internal static void AddOtherPartyPayments(ValuationReport valuationReport, List <OtherPartyPaymentRangeItem> otherPartyPaymentList)
{
var otherPartyPayments = new List <Payment>();
// other party payments
//
if (null != otherPartyPaymentList)
{
foreach (OtherPartyPaymentRangeItem item in otherPartyPaymentList)
{
var otherPartyPayment = new Payment
{
payerPartyReference =
PartyReferenceFactory.Create(item.Payer),
receiverPartyReference =
PartyReferenceFactory.Create(item.Receiver),
paymentAmount = MoneyHelper.GetNonNegativeAmount(item.Amount),
paymentDate = AdjustableOrAdjustedDateHelper.CreateAdjustedDate(item.PaymentDate),
paymentType = PaymentTypeHelper.Create(item.PaymentType)
};
otherPartyPayments.Add(otherPartyPayment);
}
}
TradeValuationItem valuationItem = valuationReport.tradeValuationItem[0];
Trade[] tradeArray = XsdClassesFieldResolver.TradeValuationItemGetTradeArray(valuationItem);
Trade trade = tradeArray[0];
trade.otherPartyPayment = otherPartyPayments.ToArray();
}
protected PriceableCashflow()
{
Multiplier = 1.0m;
PaymentAmount = MoneyHelper.GetAmount(0.0m);
ForecastAmount = MoneyHelper.GetAmount(0.0m);
PaymentType = PaymentTypeHelper.Create("Certain");
ModelIdentifier = "DiscountedCashflow";
PaymentDateIncluded = false;
PricingStructureEvolutionType = PricingStructureEvolutionType.ForwardToSpot;
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceablePrincipalExchange"/> class.
/// </summary>
/// <param name="id">The identifier.</param>
/// <param name="payerIsBaseParty">A flag determining if the sign on the mamount is relative to the base party.</param>
/// <param name="amount">The amount.</param>
/// <param name="currency">The currency.</param>
/// <param name="adjustedPaymentDate">The adjusted payment date.</param>
/// <param name="paymentCalendar">Type paymentCalendar.</param>
public PriceablePrincipalExchange
(
string id
, bool payerIsBaseParty
, Decimal amount
, string currency
, DateTime adjustedPaymentDate
, IBusinessCalendar paymentCalendar) :
base(id, "DiscountedCashflow", payerIsBaseParty, MoneyHelper.GetAmount(amount, currency), DateTypesHelper.ToAdjustableOrAdjustedDate(adjustedPaymentDate),
PaymentTypeHelper.Create("Certain"), CashflowTypeHelper.Create(CashflowTypeEnum.PrincipalExchange.ToString()), false, paymentCalendar)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceablePrincipalExchange"/> class.
/// </summary>
/// <param name="id">The identifier.</param>
/// <param name="payerIsBase">The payerIsBase flag.</param>
/// <param name="amount">The amount.</param>
/// <param name="paymentDate">The payment date.</param>
/// <param name="paymentCalendar">The paymentCalendar.</param>
public BulletPaymentPricer
(
string id
, bool payerIsBase
, Money amount
, AdjustableOrAdjustedDate paymentDate
, IBusinessCalendar paymentCalendar) :
base(id, "DiscountedCashflow", payerIsBase, amount, paymentDate,
PaymentTypeHelper.Create("Certain"), CashflowTypeHelper.Create(CashflowTypeEnum.PrincipalExchange.ToString()),
false, paymentCalendar)
{
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceablePayment"/> class.
/// </summary>
/// <param name="id">The identifier.</param>
/// <param name="payerPartyReference">The payer.</param>
/// <param name="receiverPartyReference">The receiver.</param>
/// <param name="payerIsBase">The payer is base flag.</param>
/// <param name="amount">The amount.</param>
/// <param name="paymentDate">The payment date.</param>
/// <param name="paymentCalendar">Type paymentCalendar.</param>
public PriceablePayment
(
string id
, string payerPartyReference
, string receiverPartyReference
, bool payerIsBase
, Money amount
, AdjustableOrAdjustedDate paymentDate
, IBusinessCalendar paymentCalendar) :
base(id, "DiscountedCashflow", payerIsBase, amount, paymentDate, PaymentTypeHelper.Create("Certain"),
CashflowTypeHelper.Create(CashflowTypeEnum.PrincipalExchange.ToString()), false, paymentCalendar)
{
PayerPartyReference = PartyReferenceFactory.Create(payerPartyReference);
ReceiverPartyReference = PartyReferenceFactory.Create(receiverPartyReference);
OrderedPartyNames.Add(PayerPartyReference.href);
OrderedPartyNames.Add(ReceiverPartyReference.href);
}
/// <summary>
/// Builds this instance.
