src/Bundles/Instruments/Base/Entity/Forward.php line 16

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  1. <?php
  3. namespace Bundles\Instruments\Base\Entity;
  5. use App\Entity\CurrencyPair;
  6. use App\Entity\Counterparty;
  7. use Doctrine\Common\Collections\ArrayCollection;
  8. use Doctrine\Common\Collections\Collection;
  9. use Bundles\Portfolios\Entity\Portfolio as Portfolio;
  10. use Bundles\Instruments\Base\Repository\ForwardRepository;
  11. use Bundles\Instruments\Base\Entity\CashFlows;
  12. use Doctrine\ORM\Mapping as ORM;
  13. /**
  14. * @ORM\Entity(repositoryClass=ForwardRepository::class)
  15. */
  16. class Forward {
  17. /**
  18. * @ORM\Id
  19. * @ORM\GeneratedValue
  20. * @ORM\Column(type="integer")
  21. */
  22. private $id;
  24. /**
  25. * @ORM\ManyToOne(targetEntity=Portfolio::class)
  26. * @ORM\JoinColumn(nullable=false)
  27. */
  28. private $Portfolio;
  30. /**
  31. * @ORM\ManyToOne(targetEntity=CurrencyPair::class)
  32. * @ORM\JoinColumn(nullable=false)
  33. */
  34. private $CurrencyPair;
  36. /**
  37. * @ORM\ManyToMany(targetEntity=CashFlows::class)
  38. * @ORM\JoinTable(name="forward_cash_flows")
  39. */
  40. private $committedCashflows;
  42. /**
  43. * @ORM\Column(type="string", length=10)
  44. */
  45. private $exposureDirection;
  47. /**
  48. * @ORM\Column(type="decimal", precision=20, scale=5)
  49. */
  50. private $amount;
  52. /**
  53. * @ORM\Column(type="decimal", precision=20, scale=5)
  54. */
  55. private $amountMinor;
  57. /**
  58. * @ORM\Column(type="decimal", precision=10, scale=4)
  59. */
  60. private $strike;
  62. /**
  63. * execution rate. Reikalingas counterparty limitui apskaiciuoti
  64. * @ORM\Column(type="decimal", precision=10, scale=4, nullable=true)
  65. */
  66. private $rate;
  68. /**
  69. * @ORM\Column(type="string", length=20)
  70. */
  71. private $dateExpire; //Execution date
  73. /**
  74. * @ORM\Column(type="string", length=20)
  75. */
  76. private $dateDelivery;
  78. /**
  79. * @ORM\Column(type="string", length=20, nullable=true)
  80. */
  81. private $dateOpen; //trade galima drawdown, kai trade $dateOpen <= now
  83. /**
  84. * trado kurimo metu, uzsisaugojam, koks tuo metu buvo hedging policy taikytas
  85. * pagal spot ir dienu kiekis nuo execution date iki sukurimo dienos
  86. * pagal si parametra summary isvedamas koks siulomas Hedging policy
  87. * @ORM\Column(type="decimal", precision=5, scale=2, nullable=true)
  88. */
  89. private $policyRatio;
  92. /**
  93. * @ORM\Column(type="boolean", nullable=true)
  94. */
  95. private $status;
  97. /**
  98. * @ORM\ManyToOne(targetEntity=Counterparty::class, inversedBy="trades")
  99. */
  100. private $Counterparty;
  102. /**
  103. * @ORM\Column(type="boolean", nullable=true)
  104. */
  105. private $usedRemoteSystem = false;
  107. /**
  108. * @ORM\Column(type="text", nullable=true)
  109. */
  110. private $comment;
  113. /**
  114. * trade gali buti siu tipu: forward(default), spot, option
  115. * @ORM\Column(type="text", nullable=true)
  116. */
  117. private $type = 'forward';
  120. /**
  121. * @ORM\Column(type="text", nullable=true)
  122. */
  123. private $tradeNumber;
  125. /**
  126. * @ORM\Column(type="text", nullable=true)
  127. */
  128. private $brokerTradeData;
  131. /**
  132. * @ORM\OneToMany(targetEntity=ForwardOperations::class, mappedBy="Trade", orphanRemoval=true)
  133. */
  134. private $ForwardOperations;
  136. /**
  137. * @ORM\Column(type="integer", nullable=true)
  138. */
  139. private $parentId;
  141. private $lastAction;
  143. private $actionAmount;
  144. private $opositeAmount;
  145. private $opositeCurrency;
  147. /**
  148. * @ORM\Column(type="integer", nullable=true)
  149. */
  150. private $valuation;
  152. /**
  153. * @ORM\Column(type="integer", nullable=true)
  154. */
  155. private $optionId;
  157. /**
  158. * @ORM\Column(type="json", nullable=true)
  159. */
  160. private $optionParams;
  162. private $valuationByBudgetRate;
  165. public function __construct() {
  166. $this->ForwardOperations = new ArrayCollection();
  167. $this->committedCashflows = new ArrayCollection();
  168. }
  170. public function getId(): ?int {
  171. return $this->id;
  172. }
  174. public function setId(?int $id): self {
  175. $this->id = $id;
  177. return $this;
  178. }
  180. public function getPortfolio(): ?Portfolio {
  181. return $this->Portfolio;
  182. }
  184. public function setPortfolio(?Portfolio $Portfolio): self {
