public override bool isBusinessDay(Date date)
{
DayOfWeek w = date.DayOfWeek;
int d = date.Day, dd = date.DayOfYear;
Month m = (Month)date.Month;
int y = date.Year;
int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day (possibly moved to Monday)
|| (d == 1 && m == Month.January)
// Australia Day, January 26th (possibly moved to Monday)
|| ((d == 26 || ((d == 27 || d == 28) && w == DayOfWeek.Monday)) &&
m == Month.January)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// ANZAC Day, April 25th (possibly moved to Monday)
|| ((d == 25 || (d == 26 && w == DayOfWeek.Monday)) && m == Month.April)
// Queen's Birthday, second Monday in June
|| ((d > 7 && d <= 14) && w == DayOfWeek.Monday && m == Month.June)
// Bank Holiday, first Monday in August
|| (d <= 7 && w == DayOfWeek.Monday && m == Month.August)
// Labour Day, first Monday in October
|| (d <= 7 && w == DayOfWeek.Monday && m == Month.October)
// Christmas, December 25th (possibly Monday or Tuesday)
|| ((d == 25 || (d == 27 && (w == DayOfWeek.Monday || w == DayOfWeek.Tuesday)))
&& m == Month.December)
// Boxing Day, December 26th (possibly Monday or Tuesday)
|| ((d == 26 || (d == 28 && (w == DayOfWeek.Monday || w == DayOfWeek.Tuesday)))
&& m == Month.December))
return false;
return true;
}
public override bool isBusinessDay(Date date)
{
DayOfWeek w = date.DayOfWeek;
int d = date.Day, dd = date.DayOfYear;
Month m = (Month)date.Month;
int y = date.Year;
int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == Month.January)
// Epiphany
|| (d == 6 && m == Month.January)
// Good Friday
|| (dd == em - 3)
// Easter Monday
|| (dd == em)
// Ascension Thursday
|| (dd == em + 38)
// Labour Day
|| (d == 1 && m == Month.May)
// Midsummer Eve (Friday between June 18-24)
|| (w == DayOfWeek.Friday && (d >= 18 && d <= 24) && m == Month.June)
// Independence Day
|| (d == 6 && m == Month.December)
// Christmas Eve
|| (d == 24 && m == Month.December)
// Christmas
|| (d == 25 && m == Month.December)
// Boxing Day
|| (d == 26 && m == Month.December))
return false;
return true;
}
public void CanAddNegativeYears_FromLeapDay_ToNonLeapYear()
{
var dt = new Date(2000, 2, 29);
var actual = dt.AddYears(-1);
var expected = new Date(1999, 2, 28);
Assert.Equal(expected, actual);
}
// constructors
public FixedRateCoupon(double nominal, Date paymentDate, double rate, DayCounter dayCounter,
Date accrualStartDate, Date accrualEndDate,
Date refPeriodStart = null, Date refPeriodEnd = null,double? amount = null)
: base(nominal, paymentDate, accrualStartDate, accrualEndDate, refPeriodStart, refPeriodEnd, amount)
{
rate_ = new InterestRate(rate, dayCounter, Compounding.Simple,Frequency.Annual);
}
public void CanAddPositiveYears_FromLeapDay_ToLeapYear()
{
var dt = new Date(2000, 2, 29);
var actual = dt.AddYears(4);
var expected = new Date(2004, 2, 29);
Assert.Equal(expected, actual);
}
public void CanAddNegativeYears()
{
var dt = new Date(2000, 1, 1);
var actual = dt.AddYears(-1);
var expected = new Date(1999, 1, 1);
Assert.Equal(expected, actual);
}
public void CanAddZeroYears()
{
var dt = new Date(2000, 1, 1);
var actual = dt.AddYears(0);
var expected = new Date(2000, 1, 1);
Assert.Equal(expected, actual);
}
public override bool isBusinessDay(Date date)
{
DayOfWeek w = date.DayOfWeek;
int d = date.Day, dd = date.DayOfYear;
Month m = (Month)date.Month;
int y = date.Year;
int em = easterMonday(y);
if (isWeekend(w)
// Maunday Thursday
|| (dd == em - 4)
// Good Friday
