public static double CalculateAnnuity(
DateTime repaymentPeriodStartDate,
DateTime firstInstallmentDate,
int numberOfInstallments,
int installmentFrequencyPeriod,
SimpleUnitOfTime installmentFrequencyUnitOfTime,
double ratePercentage,
SimpleUnitOfTime rateUnitOfTime,
bool isCompound,
CalendarBasisKind calendarBasis,
double principalAmount,
bool adjustFirstInstallment = false)
{
DateTime d2 = firstInstallmentDate.AddPeriod(installmentFrequencyPeriod * (numberOfInstallments - 1), installmentFrequencyUnitOfTime);
double dummyAnnuity = 100;
double outstanding = 0;
double basis = 0;
double interest = 0;
DateTime d1;
while (d2 > firstInstallmentDate)
{
d1 = d2.AddPeriod(-installmentFrequencyPeriod, installmentFrequencyUnitOfTime);
basis = outstanding + dummyAnnuity;
interest = InterestCalculation.CalculateInterest(d2, d1, d1, ratePercentage, rateUnitOfTime.CharLiteral(), isCompound, calendarBasis, basis).Sum(it => it.Interest);
outstanding = basis + interest;
d2 = d1;
}
d1 = repaymentPeriodStartDate;
if (adjustFirstInstallment)
{
var prevDate = firstInstallmentDate.AddPeriod(-installmentFrequencyPeriod, installmentFrequencyUnitOfTime);
if (prevDate < repaymentPeriodStartDate)
{
d1 = prevDate;
}
}
basis = outstanding + dummyAnnuity;
interest = InterestCalculation.CalculateInterest(d2, d1, d1, ratePercentage, rateUnitOfTime.CharLiteral(), isCompound, calendarBasis, basis).Sum(it => it.Interest);
outstanding = basis + interest;
return(principalAmount / outstanding * dummyAnnuity);
}
private static decimal Yearfrac(DateTime startDate, DateTime endDate, CalendarBasisKind dayCount)
{
decimal nbDaysInPeriod = (decimal)(endDate - startDate).Days;
switch (dayCount)
{
case (CalendarBasisKind.CalendarAct360):
return(nbDaysInPeriod / (decimal)360);
case (CalendarBasisKind.CalendarAct365L):
case (CalendarBasisKind.CalendarAct365Fixed):
return(nbDaysInPeriod / (decimal)365);
case (CalendarBasisKind.Calendar30A360):
case (CalendarBasisKind.Calendar30E360):
decimal result = (endDate.Year - startDate.Year) * 360 + (endDate.Month - startDate.Month) * 30 + (Math.Min(endDate.Day, 30) - Math.Min(startDate.Day, 30));
return(result / 360);
default:
return(GetActAct(startDate, endDate));
}
}
public decimal MonthlyRate()
{
bool isCompound = false;
CalendarBasisKind calendarBasis = CalendarBasisKind.CalendarActActISDA;
double yearlyRate = 0;
var ir = Conditions.InterestRates.FirstOrDefault(it => it.Kind == InterestRateKinds.RegularInterest);
if (ir != null)
{
isCompound = ir.IsCompound;
calendarBasis = ir.CalendarBasis;
yearlyRate = Convert.ToDouble(ir.CalculatedRate / 100);
}
double monthlyRate = yearlyRate / 12;
if (isCompound)
{
monthlyRate = Math.Pow(1 + yearlyRate, 1 / 12) - 1;
}
return(Convert.ToDecimal(monthlyRate));
}
public override void CalculateOffer(PriceCalculationParameters calculationParameters, OfferPriceCalculation priceCalculator, string feeCurrencyConversionMethod)
{
var ignore = priceCalculator.CalculatePrice(this, calculationParameters).Result;
// isCompound i calendarBasis izvuci tokom CalculatePrice da dodatno opisu Napr
bool isCompound = false;
CalendarBasisKind calendarBasis = CalendarBasisKind.CalendarActActISDA;
double yearlyRate = Convert.ToDouble(Napr) / 100;
var ir = Conditions.InterestRates.FirstOrDefault(it => it.Kind == InterestRateKinds.RegularInterest);
if (ir != null)
{
isCompound = ir.IsCompound;
calendarBasis = ir.CalendarBasis;
yearlyRate = Convert.ToDouble(ir.CalculatedRate);
Napr = Convert.ToDecimal(yearlyRate);
}
var startDate = calculationParameters.RequestDate ?? DateTime.Today;
List <InstallmentPlanRow> rows = new List <InstallmentPlanRow>();
List <FeeCondition> rowFeeList = new List <FeeCondition>();
List <FeeCondition> fees = Conditions.Fees;
fees = FeeCalculation.PrepareFees(fees, Currency, feeCurrencyConversionMethod);
decimal runningAmount = Math.Round(Amount, 2);
DateTime runningDate = startDate;
if (CalculationDate > DateTime.Today)
{
CalculationDate = runningDate;
}
else
{
runningDate = CalculationDate ?? DateTime.Today;
}
// SLOBA: Fee scheduling, and scheduling in general has to be improved in advanced calculator.
