public bool GetLastYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBAFiscalYear FY;
IBACalcPeriod pObjIPd1;
IBACalcPeriod pObjIPd2;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
double dFYFactor1;
double dFYFactor2;
short iPeriodNum1;
short iPeriodNum2;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate)
{
//the dispdate is in the first year
if (!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd1)) ||
!(hr = FY.GetPeriod(dtDate, out pObjIPd2)))
{
return(hr);
}
iPeriodNum1 = pObjIPd1.PeriodNum;
iPeriodNum2 = pObjIPd2.PeriodNum;
if (iPeriodNum1 == iPeriodNum2)
{
//if in the same m_onth, the factor should be the same
pVal = 0;
// if ( FAILED(hr = GetFirstYearFactor(dtDate, pVal)) )
// return hr;
}
else
{
//if in the diff m_onth, find the difference
//
//-+---------------+------------------------------|------.
// startdate dispdate year end
// |<-- the diff ->|
// "the dif" x "anual amount" is the amt for this period
if (!(hr = GetFirstYearFactor(m_dtStartDate, out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
}
else
{
//in diff year
if (!(hr = FY.GetFiscalYearFraction(out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
return(true);
}
public bool GetDisposalYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBACalcPeriod pObjIPd1;
IBACalcPeriod pObjIPd2;
IBAFiscalYear FY;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
short iPeriodNum1;
short iPeriodNum2;
double dFYFactor1;
double dFYFactor2;
bool hr;
pVal = 0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate)
{
//in the same year as first year
if (!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd1)) ||
!(hr = FY.GetPeriod(dtDate, out pObjIPd2)))
{
return(hr);
}
iPeriodNum1 = pObjIPd1.PeriodNum;
iPeriodNum2 = pObjIPd2.PeriodNum;
if (iPeriodNum1 == iPeriodNum2)
{
//in the same month as the first month
pVal = 0;
// if ( FAILED(hr = GetFirstYearFactor(dtDate, pVal)) )
// return hr;
}
else
{
//in diff month
if (!(hr = GetFirstYearFactor(m_dtStartDate, out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
}
else
{
if (!(hr = FY.GetFiscalYearFraction(out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
// if ( dFYFactor1 >= RemainingLife && RemainingLife > 0.01 )
// {
// pVal = (dFYFactor1 - dFYFactor2) / RemainingLife;
// }
// else
// {
pVal = dFYFactor1 - dFYFactor2;
// }
}
return(true);
}
public bool GetDisposalYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBACalcPeriod pObjIPd;
IBAFiscalYear FY;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
DateTime dtPEndDate;
double dFYFraction;
double dFYFactor;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)) ||
!(hr = FY.GetMidYearDate(out dtMidDate)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
// mobjIFY.GetPeriod mdtStartDate, objIPd
if (m_bFirstHalf)
{
//if PIS is in the first half of the year
if (dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate)
{
// In first year
if (!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd)))
{
return(hr);
}
dtPEndDate = pObjIPd.PeriodEnd;
if (dtDate < dtPEndDate)
{
if (!(hr = GetFirstYearFactor(dtDate, out pVal)))
{
return(hr);
}
}
else
{
if (!(hr = FY.GetFiscalYearFraction(out dFYFraction)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor)))
{
return(hr);
}
pVal = 0.5 * (dFYFraction - dFYFactor);
}
}
else //if( dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
//m_dtEndDate >= dtTmpStartDate && m_dtEndDate <= dtTmpEndDate )
{
// in the last year
if (!(hr = FY.GetMidYearDate(out dtMidDate)))
{
return(hr);
}
if (dtDate < dtMidDate)
{
pVal = 0;
}
else
{
if (!(hr = FY.GetFiscalYearFraction(out dFYFraction)))
{
return(hr);
}
if (dFYFraction > RemainingLife)
{
pVal = RemainingLife * 0.5;
}
else
{
pVal = dFYFraction * 0.5;
}
}
}
// else
// {
// if ( FAILED(hr = FY.GetFiscalYearFraction(out dFYFraction)) ||
// FAILED(hr = GetFirstYearFactor(dtDate, out dFYFactor)) )
// return hr;
// pVal = 0.5 * (dFYFraction - dFYFactor);
// }
}
else // PIS in second half of the year.