|| (dd == em - 3)
// Easter Monday
|| (dd == em)
// General Prayer Day
|| (dd == em + 25)
// Ascension
|| (dd == em + 38)
// Whit Monday
|| (dd == em + 49)
// New Year's Day
|| (d == 1 && m == Month.January)
// Constitution Day, June 5th
|| (d == 5 && m == Month.June)
// Christmas
|| (d == 25 && m == Month.December)
// Boxing Day
|| (d == 26 && m == Month.December))
return false;
return true;
}
public void CanAddPositiveYears()
{
var dt = new Date(2000, 1, 1);
var actual = dt.AddYears(1);
var expected = new Date(2001, 1, 1);
Assert.Equal(expected, actual);
}
public SwaptionVolatilityDiscrete(List<Period> optionTenors,
List<Period> swapTenors,
Date referenceDate,
Calendar cal,
BusinessDayConvention bdc,
DayCounter dc)
: base(referenceDate, cal, bdc, dc)
{
nOptionTenors_ = optionTenors.Count;
optionTenors_ = optionTenors;
optionDates_ = new InitializedList<Date>(nOptionTenors_);
optionTimes_ = new InitializedList<double>(nOptionTenors_);
optionDatesAsReal_ = new InitializedList<double>(nOptionTenors_);
nSwapTenors_ = swapTenors.Count;
swapTenors_ = swapTenors;
swapLengths_ = new InitializedList<double>(nSwapTenors_);
checkOptionTenors();
initializeOptionDatesAndTimes();
checkSwapTenors();
initializeSwapLengths();
optionInterpolator_ = new LinearInterpolation(optionTimes_,
optionTimes_.Count,
optionDatesAsReal_);
optionInterpolator_.update();
optionInterpolator_.enableExtrapolation();
}
//! fixed-rate bond
/*! \ingroup instruments
\test calculations are tested by checking results against
cached values.
*/
//! simple annual compounding coupon rates
public FixedRateBond(int settlementDays, double faceAmount, Schedule schedule,List<double> coupons,
DayCounter accrualDayCounter, BusinessDayConvention paymentConvention = BusinessDayConvention.Following,
double redemption = 100, Date issueDate = null,Calendar paymentCalendar = null,
Period exCouponPeriod = null,
Calendar exCouponCalendar = null,
BusinessDayConvention exCouponConvention = BusinessDayConvention.Unadjusted,
bool exCouponEndOfMonth = false)
: base(settlementDays, paymentCalendar == null ? schedule.calendar() : paymentCalendar,
issueDate)
{
frequency_ = schedule.tenor().frequency();
dayCounter_ = accrualDayCounter;
maturityDate_ = schedule.endDate();
cashflows_ = new FixedRateLeg(schedule)
.withCouponRates(coupons, accrualDayCounter)
.withExCouponPeriod(exCouponPeriod,
exCouponCalendar,
exCouponConvention,
exCouponEndOfMonth)
.withPaymentCalendar(calendar_)
.withNotionals(faceAmount)
.withPaymentAdjustment(paymentConvention);
addRedemptionsToCashflows(new List<double>() { redemption });
if (cashflows().Count == 0)
throw new ApplicationException("bond with no cashflows!");
if (redemptions_.Count != 1)
throw new ApplicationException("multiple redemptions created");
}
public DiscretizedSwap(VanillaSwap.Arguments args,
Date referenceDate,
DayCounter dayCounter)
{
arguments_ = args;
fixedResetTimes_ = new InitializedList<double>(args.fixedResetDates.Count);
for (int i = 0; i < fixedResetTimes_.Count; ++i)
fixedResetTimes_[i] =
dayCounter.yearFraction(referenceDate,
args.fixedResetDates[i]);
fixedPayTimes_ = new InitializedList<double>(args.fixedPayDates.Count);
for (int i = 0; i < fixedPayTimes_.Count; ++i)
fixedPayTimes_[i] =
dayCounter.yearFraction(referenceDate,
args.fixedPayDates[i]);
floatingResetTimes_ = new InitializedList<double>(args.floatingResetDates.Count);
for (int i = 0; i < floatingResetTimes_.Count; ++i)
