/// <summary>
/// Builds this instance and returns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public PropertyTransaction Build()
{
//var equity = UnderlyingEquity.();
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("PropertyTransaction") };
//var productId = new ProductId {Value = "BondTransaction"};
var itemName = new[] { ItemsChoiceType2.productType };
//TODO extend this
//var productIds = new[] {productId};
var property = XmlSerializerHelper.Clone(PropertyInfo);
var purchasePrice = XmlSerializerHelper.Clone(PurchasePrice);
var propertyTransaction = new PropertyTransaction
{
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
//productId = productIds,
Items = productType,
ItemsElementName = itemName,
purchasePrice = purchasePrice,
property = property
};
return(propertyTransaction);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public Fra Build()
{
var fra = new Fra
{
fixingDateOffset = FixingOffSet,
fixedRate = FixedRate,
fixedRateSpecified = true,
adjustedEffectiveDate = new RequiredIdentifierDate {
Value = EffectiveDate
},
floatingRateIndex = FloatingRateIndex,
fraDiscounting = FraDiscounting,
fraDiscountingSpecified = true,
adjustedTerminationDate = TerminationDate,
adjustedTerminationDateSpecified = true,
dayCountFraction = DayCountFraction,
notional = Notional,
indexTenor = IndexTenor,
calculationPeriodNumberOfDays = NumberOfDays.ToString(CultureInfo.InvariantCulture),
buyerPartyReference =
PartyReferenceHelper.Parse("Party1"),
sellerPartyReference =
PartyReferenceHelper.Parse("Party2"),
paymentDate = AdjustablePaymentDate
};
var product = new ProductType {
Value = ProductTypeSimpleEnum.FRA.ToString()
};
fra.Items = new object[] { product };
fra.ItemsElementName = new[] { ItemsChoiceType2.productType };
return(fra);
}
/// <summary>
/// Builds this instance and returns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public TermDeposit Build()
{
var deposit = new TermDeposit
{
Items = new object[] { new ProductType {
Value = ProductType.ToString()
} },
ItemsElementName = new[] { ItemsChoiceType2.productType },
dayCountFraction = DayCountFraction,
principal = MoneyHelper.GetPositiveMoney(Principal),
maturityDate = TerminationDate,
maturityDateSpecified = true,
startDate = EffectiveDate,
startDateSpecified = true,
fixedRate = FixedRate,
fixedRateSpecified = true
};
if (BasePartyPayingFixed)//From the viewpoint of the counterparty!
{
deposit.receiverPartyReference = PartyReferenceHelper.Parse(BaseParty);
deposit.payerPartyReference = PartyReferenceHelper.Parse(CounterParty);
}
else
{
deposit.payerPartyReference = PartyReferenceHelper.Parse(BaseParty);
deposit.receiverPartyReference = PartyReferenceHelper.Parse(CounterParty);
}
//deposit payments.
if (deposit.payment?.Length == 3)
{
var initialDate = AdjustableOrAdjustedDateHelper.Create(null, EffectiveDate, null);
var maturityDate = AdjustableOrAdjustedDateHelper.Create(null, PaymentDate, null);
deposit.payment[0].paymentDate = initialDate;
deposit.payment[1].paymentDate = maturityDate;
deposit.payment[2].paymentDate = maturityDate;
}
var interest = System.Math.Abs(InterestAmount.AccruedInterest);
deposit.interest = MoneyHelper.GetAmount(interest, deposit.principal.currency.Value);
return(deposit);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public FutureTransaction Build()
{
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("FuturesTransaction") };
var itemName = new[] { ItemsChoiceType2.productType };
var future = XmlSerializerHelper.Clone(FuturesTypeInfo.Future);
var futureTransaction = new FutureTransaction
{
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
Items = productType,
ItemsElementName = itemName,
numberOfUnits = NumberOfContracts,
unitPrice = XmlSerializerHelper.Clone(PurchasePrice),
future = future
};
return(futureTransaction);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public EquityTransaction Build()
{
//var equity = UnderlyingEquity.();
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("EquityTransaction") };
var itemName = new[] { ItemsChoiceType2.productType };
var equity = XmlSerializerHelper.Clone(EquityTypeInfo.Equity);
var equityTransaction = new EquityTransaction
{
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
Items = productType,
ItemsElementName = itemName,
numberOfUnits = NumberOfShares,
unitPrice = XmlSerializerHelper.Clone(PurchasePrice),
equity = equity
};
return(equityTransaction);
}
/// <summary>
/// Builds this instance and retruns the underlying instrument associated with the controller
/// </summary>
/// <returns></returns>
public BondTransaction Build()
{
var bond = BondTypeInfo.Bond;
var buyerPartyReference = PartyReferenceHelper.Parse(BuyerReference);
var sellerPartyReference = PartyReferenceHelper.Parse(SellerReference);
var productType = new object[] { ProductTypeHelper.Create("BondTransaction") };
var itemName = new[] { ItemsChoiceType2.productType };
//TODO extend this
var bondTransaction = new BondTransaction
{
notionalAmount = NotionalAmount,
bond = bond,
price = XmlSerializerHelper.Clone(BondPrice),
buyerPartyReference = buyerPartyReference,
sellerPartyReference = sellerPartyReference,
id = Id,
Items = productType,
ItemsElementName = itemName
};
return(bondTransaction);
}
/// <summary>
/// Builds a term deposit.
/// </summary>
/// <param name="productType"></param>
/// <param name="tradeDate"></param>
/// <param name="startDate"></param>
/// <param name="maturityDate"></param>
/// <param name="currency"></param>
/// <param name="notionalAmount"></param>
/// <param name="fixedRate"></param>
/// <param name="dayCount"></param>
/// <returns></returns>
public static TermDeposit Parse(string productType, DateTime tradeDate, DateTime startDate,
DateTime maturityDate, string currency, decimal notionalAmount, decimal fixedRate, string dayCount)
{
var termDeposit = new TermDeposit
{
dayCountFraction = DayCountFractionHelper.Parse(dayCount),
fixedRate = fixedRate,
fixedRateSpecified = true,
principal = MoneyHelper.GetPositiveMoney(notionalAmount, currency),
startDate = startDate,
startDateSpecified = true,
maturityDate = maturityDate,
maturityDateSpecified = true,
payerPartyReference = PartyReferenceHelper.Parse("Party1"),
receiverPartyReference = PartyReferenceHelper.Parse("Party2"),
Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.TermDeposit.ToString()) },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
//Set the party information
return(termDeposit);
}
