public static SwapAndTagTypes GetTaggingTypeForClientDate(Client pClient, int year_month_day)
{
var tagTypes = pClient.m_tag_types_by_target_date;
if (tagTypes.Count == 0)
return new SwapAndTagTypes
{
m_sleeveTagType = SleeveTaggingType.Untagged,
m_swapTagType = SwapType.NoSwapDetail
};
if (tagTypes.Count == 1)
{
return tagTypes.First().Value;
}
var rit = find_if(tagTypes.rbegin(), tagTypes.rend(), not1(bind2nd(HasGreaterTargetDate(), year_month_day)));
// the anchor date established in SessionData::FillTagTypes() (19700101) should be before all flow and target dates
if (rit == tagTypes.rend())
{
throw new DataInconsistencyException(
string.Format("Account had flow or target date ({0}) before No-FI anchor date ({1}) searching for tag/swap-type on account '{2}'. Contact Support.",
year_month_day, tagTypes.First().Key, pClient.m_client_generic_data.m_sShortname));
}
return rit->second;
}
private bool calculatePerformanceFromBeginning(
BenchAllocation benchAllocation,
BenchReturns benchmarkReturns,
int yearMonth, ClientModelBench clientModelBench,
int accountId, Client clientData)
{
var benchMonthReturns = benchmarkReturns.m_bench_monthly_returns[yearMonth];
var benchDayReturns = benchmarkReturns.m_bench_daily_returns[benchAllocation.m_date_to];
var iLoop = 1;
clientModelBench.m_totReturn = ((1 + clientModelBench.m_totReturn)*(1 + benchMonthReturns.m_total_return)/
(benchDayReturns.m_price_return_to_month_end)) - 1;
clientModelBench.m_totPriceReturn = ((1 + clientModelBench.m_totPriceReturn) * (1 + benchMonthReturns.m_price_return) /
(benchDayReturns.m_price_return_to_month_end)) - 1;
clientModelBench.m_totDivReturn += (benchMonthReturns.m_dividend_return);
}