decimal totalFeeAmount = 0;
if (fees != null)
{
List <FeeCondition> feeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.EventTriggered && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
totalFeeAmount = Math.Round(FeeCalculation.CalculateFee(Amount, feeList), 4);
}
NumberOfInstallments = 1;
/* Disbursment */
InstallmentPlanRow rowDisbursement = new InstallmentPlanRow();
rowDisbursement.Date = runningDate;
rowDisbursement.Ordinal = 0;
rowDisbursement.ActivityKind = ActivityKind.Disbursement;
rowDisbursement.Description = "Loan disbursement";
rowDisbursement.Disbursement = Amount;
rowDisbursement.StartingBalance = 0;
rowDisbursement.OutstandingBalance = Amount;
rowDisbursement.PrincipalRepayment = 0;
rowDisbursement.InterestRepayment = 0;
rowDisbursement.NetCashFlow = Amount - totalFeeAmount;
rowDisbursement.Fee = totalFeeAmount;
rowDisbursement.YearFrac = 0;
rows.Add(rowDisbursement);
int i = -1;
InstallmentPlanRow rowInterest;
var intrStartDate = startDate;
runningDate = runningDate.AddMonths(1);
while (runningDate <= MaturityDate.Value)
{
i++;
var interest = Math.Round(InterestCalculation.CalculateInterest(intrStartDate, runningDate, runningDate, Convert.ToDouble(yearlyRate), 'Y', isCompound, calendarBasis, Convert.ToDouble(runningAmount))
.Sum(it => it.Interest), 2);
rowInterest = new InstallmentPlanRow();
rowInterest.Ordinal = i + 1;
rowInterest.Date = runningDate;
rowInterest.ActivityKind = ActivityKind.Repayment;
rowInterest.Description = "Interest and fee repayment";
rowInterest.InterestRepayment = Convert.ToDecimal(interest);
rowInterest.PrincipalRepayment = 0;
rowInterest.Annuity = rowInterest.InterestRepayment;
rowInterest.StartingBalance = Math.Round(runningAmount, 2);
rowInterest.OutstandingBalance = Math.Round(runningAmount, 2);
#region Fee calculation
if (fees != null)
{
decimal totalRowFee = 0;
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Monthly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
if ((i + 1) % 4 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Quarterly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
if ((i + 1) % 6 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Semiyearly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
if ((i + 1) % 12 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Yearly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
rowInterest.Fee = Math.Round(totalRowFee, 4);
}
#endregion
rowInterest.NetCashFlow = rowInterest.Disbursement - rowInterest.PrincipalRepayment - rowInterest.InterestRepayment - rowInterest.Fee - rowInterest.OtherExpenses;
rowInterest.YearFrac = Convert.ToDecimal(InterestCalculation.YearFrac(startDate, runningDate)); //, calendarBasis);
rows.Add(rowInterest);
