List of usage examples for java.math BigDecimal divide
public BigDecimal divide(BigDecimal divisor, MathContext mc)
From source file:org.kuali.coeus.common.budget.impl.personnel.BudgetPersonnelBudgetServiceImpl.java
public List<BudgetPersonSalaryDetails> calculatePersonSalary(Budget budget, int personIndex) { List<BudgetPersonSalaryDetails> budgetPersonSalaryDetails = new ArrayList<BudgetPersonSalaryDetails>(); String rate = getParameterService().getParameterValueAsString(ProposalDevelopmentDocument.class, Constants.DEFAULT_INFLATION_RATE_FOR_SALARY); List<BudgetPeriod> budgetPeriodList = null; BigDecimal actualPersonSalary = ScaleTwoDecimal.ZERO.bigDecimalValue(); BigDecimal personSalary = ScaleTwoDecimal.ZERO.bigDecimalValue(); BigDecimal newRate = new ScaleTwoDecimal(rate).bigDecimalValue(); budgetPeriodList = budget.getBudgetPeriods(); BudgetPerson budgetPerson = budget.getBudgetPerson(personIndex); for (BudgetPeriod budgetPeriodData : budgetPeriodList) { BudgetPersonSalaryDetails personSalaryDetails = new BudgetPersonSalaryDetails(); personSalaryDetails.setBudgetPerson(budgetPerson); personSalaryDetails.setBudgetId(budget.getBudgetId()); personSalaryDetails.setPersonSequenceNumber(budgetPerson.getPersonSequenceNumber()); personSalaryDetails.setBudgetPeriod(budgetPeriodData.getBudgetPeriod()); personSalaryDetails.setPersonId(budgetPerson.getPersonId()); if (budgetPeriodData.getBudgetPeriod() == BUDGET_PERIOD_1) { if (budgetPerson.getEffectiveDate().equals(budgetPerson.getStartDate())) { personSalaryDetails.setBaseSalary(budgetPerson.getCalculationBase()); actualPersonSalary = budgetPerson.getCalculationBase().bigDecimalValue(); } else { actualPersonSalary = budgetPerson .getCalculationBase().add(new ScaleTwoDecimal(budgetPerson.getCalculationBase() .bigDecimalValue().multiply(newRate.divide( new ScaleTwoDecimal(100).bigDecimalValue(), RoundingMode.HALF_UP)))) .bigDecimalValue(); }/*from w ww.j av a2s. c o m*/ } else { personSalary = actualPersonSalary.add(actualPersonSalary.multiply( newRate.divide(new ScaleTwoDecimal(100).bigDecimalValue(), RoundingMode.HALF_UP))); personSalaryDetails.setBaseSalary(new ScaleTwoDecimal(personSalary)); actualPersonSalary = personSalary; } budgetPersonSalaryDetails.add(personSalaryDetails); } return budgetPersonSalaryDetails; }
From source file:nl.strohalm.cyclos.services.transactions.LoanServiceImpl.java
@Override public LoanRepaymentAmountsDTO getLoanPaymentAmount(final LoanPaymentDTO dto) { final LoanRepaymentAmountsDTO ret = new LoanRepaymentAmountsDTO(); Calendar date = dto.getDate(); if (date == null) { date = Calendar.getInstance(); }//www. jav a 2 s .co m final Loan loan = fetchService.fetch(dto.getLoan(), Loan.Relationships.TRANSFER, Loan.Relationships.PAYMENTS); LoanPayment payment = fetchService.fetch(dto.getLoanPayment()); if (payment == null) { payment = loan.getFirstOpenPayment(); } ret.setLoanPayment(payment); // Update the dto with fetched values dto.setLoan(loan); dto.setLoanPayment(payment); if (payment != null) { payment = fetchService.fetch(payment, LoanPayment.Relationships.TRANSFERS); final BigDecimal paymentAmount = payment.getAmount(); BigDecimal remainingAmount = paymentAmount; Calendar expirationDate = payment.getExpirationDate(); Calendar lastPaymentDate = (Calendar) expirationDate.clone(); expirationDate = DateUtils.truncate(expirationDate, Calendar.DATE); final LoanParameters parameters = loan.getParameters(); Collection<Transfer> transfers = payment.getTransfers(); if (transfers == null) { transfers = Collections.emptyList(); } final BigDecimal expirationDailyInterest = CoercionHelper.coerce(BigDecimal.class, parameters.getExpirationDailyInterest()); final LocalSettings localSettings = settingsService.getLocalSettings(); final MathContext mathContext = localSettings.getMathContext(); for (final Transfer transfer : transfers) { Calendar trfDate = transfer.getDate(); trfDate = DateUtils.truncate(trfDate, Calendar.DATE); final BigDecimal trfAmount = transfer.getAmount(); BigDecimal actualAmount = trfAmount; final int diffDays = (int) ((trfDate.getTimeInMillis() - expirationDate.getTimeInMillis()) / DateUtils.MILLIS_PER_DAY); if (diffDays > 0 && expirationDailyInterest != null) { // Apply interest actualAmount = actualAmount.subtract(remainingAmount.multiply(new BigDecimal(diffDays)) .multiply(expirationDailyInterest.divide(new BigDecimal(100), mathContext))); } remainingAmount = remainingAmount.subtract(actualAmount); lastPaymentDate = (Calendar) trfDate.clone(); } date = DateHelper.truncate(date); BigDecimal remainingAmountAtDate = remainingAmount; final int diffDays = (int) ((date.getTimeInMillis() - (expirationDate.before(lastPaymentDate) ? lastPaymentDate.getTimeInMillis() : expirationDate.getTimeInMillis())) / DateUtils.MILLIS_PER_DAY); if (diffDays > 