This commit is contained in:
parent
4a38552b3f
commit
88a45e7361
1 changed files with 3 additions and 3 deletions
|
|
@ -185,7 +185,7 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
|
||||||
);
|
);
|
||||||
posMoneys.put(currencyId, posMoney);
|
posMoneys.put(currencyId, posMoney);
|
||||||
log.debug("tkr = {}: ObligMoney[{}] = {}", tkr, rate.getCurrency(), obligMoneys.get(currencyId));
|
log.debug("tkr = {}: ObligMoney[{}] = {}", tkr, rate.getCurrency(), obligMoneys.get(currencyId));
|
||||||
log.debug("tkr = {}: DemandMoney[{}} = {}", tkr, rate.getCurrency(), demandMoneys.get(currencyId));
|
log.debug("tkr = {}: DemandMoney[{}] = {}", tkr, rate.getCurrency(), demandMoneys.get(currencyId));
|
||||||
log.debug("tkr = {}: PosMoney[{}] = {}", tkr, rate.getCurrency(), posMoney);
|
log.debug("tkr = {}: PosMoney[{}] = {}", tkr, rate.getCurrency(), posMoney);
|
||||||
|
|
||||||
ImdgPredicateBuilder currencyPairPB = currencyPairDictionaryImdg.predicateBuilder();
|
ImdgPredicateBuilder currencyPairPB = currencyPairDictionaryImdg.predicateBuilder();
|
||||||
|
|
@ -266,10 +266,10 @@ public class KSRepLccValueReportBuilder extends CSVReportBuilder<EmptyParams, KS
|
||||||
minPos = constValue.negate().divide(BigDecimal.ONE.subtract(riskValue).multiply(rate.getValue()), RoundingMode.HALF_UP);
|
minPos = constValue.negate().divide(BigDecimal.ONE.subtract(riskValue).multiply(rate.getValue()), RoundingMode.HALF_UP);
|
||||||
}
|
}
|
||||||
|
|
||||||
BigDecimal delta = posMoney.subtract(minPos);
|
BigDecimal delta = posMoney.subtract(minPos.divide(rate.getValue(), RoundingMode.HALF_UP));
|
||||||
if (delta.compareTo(BigDecimal.ZERO) >= 0 && delta.compareTo(quantity) <= 0) {
|
if (delta.compareTo(BigDecimal.ZERO) >= 0 && delta.compareTo(quantity) <= 0) {
|
||||||
freeQuantity = delta;
|
freeQuantity = delta;
|
||||||
} else if (delta.compareTo(BigDecimal.ZERO) < 0 && delta.compareTo(quantity) > 0) {
|
} else if (delta.compareTo(BigDecimal.ZERO) < 0 || delta.compareTo(quantity) > 0) {
|
||||||
freeQuantity = quantity;
|
freeQuantity = quantity;
|
||||||
} else freeQuantity = BigDecimal.ZERO;
|
} else freeQuantity = BigDecimal.ZERO;
|
||||||
}
|
}
|
||||||
|
|
|
||||||
Loading…
Add table
Reference in a new issue