public static ABSDealResult GetNancyDealResult(ABSDeal absDeal, NancyStaticAnalysisResult nancyResult)
{
var result = new ABSDealResult();
result.OriginAcf = nancyResult.AssetCashflowDt;
result.OriginCf = nancyResult.CashflowDt;
result.Acf = result.OriginAcf.Copy();
result.Cf = result.OriginCf.Copy();
result.AcfResult = new AcfResult(result.OriginAcf, absDeal.Assets);
RunSpecialRules(result.Cf, absDeal.Info.IsCsdcDeal);
SplitCategoryByNote(result.Cf);
result.Cf = CleanAndTranslateCashflowTable(result.Cf);
result.Acf = CleanAndTranslateAssetCashflowTable(result.Acf);
AddAssetIdToRepeatedCNName(result.Acf, absDeal);
var dictDates = GetDeterminationDatesByPaymentDates(absDeal);
ConvertAcfColumnDateName(result.Acf, dictDates);
return(result);
}
private decimal GetFee(string feeName)
{
//var dsVariables = NancyUtils.GetOverridableVariables(m_project.ProjectId);
var logicModel = new ProjectLogicModel(m_userName, m_project.ProjectId);
var dataset = logicModel.DealSchedule.GetByPaymentDay(m_paymentDay).Dataset;
NancyStaticAnalysisResult results = NancyUtils.GetStaticAnalyticsResult(m_project.ProjectId,
null, dataset.Instance.AsOfDate, dataset.AssetOverrideSetting);
var cfTable = results.CashflowDt;
int columnIndex = -1;
for (int i = 0; i < cfTable.Columns.Count; ++i)
{
DateTime columnDate;
if (DateTime.TryParse(cfTable.Columns[i].ColumnName, out columnDate) &&
m_paymentDay == columnDate)
{
columnIndex = i;
break;
}
}
CommUtils.Assert(columnIndex >= 0, "找不到对应支付日[" + m_paymentDay.ToString() + "]的数据");
for (int i = 0; i < cfTable.Rows.Count; ++i)
{
var row = cfTable.Rows[i];
if (row.ItemArray[1].Equals(feeName))
{
return(decimal.Parse(row.ItemArray[columnIndex].ToString()));
}
}
throw new ApplicationException("Can't find [" + feeName + "].");
}
/// <summary>
/// 对nancy返回的结果执行特殊的规则处理：
/// 1、证券利随本清
/// 2、证券和产品偿付频率错配
/// 3、合并留存金额
/// 4、自动处理中证登手续费
/// </summary>
/// <param name="result"></param>
/// <param name="isCsdcDeal"></param>
private static void RunSpecialRules(NancyStaticAnalysisResult result, bool isCsdcDeal)
{
var table = result.CashflowDt;
//处理“证券利随本清”
var rowIndex = table.IndexOfRow(x => x.ItemArray[1].Equals("证券利随本清"));
if (rowIndex >= 0)
{
var key = ".Receiver Distribution";
var rowIndexReceiver = -1;
while ((rowIndexReceiver = table.IndexOfRow(x => x.ItemArray[1].ToString().Contains(key))) >= 0)
{
var description = table.Rows[rowIndexReceiver].ItemArray[1].ToString();
var noteName = description.Substring(0, description.Length - key.Length);
var rowIndexInterestReceived = table.IndexOfRow(x => x.ItemArray[1].ToString() == noteName + ".Interest Received");
var rowIndexBeginningInterestDue = table.IndexOfRow(x => x.ItemArray[1].ToString() == noteName + ".Beginning Interest Due");
if (rowIndexInterestReceived < 0 || rowIndexBeginningInterestDue < 0)
{
break;
}
//把Receiver Distribution和Interest Received的值加起来
for (int i = 2; i < table.Columns.Count; ++i)
{
var totalInterest = double.Parse(table.Rows[rowIndexInterestReceived][i].ToString())
+ double.Parse(table.Rows[rowIndexReceiver][i].ToString());
table.Rows[rowIndexReceiver][i] = totalInterest.ToString("n2");