0 && expirationDailyInterest != null) { // Apply interest remainingAmountAtDate = remainingAmountAtDate.add(remainingAmount.multiply(new BigDecimal(diffDays)) .multiply(expirationDailyInterest.divide(new BigDecimal(100), mathContext))); } final Amount expirationFee = parameters.getExpirationFee(); if (expirationFee != null && (remainingAmountAtDate.compareTo(BigDecimal.ZERO) == 1) && expirationDate.before(date) && (expirationFee.getValue().compareTo(BigDecimal.ZERO) == 1)) { // Apply expiration fee remainingAmountAtDate = remainingAmountAtDate.add(expirationFee.apply(remainingAmount)); } // Round the result ret.setRemainingAmountAtExpirationDate(localSettings.round(remainingAmount)); ret.setRemainingAmountAtDate(localSettings.round(remainingAmountAtDate)); } return ret; }
From source file:org.egov.wtms.service.es.WaterChargeCollectionDocService.java
private void prepareCollectionIndexDetails(final WaterChargeDashBoardResponse collectionIndexDetails, final BigDecimal totalDemand, final int noOfMonths) { final BigDecimal proportionalDemand = totalDemand.divide(BigDecimal.valueOf(12), BigDecimal.ROUND_HALF_UP) .multiply(BigDecimal.valueOf(noOfMonths)); if (proportionalDemand.compareTo(BigDecimal.ZERO) > 0) collectionIndexDetails/* w w w .j a v a 2 s . c o m*/ .setCurrentYearTillDateDmd(proportionalDemand.setScale(0, BigDecimal.ROUND_HALF_UP)); // performance = (current year tilldate collection * 100)/(proportional // demand) if (proportionalDemand.compareTo(BigDecimal.ZERO) > 0) collectionIndexDetails.setPerformance( collectionIndexDetails.getCurrentYearTillDateColl().multiply(WaterTaxConstants.BIGDECIMAL_100) .divide(proportionalDemand, 1, BigDecimal.ROUND_HALF_UP)); // variance = ((currentYearCollection - // lastYearCollection)*100)/lastYearCollection BigDecimal variation; if (collectionIndexDetails.getLastYearTillDateColl().compareTo(BigDecimal.ZERO) == 0) variation = WaterTaxConstants.BIGDECIMAL_100; else variation = collectionIndexDetails.getCurrentYearTillDateColl() .subtract(collectionIndexDetails.getLastYearTillDateColl()) .multiply(WaterTaxConstants.BIGDECIMAL_100) .divide(collectionIndexDetails.getLastYearTillDateColl(), 1, BigDecimal.ROUND_HALF_UP); collectionIndexDetails.setLastYearVar(variation); }
From source file:org.efaps.esjp.accounting.transaction.Recalculate_Base.java
/** * Method for recalculate and return string. * * @param _parameter Parameter as passed from the eFaps API. * @param _docInst Instance of the document selected. * @return String./*from w w w . jav a 2s. com*/ * @throws EFapsException on error. */ protected String getRecalculateInfo(final Parameter _parameter, final Instance _docInst) throws EFapsException { final StringBuilder html = new StringBuilder(); final PrintQuery print = new PrintQuery(_docInst); print.addAttribute(CISales.DocumentSumAbstract.RateCrossTotal, CISales.DocumentSumAbstract.CrossTotal, CISales.DocumentSumAbstract.RateCurrencyId, CISales.DocumentSumAbstract.CurrencyId, CISales.DocumentSumAbstract.Date, CISales.DocumentSumAbstract.Name); print.execute(); final BigDecimal rateCross = print.<BigDecimal>getAttribute(CISales.DocumentSumAbstract.RateCrossTotal); final BigDecimal crossTotal = print.<BigDecimal>getAttribute(CISales.DocumentSumAbstract.CrossTotal); final String nameDoc = print.<String>getAttribute(CISales.DocumentSumAbstract.Name); final Instance targetCurrInst = Instance.get(CIERP.Currency.getType(), print.<Long>getAttribute(CISales.DocumentSumAbstract.RateCurrencyId)); final Instance currentInst = Instance.get(CIERP.Currency.getType(), print.<Long>getAttribute(CISales.DocumentSumAbstract.CurrencyId)); final CurrencyInst tarCurr = new CurrencyInst(targetCurrInst); final CurrencyInst curr = new CurrencyInst(currentInst); final PriceUtil priceUtil = new PriceUtil(); final BigDecimal[] rates = priceUtil.getRates(_parameter, targetCurrInst, currentInst); final BigDecimal rate = rates[2]; final BigDecimal newCrossTotal = rateCross.compareTo(BigDecimal.ZERO) == 0 ? BigDecimal.ZERO : rateCross.divide(rate, BigDecimal.ROUND_HALF_UP); final BigDecimal gainloss = newCrossTotal.subtract(crossTotal); final Map<String, String[]> map = validateInfo(_parameter, gainloss); final String[] accs = map.get("accs"); final String[] check = map.get("check"); html.append("<table>").append("<tr>").append("<td>").append(DBProperties.getProperty("Sales_Invoice.Label")) .append("</td>").append("<td colspan=\"2\">").append(nameDoc).append("</td>").append("</tr>") .append("<td>").append(DBProperties.getProperty("Sales_DocumentAbstract/RateCrossTotal.Label")) .append("</td>").append("<td>").append(rateCross).append(" ").append(tarCurr.getSymbol()) .append("</td>").append("<td>").append(crossTotal).append(" ").append(curr.getSymbol()) .append("</td>").append("</tr>").append("<tr>").append("<td>") .append(DBProperties.getProperty("Accounting_TransactionRecalculateForm.newTotal.Label")) .append("</td>").append("<td