public void AutocallableCallDatesRipperWorks() { foreach (var testPair in _testFilePathAndExpectedCallDates) { string testFilePath = testPair.Key; string textToParse = GeneralUtils.GetStringFromTextFile(testFilePath); _autocallableRipper = DealRipperFactory.GetAutocallableRipper(textToParse); DateTime [] expectedCallObservationDates = testPair.Value; DateTime [] rippedCallObservationDates = _autocallableRipper.GetCallObservationDates(); int expectedDateCount = expectedCallObservationDates.Length; int rippedDateCount = rippedCallObservationDates.Length; string msgOnFailure = string.Format("The expected number of call observations ({0}) " + "doesn't match the ripped number of call " + "observations ({1}) in following file path: " + "{2}.", expectedDateCount, rippedDateCount, testFilePath); Assert.AreEqual(expectedDateCount, rippedDateCount, msgOnFailure); for (int i = 0; i < expectedCallObservationDates.Length; i++) { DateTime expectedDate = expectedCallObservationDates [i]; DateTime rippedDate = rippedCallObservationDates [i]; msgOnFailure = string.Format("The call observation date we expected ({0}) " + "is different than the call observation date we " + "ripped ({1}) in the following file path: {2}.", expectedDate, rippedDate, testFilePath); Assert.AreEqual(expectedDate, rippedDate, msgOnFailure); } } }
public void AutocallableKnockInBarrierRipperWorks() { foreach (var testPair in _testFilePathAndKnockInBarrierDictionary) { string testFilePath = testPair.Key; string textToParse = GeneralUtils.GetStringFromTextFile(testFilePath); AutocallableRipper ripper = DealRipperFactory.GetAutocallableRipper(textToParse); double expectedKnockInBarrier = testPair.Value; double rippedKnockInBarrier = ripper.GetKnockInBarrier(); Assert.AreEqual(expectedKnockInBarrier, rippedKnockInBarrier); } }
public void PLUSMaxReturnRipperWorks() { foreach (var testPair in _expectedUpsideLeverageData) { string testFilePath = testPair.Key; Debug.WriteLine("TestPLUSUpsideLeverageRipper testing file: " + testFilePath); string textToParse = GeneralUtils.GetStringFromTextFile(testFilePath); PLUSRipper ripper = DealRipperFactory.GetPLUSRipper(textToParse); decimal trueMaxReturn = (decimal)testPair.Value; decimal rippedMaxReturn = ripper.GetMaxReturn(); Assert.AreEqual(trueMaxReturn, rippedMaxReturn); } }
public void PLUSUpsideLeverageRipperWorks() { foreach (var fileNumberPair in _testFilePathAndUpsideLeverageDictionary) { string testFilePath = fileNumberPair.Key; Debug.WriteLine("TestPLUSUpsideLeverageRipper testing file: " + testFilePath); string textToParse = GeneralUtils.GetStringFromTextFile(testFilePath); _plusRipper = DealRipperFactory.GetPLUSRipper(textToParse); double trueUpsideLeverage = fileNumberPair.Value; double rippedUpsideLeverage = _plusRipper.GetUpsideLeverage(); Assert.AreEqual(trueUpsideLeverage, rippedUpsideLeverage); } }
public void AutocallableCouponPerPeriodRipperWorks() { foreach (var testPair in _testFilePathAndExpectedCouponPerPeriod) { string testFilePath = testPair.Key; string textToParse = GeneralUtils.GetStringFromTextFile(testFilePath); AutocallableRipper ripper = DealRipperFactory.GetAutocallableRipper(textToParse); double expectedCoupon = testPair.Value; double rippedCoupon = (double)ripper.GetCouponPerPeriod(); string msgOnFailure = string.Format("The coupon per period we expected ({0} doesn't " + "match the ripped coupon per period ({1}) for " + "the following file path: {2}.", expectedCoupon, rippedCoupon, testFilePath); Assert.AreEqual(expectedCoupon, rippedCoupon, msgOnFailure); } }
/// <summary> /// Define the sql queries that will update our database for a given structure by /// (1) Instantiating both the appropriate Factory and DealRipper that can be used to fill a container /// that will be passed to the SqlQueryFactory class. /// (2) Calling the GetSqlQueriesForAddingDealToDatabase() method of SqlQueryFactory in order to get the sql /// queries. /// </summary> private string [] getSqlQueriesToAddDealToDatabase(EStructure structureType) { ISqlQueryGenerator sqlQueryGenerator; switch (structureType) { case EStructure.PrincipalProtectedNote: PrincipalProtectedNoteRipper ppnRipper = DealRipperFactory.GetPrincipalProtectedNoteRipper(_termSheetText); PrincipalProtectedNoteFactory ppnFactory = new PrincipalProtectedNoteFactory(); PrincipalProtectedNoteContainer ppnContainer = ppnFactory.GetDealContainer(ppnRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(ppnContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.StandardPLUS: PLUSRipper plusRipper = DealRipperFactory.GetPLUSRipper(_termSheetText); PLUSFactory plusFactory = new PLUSFactory(); PLUSContainer plusContainer = plusFactory.GetDealContainer(plusRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(plusContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.BufferedPLUS: BufferedPLUSRipper bufferedPLUSRipper = DealRipperFactory.GetBufferedPLUSRipper(_termSheetText); BufferedPLUSFactory bufferedPLUSFactory = new BufferedPLUSFactory(); BufferedPLUSContainer bufferedPLUSContainer = bufferedPLUSFactory.GetDealContainer(bufferedPLUSRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(bufferedPLUSContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.TriggerPLUS: TriggerPLUSRipper