issue_Date, Bond_Maturity_Date, First_Coupon_Date, Penultimate_Coupon_Date, true, "issue", "bond maturity");
}
public CalendarController(
ICalendarData calendarData)
{
_calendarData = calendarData;
}
/// <summary>
/// Validates that a commodity ID has been entered.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
GetCommodityDealHelper().Validate(errors);
}
/// <summary>
/// Validate deal properties.
/// </summary>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
ValidateOpenRepo(errors, Known_Repo_Rate_Date, Reset_Frequency, Investment_Horizon);
}
/// <summary>
/// Validate the holiday calendars for the ValuationCalendarSupport object.
/// </summary>
/// <remarks>
/// Method to be called by the valuation in RegisterFactors
/// </remarks>
public void ValidateHolidayCalendars(ICalendarData calendarData, ErrorList errors)
{
fCalendarsSupport.ValidateHolidayCalendars(calendarData, errors);
}
