public IModelFormula <IModel, Decimal?> CreatePortfolioScaledFormula(
IModelFormula <IModel, Decimal?> baseLessOverlayFormula,
IExpression <Decimal?> baseLessOverlayPositiveTotal,
IExpression <Decimal?> baseLessOverlayTotal
)
{
return(new Computing.PortfolioScaledFormula(baseLessOverlayFormula, baseLessOverlayPositiveTotal, baseLessOverlayTotal));
}
public BaseLessOverlayPositiveTotalFormula(
IEnumerable <IModel> models,
IModelFormula <IModel, Decimal?> baseLessOverlayFormula,
IExpression <Decimal?> cashRescaledBase
)
{
this.models = models;
this.baseLessOverlayFormula = baseLessOverlayFormula;
this.cashRescaledBase = cashRescaledBase;
}
public PortfolioScaledFormula(
IModelFormula <IModel, Decimal?> baseLessOverlayFormula,
IExpression <Decimal?> baseLessOverlayPositiveTotal,
IExpression <Decimal?> baseLessOverlayTotal
)
{
this.baseLessOverlayFormula = baseLessOverlayFormula;
this.baseLessOverlayPositiveTotal = baseLessOverlayPositiveTotal;
this.baseLessOverlayTotal = baseLessOverlayTotal;
}
public ModelFormulaExpression(
String name,
TModel model,
IModelFormula <TModel, TValue> formula,
IValueAdapter <TValue> adapter,
Func <ModelFormulaExpression <TModel, TValue>, CalculationTicket, IEnumerable <IValidationIssue> > validator
)
{
this.Name = name;
this.Model = model;
this.Formula = formula;
this.Adapter = adapter;
this.validator = validator;
}
public IExpression <Decimal?> CreateBaseLessOverlayTotalExpression(
GlobeModel root,
GlobeTraverser traverser,
IModelFormula <IModel, Decimal?> baseLessOverlayFormula,
IExpression <Decimal?> cashRescaledBase
)
{
var models = traverser.TraverseGlobe(root);
var result = new Expression <Decimal?>(
ValueNames.BaseLessOverlayTotal,
new BaseLessOverlayTotalFormula(
models,
baseLessOverlayFormula,
cashRescaledBase
),
this.commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
);
return(result);
}
public IModelFormula <IModel, Decimal?> CreateBaseLessOverlayFormula(
IModelFormula <IModel, Decimal?> rescaledBaseForAdjustmentFormula
)
{
return(new Computing.BaseLessOverlayFormula(this.picker, rescaledBaseForAdjustmentFormula));
}
public RegionModel CreateRegionModel(
String name,
IModelFormula <IModel, Decimal?> baseActiveFormula,
IEnumerable <IRegionModelResident> residents
)
{
var result = new RegionModel(
name,
new SumExpression(
ValueNames.Benchmark,
residents.Select(x => picker.Benchmark.TryPickExpression(x)),
this.defaultValues.DefaultBenchmark,
this.commonParts.ValidateWhatever
),
new NullableSumExpression(
ValueNames.Base,
residents.Select(x => picker.Base.TryPickExpression(x)),
this.defaultValues.DefaultBase,
this.commonParts.ValidateWhatever
),
self => new ModelFormulaExpression <IModel, Decimal?>(
ValueNames.BaseActive,
self,
baseActiveFormula,
commonParts.NullableDecimalValueAdapter,
this.commonParts.ValidateWhatever
),
new SumExpression(
ValueNames.Overlay,
residents.Select(x => picker.Overlay.TryPickExpression(x)),
this.defaultValues.DefaultOverlay,
this.commonParts.ValidateWhatever
),
new NullableSumExpression(
ValueNames.PortfolioAdjsutment,
residents.Select(x => picker.PortfolioAdjustment.TryPickExpression(x)),
this.defaultValues.DefaultPortfolioAdjustment,
this.commonParts.ValidateWhatever
),
new NullableSumExpression(
ValueNames.PortfolioScaled,
residents.Select(x => picker.PortfolioScaled.TryPickExpression(x)),
this.defaultValues.DefaultPortfolioScaled,
this.commonParts.ValidateWhatever
),
new NullableSumExpression(
ValueNames.TrueExposure,
residents.Select(x => picker.TrueExposure.TryPickExpression(x)),
this.defaultValues.DefaultTrueExposure,
this.commonParts.ValidateWhatever
),
new NullableSumExpression(
ValueNames.TrueActive,
residents.Select(x => picker.TrueActive.TryPickExpression(x)),
this.defaultValues.DefaultTrueActive,
this.commonParts.ValidateWhatever
),
residents
);
return(result);
}
public BaseLessOverlayFormula(ExpressionPicker picker, IModelFormula <IModel, Decimal?> rescaledBaseForAdjustmentFormula)
{
this.picker = picker;
this.rescaledBaseForAdjustmentFormula = rescaledBaseForAdjustmentFormula;
}
