private static void CheckRepoLimit(Boolean blnIsSubmit, DA_TRN record, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckPCE(SessionInfo, record, ProductId);
LimitDisplayModel CountryCheckRecords = DealUIP.CheckCountryLimit(SessionInfo, record, ProductId);
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, null, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
private static void CheckFXSpotLimits(Boolean blnIsSubmit, DA_TRN record, DA_TRN record2, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckFXSwapPCE(SessionInfo, record, record2, ProductId);
LimitDisplayModel SCECheckRecords = record.FLAG_SETTLE.Value ? DealUIP.CheckFXSwapSCE(SessionInfo, record, record2, ProductId) : null;
LimitDisplayModel CountryCheckRecords = DealUIP.CheckFXSwapCountryLimit(SessionInfo, record, record2, ProductId);
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, SCECheckRecords, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
public LimitDisplayModel CheckCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
if (trn.FLAG_SETTLE.HasValue && trn.FLAG_SETTLE.Value)
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn.KK_CONTRIBUTE
}).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
private static void CheckFILimit(Boolean blnIsSubmit, DA_TRN record, out object PCESCEObject)
{
try
{
LimitDisplayModel PCECheckRecords = DealUIP.CheckPCE(SessionInfo, record, ProductId);
LimitDisplayModel SCECheckRecords = null;
LimitDisplayModel CountryCheckRecords = DealUIP.CheckCountryLimit(SessionInfo, record, ProductId);
var flagSettle = record.FLAG_SETTLE.Value && record.NOTIONAL_THB.Value > 0;
if (flagSettle)
{
SCECheckRecords = DealUIP.CheckSCE(SessionInfo, record, ProductId);
}
PCESCEObject = ConsoLimitDisplay(blnIsSubmit, PCECheckRecords, SCECheckRecords, CountryCheckRecords);
}
catch (Exception ex)
{
throw new Exception(ex.Message);
}
}
public static object ConsoLimitDisplay(bool blnSubmit, LimitDisplayModel pce, LimitDisplayModel set, LimitDisplayModel country)
{
object result = new object();
if (pce.LimitCheckStatus == eLimitCheckStatus.ERROR)
{
result = new
{
Result = "ERROR",
Message = pce.Message,
};
}
else if (set != null && set.LimitCheckStatus == eLimitCheckStatus.ERROR)
{
result = new
{
Result = "ERROR",
Message = set.Message,
};
}
else if (country.LimitCheckStatus == eLimitCheckStatus.ERROR)
{
result = new
{
Result = "ERROR",
Message = country.Message,
};
}
else if (pce.LimitCheckStatus == eLimitCheckStatus.NOTALLOW
|| (set != null ? set.LimitCheckStatus == eLimitCheckStatus.NOTALLOW : false)
|| country.LimitCheckStatus == eLimitCheckStatus.NOTALLOW)
{
result = new
{
Result = "NOTALLOW",
Message = "",
PCERecords = JsonConvert.SerializeObject(pce.LimitDisplayObject, new IsoDateTimeConverter()),
SCERecords = JsonConvert.SerializeObject(set != null ? set.LimitDisplayObject : null, new IsoDateTimeConverter()),
CountryRecords = JsonConvert.SerializeObject(country.LimitDisplayObject, new IsoDateTimeConverter())
};
}
else if (blnSubmit && (pce.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE
|| (set != null ? set.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE : false)
|| country.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE))
{
result = new
{
Result = "NEEDAPPROVE",
Message = "",
PCERecords = JsonConvert.SerializeObject(pce.LimitDisplayObject, new IsoDateTimeConverter()),
SCERecords = JsonConvert.SerializeObject(set != null ? set.LimitDisplayObject : null, new IsoDateTimeConverter()),
CountryRecords = JsonConvert.SerializeObject(country.LimitDisplayObject, new IsoDateTimeConverter())
};
}
else
{
result = new
{
Result = "OK",
Message = "",
PCERecords = JsonConvert.SerializeObject(pce.LimitDisplayObject, new IsoDateTimeConverter()),
