public override void loadLegInfo(string inst_id)
{
// leg info
this.LegDAO_.INSTRUMENT_ID = inst_id;
if (this.LegDAO_.SelectOwn() == 0) { throw new Exception("data not exist"); }
// cash flow
this.FP_CashFlowList_.Clear();
clsMAST_CF_VANILLA_FLOATING_TB clstb_vanilla_cf = new clsMAST_CF_VANILLA_FLOATING_TB();
clstb_vanilla_cf.LEG_ID = inst_id;
DataTable resultTb = clstb_vanilla_cf.Select();
foreach (DataRow dr in resultTb.Select())
{
FP_FloatingRateCoupon fp_floating = new FP_FloatingRateCoupon();
fp_floating.DAO_ = clsMAST_CF_VANILLA_FLOATING_TB.Create(dr);
fp_floating.Notional_ = fp_floating.DAO_.NOTIONAL;
fp_floating.CalculationStartDate_ = ConvertingTool.ToDateTime(fp_floating.DAO_.CALC_START_DT);
fp_floating.CalculationEndDate_ = ConvertingTool.ToDateTime(fp_floating.DAO_.CALC_END_DT);
fp_floating.PaymentDate_ = ConvertingTool.ToDateTime(fp_floating.DAO_.PAYMENT_DT);
this.FP_CashFlowList_.Add(fp_floating);
}
}
private void load_fp_vanillaFloating()
{
clsMAST_CF_VANILLA_FLOATING_TB clstb = new clsMAST_CF_VANILLA_FLOATING_TB();
DataTable dt = clstb.Select();
foreach (DataRow dr in dt.Select())
{
FP_FloatingRateCoupon fp_fixed = new FP_FloatingRateCoupon() { DAO_ = clsMAST_CF_VANILLA_FLOATING_TB.Create(dr) };
this.FP_CashFlowList_.Add(fp_fixed);
}
}
public clsMAST_CF_VANILLA_FLOATING_TB Clone()
{
try
{
clsMAST_CF_VANILLA_FLOATING_TB cloneTB = new clsMAST_CF_VANILLA_FLOATING_TB();
cloneTB._CASHFLOW_DT = this._CASHFLOW_DT;
cloneTB._LEG_ID = this._LEG_ID;
cloneTB._LEG_TYP = this._LEG_TYP;
cloneTB._NOTIONAL = this._NOTIONAL;
cloneTB._PAY_RECEIVE = this._PAY_RECEIVE;
cloneTB._CALC_START_DT = this._CALC_START_DT;
cloneTB._CALC_END_DT = this._CALC_END_DT;
cloneTB._PAYMENT_DT = this._PAYMENT_DT;
cloneTB._FIXING_DT = this._FIXING_DT;
cloneTB._FIXING_INDEX_CD = this._FIXING_INDEX_CD;
cloneTB._GREARING = this._GREARING;
cloneTB._SPREAD = this._SPREAD;
cloneTB._FIXED_FIXING = this._FIXED_FIXING;
cloneTB._FIXING_CALCLATION_TYP = this._FIXING_CALCLATION_TYP;
cloneTB._FIXED_FIXING_CALCLATED = this._FIXED_FIXING_CALCLATED;
return cloneTB;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
public static clsMAST_CF_VANILLA_FLOATING_TB Create(DataRow dr)
{
try
{
clsMAST_CF_VANILLA_FLOATING_TB tb = new clsMAST_CF_VANILLA_FLOATING_TB();
tb._CASHFLOW_DT = Convert.ToString(dr[0]);
tb._LEG_ID = Convert.ToString(dr[1]);
tb._LEG_TYP = Convert.ToInt32(dr[2]);
tb._NOTIONAL = Convert.ToDouble(dr[3]);
tb._PAY_RECEIVE = Convert.ToInt32(dr[4]);
tb._CALC_START_DT = Convert.ToString(dr[5]);
tb._CALC_END_DT = Convert.ToString(dr[6]);
tb._PAYMENT_DT = Convert.ToString(dr[7]);
tb._FIXING_DT = Convert.ToString(dr[8]);
tb._FIXING_INDEX_CD = Convert.ToString(dr[9]);
tb._GREARING = Convert.ToDouble(dr[10]);
tb._SPREAD = Convert.ToDouble(dr[11]);
tb._FIXED_FIXING = Convert.ToDouble(dr[12]);
tb._FIXING_CALCLATION_TYP = Convert.ToInt32(dr[13]);
tb._FIXED_FIXING_CALCLATED = Convert.ToInt32(dr[14]);
return tb;
}
catch(Exception ex)
{
throw new Exception(ex.Message);
}
}
private void cashflow(string legID,int type,List<FP_CashFlow> fp_cfList)
{
CultureInfo us = new CultureInfo("en-US");
if (type == 0)
{
clsMAST_CF_FIXED_TB tb = new clsMAST_CF_FIXED_TB();
tb.LEG_ID = legID;
DataTable resultTb = tb.Select();
foreach ( DataRow dr in resultTb.Select() )
{
FP_FixedRateCoupon fp_fixed = new FP_FixedRateCoupon();
fp_fixed.DAO_ = clsMAST_CF_FIXED_TB.Create(dr);
fp_fixed.Notional_ = fp_fixed.DAO_.NOTIONAL;
fp_fixed.CalculationStartDate_ = DateTime.ParseExact(fp_fixed.DAO_.CALC_START_DT,"yyyyMMdd",us);
fp_fixed.CalculationEndDate_ = DateTime.ParseExact(fp_fixed.DAO_.CALC_END_DT, "yyyyMMdd", us);
fp_fixed.PaymentDate_ = DateTime.ParseExact(fp_fixed.DAO_.PAYMENT_DT, "yyyyMMdd", us);
fp_cfList.Add(fp_fixed);
}
}
else if (type == 1)
{
clsMAST_CF_VANILLA_FLOATING_TB tb = new clsMAST_CF_VANILLA_FLOATING_TB();
tb.LEG_ID = legID;
DataTable resultTb = tb.Select();
foreach (DataRow dr in resultTb.Select())
{
FP_FloatingRateCoupon fp_floating = new FP_FloatingRateCoupon();
fp_floating.DAO_ = clsMAST_CF_VANILLA_FLOATING_TB.Create(dr);
fp_floating.Notional_ = fp_floating.DAO_.NOTIONAL;
fp_floating.CalculationStartDate_ = DateTime.ParseExact(fp_floating.DAO_.CALC_START_DT, "yyyyMMdd", us);
fp_floating.CalculationEndDate_ = DateTime.ParseExact(fp_floating.DAO_.CALC_END_DT, "yyyyMMdd", us);
fp_floating.PaymentDate_ = DateTime.ParseExact(fp_floating.DAO_.PAYMENT_DT, "yyyyMMdd", us);
fp_cfList.Add(fp_floating);
}
this.FixingIndexCD_ = ((FP_FloatingRateCoupon)fp_cfList[0]).DAO_.FIXING_INDEX_CD;
}
else
{
}
}