colspan=\"2\" align=\"right\">").append(newCrossTotal).append(" ") .append(curr.getSymbol()).append("</td>").append("</tr>").append("<tr>").append("<td>"); if (gainloss.compareTo(BigDecimal.ZERO) == -1) { html.append(DBProperties.getProperty("Accounting_TransactionRecalculateForm.loss.Label")); } else { html.append(DBProperties.getProperty("Accounting_TransactionRecalculateForm.gain.Label")); } html.append("</td>").append("<td colspan=\"2\" align=\"right\">").append(gainloss.abs()).append(" ") .append(curr.getSymbol()).append("</td>").append("</tr>").append("<tr>").append("<td>") .append(DBProperties.getProperty("Accounting_TransactionPositionDebit.Label")).append("</td>") .append("<td colspan=\"2\" align=\"right\">"); if (checkAccounts(accs, 0, check).length() > 0) { html.append(checkAccounts(accs, 0, check)); } else { html.append(DBProperties.getProperty("Accounting_TransactionRecalculateForm.reviseConfig.Label")); } html.append("</td>").append("</tr>").append("<tr>").append("<td>") .append(DBProperties.getProperty("Accounting_TransactionPositionCredit.Label")).append("</td>") .append("<td colspan=\"2\" align=\"right\">"); if (checkAccounts(accs, 1, check).length() > 0) { html.append(checkAccounts(accs, 1, check)); } else { html.append(DBProperties.getProperty("Accounting_TransactionRecalculateForm.reviseConfig.Label")); } html.append("</td>").append("</tr>").append("</table>"); return html.toString(); }
From source file:org.nd4j.linalg.util.BigDecimalMath.java
/** * The exponential function./* w ww . j av a 2 s . co m*/ * * @param x the argument. * @return exp(x). * The precision of the result is implicitly defined by the precision in the argument. * 16 * In particular this means that "Invalid Operation" errors are thrown if catastrophic * cancellation of digits causes the result to have no valid digits left. */ static public BigDecimal exp(BigDecimal x) { /* To calculate the value if x is negative, use exp(-x) = 1/exp(x) */ if (x.compareTo(BigDecimal.ZERO) < 0) { final BigDecimal invx = exp(x.negate()); /* Relative error in inverse of invx is the same as the relative errror in invx. * This is used to define the precision of the result. */ MathContext mc = new MathContext(invx.precision()); return BigDecimal.ONE.divide(invx, mc); } else if (x.compareTo(BigDecimal.ZERO) == 0) { /* recover the valid number of digits from x.ulp(), if x hits the * zero. The x.precision() is 1 then, and does not provide this information. */ return scalePrec(BigDecimal.ONE, -(int) (Math.log10(x.ulp().doubleValue()))); } else { /* Push the number in the Taylor expansion down to a small * value where TAYLOR_NTERM terms will do. If x<1, the n-th term is of the order * x^n/n!, and equal to both the absolute and relative error of the result * since the result is close to 1. The x.ulp() sets the relative and absolute error * of the result, as estimated from the first Taylor term. * We want x^TAYLOR_NTERM/TAYLOR_NTERM! < x.ulp, which is guaranteed if * x^TAYLOR_NTERM < TAYLOR_NTERM*(TAYLOR_NTERM-1)*...*x.ulp. */ final double xDbl = x.doubleValue(); final double xUlpDbl = x.ulp().doubleValue(); if (Math.pow(xDbl, TAYLOR_NTERM) < TAYLOR_NTERM * (TAYLOR_NTERM - 1.0) * (TAYLOR_NTERM - 2.0) * xUlpDbl) { /* Add TAYLOR_NTERM terms of the Taylor expansion (Eulers sum formula) */ BigDecimal resul = BigDecimal.ONE; /* x^i */ BigDecimal xpowi = BigDecimal.ONE; /* i factorial */ BigInteger ifac = BigInteger.ONE; /* TAYLOR_NTERM terms to be added means we move x.ulp() to the right * for each power of 10 in TAYLOR_NTERM, so the addition wont add noise beyond * whats already in x. */ MathContext mcTay = new MathContext(err2prec(1., xUlpDbl / TAYLOR_NTERM)); for (int i = 1; i <= TAYLOR_NTERM; i++) { ifac = ifac.multiply(new BigInteger("" + i)); xpowi = xpowi.multiply(x); final BigDecimal c = xpowi.divide(new BigDecimal(ifac), mcTay); resul = resul.add(c); if (Math.abs(xpowi.doubleValue()) < i && Math.abs(c.doubleValue()) < 0.5 * xUlpDbl) { break; } } /* exp(x+deltax) = exp(x)(1+deltax) if deltax is <<1. So the relative error * in the result equals the absolute error in the argument. */ MathContext mc = new MathContext(err2prec(xUlpDbl / 2.)); return resul.round(mc); } else { /* Compute exp(x) = (exp(0.1*x))^10. Division by 10 does not lead * to loss of accuracy. */ int exSc = (int) (1.0 - Math.log10(TAYLOR_NTERM * (TAYLOR_NTERM - 1.0) * (TAYLOR_NTERM - 2.0) * xUlpDbl / Math.pow(xDbl, TAYLOR_NTERM)) / (TAYLOR_NTERM - 1.0)); BigDecimal xby10 = x.scaleByPowerOfTen(-exSc); BigDecimal expxby10 = exp(xby10); /* Final powering by 10 means that the relative error of the result * is 10 times the relative error of the base (First order binomial expansion). * This looses one digit. */ MathContext mc = new MathContext(expxby10.precision() - exSc); /* Rescaling the powers of 10 is done in chunks of a maximum of 8 to avoid an invalid operation 17 * response by the BigDecimal.pow library or integer overflow. */ while (exSc > 0) { int exsub = Math.min(8, exSc); exSc -= exsub; MathContext mctmp = new MathContext(expxby10.precision() - exsub + 2); int pex = 1; while (exsub-- > 0) { pex *= 10; } expxby10 = expxby10.pow(pex, mctmp); } return expxby10.round(mc); } } }
