//-------------------------------------------------------------------------
public override PortfolioItemSummary summarize()
{
// ID x 200
string description = SecurityId.StandardId.Value + " x " + SummarizerUtils.value(Quantity);
return(SummarizerUtils.summary(this, ProductType.BOND_FUTURE_OPTION, description, Currency));
}
//-------------------------------------------------------------------------
public override PortfolioItemSummary summarize()
{
// AAPL x 200
string description = SecurityId.StandardId.Value + " x " + SummarizerUtils.value(Quantity);
return(SummarizerUtils.summary(this, ProductType.SECURITY, description, Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// O-ECAG-OGBS-201706-P1.50 x 200, Jun17 P1.50
string option = security.summaryDescription();
string description = SecurityId.StandardId.Value + " x " + SummarizerUtils.value(Quantity) + ", " + option;
return(SummarizerUtils.summary(this, ProductType.ETD_OPTION, description, Currency));
}
//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// F-ECAG-FGBS-201706 x 200, Jun17
string future = security.summaryDescription();
string description = SecurityId.StandardId.Value + " x " + SummarizerUtils.value(Quantity) + ", " + future;
return(SummarizerUtils.summary(this, ProductType.ETD_FUTURE, description, Currency));
}
// a summary of the leg
private string legSummary(SwapLeg leg)
{
if (leg is RateCalculationSwapLeg)
{
RateCalculationSwapLeg rcLeg = (RateCalculationSwapLeg)leg;
RateCalculation calculation = rcLeg.Calculation;
if (calculation is FixedRateCalculation)
{
FixedRateCalculation calc = (FixedRateCalculation)calculation;
string vary = calc.Rate.Steps.Count > 0 || calc.Rate.StepSequence.Present ? " variable" : "";
return(SummarizerUtils.percent(calc.Rate.InitialValue) + vary);
}
if (calculation is IborRateCalculation)
{
IborRateCalculation calc = (IborRateCalculation)calculation;
string gearing = calc.Gearing.map(g => " * " + SummarizerUtils.value(g.InitialValue)).orElse("");
string spread = calc.Spread.map(s => " + " + SummarizerUtils.percent(s.InitialValue)).orElse("");
return(calc.Index.Name + gearing + spread);
}
if (calculation is OvernightRateCalculation)
{
OvernightRateCalculation calc = (OvernightRateCalculation)calculation;
string avg = calc.AccrualMethod == OvernightAccrualMethod.AVERAGED ? " avg" : "";
string gearing = calc.Gearing.map(g => " * " + SummarizerUtils.value(g.InitialValue)).orElse("");
string spread = calc.Spread.map(s => " + " + SummarizerUtils.percent(s.InitialValue)).orElse("");
return(calc.Index.Name + avg + gearing + spread);
}
if (calculation is InflationRateCalculation)
{
InflationRateCalculation calc = (InflationRateCalculation)calculation;
string gearing = calc.Gearing.map(g => " * " + SummarizerUtils.value(g.InitialValue)).orElse("");
return(calc.Index.Name + gearing);
}
}
if (leg is KnownAmountSwapLeg)
{
KnownAmountSwapLeg kaLeg = (KnownAmountSwapLeg)leg;
string vary = kaLeg.Amount.Steps.Count > 0 || kaLeg.Amount.StepSequence.Present ? " variable" : "";
return(SummarizerUtils.amount(kaLeg.Currency, kaLeg.Amount.InitialValue) + vary);
}
ImmutableSet <Index> allIndices = leg.allIndices();
return(allIndices.Empty ? "Fixed" : allIndices.ToString());
}