intrStartDate = runningDate;
runningDate = runningDate.AddMonths(1);
}
i++;
rowInterest = new InstallmentPlanRow();
rowInterest.Ordinal = i + 1;
rowInterest.Date = runningDate;
rowInterest.ActivityKind = ActivityKind.Repayment;
rowInterest.Description = "Principal repayment";
rowInterest.InterestRepayment = 0;
rowInterest.PrincipalRepayment = Amount;
rowInterest.Annuity = Amount;
rowInterest.StartingBalance = Amount;
rowInterest.OutstandingBalance = 0;
#region Fee calculation
rowInterest.Fee = 0;
#endregion
rowInterest.NetCashFlow = rowInterest.Disbursement - rowInterest.PrincipalRepayment - rowInterest.InterestRepayment - rowInterest.Fee - rowInterest.OtherExpenses;
rowInterest.YearFrac = Convert.ToDecimal(InterestCalculation.YearFrac(startDate, runningDate)); //, calendarBasis);
rows.Add(rowInterest);
NumberOfInstallments = 1;
// arrangementRequest.InstallmentPlan = rows;
CalculateAPR(rows);
}
// SLOBA: term and fees parameters are inconsistently extracted from arrangementRequest
public void CalculateInstallmentPlan(string feeCurrencyConversionMethod)
{
int term = Utility.GetMonthsFromPeriod(Term);
List <InstallmentPlanRow> rows = new List <InstallmentPlanRow>();
List <FeeCondition> rowFeeList = new List <FeeCondition>();
List <FeeCondition> fees = Conditions.Fees;
fees = FeeCalculation.PrepareFees(fees, Currency, feeCurrencyConversionMethod);
decimal runningAmount = Math.Round(Amount, 2);
DateTime runningDate = new DateTime(DateTime.Today.Year, DateTime.Today.Month, DateTime.Today.Day, 0, 0, 0, 0);
if (CalculationDate > DateTime.Today)
{
CalculationDate = runningDate;
}
else
{
runningDate = CalculationDate ?? DateTime.Today;
}
DateTime startDate = runningDate;
// SLOBA: Fee scheduling, and scheduling in general has to be improved in advanced calculator.
decimal totalFeeAmount = 0;
if (fees != null)
{
List <FeeCondition> feeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.EventTriggered && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
totalFeeAmount = Math.Round(FeeCalculation.CalculateFee(Amount, feeList), 4);
}
NumberOfInstallments = 1;
bool isCompound = false;
CalendarBasisKind calendarBasis = CalendarBasisKind.CalendarActActISDA;
double yearlyRate = 0;
var ir = Conditions.InterestRates.FirstOrDefault(it => it.Kind == InterestRateKinds.RegularInterest);
if (ir != null)
{
isCompound = ir.IsCompound;
calendarBasis = ir.CalendarBasis;
yearlyRate = Convert.ToDouble(ir.CalculatedRate / 100);
}
// this is huge simplification. not good
double monthlyRate = yearlyRate / 12;
if (isCompound)
{
monthlyRate = Math.Pow(1 + yearlyRate, 1.0000000 / 12.0000000) - 1;
}
// SLOBA: Logic for calculating cash flow is done in manner that is later hard to extend. Also columns are hardcoded.