From source file:org.egov.ptis.actions.common.AjaxCommonAction.java
/** * API to calculate Mutation Fee dynamically * * @return/* w w w . jav a 2s . c o m*/ */ @Action(value = "/ajaxCommon-calculateMutationFee") public String calculateMutationFee() { // Maximum among partyValue and departmentValue will be considered as // the documentValue final BigDecimal documentValue = partyValue.compareTo(departmentValue) > 0 ? partyValue : departmentValue; if (documentValue.compareTo(ZERO) > 0) { BigDecimal excessDocValue; BigDecimal multiplicationFactor; final MutationFeeDetails mutationFeeDetails = (MutationFeeDetails) getPersistenceService().find( "from MutationFeeDetails where lowLimit <= ? and (highLimit is null OR highLimit >= ?) and toDate > now()", documentValue, documentValue); if (mutationFeeDetails != null) { if (mutationFeeDetails.getFlatAmount() != null && mutationFeeDetails.getFlatAmount().compareTo(ZERO) > 0) if (mutationFeeDetails.getIsRecursive().toString().equalsIgnoreCase(RECURSIVEFACTOR_N)) mutationFee = mutationFeeDetails.getFlatAmount(); else { excessDocValue = documentValue.subtract(mutationFeeDetails.getLowLimit()) .add(BigDecimal.ONE); multiplicationFactor = excessDocValue.divide(mutationFeeDetails.getRecursiveAmount(), BigDecimal.ROUND_CEILING); mutationFee = mutationFeeDetails.getFlatAmount() .add(multiplicationFactor.multiply(mutationFeeDetails.getRecursiveFactor())); } if (mutationFeeDetails.getPercentage() != null && mutationFeeDetails.getPercentage().compareTo(ZERO) > 0) if (mutationFeeDetails.getIsRecursive().toString().equalsIgnoreCase(RECURSIVEFACTOR_N)) mutationFee = documentValue.multiply(mutationFeeDetails.getPercentage()) .divide(PropertyTaxConstants.BIGDECIMAL_100); mutationFee = mutationFee.setScale(0, BigDecimal.ROUND_HALF_UP); } } return RESULT_MUTATION_FEE; }
From source file:org.sakaiproject.tool.gradebook.Category.java
public void calculateStatistics(final List<GradebookAssignment> assignmentsWithStats) { int numScored = 0; int numOfAssignments = 0; BigDecimal total = new BigDecimal("0"); BigDecimal totalPossible = new BigDecimal("0"); for (final GradebookAssignment assign : assignmentsWithStats) { final Double score = assign.getAverageTotal(); if (assign.isCounted() && !assign.getUngraded() && assign.getPointsPossible() != null && assign.getPointsPossible().doubleValue() > 0.0) { if (score != null) { total = total.add(new BigDecimal(score.toString())); if (assign.getPointsPossible() != null && !assign.isExtraCredit()) { totalPossible = totalPossible.add(new BigDecimal(assign.getPointsPossible().toString())); numOfAssignments++;/*from ww w . j ava 2 s .c o m*/ } if (!assign.isExtraCredit()) { numScored++; } } } } if (numScored == 0 || numOfAssignments == 0) { this.averageScore = null; this.averageTotalPoints = null; this.mean = null; this.totalPointsEarned = null; this.totalPointsPossible = null; } else { final BigDecimal bdNumScored = new BigDecimal(numScored); final BigDecimal bdNumAssign = new BigDecimal(numOfAssignments); this.averageScore = Double .valueOf(total.divide(bdNumScored, GradebookService.MATH_CONTEXT).doubleValue()); this.averageTotalPoints = Double .valueOf(totalPossible.divide(bdNumAssign, GradebookService.MATH_CONTEXT).doubleValue()); final BigDecimal value = total.divide(bdNumScored, GradebookService.MATH_CONTEXT) .divide(new BigDecimal(this.averageTotalPoints.doubleValue()), GradebookService.MATH_CONTEXT) .multiply(new BigDecimal("100")); this.mean = Double.valueOf(value.doubleValue()); } }
From source file:org.efaps.esjp.accounting.transaction.Recalculate_Base.java