}
table.CopyRow(rowIndexReceiver, rowIndexInterestReceived, 2);
table.CopyRow(rowIndexReceiver, rowIndexBeginningInterestDue, 2);
table.Rows.RemoveAt(rowIndexReceiver);
}
}
//备份第一种处理“证券利随本清”的方法
//rowIndex = table.IndexOfRow(x => x.ItemArray[1].Equals("Alpha证券利随本清Alpha"));
//if (rowIndex >= 0)
//{
// table.Rows.RemoveAt(rowIndex);
// //收到的逾期利息
// var key = ".Deferred Interest Received";
// var rowIndexDeferredInterestReceived = -1;
// while ((rowIndexDeferredInterestReceived = table.IndexOfRow(x => x.ItemArray[1].ToString().Contains(key))) >= 0)
// {
// var description = table.Rows[rowIndexDeferredInterestReceived].ItemArray[1].ToString();
// var noteName = description.Substring(0, description.Length - key.Length);
// //收到的利息
// var rowIndexInterestReceived = table.IndexOfRow(x => x.ItemArray[1].ToString() == noteName + ".Interest Received");
// //预计收到的利息
// var rowIndexBeginningInterestDue = table.IndexOfRow(x => x.ItemArray[1].ToString() == noteName + ".Beginning Interest Due");
// //未偿利息（逾期利息）
// var rowIndexInteststDeferred = table.IndexOfRow(x => x.ItemArray[1].ToString() == noteName + ".Interest Deferred");
// if (rowIndexInterestReceived < 0 || rowIndexBeginningInterestDue < 0 || rowIndexInterestReceived < 0)
// {
// break;
// }
// for (int i = 2; i < table.Columns.Count; ++i)
// {
// var interestReceived = double.Parse(table.Rows[rowIndexInterestReceived][i].ToString())
// + double.Parse(table.Rows[rowIndexDeferredInterestReceived][i].ToString());
// //收到的利息=收到的利息+收到的逾期利息
// table.Rows[rowIndexInterestReceived][i] = interestReceived.ToString("n2");
// //预计收到的利息=收到的利息+收到的逾期利息
// table.Rows[rowIndexBeginningInterestDue][i] = table.Rows[rowIndexInterestReceived][i];
// }
// //清空未偿利息（逾期利息）
// table.Rows.RemoveAt(rowIndexInteststDeferred);
// //清空收到的逾期利息
// table.Rows.RemoveAt(rowIndexDeferredInterestReceived);
// }
//}
var dsTable = new DsTable(result.CashflowDt);
//处理“证券和产品偿付频率错配”
MergeReceiverDistributionWithInterestReceived(dsTable);
//合并留存金额
MergeReserveRows(dsTable);
dsTable.OverrideTo(result.CashflowDt);
//是否自动处理中证手续费
if (isCsdcDeal)
{
var csdcRows = new List <Tuple <int, DataRow> >();
var key = ".Interest Received";
for (var i = 0; i < table.Rows.Count; ++i)
{
var row = table.Rows[i];
if (row.ItemArray[1].ToString().EndsWith(key, StringComparison.CurrentCultureIgnoreCase))
{
var description = row.ItemArray[1].ToString();
var noteName = description.Substring(0, description.Length - key.Length);
var principalReceivedIndex = table.IndexOfRow(x => x.ItemArray[1].ToString() == noteName + ".Principal Received");
var csdcRow = table.NewRow();
csdcRow[0] = "Notes";
csdcRow[1] = noteName + ".CsdcFee";
for (int j = 2; j < table.Columns.Count; ++j)
{
//中证登手续费 = (本金 + 利息) * 万分之0.5
var totalReceived = double.Parse(table.Rows[principalReceivedIndex][j].ToString())
+ double.Parse(row[j].ToString());
csdcRow[j] = (totalReceived * 0.00005).ToString("n2");
}
csdcRows.Add(Tuple.Create(i, csdcRow));
}
}
csdcRows = csdcRows.OrderByDescending(x => x.Item1).ToList();
foreach (var csdcRow in csdcRows)
{
table.Rows.InsertAt(csdcRow.Item2, csdcRow.Item1);
}
}
}