// SLOBA: This is totally ok for basic calculator though
/* Disbursment */
InstallmentPlanRow rowDisbursement = new InstallmentPlanRow();
rowDisbursement.Date = runningDate;
rowDisbursement.Ordinal = 0;
rowDisbursement.ActivityKind = ActivityKind.Disbursement;
rowDisbursement.Description = "Loan disbursement";
rowDisbursement.Disbursement = Amount;
rowDisbursement.StartingBalance = 0;
rowDisbursement.OutstandingBalance = Amount;
rowDisbursement.PrincipalRepayment = 0;
rowDisbursement.InterestRepayment = 0;
rowDisbursement.NetCashFlow = Amount - totalFeeAmount;
rowDisbursement.Fee = totalFeeAmount;
rowDisbursement.YearFrac = 0;
rows.Add(rowDisbursement);
for (var i = 0; i < term; i++)
{
decimal interest = Math.Round(runningAmount * Convert.ToDecimal(monthlyRate), 2);
decimal principal = Math.Round(Annuity - interest, 2);
if (i == term - 1)
{ // last ... corection for decimal places
principal = Math.Round(runningAmount, 2);
interest = Math.Round(Annuity - principal, 2);
}
InstallmentPlanRow rowInterest = new InstallmentPlanRow();
rowInterest.Ordinal = i + 1;
runningDate = runningDate.AddMonths(1);
rowInterest.Date = runningDate;
rowInterest.ActivityKind = ActivityKind.Repayment;
rowInterest.Description = "Anuity repayment";
rowInterest.InterestRepayment = interest;
rowInterest.PrincipalRepayment = principal;
rowInterest.Annuity = Annuity;
rowInterest.StartingBalance = Math.Round(runningAmount, 2);
runningAmount = (runningAmount - principal);
rowInterest.OutstandingBalance = Math.Round(runningAmount, 2);
#region Fee calculation
if (fees != null)
{
decimal totalRowFee = 0;
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Monthly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
if ((i + 1) % 4 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Quarterly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
if ((i + 1) % 6 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Semiyearly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
if ((i + 1) % 12 == 0)
{
rowFeeList = fees.FindAll(f => f.Frequency == FeeConditionFrequency.Yearly && f.EffectiveDate <= DateTime.Today && f.Currencies.Contains(Currency));
if (rowFeeList.Count > 0)
{
totalRowFee += FeeCalculation.CalculateFee(runningAmount, rowFeeList);
}
}
rowInterest.Fee = Math.Round(totalRowFee, 4);
}
#endregion
rowInterest.NetCashFlow = rowInterest.Disbursement - rowInterest.PrincipalRepayment - rowInterest.InterestRepayment - rowInterest.Fee - rowInterest.OtherExpenses;
rowInterest.YearFrac = Yearfrac(startDate, runningDate, calendarBasis);
rows.Add(rowInterest);
NumberOfInstallments += 1;
}
// arrangementRequest.InstallmentPlan = rows;
CalculateAPR(rows);
}
public static InterestCalculationResult CalculateInterest(
DateTime date1,
DateTime date2,
DateTime date3,
double ratePercentage,
char rateUnitOfTime = 'Y',
bool isCompound = true,
CalendarBasisKind calendarBasis = CalendarBasisKind.CalendarActActISDA,
double amount = 1,
double?calaculationPrecision = null,