triggerPLUSRipper = DealRipperFactory.GetTriggerPLUSRipper(_termSheetText); TriggerPLUSFactory triggerPLUSFactory = new TriggerPLUSFactory(); TriggerPLUSContainer triggerPLUSContainer = triggerPLUSFactory.GetDealContainer(triggerPLUSRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(triggerPLUSContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.DualDirectionalTriggerPLUS: TriggerPLUSRipper dualDirectionalTriggerPLUSRipper = DealRipperFactory.GetTriggerPLUSRipper(_termSheetText); DualDirectionalTriggerPLUSFactory dualDirectionalTriggerPLUSFactory = new DualDirectionalTriggerPLUSFactory(); TriggerPLUSContainer dualDirectionalTriggerPLUSContainer = dualDirectionalTriggerPLUSFactory.GetDealContainer(dualDirectionalTriggerPLUSRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(dualDirectionalTriggerPLUSContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.StandardJump: JumpRipper jumpRipper = DealRipperFactory.GetStandardJumpRipper(_termSheetText); JumpFactory jumpFactory = new JumpFactory(); JumpContainer jumpContainer = jumpFactory.GetDealContainer(jumpRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(jumpContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.BufferedJump: BufferedJumpRipper bufferedJumpRipper = DealRipperFactory.GetBufferedJumpRipper(_termSheetText); BufferedJumpFactory bufferedJumpFactory = new BufferedJumpFactory(); BufferedJumpContainer bufferedJumpContainer = bufferedJumpFactory.GetDealContainer(bufferedJumpRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(bufferedJumpContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.TriggerJump: TriggerJumpRipper triggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText); TriggerJumpFactory triggerJumpFactory = new TriggerJumpFactory(); TriggerJumpContainer triggerJumpContainer = triggerJumpFactory.GetDealContainer(triggerJumpRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(triggerJumpContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.EnhancedTriggerJump: TriggerJumpRipper enhancedTriggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText); EnhancedTriggerJumpFactory enhancedTriggerJumpFactory = new EnhancedTriggerJumpFactory(); EnhancedTriggerJumpContainer enhancedTriggerJumpContainer = enhancedTriggerJumpFactory.GetDealContainer(enhancedTriggerJumpRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(enhancedTriggerJumpContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.DualDirectionalTriggerJump: TriggerJumpRipper dualDirectionalTriggerJumpRipper = DealRipperFactory.GetTriggerJumpRipper(_termSheetText); DualDirectionalTriggerJumpFactory dualDirectionalTriggerJumpFactory = new DualDirectionalTriggerJumpFactory(); TriggerJumpContainer dualDirectionalTriggerJumpContainer = dualDirectionalTriggerJumpFactory.GetDealContainer(dualDirectionalTriggerJumpRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(dualDirectionalTriggerJumpContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.AutocallableStandard: AutocallableRipper autocallableRipper = DealRipperFactory.GetAutocallableRipper(_termSheetText); AutocallableFactory autocallableFactory = new AutocallableFactory(); AutocallableContainer autocallableContainer = autocallableFactory.GetDealContainer(autocallableRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(autocallableContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.AutocallableFixedCoupon: FixedCouponAutocallableRipper fixedCouponAutocallableRipper = DealRipperFactory.GetFixedCouponAutocallableRipper(_termSheetText); AutocallableFactory fixedCouponAutocallableFactory = new AutocallableFactory(); AutocallableContainer fixedCouponAutocallableContainer = fixedCouponAutocallableFactory.GetDealContainer(fixedCouponAutocallableRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(fixedCouponAutocallableContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.AutocallableStepUp: AutocallableRipper stepUpAutocallableRipper = DealRipperFactory.GetAutocallableRipper(_termSheetText); StepUpAutocallableFactory stepUpAutocallableFactory = new StepUpAutocallableFactory(); StepUpAutocallableContainer stepUpAutocallableContainer = stepUpAutocallableFactory.GetDealContainer(stepUpAutocallableRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(stepUpAutocallableContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.AutocallableStepDown: AutocallableRipper stepDownAutocallableRipper = DealRipperFactory.GetAutocallableRipper(_termSheetText); StepDownAutocallableFactory stepDownAutocallableFactory = new StepDownAutocallableFactory(); StepDownAutocallableContainer stepDownAutocallableContainer = stepDownAutocallableFactory.GetDealContainer(stepDownAutocallableRipper); sqlQueryGenerator = SqlQueryGeneratorFactory.GetSqlQueryGenerator(stepDownAutocallableContainer); return(sqlQueryGenerator.GetSqlQueriesForAddingDealToDatabase()); case EStructure.AutocallableWorstOf: string wOfErrorMsg = "defineSqlQueriesToAddDealToDatabase() method of CentralCommand unable to handle Worst-of Autocallables."; Debug.WriteLine(wOfErrorMsg); throw new ArgumentOutOfRangeException(wOfErrorMsg); default: throw new ArgumentOutOfRangeException("Unhandled structure type passed to defineSqlQueriesToAddDealToDatabase() method of CentralCommand."); } }