SCERecords = JsonConvert.SerializeObject(set != null ? set.LimitDisplayObject : null, new IsoDateTimeConverter()),
CountryRecords = JsonConvert.SerializeObject(country.LimitDisplayObject, new IsoDateTimeConverter())
};
}
return result;
}
public static object ConsoLimitDisplay(bool blnSubmit, LimitDisplayModel pce, LimitDisplayModel set, LimitDisplayModel country)
{
object result = new object();
if (pce.LimitCheckStatus == eLimitCheckStatus.ERROR)
{
result = new
{
Result = "ERROR",
Message = pce.Message,
};
}
else if (set != null && set.LimitCheckStatus == eLimitCheckStatus.ERROR)
{
result = new
{
Result = "ERROR",
Message = set.Message,
};
}
else if (country.LimitCheckStatus == eLimitCheckStatus.ERROR)
{
result = new
{
Result = "ERROR",
Message = country.Message,
};
}
else if (pce.LimitCheckStatus == eLimitCheckStatus.NOTALLOW ||
(set != null ? set.LimitCheckStatus == eLimitCheckStatus.NOTALLOW : false) ||
country.LimitCheckStatus == eLimitCheckStatus.NOTALLOW)
{
result = new
{
Result = "NOTALLOW",
Message = "",
PCERecords = JsonConvert.SerializeObject(pce.LimitDisplayObject, new IsoDateTimeConverter()),
SCERecords = JsonConvert.SerializeObject(set != null ? set.LimitDisplayObject : null, new IsoDateTimeConverter()),
CountryRecords = JsonConvert.SerializeObject(country.LimitDisplayObject, new IsoDateTimeConverter())
};
}
else if (blnSubmit && (pce.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE ||
(set != null ? set.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE : false) ||
country.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE))
{
result = new
{
Result = "NEEDAPPROVE",
Message = "",
PCERecords = JsonConvert.SerializeObject(pce.LimitDisplayObject, new IsoDateTimeConverter()),
SCERecords = JsonConvert.SerializeObject(set != null ? set.LimitDisplayObject : null, new IsoDateTimeConverter()),
CountryRecords = JsonConvert.SerializeObject(country.LimitDisplayObject, new IsoDateTimeConverter())
};
}
else
{
result = new
{
Result = "OK",
Message = "",
PCERecords = JsonConvert.SerializeObject(pce.LimitDisplayObject, new IsoDateTimeConverter()),
SCERecords = JsonConvert.SerializeObject(set != null ? set.LimitDisplayObject : null, new IsoDateTimeConverter()),
CountryRecords = JsonConvert.SerializeObject(country.LimitDisplayObject, new IsoDateTimeConverter())
};
}
return(result);
}
public LimitDisplayModel CheckFXSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
if (trn1.KK_PCCF != null && trn2.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
if (trn1.FLAG_SETTLE.HasValue && trn1.FLAG_SETTLE.Value)
{
deal_conts = (from f in trn1.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn1.KK_CONTRIBUTE
}).Union(
(from f in trn2.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new CountryLimitModel
{
EXPOSURE_DATE = f.FLOW_DATE.Value,
EXPOSURE = f.FLOW_AMOUNT_THB.Value + trn2.KK_CONTRIBUTE
})).ToList();
}
if (trn1.TRADE_DATE.Value != trn1.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn1.TRADE_DATE.Value, EXPOSURE = trn1.KK_CONTRIBUTE.Value + trn2.KK_CONTRIBUTE.Value });
//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;
}
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn2, guExcludeID1, guExcludeID2);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn1, trn2, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public LimitDisplayModel CheckSwapCountryLimit(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
if (trn.KK_PCCF != null)
{
List<CountryLimitModel> deal_conts = new List<CountryLimitModel>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new CountryLimitModel
{
EXPOSURE_DATE = p.Key.Flow_Date,
EXPOSURE = p.Sum(x => x.Flow_Amount_THB) + trn.KK_CONTRIBUTE.Value
}).Where(t => t.EXPOSURE > 0).OrderBy(p => p.EXPOSURE_DATE).ToList();
}