floatingResetTimes_[i] =
dayCounter.yearFraction(referenceDate,
args.floatingResetDates[i]);
floatingPayTimes_ = new InitializedList<double>(args.floatingPayDates.Count);
for (int i = 0; i < floatingPayTimes_.Count; ++i)
floatingPayTimes_[i] =
dayCounter.yearFraction(referenceDate,
args.floatingPayDates[i]);
}
public SwaptionVolatilityDiscrete(List<Period> optionTenors,
List<Period> swapTenors,
int settlementDays,
Calendar cal,
BusinessDayConvention bdc,
DayCounter dc)
: base(settlementDays, cal, bdc, dc)
{
nOptionTenors_ = optionTenors.Count;
optionTenors_ = optionTenors;
optionDates_ = new InitializedList<Date>(nOptionTenors_);
optionTimes_ = new InitializedList<double>(nOptionTenors_);
optionDatesAsReal_ = new InitializedList<double>(nOptionTenors_);
nSwapTenors_ = swapTenors.Count;
swapTenors_ = swapTenors;
swapLengths_ = new InitializedList<double>(nSwapTenors_);
checkOptionTenors();
initializeOptionDatesAndTimes();
checkSwapTenors();
initializeSwapLengths();
optionInterpolator_ = new LinearInterpolation(optionTimes_,
optionTimes_.Count,
optionDatesAsReal_);
optionInterpolator_.update();
optionInterpolator_.enableExtrapolation();
evaluationDate_ = Settings.evaluationDate();
Settings.registerWith(update);
}
public static Date date(string immCode, Date refDate)
{
if (!isIMMcode(immCode, false)) throw new ArgumentException(immCode + " is not a valid IMM code");
Date referenceDate = (refDate != null ? refDate : Settings.evaluationDate());
int m = "FGHJKMNQUVXZ".IndexOf(immCode.ToUpper()[0]) + 1;
if (m == 0)
throw new ArgumentException("invalid IMM month letter");
if (!Char.IsDigit(immCode[1]))
throw new ArgumentException(immCode + " is not a valid IMM code");
int y = immCode[1] - '0';
y += referenceDate.Year - (referenceDate.Year % 10);
/* year<10 are not valid years: to avoid a run-time
exception in few lines below we need to add 10 years right away */
if (y == 0 && referenceDate.Year <= 1909) y += 10;
Date result = IMM.nextDate(new Date(1, m, y), false);
if (result<referenceDate)
result = IMM.nextDate(new Date(1, m, y + 10), false);
return result;
}
public AmericanExercise(Date latest, bool payoffAtExpiry)
: base(Type.American, payoffAtExpiry)
{
dates_ = new InitializedList<Date>(2);
dates_[0] = Date.minDate();
dates_[1] = latest;
}
public AmortizingFixedRateBond(
int settlementDays,
Calendar calendar,
double faceAmount,
Date startDate,
Period bondTenor,
Frequency sinkingFrequency,
double coupon,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention = BusinessDayConvention.Following,
Date issueDate = null)
:base(settlementDays, calendar, issueDate)
{
frequency_ = sinkingFrequency;
dayCounter_ = accrualDayCounter;
Utils.QL_REQUIRE( bondTenor.length() > 0,() =>
"bond tenor must be positive. "
+ bondTenor + " is not allowed." );
maturityDate_ = startDate + bondTenor;
maturityDate_ = startDate + bondTenor;
schedule_ = sinkingSchedule(startDate, bondTenor, sinkingFrequency, calendar);
cashflows_ = new FixedRateLeg(schedule_)
.withCouponRates(coupon, accrualDayCounter)
.withNotionals(sinkingNotionals(bondTenor, sinkingFrequency, coupon, faceAmount))
.withPaymentAdjustment(paymentConvention).value();
addRedemptionsToCashflows();
}
public void CalculateDifference_ShouldNotChangePeriod()
{
var period = new Date(2000, 1, 1);
var period1 = new Date(2001, 1, 1);
period.CalculateDifference(period1);
Assert.AreEqual(period, new Date(2000,1,1));
}
public override bool isBusinessDay(Date date)
{