bool useAnticipativeMethod = false // nije kao u PUB, vec znaci da se procenat primenjuje na osnovicu kakva ce biti na date2, za anticipativ kao u PUB, samo obrnuti datume, tako da je date1 > date2
)
{
// TODO: Throw not implemented for unsupported methods
InterestCalculationResult t = new InterestCalculationResult();
if (date3 == null)
{
date3 = date2;
}
if (rateUnitOfTime == 'G')
{
rateUnitOfTime = 'Y';
}
int y1, M1, d1, y2, M2, d2, zeroyear = ZeroDate.Year;
double s1, s2, daysincalendar, interestdays, BaseAmount = 0, interest = 0, ac;
DateTime fd1, fd2;
if (useAnticipativeMethod == false)
{
ac = 1;
}
else
{
ac = -1;
}
y1 = DatePart(Year, date1);
M1 = DatePart(Month, date1);
d1 = DatePart(Day, date1);
y2 = DatePart(Year, date2);
M2 = DatePart(Month, date2);
d2 = DatePart(Day, date2);
fd1 = DateAdd(Day, d1 - 1, DateAdd(Month, M1 - 1, DateAdd(Year, y1 - zeroyear, ZeroDate)));
fd2 = DateAdd(Day, d2 - 1, DateAdd(Month, M2 - 1, DateAdd(Year, y2 - zeroyear, ZeroDate)));
s1 = (date1 - fd1).TotalDays;
s2 = (date2 - fd2).TotalDays;
if (calendarBasis == CalendarBasisKind.Calendar30U360)
{
if ((IsEndOfFebruary(fd1) == true) && (IsEndOfFebruary(fd2) == true))
{
d2 = 30;
s2 = 0;
}
if (IsEndOfFebruary(fd1) == true)
{
d1 = 30;
s1 = 0;
}
if (d2 == 31 && (d1 == 30 || d1 == 31))
{
d2 = 30;
}
if (d1 == 31)
{
d1 = 30;
}
}
else if (calendarBasis == CalendarBasisKind.Calendar30E360)
{
if (d1 == 31)
{
d1 = 30;
}
if (d2 == 31)
{
d2 = 30;
}
}
else if (calendarBasis == CalendarBasisKind.Calendar30E360ISDA)
{
if (IsEndOfMonth(fd1) == true)
{
d1 = 30;
if (IsEndOfFebruary(fd1) == true)
{
s1 = 0;
}
}
if (IsEndOfMonth(fd2) == true)
{
if (!(IsEndOfFebruary(fd2) == true && date2 == date3)) // isLastPeriod = 1
{
d2 = 30;
if (IsEndOfFebruary(fd2) == true)
{
s2 = 0;
}
}
}
}
else if (calendarBasis == CalendarBasisKind.Calendar30A360) // CHECK "30E+/360"
{
if (d1 == 31)
{
d1 = 30;
}
if (d2 == 31)
{
fd2 = DateAdd(Day, 1, fd2);
y2 = fd2.Year;
M2 = fd2.Month;
d2 = 1;
}
}
double perc, fract, d13, freq;
char ut;
DateTime dt;
CalendarBasisKind[] actualMethods = { CalendarBasisKind.CalendarAct360, CalendarBasisKind.CalendarAct364, CalendarBasisKind.CalendarAct365Fixed, CalendarBasisKind.CalendarAct365L, CalendarBasisKind.CalendarActActAFB, CalendarBasisKind.CalendarActActICMA, CalendarBasisKind.CalendarActActISDA };
bool is30360 = (calendarBasis == CalendarBasisKind.Calendar30A360) ||
(calendarBasis == CalendarBasisKind.Calendar30E360) ||
(calendarBasis == CalendarBasisKind.Calendar30E360ISDA) ||
(calendarBasis == CalendarBasisKind.Calendar30U360);
if (is30360) //CalendarBasis like '30%/360%'
{
if (rateUnitOfTime == 'Y')
{
daysincalendar = 360;
}
else if (rateUnitOfTime == 'Q')
{
daysincalendar = 90;
}
else if (rateUnitOfTime == 'M')
{
daysincalendar = 30;
}
else
{
daysincalendar = 1;
}
interestdays = (360 * (y2 - y1) + 30 * (M2 - M1) + (d2 - d1)) + (s2 - s1);
t.Add(new DateSegment()
{
RowNum = 1,
DateFrom = date1,
DateTo = date2,
DaysInPeriod = interestdays,
DaysInCalendar = daysincalendar,
Rate = ratePercentage,
RateUnitOfTime = rateUnitOfTime,
RateDays = daysincalendar,