/// </summary>
/// <returns></returns>
public BulletPayment Build()
{
var px = new BulletPayment
{
payment =
new Payment
{
paymentAmount =
MoneyHelper.GetNonNegativeAmount(PaymentAmount.amount,
PaymentAmount.currency.Value)
},
Items = new object[] { ProductTypeHelper.Create(ProductTypeSimpleEnum.BulletPayment.ToString()) },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
//Setting the items array which contains product type and product is information.
//payment type information
px.payment.paymentType = PaymentTypeHelper.Create("Payment");
//Set the party information
px.payment.payerPartyReference = new PartyReference {
href = "Party2"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party1"
};
if (PayerIsBaseParty)
{
px.payment.payerPartyReference = new PartyReference {
href = "Party1"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party2"
};
}
//The payment date
px.payment.paymentDate = AdjustableOrAdjustedDateHelper.Create(null, PaymentDate, PaymentDateAdjustments);
if (CalculationPerformedIndicator)
{
px.payment.discountFactor = PaymentDiscountFactor;
px.payment.discountFactorSpecified = true;
px.payment.presentValueAmount = MoneyHelper.GetAmount(CalculationResults.NPV, PaymentAmount.currency.Value);
}
return(px);
}
/// <summary>
/// Builds a bullet payment.
/// </summary>
/// <param name="productType"></param>
/// <param name="payerIsBaseParty"></param>
/// <param name="paymentDate"></param>
/// <param name="businessDayCalendar"></param>
/// <param name="businessDayAdjustments"> </param>
/// <param name="currency"></param>
/// <param name="amount"></param>
/// <returns></returns>
public static BulletPayment Parse(string productType, Boolean payerIsBaseParty,
DateTime paymentDate, string businessDayCalendar,
string businessDayAdjustments, string currency, decimal amount)
{
var px = new BulletPayment
{
payment =
new Payment
{
paymentAmount =
MoneyHelper.GetNonNegativeAmount(amount, currency)
},
Items = new object[] { ProductTypeHelper.Create("BulletPayment") },
ItemsElementName = new[] { ItemsChoiceType2.productType }
};
var tempDate = DateTypesHelper.ToAdjustableDate(paymentDate, businessDayAdjustments,
businessDayCalendar);
px.payment.paymentDate = AdjustableOrAdjustedDateHelper.Create(tempDate.unadjustedDate.Value, null, tempDate.dateAdjustments);//TODO
//Setting the items array which contains product type and product is information.
//payment type information
px.payment.paymentType = PaymentTypeHelper.Create("Payment");
//Set the party information
px.payment.payerPartyReference = new PartyReference {
href = "Party2"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party1"
};
if (payerIsBaseParty)
{
px.payment.payerPartyReference = new PartyReference {
href = "Party1"
};
px.payment.receiverPartyReference = new PartyReference {
href = "Party2"
};
}
return(px);
}
/// <summary>
/// Initializes a new instance of the <see cref="PriceableFxOptionPremium"/> class.
/// </summary>
/// <param name="id">The identifier.</param>
/// <param name="receiverPartyReference">The receiver.</param>
/// <param name="payerIsBase">The flag determining if the payer is the base party.</param>
/// <param name="amount">The amount.</param>
/// <param name="settlementDate">The adjusted payment date.</param>
/// <param name="payerPartyReference">The payer.</param>
/// <param name="premiumQuote">The premium quote </param>
/// <param name="settlementInformation">The settlement information. </param>
/// <param name="paymentCalendar">Type paymentCalendar.</param>
public PriceableFxOptionPremium
(
string id
, string payerPartyReference
, string receiverPartyReference
, bool payerIsBase
, Money amount
, DateTime settlementDate
, PremiumQuote premiumQuote
, SettlementInformation settlementInformation
, IBusinessCalendar paymentCalendar) :
base(id, "DiscountedCashflow", payerIsBase, amount,
AdjustableOrAdjustedDateHelper.CreateAdjustedDate(settlementDate),
PaymentTypeHelper.Create("Certain"), CashflowTypeHelper.Create(CashflowTypeEnum.Premium.ToString()), false, paymentCalendar)
{
PayerPartyReference = PartyReferenceFactory.Create(payerPartyReference);
ReceiverPartyReference = PartyReferenceFactory.Create(receiverPartyReference);
OrderedPartyNames.Add(PayerPartyReference.href);
OrderedPartyNames.Add(ReceiverPartyReference.href);
if (premiumQuote != null)
{
PremiumQuote = new PremiumQuote
{
quoteBasis = premiumQuote.quoteBasis,
quoteBasisSpecified = true,
value = premiumQuote.value,
valueSpecified = true
};
}
if (settlementInformation == null)
{
return;
}
SettlementInformation = new SettlementInformation();
var item = BinarySerializerHelper.Clone(settlementInformation.Item);
SettlementInformation.Item = item;
}