public RiskFactorTypeDimension AddRiskFactorDimenstion(RiskFactorType type, RiskFactorDimension dimension)
{
var persisted = Context.RiskFactorTypeDimensions.Where(x => x.RiskFactorDimensionID == dimension.RiskFactorDimensionID && x.RiskFactorTypeID == type.RiskFactorTypeID).FirstOrDefault();
if (persisted != null && Context.Entry(persisted).State == EntityState.Modified)
{
// remove any changes
Context.Entry(persisted).State = EntityState.Unchanged;
return persisted;
}
var detail = new RiskFactorTypeDimension();
detail.Default(Context.UserName);
detail.RiskFactorDimension = dimension;
detail.RiskFactorType = type;
Context.RiskFactorTypeDimensions.Add(detail);
return detail;
}
public RiskFactorTypeDetail Add()
{
// there is no hierarchy so parent can be safely ignored
RiskFactorTypeDetail detail = new RiskFactorTypeDetail();
detail.Default(Context.UserName);
RiskFactorType main = new RiskFactorType();
main.Default(Context.UserName);
if (Context.RiskFactorTypes.Local.Count() > 0)
main.RiskFactorTypeID = Context.RiskFactorTypes.Local.Max(x => x.RiskFactorTypeID) + 1;
else
main.RiskFactorTypeID = 1;
detail.RiskFactorType = main;
detail.RiskFactorTypeID = main.RiskFactorTypeID;
detail.Name = "Risk Factor Type Name";
Context.RiskFactorTypes.Add(main);
Context.RiskFactorTypeDetails.Add(detail);
return detail;
}
public RiskFactorDetails(RiskFactorType type)
{
Type = type;
}
internal static void AddTypes(ScenarioGeneratorModel context)
{
DateTime now = context.AsOfDate;
RiskFactorType rft;
RiskFactorTypeDetail rftd;
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "Credit Asset Swap Spread", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-25), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x =>x.RiskFactorTypeGroupParent.Name == "Credit").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "Credit CDS Composites Spread", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-25), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "Credit").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "Credit CDS Index Spread", StartTime = now.AddDays(-20), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-25), CreatedBy = "A", ApprovedAt = now.AddDays(-20), ApprovedBy = "B", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "Credit").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-100), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-80), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "FX Rate", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Rate").Where(x => x.RiskFactorTypeGroupParent.Name == "FX").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-50), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "FX Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Volatility").Where(x => x.RiskFactorTypeGroupParent.Name == "FX").First();
rft = new RiskFactorType() { StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IL Rate", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-150), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Rate").Where(x => x.RiskFactorTypeGroupParent.Name == "IL").First();
rft = new RiskFactorType() { StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IL Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-150), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Volatility").Where(x => x.RiskFactorTypeGroupParent.Name == "IL").First();
rft = new RiskFactorType() { StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IR Volatility", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-150), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Volatility").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rft = new RiskFactorType() { StartTime = now.AddDays(-80), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = true };
context.RiskFactorTypes.Add(rft);
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread (v1)", StartTime = now.AddDays(-100), EndTime = now.AddDays(-50), CreatedAt = now.AddDays(-200), CreatedBy = "A", ApprovedAt = now.AddDays(-100), ApprovedBy = "B", Latest = false };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread (v2)", StartTime = now.AddDays(-50), EndTime = now.AddDays(-10), CreatedAt = now.AddDays(-90), CreatedBy = "A", ApprovedAt = now.AddDays(-50), ApprovedBy = "B", Latest = false };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread (v3)", StartTime = now.AddDays(-10), EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-40), CreatedBy = "A", ApprovedAt = now.AddDays(-10), ApprovedBy = "B", Latest = false };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Rate").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
rftd = new RiskFactorTypeDetail() { Name = "IR LIBOR Spread", StartTime = DateTime.MinValue, EndTime = DateTime.MaxValue, CreatedAt = now.AddDays(-30), CreatedBy = "A", Latest = true };
rft.RiskFactorTypeDetails.Add(rftd);
rftd.RiskFactorTypeGroup = context.RiskFactorTypeGroups.Where(x => x.Name == "Spread").Where(x => x.RiskFactorTypeGroupParent.Name == "IR").First();
context.SaveChanges();
}