DayOfWeek w = date.DayOfWeek;
int d = date.Day, dd = date.DayOfYear;
Month m = (Month)date.Month;
int y = date.Year;
int em = easterMonday(y);
if (isWeekend(w)
// New Year's Day
|| (d == 1 && m == Month.January)
// Good Friday
|| (dd == em - 3 && y >= 2000)
// Easter Monday
|| (dd == em && y >= 2000)
// Labour Day
|| (d == 1 && m == Month.May && y >= 2000)
// Christmas
|| (d == 25 && m == Month.December)
// Day of Goodwill
|| (d == 26 && m == Month.December && y >= 2000)
// December 31st, 1998, 1999, and 2001 only
|| (d == 31 && m == Month.December && (y == 1998 || y == 1999 || y == 2001)))
return false;
return true;
}
public AmortizingFixedRateBond(
int settlementDays,
List<double> notionals,
Schedule schedule,
List<double> coupons,
DayCounter accrualDayCounter,
BusinessDayConvention paymentConvention = BusinessDayConvention.Following,
Date issueDate = null)
:base(settlementDays, schedule.calendar(), issueDate)
{
frequency_ = schedule.tenor().frequency();
dayCounter_ = accrualDayCounter;
schedule_ = schedule;
maturityDate_ = schedule.endDate();
cashflows_ = new FixedRateLeg(schedule)
.withCouponRates(coupons, accrualDayCounter)
.withNotionals(notionals)
.withPaymentAdjustment(paymentConvention).value();
addRedemptionsToCashflows();
if ( cashflows().empty())
throw new ApplicationException("bond with no cashflows!");
}
public PartialViewResult CreateDate(DateTime dateTime, int timeSlotId)
{
Contact contact = SessionHelper.GetInstance().CurrentUser;
if (contact != null)
{
TimeSlot timeSlot = SlotRepository.GetById(timeSlotId);
try
{
Guid confirmationId = Guid.NewGuid();
Date date = new Date{
Contact = contact,
TimeSlot = timeSlot,
Day = dateTime,
IsConfirmed = false,
ConfirmationId = confirmationId.ToString()
};
DateRepository.Save(date);
string serverAddress = Constants.GetInstance().ServerAddress(Request);
Email.GetInstance().SendForPatientPropose(date, serverAddress);
Email.GetInstance().SendForAdminPropose(date);
return PartialView("CreateDate", date);
}
catch (Exception ex)
{
ViewBag.ResultMessage = DateResource.ErrorOccured;
return PartialView("CreateDate");
}
}
return PartialView("/Views/Login/Index.cshtml");
}
public double getCPR(Date valDate)
{
Thirty360 dayCounter = new Thirty360();
int d = dayCounter.dayCount(_startDate,valDate)/30 + 1;
return (d <= 30 ? 0.06 * (d / 30d) : 0.06) * _multi;
}
public CallableBondConstantVolatility(Date referenceDate, double volatility, DayCounter dayCounter)
:base(referenceDate)
{
volatility_ = new Handle<Quote>(new SimpleQuote(volatility));
dayCounter_ = dayCounter;
maxBondTenor_ = new Period(100,TimeUnit.Years);
}
public override bool isBusinessDay(Date date)
{
DayOfWeek w = date.DayOfWeek;
int d = date.Day, dd = date.DayOfYear;
Month m = (Month)date.Month;
int y = date.Year;
int em = easterMonday(y);
if (isWeekend(w)
// Holy Thursday
|| (dd == em-4)
// Good Friday
|| (dd == em-3)
// Easter Monday
|| (dd == em)
// Ascension Thursday
|| (dd == em+38)
// Whit Monday
|| (dd == em+49)
// New Year's Day
|| (d == 1 && m == Month.January)
// May Day
|| (d == 1 && m == Month.May)
// National Independence Day
|| (d == 17 && m == Month.May)
// Christmas
|| (d == 25 && m == Month.December)
// Boxing Day
|| (d == 26 && m == Month.December))
return false;
return true;
}
public FloatingRateBond(int settlementDays, double faceAmount, Schedule schedule, IborIndex index, DayCounter paymentDayCounter,
BusinessDayConvention paymentConvention, int fixingDays, List<double> gearings, List<double> spreads,