  185. $this->Portfolio = $Portfolio;
  187. return $this;
  188. }
  190. public function getCurrencyPair(): ?CurrencyPair {
  191. return $this->CurrencyPair;
  192. }
  194. public function setCurrencyPair(?CurrencyPair $CurrencyPair): self {
  195. $this->CurrencyPair = $CurrencyPair;
  197. return $this;
  198. }
  200. public function getExposureDirection(): ?string {
  201. return $this->exposureDirection;
  202. }
  204. public function setExposureDirection(string $exposureDirection): self {
  205. $this->exposureDirection = $exposureDirection;
  207. return $this;
  208. }
  210. public function getAmount(): ?string {
  211. return round($this->amount, 2);
  212. }
  214. public function setAmount($amount): self {
  215. $this->amount = $amount;
  217. return $this;
  218. }
  220. /**
  221. * @return mixed
  222. */
  223. public function getAmountMinor() {
  224. if (!empty($this->amountMinor)) {
  225. return $this->amountMinor;
  226. }
  227. return $this->amount * $this->strike;
  228. }
  230. /**
  231. * @param mixed $amountMinor
  232. */
  233. public function setAmountMinor($amountMinor): void {
  234. $this->amountMinor = $amountMinor;
  235. }
  237. public function getStrike(): ?string {
  238. return round($this->strike, 5);
  239. }
  241. public function setStrike($strike): self {
  242. $this->strike = $strike;
  244. return $this;
  245. }
  247. public function getDateExpire(): ?string {
  248. return $this->dateExpire;
  249. }
  251. public function setDateExpire($dateExpire): self {
  252. $this->dateExpire = $dateExpire;
  254. return $this;
  255. }
  257. public function getDateDelivery(): ?string {
  258. return $this->dateDelivery;
  259. }
  261. public function setDateDelivery($dateDelivery): self {
  262. $this->dateDelivery = $dateDelivery;
  264. return $this;
  265. }
  267. public function getStatus(): ?bool {
  268. return $this->status;
  269. }
  271. public function setStatus(?bool $status): self {
  272. $this->status = $status;
  274. return $this;
  275. }
  277. public function getCounterparty(): ?Counterparty {
  278. return $this->Counterparty;
  279. }
  281. public function setCounterparty(?Counterparty $Counterparty): self {
  282. $this->Counterparty = $Counterparty;
  284. return $this;
  285. }
  287. public function getComment(): ?string {
  288. return $this->comment;
  289. }
  291. public function setComment(?string $comment): self {
  292. $this->comment = $comment;
  294. return $this;
  295. }
  297. public function __toString() {
  298. return ''.$this->getId();
  299. }
  301. /**
  302. * @return mixed
  303. */
  304. public function getTradeNumber() {
  305. return $this->tradeNumber;
  306. }
  308. /**
  309. * @param mixed $tradeNumber
  310. */
  311. public function setTradeNumber($tradeNumber): void {
  312. $this->tradeNumber = $tradeNumber;
  313. }
  315. /**
  316. * @return Collection<int, ForwardOperations>
  317. */
  318. public function getForwardOperations(): Collection {
  319. return $this->ForwardOperations;
  320. }
  322. public function addTradeOperation(ForwardOperations $analyticsTradesOperation): self {
  323. if (!$this->ForwardOperations->contains($analyticsTradesOperation)) {
  324. $this->ForwardOperations[] = $analyticsTradesOperation;
  325. $analyticsTradesOperation->setTrade($this);
  326. }
  328. return $this;
  329. }
  331. public function removeAnalyticsTradesOperation(ForwardOperations $forwardOperation): self {
  332. if ($this->ForwardOperations->removeElement($forwardOperation)) {
  333. // set the owning side to null (unless already changed)
  334. if ($forwardOperation->getTrade() === $this) {
  335. $forwardOperation->setTrade(null);
  336. }
  337. }
  339. return $this;
  340. }
  342. /**
  343. * @return mixed
  344. */
  345. public function getLastAction() {
  346. return $this->lastAction;
  347. }
  349. /**
  350. * @param mixed $lastAction
  351. */
  352. public function setLastAction($lastAction): void {
  353. $this->lastAction = $lastAction;
  354. }
  356. /**
  357. * @return mixed
  358. */
  359. public function getParentId() {
  360. return $this->parentId;
  361. }
  363. /**
  364. * @param mixed $parentId
  365. */
  366. public function setParentId($parentId): void {
  367. $this->parentId = $parentId;
  368. }
  370. /**
  371. * @return Collection<int, CashFlows>
  372. */
  373. public function getCommittedCashflows(): Collection {
  374. return $this->committedCashflows;
