public PolicyData(int code, PolicyType policyType, int term,
DateIncrementTypes dateIncrementType, double surrenderValue)
{
PolicyType = policyType;
Code = code;
Term = term;
DateIncrementType = dateIncrementType;
SurrenderValue = surrenderValue;
}
/// <summary>
/// Use this if CDF values are retrieved externally. The Payout can occor at any given time over teh expected region.
/// </summary>
/// <param name="SurvivalCdf"></param>
/// <param name="conditionalFundValueAtTime"></param>
/// <param name="dateIncrementTypes"></param>
/// <param name="term"></param>
/// <returns></returns>
public static double ReturnExpectedValue(IDictionary <int, double> SurvivalCdf,
IList <PolicyData> conditionalFundValueAtTime,
DateIncrementTypes dateIncrementTypes, IDictionary <int, double> yield, int expectanceOverPeriod)
{
var result = 0d;
foreach (var point in conditionalFundValueAtTime)
{
for (int i = 1; i <= expectanceOverPeriod; i++)
{
result += (SurvivalCdf[i]
* point.SurrenderValue * (double)DiscountFactor.discountFactor((decimal)yield[i], i));
}
}
return(result);
}
public DateIncrement(DateIncrementTypes type, int increments)
{
this.type = type;
this.increments = increments;
}