List<double> caps, List<double> floors, bool inArrears, double redemption, Date issueDate)
: base(settlementDays, schedule.calendar(), issueDate) {
maturityDate_ = schedule.endDate();
cashflows_ = new IborLeg(schedule, index)
.withPaymentDayCounter(paymentDayCounter)
.withFixingDays(fixingDays)
.withGearings(gearings)
.withSpreads(spreads)
.withCaps(caps)
.withFloors(floors)
.inArrears(inArrears)
.withNotionals(faceAmount)
.withPaymentAdjustment(paymentConvention);
addRedemptionsToCashflows(new List<double>() { redemption });
if (cashflows().Count == 0)
throw new ApplicationException("bond with no cashflows!");
if (redemptions_.Count != 1)
throw new ApplicationException("multiple redemptions created");
index.registerWith(update);
}
// todo
// cleanup
// SavedSettings backup;
// setup
public CommonVars()
{
calendar = new TARGET();
today = calendar.adjust(Date.Today);
Settings.setEvaluationDate(today);
faceAmount = 1000000.0;
}
public void WriteRawValueWritesDate()
{
RawValueWriter target = new RawValueWriter(this.settings, this.stream, new UTF32Encoding());
Date value = new Date(2014, 9, 18);
target.WriteRawValue(value);
this.StreamAsString(target).Should().Be("2014-09-18");
}
//! \name Volatility
/*! by default, inflation is observed with the lag
of the term structure.
Because inflation is highly linked to dates (for
interpolation, periods, etc) time-based overload of the
methods are not provided.
*/
//@{
//! Returns the volatility for a given maturity date and strike rate.
double volatility(Date maturityDate, double strike,
Period obsLag = null,
bool extrapolate = false)
{
if (obsLag == null)
obsLag = new Period(-1, TimeUnit.Days);
Period useLag = obsLag;
if (obsLag == new Period(-1, TimeUnit.Days))
{
useLag = observationLag();
}
if (indexIsInterpolated())
{
checkRange(maturityDate - useLag, strike, extrapolate);
double t = timeFromReference(maturityDate - useLag);
return volatilityImpl(t, strike);
}
else
{
KeyValuePair<Date, Date> dd = Utils.inflationPeriod(maturityDate - useLag, frequency());
checkRange(dd.Key, strike, extrapolate);
double t = timeFromReference(dd.Key);
return volatilityImpl(t, strike);
}
}
public void testAmortizingBond1()
{
// Input Values
double faceValue = 40000;
double marketValue = 43412;
double couponRate = 0.06;
Date issueDate = new Date(1, Month.January, 2001);
Date maturirtyDate = new Date(1, Month.January, 2005);
Date tradeDate = new Date(1, Month.January, 2004);
Frequency paymentFrequency = Frequency.Semiannual;
DayCounter dc = new Thirty360(Thirty360.Thirty360Convention.USA);
// Build Bond
AmortizingBond bond = BondFactory.makeAmortizingBond(faceValue, marketValue, couponRate,
issueDate, maturirtyDate, tradeDate, paymentFrequency, dc, AmortizingMethod.EffectiveInterestRate);
// Amortizing Yield ( Effective Rate )
double y1 = bond.Yield();
Assert.AreEqual(-0.0236402, y1, 0.001, "Amortizing Yield is different");
// Amortized Cost at Date
double Amort1 = bond.AmortizationValue(new Date(31, Month.August, 2004));
Assert.AreEqual(41126.01, Amort1, 100, "Amortized Cost at 08/31/2004 is different");
double Amort2 = bond.AmortizationValue(new Date(30, Month.September, 2004));
Assert.AreEqual(40842.83, Amort2, 100, "Amortized Cost at 09/30/2004 is different");
}
public FixedRateCoupon(double nominal, Date paymentDate, InterestRate interestRate,
Date accrualStartDate, Date accrualEndDate,
Date refPeriodStart = null, Date refPeriodEnd = null,double? amount = null)