/** * Creates the gain loss4 document account. * * @param _parameter Parameter as passed by the eFaps API * @return the return/*from w w w . j a v a 2 s . c o m*/ * @throws EFapsException on error */ public Return createGainLoss4DocumentAccount(final Parameter _parameter) throws EFapsException { final Set<String> setAccounts = getAccounts4DocumentConfig(_parameter); final String[] oidsDoc = (String[]) Context.getThreadContext().getSessionAttribute( CIFormAccounting.Accounting_GainLoss4DocumentAccountForm.selectedDocuments.name); final DateTime dateTo = new DateTime(_parameter .getParameterValue(CIFormAccounting.Accounting_GainLoss4DocumentAccountForm.transactionDate.name)); for (final String oid : oidsDoc) { final Instance instDoc = Instance.get(oid); final QueryBuilder attrQuerBldr = new QueryBuilder(CIAccounting.Transaction2SalesDocument); attrQuerBldr.addWhereAttrEqValue(CIAccounting.Transaction2SalesDocument.ToLink, instDoc); final AttributeQuery attrQuery = attrQuerBldr .getAttributeQuery(CIAccounting.Transaction2SalesDocument.FromLink); // filter classification Document final QueryBuilder attrQueryBldr2 = new QueryBuilder(CIAccounting.Transaction); attrQueryBldr2.addWhereAttrEqValue(CIAccounting.Transaction.PeriodLink, _parameter.getInstance().getId()); attrQueryBldr2.addWhereAttrInQuery(CIAccounting.Transaction.ID, attrQuery); final AttributeQuery attrQuery2 = attrQuerBldr.getAttributeQuery(CIAccounting.Transaction.ID); final QueryBuilder queryBldr = new QueryBuilder(CIAccounting.TransactionPositionAbstract); queryBldr.addWhereAttrInQuery(CIAccounting.TransactionPositionAbstract.TransactionLink, attrQuery2); final MultiPrintQuery multi = queryBldr.getPrint(); multi.addAttribute(CIAccounting.TransactionPositionAbstract.Amount, CIAccounting.TransactionPositionAbstract.RateAmount, CIAccounting.TransactionPositionAbstract.CurrencyLink, CIAccounting.TransactionPositionAbstract.RateCurrencyLink); final SelectBuilder selAcc = new SelectBuilder() .linkto(CIAccounting.TransactionPositionAbstract.AccountLink).oid(); multi.addSelect(selAcc); multi.execute(); final Map<String, AccountInfo> map = new HashMap<>(); while (multi.next()) { final Instance accountInst = Instance.get(multi.<String>getSelect(selAcc)); if (setAccounts.contains(accountInst.getOid())) { final BigDecimal oldRateAmount = multi .<BigDecimal>getAttribute(CIAccounting.TransactionPositionAbstract.RateAmount); final BigDecimal oldAmount = multi .<BigDecimal>getAttribute(CIAccounting.TransactionPositionAbstract.Amount); final Instance targetCurrInst = Instance.get(CIERP.Currency.getType(), multi.<Long>getAttribute(CIAccounting.TransactionPositionAbstract.RateCurrencyLink)); final Instance currentInst = Instance.get(CIERP.Currency.getType(), multi.<Long>getAttribute(CIAccounting.TransactionPositionAbstract.CurrencyLink)); final PriceUtil priceUtil = new PriceUtil(); final BigDecimal[] rates = priceUtil.getRates(_parameter, targetCurrInst, currentInst); final BigDecimal rate = rates[2]; final BigDecimal newAmount = oldRateAmount.divide(rate, BigDecimal.ROUND_HALF_UP); BigDecimal gainloss = BigDecimal.ZERO; if (!currentInst.equals(targetCurrInst)) { gainloss = newAmount.subtract(oldAmount); } else { gainloss = newAmount; } if (map.containsKey(accountInst.getOid())) { final AccountInfo tarAcc = map.get(accountInst.getOid()); tarAcc.addAmount(gainloss); } else { final AccountInfo tarAcc = new AccountInfo(accountInst, gainloss); tarAcc.setAmountRate(gainloss); tarAcc.setCurrInstance(currentInst); map.put(accountInst.getOid(), tarAcc); } } } if (!map.isEmpty()) { Insert insert = null; CurrencyInst curr = null; BigDecimal gainlossSum = BigDecimal.ZERO; for (final Entry<String, AccountInfo> entry : map.entrySet()) { final AccountInfo tarAcc = entry.getValue(); final Instance instAcc = Instance.get(entry.getKey()); final BigDecimal gainloss = tarAcc.getAmount(); gainlossSum = gainlossSum.add(gainloss); final Instance currInstance = tarAcc.getCurrInstance(); curr = new CurrencyInst(currInstance); final Map<String, String[]> mapVal = validateInfo(_parameter, gainloss); final String[] accs = mapVal.get("accs"); final String[] check = mapVal.get("check"); if (checkAccounts(accs, 0, check).length() > 0) { if (gainloss.compareTo(BigDecimal.ZERO) != 0) { final String[] accOids = mapVal.get("accountOids"); if (insert == null) { final DateTimeFormatter formater = DateTimeFormat.mediumDate(); final String dateStr = dateTo .withChronology(Context.getThreadContext().getChronology()) .toString(formater.withLocale(Context.getThreadContext().getLocale())); final StringBuilder description = new StringBuilder(); description .append(DBProperties .getProperty("Accounting_DocumentAccountForm.TxnRecalculate.Label")) .append(" ").append(dateStr); insert = new Insert(CIAccounting.Transaction); insert.add(CIAccounting.Transaction.Description, description.toString()); insert.add(CIAccounting.Transaction.Date, dateTo); insert.add(CIAccounting.Transaction.PeriodLink, _parameter.getInstance().getId()); insert.add(CIAccounting.Transaction.Status, Status.find(CIAccounting.TransactionStatus.uuid, "Open").getId()); insert.execute(); } Insert insertPos = new Insert(CIAccounting.TransactionPositionCredit); insertPos.add(CIAccounting.TransactionPositionCredit.TransactionLink, insert.getId()); if (gainloss.signum() < 0) { insertPos.add(CIAccounting.TransactionPositionCredit.AccountLink, instAcc.getId()); } else { insertPos.add(CIAccounting.TransactionPositionCredit.AccountLink, Instance.get(accOids[0]).getId()); } insertPos.add(CIAccounting.TransactionPositionCredit.Amount, gainloss.abs()); insertPos.add(CIAccounting.TransactionPositionCredit.RateAmount, gainloss.abs()); insertPos.add(CIAccounting.TransactionPositionCredit.CurrencyLink, currInstance.getId()); insertPos.add(CIAccounting.TransactionPositionCredit.RateCurrencyLink, currInstance.getId()); insertPos.add(CIAccounting.TransactionPositionCredit.Rate, new Object[] { BigDecimal.ONE, BigDecimal.ONE }); insertPos.execute(); insertPos = new Insert(CIAccounting.TransactionPositionDebit); insertPos.add(CIAccounting.TransactionPositionDebit.TransactionLink, insert.getId()); if (gainloss.signum() < 0) { insertPos.add(CIAccounting.TransactionPositionDebit.AccountLink, Instance.get(accOids[0]).getId()); } else { insertPos.add(CIAccounting.TransactionPositionDebit.AccountLink, instAcc.getId()); } insertPos.add(CIAccounting.TransactionPositionDebit.Amount, gainloss.abs().negate()); insertPos.add(CIAccounting.TransactionPositionDebit.RateAmount, gainloss.abs().negate()); insertPos.add(CIAccounting.TransactionPositionDebit.CurrencyLink, currInstance.getId()); insertPos.add(CIAccounting.TransactionPositionDebit.RateCurrencyLink, currInstance.getId()); insertPos.add(CIAccounting.TransactionPositionDebit.Rate, new Object[] { BigDecimal.ONE, BigDecimal.ONE }); insertPos.execute(); } } } if (insert != null) { final Instance instance = insert.getInstance(); // create classifications final Classification classification1 = (Classification) CIAccounting.TransactionClass.getType(); final Insert relInsert1 = new Insert(classification1.getClassifyRelationType()); relInsert1.add(classification1.getRelLinkAttributeName(), instance.getId()); relInsert1.add(classification1.getRelTypeAttributeName(), classification1.getId()); relInsert1.execute(); final Insert classInsert1 = new Insert(classification1); classInsert1.add(classification1.getLinkAttributeName(), instance.getId()); classInsert1.execute(); final Classification classification = (Classification) CIAccounting.TransactionClassGainLoss .getType(); final Insert relInsert = new Insert(classification.getClassifyRelationType()); relInsert.add(classification.getRelLinkAttributeName(), instance.getId()); relInsert.add(classification.getRelTypeAttributeName(), classification.getId()); relInsert.execute(); final Insert classInsert = new Insert(classification); classInsert.add(classification.getLinkAttributeName(), instance.getId()); classInsert.add(CIAccounting.TransactionClassGainLoss.Amount, gainlossSum); classInsert.add(CIAccounting.TransactionClassGainLoss.RateAmount, gainlossSum); classInsert.add(CIAccounting.TransactionClassGainLoss.CurrencyLink, curr.getInstance().getId()); classInsert.add(CIAccounting.TransactionClassGainLoss.RateCurrencyLink, curr.getInstance().getId()); classInsert.add(CIAccounting.TransactionClassGainLoss.Rate, new Object[] { BigDecimal.ONE, BigDecimal.ONE }); classInsert.execute(); new Create().connectDocs2Transaction(_parameter, instance, instDoc); } } } return new Return(); }
From source file:com.opengamma.bloombergexample.loader.DemoEquityOptionCollarPortfolioLoader.java
private void addNodes(ManageablePortfolioNode rootNode, String underlying, boolean includeUnderlying, Period[] expiries) {/*from www .j a v a2 s . co m*/ ExternalId ticker = ExternalSchemes.bloombergTickerSecurityId(underlying); ManageableSecurity underlyingSecurity = null; if (includeUnderlying) { underlyingSecurity = getOrLoadEquity(ticker); } ExternalIdBundle bundle = underlyingSecurity == null ? ExternalIdBundle.of(ticker) : underlyingSecurity.getExternalIdBundle(); HistoricalTimeSeriesInfoDocument timeSeriesInfo = getOrLoadTimeSeries(ticker, bundle); double estimatedCurrentStrike = getOrLoadMostRecentPoint(timeSeriesInfo); Set<ExternalId> optionChain = getOptionChain(ticker); //TODO: reuse positions/nodes? String longName = underlyingSecurity == null ? "" : underlyingSecurity.getName(); String formattedName = MessageFormatter.format("[{}] {}", underlying, longName); ManageablePortfolioNode equityNode = new ManageablePortfolioNode(formattedName); BigDecimal underlyingAmount = VALUE_OF_UNDERLYING.divide(BigDecimal.valueOf(estimatedCurrentStrike), BigDecimal.ROUND_HALF_EVEN); if (includeUnderlying) { addPosition(equityNode, underlyingAmount, ticker); } TreeMap<LocalDate, Set<BloombergTickerParserEQOption>> optionsByExpiry = new TreeMap<LocalDate, Set<BloombergTickerParserEQOption>>(); for (ExternalId optionTicker : optionChain) { s_logger.debug("Got option {}", optionTicker); BloombergTickerParserEQOption optionInfo = BloombergTickerParserEQOption.getOptionParser(optionTicker); s_logger.debug("Got option info {}", optionInfo); LocalDate key = optionInfo.getExpiry(); Set<BloombergTickerParserEQOption> set = optionsByExpiry.get(key); if (set == null) { set = new HashSet<BloombergTickerParserEQOption>(); optionsByExpiry.put(key, set); } set.add(optionInfo); } Set<ExternalId> tickersToLoad = new HashSet<ExternalId>(); BigDecimal expiryCount = BigDecimal.valueOf(expiries.length); BigDecimal defaultAmountAtExpiry = underlyingAmount.divide(expiryCount, BigDecimal.ROUND_DOWN); BigDecimal spareAmountAtExpiry = defaultAmountAtExpiry.add(BigDecimal.ONE); int spareCount = underlyingAmount.subtract(defaultAmountAtExpiry.multiply(expiryCount)).intValue(); for (int i = 0; i < expiries.length; i++) { Period bucketPeriod = expiries[i]; ManageablePortfolioNode bucketNode = new ManageablePortfolioNode(bucketPeriod.toString().substring(1)); LocalDate nowish = LocalDate.now().withDayOfMonth(20); //This avoids us picking different options every time this script is run LocalDate targetExpiry = nowish.plus(bucketPeriod); LocalDate chosenExpiry = optionsByExpiry.floorKey(targetExpiry); if (chosenExpiry == null) { s_logger.warn("No options for {} on {}", targetExpiry, underlying); continue; } s_logger.info("Using time {} for bucket {} ({})", new Object[] { chosenExpiry, bucketPeriod, targetExpiry }); Set<BloombergTickerParserEQOption> optionsAtExpiry = optionsByExpiry.get(chosenExpiry); TreeMap<Double, Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>> optionsByStrike = new TreeMap<Double, Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>>(); for (BloombergTickerParserEQOption option : optionsAtExpiry) { // s_logger.info("option {}", option); double key = option.getStrike(); Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair = optionsByStrike.get(key); if (pair == null) { pair = Pair.of(null, null); } if (option.getOptionType() == OptionType.CALL) { pair = Pair.of(option, pair.getSecond()); } else { pair = Pair.of(pair.getFirst(), option); } optionsByStrike.put(key, pair); } //cascading collar? BigDecimal amountAtExpiry = spareCount-- > 0 ? spareAmountAtExpiry : defaultAmountAtExpiry; s_logger.info(" est strike {}", estimatedCurrentStrike); Double[] strikes = optionsByStrike.keySet().toArray(new Double[0]); int strikeIndex = Arrays.binarySearch(strikes, estimatedCurrentStrike); if (strikeIndex < 0) { strikeIndex = -(1 + strikeIndex); } s_logger.info("strikes length {} index {} strike of index {}", new Object[] { Integer.valueOf(strikes.length), Integer.valueOf(strikeIndex), Double.valueOf(strikes[strikeIndex]) }); int minIndex = strikeIndex - _numOptions; minIndex = Math.max(0, minIndex); int maxIndex = strikeIndex + _numOptions; maxIndex = Math.min(strikes.length - 1, maxIndex); s_logger.info("min {} max {}", Integer.valueOf(minIndex), Integer.valueOf(maxIndex)); StringBuffer sb = new StringBuffer("strikes: ["); for (int j = minIndex; j <= maxIndex; j++) { sb.append(" "); sb.append(strikes[j]); } sb.append(" ]"); s_logger.info(sb.toString()); //Short Calls ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>> calls = new ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>>(); for (int j = minIndex; j < strikeIndex; j++) { Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair = optionsByStrike .get(strikes[j]); if (pair == null) { throw new OpenGammaRuntimeException("no pair for strike" + strikes[j]); } calls.add(pair); } spreadOptions(bucketNode, calls, OptionType.CALL, -1, tickersToLoad, amountAtExpiry, includeUnderlying, calls.size()); // Long Puts ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>> puts = new ArrayList<Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption>>(); for (int j = strikeIndex + 1; j <= maxIndex; j++) { Pair<BloombergTickerParserEQOption, BloombergTickerParserEQOption> pair = optionsByStrike .get(strikes[j]); if (pair == null) { throw new OpenGammaRuntimeException("no pair for strike" + strikes[j]); } puts.add(pair); } spreadOptions(bucketNode, puts, OptionType.PUT, 1, tickersToLoad, amountAtExpiry, includeUnderlying, puts.size()); if (bucketNode.getChildNodes().size() + bucketNode.getPositionIds().size() > 0) { equityNode.addChildNode(bucketNode); //Avoid generating empty nodes } } for (ExternalId optionTicker : tickersToLoad) { ManageableSecurity loaded = getOrLoadSecurity(optionTicker); if (loaded == null) { throw new OpenGammaRuntimeException("Unexpected option type " + loaded); } //TODO [LAPANA-29] Should be able to do this for index options too if (includeUnderlying) { try { HistoricalTimeSeriesInfoDocument loadedTs = getOrLoadTimeSeries(optionTicker, loaded.getExternalIdBundle()); if (loadedTs == null) { throw new OpenGammaRuntimeException("Failed to get time series for " + loaded); } } catch (Exception ex) { s_logger.error("Failed to get time series for " + loaded, ex); } } } if (equityNode.getPositionIds().size() + equityNode.getChildNodes().size() > 0) { rootNode.addChildNode(equityNode); } }
