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New Post 10/2/2008 5:55 PM
  Philippe Bonneau
254 posts
www.ebsys.fr
1st Level Poster


No comment! 

Hi,

On Sophis Risque 5.3.3, trying to use the CSRCollateralLimitReportingAPI::ComputeOne method, I'm getting the following exception:

CSRCollateralLimitReportingAPI::ComputeOne() -- Not Implemented!

Fine.

Rgds,
Philippe

 
New Post 10/2/2008 10:37 PM
  Philippe Bonneau
254 posts
www.ebsys.fr
1st Level Poster


Re: No comment! 
Modified By Philippe Bonneau  on 10/2/2008 9:43:13 PM)

Finally the right way to get the results of the Collateral Limit Calculations report is the following one:

  • parse all positions using CSRPortfolio and CSRPosition as usual,
  • getting the related CSRLBAgreement object corresponding to a position using the CSRLBAgreement::GetCSRLBAgreement method, with CSRPosition::GetCounterparty, CSRPosition::GetEntity and CSRInstrument::GetPerimeter (convention) as parameters,
  • create a CSRCollateralLimitReportingAPI object,
  • call the ComputeAll method of the precedent declared object, the LBAgreement retrieved object, pricing date and needed flags as parameters,
  • get the CSRCollateralLimitResult using the CSRCollatLimitReportingAPI::GetCollateralLimitResult() method,
  • get all records of the result using CSRCollateralLimitResult::GetCollateralLimitFlatListView method,
  • calling the different methods on the CSRCollateralLimitResults objects,
  • or getting the value using the CSRCollateralLimitResultColumn objects retrieved by using the GetPrototype().GetData(columnName) method.

Rgds,
Philippe

 
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