: base(nominal, paymentDate, accrualStartDate, accrualEndDate, refPeriodStart, refPeriodEnd, amount)
{
rate_ = interestRate;
}
public BlackVanillaOptionPricer(double forwardValue, Date expiryDate, Period swapTenor, SwaptionVolatilityStructure volatilityStructure) {
forwardValue_ = forwardValue;
expiryDate_ = expiryDate;
swapTenor_ = swapTenor;
volatilityStructure_ = volatilityStructure;
smile_ = volatilityStructure_.smileSection(expiryDate_, swapTenor_);
}
public bool IsWithin(Date date)
{
return(date >= Begin && date < End);
}
public override void ToStream(Stream output)
{
output.Write(TLUtils.SignatureToBytes(Signature));
Date.ToStream(output);
Seq.ToStream(output);
}
public override string ToString()
{
return(Date.ToString());
}
public FlatSmileSection(Date d, double vol, DayCounter dc, Date referenceDate = null, double?atmLevel = null)
: base(d, dc, referenceDate)
{
vol_ = vol;
atmLevel_ = atmLevel;
}
public void TestCreateDataFrame()
{
// Calling CreateDataFrame with schema
{
var data = new List <GenericRow>
{
new GenericRow(new object[] { "Alice", 20, new Date(2020, 1, 1) }),
new GenericRow(new object[] { "Bob", 30, new Date(2020, 1, 2) })
};
var schema = new StructType(new List <StructField>()
{
new StructField("Name", new StringType()),
new StructField("Age", new IntegerType()),
new StructField("Date", new DateType())
});
DataFrame df = _spark.CreateDataFrame(data, schema);
ValidateDataFrame(df, data.Select(a => a.Values), schema);
}
// Calling CreateDataFrame(IEnumerable<string> _) without schema
{
var data = new string[] { "Alice", "Bob", null };
StructType schema = SchemaWithSingleColumn(new StringType());
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<int> _) without schema
{
var data = new int[] { 1, 2 };
StructType schema = SchemaWithSingleColumn(new IntegerType(), false);
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<int?> _) without schema
{
var data = new int?[] { 1, 2, null };
StructType schema = SchemaWithSingleColumn(new IntegerType());
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<double> _) without schema
{
var data = new double[] { 1.2, 2.3 };
StructType schema = SchemaWithSingleColumn(new DoubleType(), false);
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<double?> _) without schema
{
var data = new double?[] { 1.2, 2.3, null };
StructType schema = SchemaWithSingleColumn(new DoubleType());
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<bool> _) without schema
{
var data = new bool[] { true, false };
StructType schema = SchemaWithSingleColumn(new BooleanType(), false);
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<bool?> _) without schema
{
var data = new bool?[] { true, false, null };
StructType schema = SchemaWithSingleColumn(new BooleanType());
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
// Calling CreateDataFrame(IEnumerable<Date> _) without schema
{
var data = new Date[]
{
new Date(2020, 1, 1),
new Date(2020, 1, 2),
null
};
StructType schema = SchemaWithSingleColumn(new DateType());
DataFrame df = _spark.CreateDataFrame(data);
ValidateDataFrame(df, data.Select(a => new object[] { a }), schema);
}
}
public UstaPayload(TaxCase taxCase, DataSupplier dataSupplier, Date creationDate)
{
this.TaxCase = taxCase ?? throw new ArgumentNullException(nameof(taxCase));
this.DataSupplier = dataSupplier ?? throw new ArgumentNullException(nameof(dataSupplier));
