public string DrawPlot(InputShortTermModel shortTermModel)
{
InitializeWithSTM(shortTermModel);
var fundT = Enumerable.Range(0, STM.T).Select(x => ApplyInflationProcess(ComputeFinancialState(x), x));
var plotLines = new List <PlotLine>
{
new("Current fund",
Enumerable.Range(0, STM.T).Select(x => (double)x).ToArray(),
fundT.ToArray())
};
var path = Directory.GetCurrentDirectory() + $"\\plots\\{Guid.NewGuid()}.png";
PlotService.PlotService.MakePlot(path, plotLines, "Moments of time(stochastic)", "fund");
DrawSelectionPlot();
return(path);
}
private void InitializeWithSTM(InputShortTermModel shortTermModel)
{
STM.V = (int)(STM.N * shortTermModel.Q);
STM.Bs = Enumerable.Range(0, STM.N)
.Select(_ => new Random().NextDouble() * (shortTermModel.BThreshold - shortTermModel.NThreshold) + shortTermModel.NThreshold).ToList();
// Randomly insurance case
STM.BVs = Enumerable.Range(0, STM.V).Select(_ => STM.Bs[(int)(new Random().NextDouble() * STM.Bs.Count)])
.ToList();
// Computing desired premium
// where 0.2 - payload, 1.645 - quantile, M - expectation
double M = 1 * shortTermModel.Q + (1 - shortTermModel.Q);
STM.Ps = STM.Bs
.Select(b => (b * (1.645 * Math.Sqrt(STM.N * (M - (M * M))) + shortTermModel.Q * STM.N) / 100) / (1 - 0.2))
.ToList();
}