From source file:org.efaps.esjp.accounting.transaction.Recalculate_Base.java
/** * Method to recalculate rate./*from w w w .j av a 2 s. c om*/ * * @param _parameter Parameter as passed from the eFaps API. * @return new Return. * @throws EFapsException on error. */ public Return recalculateRate(final Parameter _parameter) throws EFapsException { final Instance docInst = Instance.get(_parameter.getParameterValue("docInst")); final PrintQuery print = new PrintQuery(docInst); print.addAttribute(CISales.DocumentSumAbstract.RateCrossTotal, CISales.DocumentSumAbstract.CrossTotal, CISales.DocumentSumAbstract.RateCurrencyId, CISales.DocumentSumAbstract.CurrencyId, CISales.DocumentSumAbstract.Date, CISales.DocumentSumAbstract.Name); print.execute(); final BigDecimal rateCross = print.<BigDecimal>getAttribute(CISales.DocumentSumAbstract.RateCrossTotal); final BigDecimal crossTotal = print.<BigDecimal>getAttribute(CISales.DocumentSumAbstract.CrossTotal); final DateTime dateDoc = print.<DateTime>getAttribute(CISales.DocumentSumAbstract.Date); final String nameDoc = print.<String>getAttribute(CISales.DocumentSumAbstract.Name); final Instance targetCurrInst = Instance.get(CIERP.Currency.getType(), print.<Long>getAttribute(CISales.DocumentSumAbstract.RateCurrencyId)); final Instance currentInst = Instance.get(CIERP.Currency.getType(), print.<Long>getAttribute(CISales.DocumentSumAbstract.CurrencyId)); final CurrencyInst tarCurr = new CurrencyInst(targetCurrInst); final CurrencyInst curr = new CurrencyInst(currentInst); final PriceUtil priceUtil = new PriceUtil(); final BigDecimal[] rates = priceUtil.getRates(_parameter, targetCurrInst, currentInst); final BigDecimal rate = rates[2]; final BigDecimal newCrossTotal = rateCross.compareTo(BigDecimal.ZERO) == 0 ? BigDecimal.ZERO : rateCross.divide(rate, BigDecimal.ROUND_HALF_UP); final BigDecimal gainloss = newCrossTotal.subtract(crossTotal); final Map<String, String[]> map = validateInfo(_parameter, gainloss); final String[] accs = map.get("accs"); final String[] check = map.get("check"); if (checkAccounts(accs, 0, check).length() > 0 && checkAccounts(accs, 1, check).length() > 0) { if (gainloss.compareTo(BigDecimal.ZERO) != 0) { if (!tarCurr.equals(curr)) { final String[] accOids = map.get("accountOids"); final Insert insert = new Insert(CIAccounting.Transaction); final StringBuilder description = new StringBuilder(); final DateTimeFormatter formater = DateTimeFormat.mediumDate(); final String dateStr = dateDoc.withChronology(Context.getThreadContext().getChronology()) .toString(formater.withLocale(Context.getThreadContext().getLocale())); description .append(DBProperties .getProperty("Accounting_TransactionRecalculateForm.TxnRecalculate.Label")) .append(" ").append(nameDoc).append(" ").append(dateStr); insert.add(CIAccounting.Transaction.Description, description); insert.add(CIAccounting.Transaction.Date, _parameter.getParameterValue("date")); insert.add(CIAccounting.Transaction.PeriodLink, _parameter.getInstance().getId()); insert.add(CIAccounting.Transaction.Status, Status.find(CIAccounting.TransactionStatus.uuid, "Open").getId()); insert.execute(); final Instance instance = insert.getInstance(); new Create().connectDocs2Transaction(_parameter, instance, docInst); final Insert insert2 = new Insert(CIAccounting.TransactionPositionCredit); insert2.add(CIAccounting.TransactionPositionCredit.TransactionLink, instance.getId()); insert2.add(CIAccounting.TransactionPositionCredit.AccountLink, Instance.get(accOids[1]).getId()); insert2.add(CIAccounting.TransactionPositionCredit.CurrencyLink, curr.getInstance().getId()); insert2.add(CIAccounting.TransactionPositionCredit.RateCurrencyLink, curr.getInstance().getId()); insert2.add(CIAccounting.TransactionPositionCredit.Rate, new Object[] { 1, 1 }); insert2.add(CIAccounting.TransactionPositionCredit.RateAmount, gainloss.abs()); insert2.add(CIAccounting.TransactionPositionCredit.Amount, gainloss.abs()); insert2.execute(); final Insert insert3 = new Insert(CIAccounting.TransactionPositionDebit); insert3.add(CIAccounting.TransactionPositionDebit.TransactionLink, instance.getId()); insert3.add(CIAccounting.TransactionPositionDebit.AccountLink, Instance.get(accOids[0]).getId()); insert3.add(CIAccounting.TransactionPositionDebit.CurrencyLink, curr.getInstance().getId()); insert3.add(CIAccounting.TransactionPositionDebit.RateCurrencyLink, curr.getInstance().getId()); insert3.add(CIAccounting.TransactionPositionDebit.Rate, new Object[] { 1, 1 }); insert3.add(CIAccounting.TransactionPositionDebit.RateAmount, gainloss.abs().negate()); insert3.add(CIAccounting.TransactionPositionDebit.Amount, gainloss.abs().negate()); insert3.execute(); _parameter.put(ParameterValues.INSTANCE, docInst); new Accounting4DocSum().recalculateRate(_parameter); } } } return new Return(); }