if (trn.TRADE_DATE.Value != trn.MATURITY_DATE.Value)
deal_conts.Add(new CountryLimitModel { EXPOSURE_DATE = trn.TRADE_DATE.Value, EXPOSURE = trn.KK_CONTRIBUTE.Value });
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllCountry(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateCountryLimitDisplay(deal_conts, ori_conts, trn, null, sessioninfo.CountryOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_COUNTRY_AMOUNT = limitDisplay.OverAmount;
}
else
{
limitDisplay.LimitCheckStatus = eLimitCheckStatus.ERROR;
limitDisplay.Message = "This deal breach allowed tenor.";
}
return limitDisplay;
}
public LimitDisplayModel CheckSwapSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
InstrumentBusiness _insBusiness = new InstrumentBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = new List<DA_TRN_CASHFLOW>();
MA_INSTRUMENT ins = _insBusiness.GetByID(sessioninfo, trn.INSTRUMENT_ID.Value);
if (ins.LABEL == "CCS")
{
deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT > 0 // Receive cash flows only
select new
{
Flow_Date = f.FLOW_DATE,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).OrderBy(p => p.FLOW_DATE).ToList();
}
else //Net cashflow for IRS
{
deal_conts = (from f in trn.DA_TRN_FLOW
select new
{
Flow_Date = f.FLOW_DATE,
Flow_ccy = f.FLAG_FIRST ? trn.FIRST.CCY_ID : trn.SECOND.CCY_ID,
Flow_Amount_THB = f.FLOW_AMOUNT_THB
}).GroupBy(fl => new { fl.Flow_Date, fl.Flow_ccy })
.Select(p => new DA_TRN_CASHFLOW
{
FLOW_DATE = p.Key.Flow_Date,
FLOW_AMOUNT_THB = p.Sum(x => x.Flow_Amount_THB)
}).Where(t => t.FLOW_AMOUNT_THB > 0).OrderBy(p => p.FLOW_DATE).ToList();
}
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
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;
}
public LimitDisplayModel CheckSCE(SessionInfo sessioninfo, DA_TRN trn, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
Guid guExcludeID = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = (from f in trn.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
}).ToList();
//Find original deal for exclude it from limit calculation
if (strExcludeID != null && Guid.TryParse(strExcludeID.Replace("\"", ""), out guExcludeID))
guExcludeID = Guid.Parse(strExcludeID.Replace("\"", ""));
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn, guExcludeID, Guid.Empty);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite , ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
trn.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
return limitDisplay;
}
public LimitDisplayModel CheckFXSwapSCE(SessionInfo sessioninfo, DA_TRN trn1, DA_TRN trn2, string strExcludeID)
{
LimitCheckBusiness _limitCheckBusiness = new LimitCheckBusiness();
LimitDisplayModel limitDisplay = new LimitDisplayModel();
DA_TRN oldtrn1 = null;
DA_TRN oldtrn2 = null;
Guid guExcludeID1 = Guid.Empty;
Guid guExcludeID2 = Guid.Empty;
List<DA_TRN_CASHFLOW> deal_conts = ((from f in trn1.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
}).Union(
(from f in trn2.DA_TRN_FLOW
where f.FLOW_AMOUNT_THB > 0
select new DA_TRN_CASHFLOW
{
FLOW_DATE = f.FLOW_DATE.Value,
FLOW_AMOUNT_THB = f.FLOW_AMOUNT_THB.Value
})
)).ToList();
//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;
}
List<LimitCheckModel> ori_conts = _limitCheckBusiness.CheckAllSET(sessioninfo.Process.CurrentDate, trn1, guExcludeID1, guExcludeID2);
limitDisplay.LimitDisplayObject = GenerateSETDisplay(deal_conts, ori_conts, sessioninfo.SETOverwrite, ref limitDisplay);
if (limitDisplay.LimitCheckStatus == eLimitCheckStatus.NEEDAPPROVE)
{
trn1.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
trn2.OVER_SETTL_AMOUNT = limitDisplay.OverAmount;
}
return limitDisplay;
}
private void SetLimitDisplayStatus(LimitCheckModel objLimit, bool blnOverwrite, ref LimitDisplayModel objLimitDisplay)
{