this.CreationDate = creationDate ?? throw new ArgumentNullException(nameof(creationDate));
}
private bool Equals(CompositeOne other) => Id1 == other.Id1 && Equals(Id2, other.Id2) && string.Equals(Name, other.Name) && Date.Equals(other.Date);
/// <inheritdoc/>
public override async Task SetParametersAsync(ParameterView parameters)
{
var dateChanged = parameters.TryGetValue <TValue>(nameof(Date), out var paramDate) && !Date.Equals(paramDate);
var datesChanged = parameters.TryGetValue(nameof(Dates), out IEnumerable <TValue> paramDates) && !Dates.AreEqual(paramDates);
var minChanged = parameters.TryGetValue(nameof(Min), out DateTimeOffset? paramMin) && !Min.IsEqual(paramMin);
var maxChanged = parameters.TryGetValue(nameof(Max), out DateTimeOffset? paramMax) && !Max.IsEqual(paramMax);
var firstDayOfWeekChanged = parameters.TryGetValue(nameof(FirstDayOfWeek), out DayOfWeek paramFirstDayOfWeek) && !FirstDayOfWeek.IsEqual(paramFirstDayOfWeek);
var displayFormatChanged = parameters.TryGetValue(nameof(DisplayFormat), out string paramDisplayFormat) && DisplayFormat != paramDisplayFormat;
var timeAs24hrChanged = parameters.TryGetValue(nameof(TimeAs24hr), out bool paramTimeAs24hr) && TimeAs24hr != paramTimeAs24hr;
var disabledChanged = parameters.TryGetValue(nameof(Disabled), out bool paramDisabled) && Disabled != paramDisabled;
var readOnlyChanged = parameters.TryGetValue(nameof(ReadOnly), out bool paramReadOnly) && ReadOnly != paramReadOnly;
var disabledDatesChanged = parameters.TryGetValue(nameof(DisabledDates), out IEnumerable <TValue> paramDisabledDates) && !DisabledDates.AreEqual(paramDisabledDates);
var selectionModeChanged = parameters.TryGetValue(nameof(SelectionMode), out DateInputSelectionMode paramSelectionMode) && !SelectionMode.IsEqual(paramSelectionMode);
var inlineChanged = parameters.TryGetValue(nameof(Inline), out bool paramInline) && Inline != paramInline;
if (dateChanged || datesChanged)
{
var formatedDateString = SelectionMode != DateInputSelectionMode.Single
? FormatValueAsString(paramDates?.ToArray())
: FormatValueAsString(new TValue[] { paramDate });
await CurrentValueHandler(formatedDateString);
if (Rendered)
{
ExecuteAfterRender(async() => await JSModule.UpdateValue(ElementRef, ElementId, formatedDateString));
}
}
if (Rendered && (minChanged ||
maxChanged ||
firstDayOfWeekChanged ||
displayFormatChanged ||
timeAs24hrChanged ||
disabledChanged ||
readOnlyChanged ||
disabledDatesChanged ||
selectionModeChanged ||
inlineChanged))
{
ExecuteAfterRender(async() => await JSModule.UpdateOptions(ElementRef, ElementId, new
{
FirstDayOfWeek = new { Changed = firstDayOfWeekChanged, Value = (int)paramFirstDayOfWeek },
DisplayFormat = new { Changed = displayFormatChanged, Value = DateTimeFormatConverter.Convert(paramDisplayFormat) },
TimeAs24hr = new { Changed = timeAs24hrChanged, Value = paramTimeAs24hr },
Min = new { Changed = minChanged, Value = paramMin?.ToString(DateFormat) },
Max = new { Changed = maxChanged, Value = paramMax?.ToString(DateFormat) },
Disabled = new { Changed = disabledChanged, Value = paramDisabled },
ReadOnly = new { Changed = readOnlyChanged, Value = paramReadOnly },
DisabledDates = new { Changed = disabledDatesChanged, Value = paramDisabledDates?.Select(x => FormatValueAsString(new TValue[] { x })) },
SelectionMode = new { Changed = selectionModeChanged, Value = paramSelectionMode },
Inline = new { Changed = inlineChanged, Value = paramInline },
}));
}
// Let blazor do its thing!