  375. }
  377. public function addCommittedCashflows(CashFlows $committedCashflow): self {
  378. if (!$this->committedCashflows->contains($committedCashflow)) {
  379. $this->committedCashflows[] = $committedCashflow;
  380. }
  382. return $this;
  383. }
  385. public function removeCommittedCashflows(CashFlows $committedCashflow): self {
  386. $this->committedCashflows->removeElement($committedCashflow);
  388. return $this;
  389. }
  391. /**
  392. * @return Collection<int, CashFlows>
  393. */
  394. public function resetCommittedCashflows() {
  395. $this->committedCashflows = new ArrayCollection();
  396. }
  398. /**
  399. * @return mixed
  400. */
  401. public function getRate() {
  402. return $this->rate;
  403. }
  405. /**
  406. * @param mixed $rate
  407. */
  408. public function setRate($rate): void {
  409. $this->rate = $rate;
  410. }
  412. public function getCurrency() {
  413. if ($this->getExposureDirection() == 'receive') {
  414. $this->opositeCurrency = $this->getCurrencyPair()->getCurrencyNameByNumber(1);
  415. return $this->getCurrencyPair()->getCurrencyNameByNumber(2);
  416. }
  417. $this->opositeCurrency = $this->getCurrencyPair()->getCurrencyNameByNumber(2);
  418. return $this->getCurrencyPair()->getCurrencyNameByNumber(1);
  419. }
  421. public function getActionAmount() {
  422. $this->actionAmount = $this->getAmount();
  423. if ($this->getExposureDirection() == 'receive') {
  424. $this->actionAmount = $this->getAmountMinor();
  425. }
  426. return $this->actionAmount;
  427. }
  429. public function getOpositeAmount() {
  430. $this->opositeAmount = $this->getAmountMinor();
  431. if ($this->getExposureDirection() == 'receive') {
  432. $this->opositeAmount = $this->getAmount();
  433. }
  434. return $this->opositeAmount;
  435. }
  437. public function getOpositeCurrency() {
  438. if (empty($this->opositeCurrency)) {
  439. $this->opositeCurrency = $this->getCurrencyPair()->getCurrencyNameByNumber(1);
  440. if ($this->getExposureDirection() == 'receive') {
  441. $this->opositeCurrency = $this->getCurrencyPair()->getCurrencyNameByNumber(2);
  442. }
  443. }
  444. return $this->opositeCurrency;
  445. }
  447. public function setValuation($valuation) {
  448. $this->valuation = $valuation;
  449. }
  451. public function getValuation() {
  452. return $this->valuation;
  453. }
  455. /**
  456. * @return mixed
  457. */
  458. public function getOptionId() {
  459. return $this->optionId;
  460. }
  462. /**
  463. * @param mixed $optionId
  464. */
  465. public function setOptionId($optionId): void {
  466. $this->optionId = $optionId;
  467. }
  469. /**
  470. * @return mixed
  471. */
  472. public function getOptionParams() {
  473. return $this->optionParams;
  474. }
  476. /**
  477. * @param mixed $optionParams
  478. */
  479. public function setOptionParams($optionParams): void {
  480. $this->optionParams = $optionParams;
  481. }
  483. /**
  484. * @return mixed
  485. */
  486. public function getPolicyRatio() {
  487. return $this->policyRatio;
  488. }
  490. /**
  491. * @param mixed $policyRatio
  492. */
  493. public function setPolicyRatio($policyRatio): void {
  494. $this->policyRatio = $policyRatio;
  495. }
  497. /**
  498. * @return mixed
  499. */
  500. public function getType() {
  501. return $this->type;
  502. }
  504. /**
  505. * @param mixed $type
  506. */
  507. public function setType($type): void {
  508. $this->type = $type;
  509. }
  511. /**
  512. * @return mixed
  513. */
  514. public function getValuationByBudgetRate() {
  515. return $this->valuationByBudgetRate;
  516. }
  518. public function setValuationByBudgetRate($valuation) {
  519. $this->valuationByBudgetRate = $valuation;
  520. }
  522. public function isUsedRemoteSystem(): ?bool {
  523. return $this->usedRemoteSystem;
  524. }
  526. public function setUsedRemoteSystem(?bool $usedRemoteSystem): void {
  527. $this->usedRemoteSystem = $usedRemoteSystem;
  528. }
  529. public function getBrokerTradeData() {
  530. if (empty($this->brokerTradeData)) {
  531. return null;
  532. }
  533. return json_decode($this->brokerTradeData, true);
  534. }
  535. public function setBrokerTradeData($brokerTradeData): void {
  536. $this->brokerTradeData = $brokerTradeData;
  537. }
  538. public function getDateOpen() {
  539. return $this->dateOpen;
  540. }
  541. public function setDateOpen($dateOpen) {
  542. $this->dateOpen = $dateOpen;
  543. }
  544. }