{
if (dtDate < m_dtStartDate)
{
// In PIS year
// if ( dtDate > dtMidDate )
// {
// if ( FAILED(hr = FY.GetFiscalYearFraction(out dFYFraction)) ||
// FAILED(hr = GetFirstYearFactor(dtMidDate, out dFYFactor)) )
// return hr;
// pVal = dFYFraction - 0.5 * dFYFactor;
// }
// else
pVal = 0;
}
else //if( dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
//m_dtEndDate >= dtTmpStartDate && m_dtEndDate <= dtTmpEndDate )
{
// in the last year
if (!(hr = FY.GetFiscalYearFraction(out dFYFraction)) ||
!(hr = FY.GetMidYearDate(out dtMidDate)))
{
return(hr);
}
if (dFYFraction > RemainingLife)
{
if (dtDate < dtMidDate)
{
pVal = RemainingLife * 0.5;
}
else
{
pVal = RemainingLife;
}
}
else
{
if (dtDate < dtMidDate)
{
pVal = dFYFraction * 0.5;
}
else
{
pVal = dFYFraction;
}
}
}
//else
//{
// if ( FAILED(hr = FY.GetFiscalYearFraction(out dFYFraction)) ||
// FAILED(hr = GetFirstYearFactor(dtDate, out dFYFactor)) )
// return hr;
// pVal = 0.5 * (dFYFraction - dFYFactor);
//}
}
return(true);
}
public bool GetDisposalYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBACalcPeriod pObjIPd1;
IBACalcPeriod pObjIPd2;
IBAFiscalYear FY;
DateTime dtSDate;
DateTime dtEDate;
short iPNum1;
short iPNum2;
double dFactor1;
double dFactor2;
bool hr;
pVal = 0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtSDate = FY.YRStartDate;
dtEDate = FY.YREndDate;
m_pMonthlyYear.FiscalYearInfo = FY;
m_pMonthlyYear.DeemedFYDates();
if (dtDate >= dtSDate && dtDate <= dtEDate &&
m_dtStartDate >= dtSDate && m_dtStartDate <= dtEDate)
{
//the dispdate is in the first year
if (!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd1)) ||
!(hr = FY.GetPeriod(dtDate, out pObjIPd2)))
{
return(hr);
}
iPNum1 = pObjIPd1.PeriodNum;
iPNum2 = pObjIPd2.PeriodNum;
if (iPNum1 == iPNum2)
{
//if in the same month, the factor should be the same
pVal = 0;
return(true);
// return GetFirstYearFactor(m_pMonthlyYear.GetFullMonthDate(dtDate), pVal);
}
else
{
//if in the diff month, find the difference
//
//-+---------------+------------------------------|------.
// startdate dispdate year end
// |<-- the diff .|
// "the dif" x "anual amount" is the amt for this period
if (!(hr = GetFirstYearFactor(m_dtStartDate, out dFactor1)) ||
!(hr = GetFirstYearFactor(m_pMonthlyYear.GetFullMonthDate(dtDate), out dFactor2)))
{
return(hr);
}
pVal = dFactor1 - dFactor2;
}
}
else
{
//in diff year
if (!(hr = FY.GetFiscalYearFraction(out dFactor1)))
{
return(hr);
}
// if ( dFactor1 >= RemainingLife && RemainingLife > 0.01 )
// {
// pVal = m_pMonthlyYear.GetLastYearFactor(m_pMonthlyYear.GetFullMonthDate(dtDate)) / RemainingLife;
// }
// else
// {
pVal = m_pMonthlyYear.GetLastYearFactor(m_pMonthlyYear.GetFullMonthDate(dtDate));
// }
}
return(true);
}
public bool GetLastYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBAFiscalYear FY;
IBACalcPeriod pObjIPd1;
IBACalcPeriod pObjIPd2;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
short iPeriodNum1;
short iPeriodNum2;
double dFYFactor1;
double dFYFactor2;
bool hr;
pVal = 0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate)
{
if (!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd1)) ||
!(hr = FY.GetPeriod(dtDate, out pObjIPd2)))
{
return(hr);
}
iPeriodNum1 = pObjIPd1.PeriodNum;
iPeriodNum2 = pObjIPd2.PeriodNum;
//if the dispdate is in the first year
if (iPeriodNum1 >= iPeriodNum2)
{
//in the same period
if (!(hr = GetFirstYearFactor(m_dtStartDate, out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
else
{
//in different period
