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