public static TradeInfo FtpDepositLoanTrade(DateTime tradeDate, string currency, long notional, bool depositLoanFlag, double rate) { Ftp_DepositLoanTradeInfo ti = new Ftp_DepositLoanTradeInfo(); ti = Ftp_DepositLoanTradeInfo.makeFtp_DepositLoan_tradeInfo(tradeDate,currency,notional,depositLoanFlag,rate); return ti; }
public static Ftp_DepositLoanTradeInfo makeFtp_DepositLoan_tradeInfo(DateTime tradeDate, string currency, long notional, bool depositLoanFlag, double rate) { Ftp_DepositLoanTradeInfo ftp_tradeInfo = new Ftp_DepositLoanTradeInfo(); Ftp_DepositLoan ftp_DepositLoan = Ftp_DepositLoan.CreateFixedDepositLoan(notional, tradeDate, currency, depositLoanFlag, rate); ftp_tradeInfo.Financial_instrument_ = ftp_DepositLoan; ftp_tradeInfo.DAO_ = new clsHITM_TRADEINFO_TB(); ftp_tradeInfo.DAO_.TRADE_ID = IDGenerator.getNewTradeID(TradeInfo.TradeType.OTC, ftp_DepositLoan.InstrumentType_, tradeDate); ; ftp_tradeInfo.DAO_.INSTRUMENT_ID = ftp_DepositLoan.DAO_.INSTRUMENT_ID; ftp_tradeInfo.DAO_.TRADE_DT = tradeDate.ToString("yyyyMMdd"); ftp_tradeInfo.DAO_.TRADE_TM = DateTime.Now.ToString("HHmmss"); ftp_tradeInfo.DAO_.TRADE_SEQ = IDGenerator.getTradeSeq(tradeDate); ftp_tradeInfo.DAO_.TRADE_TYP = Convert.ToInt32(TradeInfo.TradeType.OTC); ftp_tradeInfo.DAO_.FP_MASTER_TYP = ftp_DepositLoan.baseDAO_.FP_MASTER_TYP; ftp_tradeInfo.DAO_.TRADE_UNIT = 1; ftp_tradeInfo.DAO_.TRADE_MULTIPLIER = 1.0; ftp_tradeInfo.DAO_.TRADE_CURR = currency; ftp_tradeInfo.DAO_.CURR_RATE = 1.0; ftp_tradeInfo.DAO_.TRADE_INDEX = rate; ftp_tradeInfo.DAO_.TRADE_INDEXUNIT = 1.0; ftp_tradeInfo.DAO_.BUY_SELL = 1; ftp_tradeInfo.DAO_.TRADE_QNT = notional; ftp_tradeInfo.DAO_.TRADE_NOTIONAL_AMT = notional; ftp_tradeInfo.DAO_.ACCOUNT_AMT = notional; ftp_tradeInfo.DAO_.TRADE_FEE = 0.0; ftp_tradeInfo.DAO_.TRADE_PL = 0.0; ftp_tradeInfo.DAO_.TRADE_FEE_PAYMENT_DT = tradeDate.ToString("yyyyMMdd"); ftp_tradeInfo.DAO_.COUNTER_ID = "INTERNAL_FTP"; //ftp_tradeInfo.DAO_.BOOK_CD = ""; ftp_tradeInfo.DAO_.BOOKED_FLAG = 0; return ftp_tradeInfo; }
// #CREATETRADEINFO_ITEMADD public static TradeInfo CreateTradeInfo(clsHITM_TRADEINFO_TB tb) { int type = tb.FP_MASTER_TYP; TradeInfo ti = new UnknownType_TradeInfo(); if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexFutures) { ti = new Kospi200FuturesTradeInfo(); } else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Call || type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Kospi200_IndexOption_Put) { ti = new Kospi200OptionTradeInfo(); } else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaIRS) { ti = new VanillaIRSTradeInfo(); } else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.VanillaSwap) { ti = new Vanilla_SwapTradeInfo(); } else if (type == (int)clsMAST_FP_INSTRUMENT_TB.FP_MASTER_TYP_Type.Ftp_DepositLoan) { ti = new Ftp_DepositLoanTradeInfo(); } else { //fi = new Unknown_instrument(); } ti.DAO_ = tb; //fi.baseDAO_ = tb; //fi.loadDetail(tb.INSTRUMENT_ID); return ti; }