if (objLimit.STATUS == eLimitStatusCode.EXCEED.ToString() || objLimit.STATUS == eLimitStatusCode.EXPIRED.ToString())
{
if ((objLimit.UTILIZATION - objLimit.AMOUNT) > objLimitDisplay.OverAmount)
{
objLimitDisplay.OverAmount = objLimit.UTILIZATION - objLimit.AMOUNT;
}
if (!blnOverwrite || objLimit.TEMP_AMOUNT != 0)
objLimitDisplay.LimitCheckStatus = eLimitCheckStatus.NOTALLOW;
else
objLimitDisplay.LimitCheckStatus = eLimitCheckStatus.NEEDAPPROVE;
}
}
private List<LimitCheckModel> GenerateSETDisplay(List<DA_TRN_CASHFLOW> deal_conts, List<LimitCheckModel> ori_conts, bool blnOverwrite, ref LimitDisplayModel limitDisplay)
{
List<LimitCheckModel> tempList = null;
List<LimitCheckModel> limits = new List<LimitCheckModel>();
LimitCheckModel limit = null;
foreach (var deal_cont in deal_conts)
{
tempList = ori_conts.Where(f => f.FLOW_DATE == deal_cont.FLOW_DATE).ToList();
foreach (LimitCheckModel item in tempList)
{
limit = new LimitCheckModel();
limit.ORIGINAL_KK_CONTRIBUTE = item.ORIGINAL_KK_CONTRIBUTE;
limit.SNAME = item.SNAME;
limit.LIMIT_LABEL = item.LIMIT_LABEL;
limit.FLAG_CONTROL = item.FLAG_CONTROL;
limit.GEN_AMOUNT = item.GEN_AMOUNT;
limit.TEMP_AMOUNT = item.TEMP_AMOUNT;
//limit.AMOUNT = item.AMOUNT;
limit.FLOW_DATE = deal_cont.FLOW_DATE.Value;
limit.EXPIRE_DATE = item.EXPIRE_DATE;
limit.PROCESSING_DATE = item.PROCESSING_DATE;
limit.DEAL_CONTRIBUTION = deal_cont.FLOW_AMOUNT_THB.Value;
SetLimitDisplayStatus(limit, blnOverwrite, ref limitDisplay);
limits.Add(limit);
}
//Case that original exposure has no match date with deal exposure
if (tempList.Count == 0)
{
//Get limit info that is not equal to deal flow date
var limitinfos = ori_conts.GroupBy(p => p.SNAME)
.Select(g => new { g, count = g.Count() })
.SelectMany(t => t.g.Select(b => b)
.Zip(Enumerable.Range(1, t.count), (j, i) => new { j.SNAME, j.LIMIT_LABEL, j.FLAG_CONTROL, j.GEN_AMOUNT, j.TEMP_AMOUNT, j.EXPIRE_DATE, j.PROCESSING_DATE, rn = i }))
.Where(w => w.rn == 1).ToList();
if (limitinfos.Count() > 0)
{
foreach (var check in limitinfos)
{
limit = new LimitCheckModel();
limit.ORIGINAL_KK_CONTRIBUTE = 0;
limit.SNAME = check.SNAME;
limit.LIMIT_LABEL = check.LIMIT_LABEL;
limit.FLAG_CONTROL = check.FLAG_CONTROL;
limit.GEN_AMOUNT = check.GEN_AMOUNT;
limit.TEMP_AMOUNT = check.TEMP_AMOUNT;
//limit.AMOUNT = check.AMOUNT;
limit.FLOW_DATE = deal_cont.FLOW_DATE.Value;
limit.EXPIRE_DATE = check.EXPIRE_DATE;
limit.PROCESSING_DATE = check.PROCESSING_DATE;
limit.DEAL_CONTRIBUTION = deal_cont.FLOW_AMOUNT_THB.Value;
SetLimitDisplayStatus(limit, blnOverwrite, ref limitDisplay);
limits.Add(limit);
}
}
}
}
return limits.OrderBy(p => p.SNAME).ThenBy(p => p.FLOW_DATE).ToList() ;
}
private List<LimitCheckModel> GenerateCountryLimitDisplay(List<CountryLimitModel> deal_conts, List<LimitCheckModel> ori_conts, DA_TRN trn1, DA_TRN trn2, bool blnOverwrite, ref LimitDisplayModel limitDisplay)
{
CountryLimitModel tempCountry = null;
List<LimitCheckModel> limits = new List<LimitCheckModel>();
decimal decExp = trn1.KK_CONTRIBUTE.Value + (trn2 != null ? trn2.KK_CONTRIBUTE.Value : 0);
foreach (var ori_cont in ori_conts)
{
tempCountry = deal_conts.FirstOrDefault(f => f.EXPOSURE_DATE == ori_cont.FLOW_DATE);
ori_cont.DEAL_CONTRIBUTION = tempCountry != null ? tempCountry.EXPOSURE.Value : decExp;
SetLimitDisplayStatus(ori_cont, blnOverwrite, ref limitDisplay);
if ((ori_cont.FLOW_DATE == trn1.TRADE_DATE || ori_cont.FLOW_DATE == trn1.MATURITY_DATE)
|| (trn2 != null && (ori_cont.FLOW_DATE == trn2.TRADE_DATE || ori_cont.FLOW_DATE == trn2.MATURITY_DATE))
|| (ori_cont.STATUS == eLimitStatusCode.EXCEED.ToString() || ori_cont.STATUS == eLimitStatusCode.EXPIRED.ToString()))
{
limits.Add(ori_cont);
}
}
return limits;
}
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;
}
