public static Reference ToEntity(this ReferenceContract referenceContract)
{
return(new Reference
{
Id = referenceContract.Id,
Company = referenceContract.Company,
ImageUrl = referenceContract.ImageUrl,
Name = referenceContract.Name,
Occupation = referenceContract.Occupation,
QuoteText = referenceContract.QuoteText
});
}
public PensionFundInfo GetPensionFundInfo(string pensionFundContractAddress)
{
PensionFund pensionFund = GetByContract(pensionFundContractAddress);
Dictionary <int, double> assetReference = new Dictionary <int, double>();
List <Asset> assets = new List <Asset>();
foreach (PensionFundReferenceContract reference in pensionFund.Option.PensionFundContract.PensionFundReferenceContract)
{
ReferenceContract contract = ReferenceContractBusiness.Get(reference.ReferenceType);
assets.Add(new Asset()
{
Address = contract.Address,
Name = contract.Description,
Percentage = reference.Percentage
});
IEnumerable <ReferenceValue> values = contract.ReferenceValue.OrderBy(c => c.Period);
double baseValue = values.ElementAt(0).Value;
foreach (ReferenceValue value in values)
{
if (!assetReference.ContainsKey(value.Period))
{
assetReference[value.Period] = 0;
}
assetReference[value.Period] += (value.Value / baseValue) * reference.Percentage / 100;
}
}
return(new PensionFundInfo()
{
PensionFundName = pensionFund.Name,
EmployeeName = pensionFund.Option.Company.Employee.Name,
CompanyName = pensionFund.Option.Company.Name,
PensionFundAddress = pensionFund.Option.Address,
EmployeeAddress = pensionFund.Option.Company.Employee.Address,
CompanyAddress = pensionFund.Option.Company.Address,
PensionFundFee = pensionFund.Option.Fee,
PensionFundLatePenalty = pensionFund.Option.LatePenalty,
AuctusFee = PensionFundContractBusiness.AUCTUS_FEE,
ContractAddress = pensionFund.Option.PensionFundContract.Address,
ContractTransactionHash = pensionFund.Option.PensionFundContract.TransactionHash,
ContractBlockNumber = pensionFund.Option.PensionFundContract.BlockNumber.Value,
AssetsReferenceValue = assetReference.Select(c => new AssetsReferenceValue()
{
Period = c.Key, Value = c.Value
}),
Assets = assets,
EmployeeBaseContribution = pensionFund.Option.Company.Employee.Salary * pensionFund.Option.Company.Employee.Contribution / 100,
CompanyBaseContribution = pensionFund.Option.Company.Employee.Salary * pensionFund.Option.Company.BonusRate / 100 *
Math.Min(pensionFund.Option.Company.MaxSalaryBonusRate, pensionFund.Option.Company.Employee.Contribution) / 100
});
}
private JsonResult GetJsonFromReferenceContract(ReferenceContract referenceContract)
{
return(Json(new { Address = referenceContract.Address, Name = referenceContract.Description,
Values = referenceContract.ReferenceValue.Select(c => new double[] { c.Period, c.Value }) }));
}
public FutureTransactionPricer(ILogger logger, ICoreCache cache, string nameSpace, DateTime tradeDate, ExchangeContractTypeEnum futuresType,
IBusinessCalendar settlementCalendar, FutureTransaction futureFpML, string basePartyReference, Boolean forecastRateInterpolation)
{
logger.LogInfo("FuturesType set. Commence to build a future transaction.");
if (futureFpML == null)
{
return;
}
Multiplier = 1.0m;
BuyerReference = futureFpML.buyerPartyReference.href;
PaymentCurrencies = new List <string> {
futureFpML.unitPrice.currency.Value
};
SellerReference = futureFpML.sellerPartyReference.href;
BasePartyBuyer = basePartyReference == futureFpML.buyerPartyReference.href;
if (!BasePartyBuyer)
{
Multiplier = -1.0m;
}
ForecastRateInterpolation = forecastRateInterpolation;
SettlementCalendar = settlementCalendar;
FuturesType = futuresType;
ReferenceContract = futureFpML.future.id;
var futuresCode = ReferenceContract.Split('-')[2];
NumberOfContracts = Convert.ToInt16(futureFpML.numberOfUnits);
PurchasePrice = MoneyHelper.GetAmount(futureFpML.unitPrice.amount, futureFpML.unitPrice.currency.Value);
var exchangeMIC = futureFpML.future.exchangeId;
FuturesCurveName = CurveNameHelpers.GetExchangeTradedCurveName(futureFpML.unitPrice.currency.Value, exchangeMIC.Value, futuresCode);
DiscountCurveName = CurveNameHelpers.GetDiscountCurveName(futureFpML.unitPrice.currency, true);
FuturesTypeInfo = new FutureNodeStruct();
var exchangeMICData = InstrumentDataHelper.CreateEquityExchangeKey(nameSpace, exchangeMIC.Value);
var exchangeData = cache.LoadItem <ExchangeConfigData>(exchangeMICData);
if (exchangeData?.Data is ExchangeConfigData)
{
Exchange = (ExchangeConfigData)exchangeData.Data;
FuturesTypeInfo.SpotDate = Exchange.SettlementDate;
}
if (futureFpML.future != null)
{
if (SettlementCalendar == null)
{
SettlementCalendar = BusinessCenterHelper.ToBusinessCalendar(cache,
FuturesTypeInfo.SpotDate
.businessCenters,
nameSpace);
}
var future = XmlSerializerHelper.Clone(futureFpML.future);
FuturesTypeInfo.Future = future;
if (FuturesTypeInfo.SpotDate != null)
{
SettlementDate = GetSettlementDate(tradeDate, SettlementCalendar,
FuturesTypeInfo.SpotDate);
}
//Instantiate the priceable future.
NamedValueSet namedValueSet = PriceableAssetFactory.BuildPropertiesForAssets(nameSpace, FuturesTypeInfo.Future.id, tradeDate);
var asset = AssetHelper.Parse(FuturesTypeInfo.Future.id, 0.0m, 0.0m);
UnderlyingFuture = PriceableAssetFactory.Create(logger, cache, nameSpace, asset.Second, namedValueSet, null, null) as IPriceableFuturesAssetController;
if (UnderlyingFuture != null)
{
RiskMaturityDate = UnderlyingFuture.GetRiskMaturityDate();
MaturityDate = RiskMaturityDate;
LastTradeDate = UnderlyingFuture.LastTradeDate;
}
if (!PaymentCurrencies.Contains(futureFpML.future.currency.Value))
{
PaymentCurrencies.Add(futureFpML.future.currency.Value);
}
logger.LogInfo("Futures transaction has been successfully created.");
}
else
{
logger.LogInfo("Futures type data not available.");
}
//Add payments like the settlement price
if (!PurchasePrice.amountSpecified)
{
return;
}
var amount = PurchasePrice.amount * NumberOfContracts / 100;
var settlementPayment = PaymentHelper.Create("FuturesSettlemetAmount", BuyerReference, SellerReference, amount, SettlementDate);
AdditionalPayments = PriceableInstrumentsFactory.CreatePriceablePayments(basePartyReference, new[] { settlementPayment }, SettlementCalendar);
if (!PaymentCurrencies.Contains(settlementPayment.paymentAmount.currency.Value))
{
PaymentCurrencies.Add(settlementPayment.paymentAmount.currency.Value);
}
}
public void Post(ReferenceContract referenceContract)
{
_uow.ReferenceRepository.CreateOrUpdate(referenceContract.ToEntity());
}