BaseAmount = amount,
Interest = 0,
AccumulatedBalance = amount
});
//insert into t(DateFrom, DateTo, InterestDays, DaysInCalendar, BaseAmount, Interest)
//values(date1, date2, cast(date1 as float), cast(date2 as float), cast(fd1 as float), cast(fd2 as float))
//insert into t(DateFrom, DateTo, InterestDays, DaysInCalendar, BaseAmount, Interest)
//values(fd1, fd2, cast(date1 as float), cast(date2 as float), cast(fd1 as float), cast(fd2 as float))
}
else if (calendarBasis == CalendarBasisKind.CalendarAct365Fixed || calendarBasis == CalendarBasisKind.CalendarAct360) //CalendarBasis in ('Actual/365', 'Actual/360')
{
if (calendarBasis == CalendarBasisKind.CalendarAct365Fixed)
{
daysincalendar = 365;
}
else
{
daysincalendar = 360;
}
fract = 1;
ut = 'Y';
if (rateUnitOfTime == 'Q')
{
fract = 4;
}
else if (rateUnitOfTime == 'M')
{
fract = 12;
}
else if (rateUnitOfTime == 'D')
{
daysincalendar = 1;
fract = 1;
ut = 'D';
}
// pretvaranje stope - videti sa UseAnticipativeMethod
if (isCompound == true)
{
perc = (Math.Pow(1 + ratePercentage / 100 * ac, fract) - 1) * 100;
}
else
{
perc = ratePercentage * fract;
}
interestdays = DateDiff(Day, fd1, fd2) + (s2 - s1);
t.Add(new DateSegment()
{
RowNum = 1,
DateFrom = date1,
DateTo = date2,
DaysInPeriod = interestdays,
DaysInCalendar = daysincalendar,
Rate = perc,
RateUnitOfTime = ut,
RateDays = daysincalendar,
BaseAmount = amount,
Interest = 0,
AccumulatedBalance = amount
});
}
else if (calendarBasis == CalendarBasisKind.CalendarAct365L)
{
d13 = DateDiff(Day, date1, date3); // + (s3 - s1)
freq = Math.Round(365 / d13, 6);
daysincalendar = 365;
if (IsLeapYear(date3) == true && date3.Month >= 3)
{
daysincalendar = 366;
}
else if (Math.Abs(freq) > 1 && IsLeapYear(date3) == true)
{
daysincalendar = 366;
}
else if (Math.Abs(freq) <= 1)
{
if (date1.Month <= 2 && IsEndOfFebruary(date1) == false) //(dt.Month <= 2 && IsEndOfFebruary(date1) == false)
{
dt = date1;
}
else
{
dt = DateAdd(Year, 1, date1);
}
while (dt <= date3)
{
if (IsLeapYear(dt) == true)
{
daysincalendar = 366;
break;
}
dt = DateAdd(Year, 1, dt);
}
}
fract = 1;
ut = 'Y';
if (rateUnitOfTime == 'Q')
{
fract = 4;
}
else if (rateUnitOfTime == 'M')
{
fract = 12;
}
else if (rateUnitOfTime == 'D')
{
fract = DateDiff(Day, fd1, DateAdd(Year, 1, fd1));
}
// pretvaranje stope - videti sa UseAnticipativeMethod
if (isCompound == true)
{
perc = (Math.Pow(1 + ratePercentage / 100 * ac, fract) - 1) * 100;
}
else
{
perc = ratePercentage * fract;
}
interestdays = DateDiff(Day, fd1, fd2) + (s2 - s1);
t.Add(new DateSegment()
{
RowNum = 1,
DateFrom = date1,
DateTo = date2,
DaysInPeriod = interestdays,
DaysInCalendar = daysincalendar,
Rate = perc,
RateUnitOfTime = ut,
RateDays = daysincalendar,
BaseAmount = amount,
Interest = 0,
AccumulatedBalance = amount
});
}
else if (calendarBasis == CalendarBasisKind.CalendarActActICMA)
{
d13 = DateDiff(Day, date1, date3); // + (s3 - s1)
freq = Math.Round(365 / d13, 6);
daysincalendar = Math.Round(freq * d13, 0);
fract = 1;
ut = 'Y';
if (rateUnitOfTime == 'Q')
{
fract = 4;