if (!(hr = GetFirstYearFactor(m_dtStartDate, out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
}
else
{
//other years
if (!(hr = FY.GetFiscalYearFraction(out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
return(true);
}
public bool GetDisposalYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBAFiscalYear FY;
IBACalcPeriod pObjIPd1;
IBACalcPeriod pObjIPd2;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
DateTime dtMidDate2;
double dFYFactor1;
double dFYFactor2;
short iPeriodNum1;
short iPeriodNum2;
short iPeriods1;
short iCurWeight1;
short iPeriods2;
short iCurWeight2;
short iAnuWeight;
bool hr;
// if ( RemainingLife > 0.99 && RemainingLife < 0.01 )
// return GetLastYearFactor(RemainingLife, dtDate, pVal);
pVal = 0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate)
{
//
// We are in the first year
//
if (!(hr = FY.GetPeriod(dtDate, out pObjIPd2)) ||
!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd1)) ||
!(hr = FY.GetMidPeriodDate(m_dtStartDate, out dtMidDate2)) ||
!(hr = FY.GetMidPeriodDate(dtDate, out dtMidDate)))
{
return(hr);
}
iPeriodNum1 = pObjIPd1.PeriodNum;
iPeriodNum2 = pObjIPd2.PeriodNum;
if (!(hr = FY.GetRemainingPeriodWeights(dtDate, out iPeriods1)) ||
!(hr = FY.GetCurrentPeriodWeight(dtDate, out iCurWeight1)) ||
!(hr = FY.GetRemainingPeriodWeights(m_dtStartDate, out iPeriods2)) ||
!(hr = FY.GetCurrentPeriodWeight(m_dtStartDate, out iCurWeight2)) ||
!(hr = FY.GetTotalAnnualPeriodWeights(out iAnuWeight)))
{
return(hr);
}
if (iPeriodNum1 == iPeriodNum2 ||
(iPeriodNum1 + 1 == iPeriodNum2 && m_dtStartDate >= dtMidDate))
{
if (dtDate < dtMidDate)
{
pVal = 0;
}
else
{
pVal = ((double)(iCurWeight1)) / iAnuWeight;
}
}
else
{
if (dtDate >= dtMidDate)
{
pVal = (double)(iCurWeight2 + iPeriods2 - iPeriods1) / iAnuWeight;
}
else
{
pVal = (double)(iCurWeight2 + iPeriods2 - iPeriods1 - iCurWeight1) / iAnuWeight;
}
}
}
else
{
if (!(hr = FY.GetFiscalYearFraction(out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
return(true);
}
public bool GetLastYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
IBAFiscalYear FY;
IBACalcPeriod pObjIPd1;
IBACalcPeriod pObjIPd2;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
double dFYFactor1;
double dFYFactor2;
short iPeriodNum1;
short iPeriodNum2;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
dtDate = m_dtEndDate;
}
if (dtDate < m_dtStartDate)
{
dtDate = m_dtStartDate;
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (dtDate >= dtTmpStartDate && dtDate <= dtTmpEndDate &&
m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate)
{
if (!(hr = FY.GetPeriod(dtDate, out pObjIPd2)) ||
!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd1)) ||
!(hr = FY.GetMidPeriodDate(m_dtStartDate, out dtMidDate)))
{
return(hr);
}
iPeriodNum1 = pObjIPd1.PeriodNum;
iPeriodNum2 = pObjIPd2.PeriodNum;
if (iPeriodNum1 == iPeriodNum2 ||
(iPeriodNum1 + 1 == iPeriodNum2 && m_dtStartDate >= dtMidDate))
{
if (!(hr = FY.GetMidPeriodDate(dtDate, out dtMidDate)))
{
return(hr);
}
if (dtDate < dtMidDate)
{
if (!(hr = GetFirstYearFactor(m_dtStartDate, out pVal)))
{
return(hr);
}
}
else
{
dtMidDate = pObjIPd2.PeriodEnd;
if (!(hr = GetFirstYearFactor(dtMidDate.AddDays(+1), out pVal)))
{
return(hr);
}
}
}
else
{
if (!(hr = GetFirstYearFactor(m_dtStartDate, out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
}
else
{
if (!(hr = FY.GetFiscalYearFraction(out dFYFactor1)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor2)))
{
return(hr);
}
pVal = dFYFactor1 - dFYFactor2;
}
return(true);
}