}
else if (rateUnitOfTime == 'M')
{
fract = 12;
}
else if (rateUnitOfTime == 'D')
{
fract = DateDiff(Day, fd1, DateAdd(Year, 1, fd1));
}
// pretvaranje stope - videti sa UseAnticipativeMethod
if (isCompound == true)
{
perc = (Math.Pow(1 + ratePercentage / 100 * ac, fract) - 1) * 100;
}
else
{
perc = ratePercentage * fract;
}
interestdays = DateDiff(Day, fd1, fd2) + (s2 - s1);
t.Add(new DateSegment()
{
RowNum = 1,
DateFrom = date1,
DateTo = date2,
DaysInPeriod = interestdays,
DaysInCalendar = d13,
Rate = perc,
RateUnitOfTime = ut,
RateDays = daysincalendar,
BaseAmount = amount,
Interest = 0,
AccumulatedBalance = amount
});
}
else if (actualMethods.Contains(calendarBasis))//CalendarBasis like 'Actual%'
{
if (rateUnitOfTime == 'Y')
{
foreach (DateSegment item in SplitToYearlySegments(date1, date2, rateUnitOfTime))
{
t.Add(new DateSegment()
{
RowNum = item.RowNum,
DateFrom = item.DateFrom,
DateTo = item.DateTo,
DaysInPeriod = item.DaysInPeriod,
DaysInCalendar = item.DaysInCalendar,
Rate = ratePercentage,
RateUnitOfTime = rateUnitOfTime,
RateDays = item.RateDays,
BaseAmount = amount,
Interest = 0,
AccumulatedBalance = amount
});
}
}
else //if (RateUnitOfTime == 'Q' || RateUnitOfTime == 'M') -- if RateUnitOfTime in ('Q', 'M')
{
foreach (DateSegment item in SplitToMonthlySegments(date1, date2, rateUnitOfTime))
{
t.Add(new DateSegment()
{
RowNum = item.RowNum,
DateFrom = item.DateFrom,
DateTo = item.DateTo,
DaysInPeriod = item.DaysInPeriod,
DaysInCalendar = item.DaysInCalendar,
Rate = ratePercentage,
RateUnitOfTime = rateUnitOfTime,
RateDays = item.RateDays,
BaseAmount = amount,
Interest = 0,
AccumulatedBalance = amount
});
}
}
}
DateTime?dat = null;
int sgn;
if (date1 > date2)
{
sgn = -1;
}
else
{
sgn = 1;
}
if (isCompound == false)
{
double factor = (from it in t
select(it.DaysInPeriod / it.RateDays * ratePercentage / 100))
.Sum();
double interestCoefficientBase = (Math.Pow((factor * ac + sgn), sgn * ac) * sgn - 1);
interest = amount * interestCoefficientBase;
if (factor != 0)
{
Parallel.ForEach(t, currenItem =>
{
double interestCoefficient = (currenItem.DaysInPeriod / currenItem.RateDays * currenItem.Rate / 100) / factor * interestCoefficientBase;
currenItem.InterestCoefficient = interestCoefficient;
//currenItem.Interest = interestCoefficient * amount;
currenItem.Interest = (currenItem.DaysInPeriod / currenItem.RateDays * currenItem.Rate / 100) / factor * interest;
});
}
for (int i = 0; i < t.Count; i++)
{
BaseAmount = t[i].AccumulatedBalance = (dat == null ? t[i].AccumulatedBalance : BaseAmount) + t[i].Interest;
dat = t[i].DateFrom;
}
}
else
{
for (int i = 0; i < t.Count; i++)
{
BaseAmount = (dat == null ? t[i].BaseAmount : BaseAmount + interest);
dat = t[i].DateFrom;
double interestCoefficient = (Math.Pow((t[i].Rate / 100 * ac + 1), t[i].DaysInPeriod * ac / t[i].RateDays) - 1);
t[i].InterestCoefficient = interestCoefficient;
interest = t[i].Interest = BaseAmount * interestCoefficient;
t[i].BaseAmount = BaseAmount;
t[i].AccumulatedBalance = BaseAmount + interest;
}
}
return(t);
}