await base.SetParametersAsync(parameters);
if (ParentValidation != null)
{
if (parameters.TryGetValue <Expression <Func <TValue> > >(nameof(DateExpression), out var expression))
{
await ParentValidation.InitializeInputExpression(expression);
}
if (parameters.TryGetValue <string>(nameof(Pattern), out var pattern))
{
// make sure we get the newest value
var value = parameters.TryGetValue <TValue>(nameof(Date), out var inDate)
? new TValue[] { inDate }
: InternalValue;
await ParentValidation.InitializeInputPattern(pattern, value);
}
await InitializeValidation();
}
}
public void Show()
{
Console.WriteLine(Date.ToString() + " " + Key + " " + Url + " " + Mail);
}
public Engine(Action <Options> options)
{
_executionContexts = new Stack <ExecutionContext>();
Global = GlobalObject.CreateGlobalObject(this);
Object = ObjectConstructor.CreateObjectConstructor(this);
Function = FunctionConstructor.CreateFunctionConstructor(this);
Array = ArrayConstructor.CreateArrayConstructor(this);
String = StringConstructor.CreateStringConstructor(this);
RegExp = RegExpConstructor.CreateRegExpConstructor(this);
Number = NumberConstructor.CreateNumberConstructor(this);
Boolean = BooleanConstructor.CreateBooleanConstructor(this);
Date = DateConstructor.CreateDateConstructor(this);
Math = MathInstance.CreateMathObject(this);
Json = JsonInstance.CreateJsonObject(this);
Error = ErrorConstructor.CreateErrorConstructor(this, "Error");
EvalError = ErrorConstructor.CreateErrorConstructor(this, "EvalError");
RangeError = ErrorConstructor.CreateErrorConstructor(this, "RangeError");
ReferenceError = ErrorConstructor.CreateErrorConstructor(this, "ReferenceError");
SyntaxError = ErrorConstructor.CreateErrorConstructor(this, "SyntaxError");
TypeError = ErrorConstructor.CreateErrorConstructor(this, "TypeError");
UriError = ErrorConstructor.CreateErrorConstructor(this, "URIError");
// Because the properties might need some of the built-in object
// their configuration is delayed to a later step
Global.Configure();
Object.Configure();
Object.PrototypeObject.Configure();
Function.Configure();
Function.PrototypeObject.Configure();
Array.Configure();
Array.PrototypeObject.Configure();
String.Configure();
String.PrototypeObject.Configure();
RegExp.Configure();
RegExp.PrototypeObject.Configure();
Number.Configure();
Number.PrototypeObject.Configure();
Boolean.Configure();
Boolean.PrototypeObject.Configure();
Date.Configure();
Date.PrototypeObject.Configure();
Math.Configure();
Json.Configure();
Error.Configure();
Error.PrototypeObject.Configure();
// create the global environment http://www.ecma-international.org/ecma-262/5.1/#sec-10.2.3
GlobalEnvironment = LexicalEnvironment.NewObjectEnvironment(this, Global, null, false);
// create the global execution context http://www.ecma-international.org/ecma-262/5.1/#sec-10.4.1.1
EnterExecutionContext(GlobalEnvironment, GlobalEnvironment, Global);
Options = new Options();
if (options != null)
{
options(Options);
}
Eval = new EvalFunctionInstance(this, new string[0], LexicalEnvironment.NewDeclarativeEnvironment(this, ExecutionContext.LexicalEnvironment), StrictModeScope.IsStrictModeCode);
Global.FastAddProperty("eval", Eval, true, false, true);
_statements = new StatementInterpreter(this);
_expressions = new ExpressionInterpreter(this);
if (Options._IsClrAllowed)
{
Global.FastAddProperty("System", new NamespaceReference(this, "System"), false, false, false);
Global.FastAddProperty("importNamespace", new ClrFunctionInstance(this, (thisObj, arguments) =>
{
return(new NamespaceReference(this, TypeConverter.ToString(arguments.At(0))));
}), false, false, false);
}
ClrTypeConverter = new DefaultTypeConverter(this);
BreakPoints = new List <BreakPoint>();
DebugHandler = new DebugHandler(this);
}
static void Main(string[] args)
{
DateTime startTime = DateTime.Now;
Option.Type optionType = Option.Type.Put;
double underlyingPrice = 36;
double strikePrice = 40;
double dividendYield = 0.0;
double riskFreeRate = 0.06;
double volatility = 0.2;
Date todaysDate = new Date(15, Month.May, 1998);
Settings.instance().setEvaluationDate(todaysDate);
Date settlementDate = new Date(17, Month.May, 1998);
Date maturityDate = new Date(17, Month.May, 1999);
Calendar calendar = new TARGET();
DateVector exerciseDates = new DateVector(4);
for (int i = 1; i <= 4; i++)
{
Period forwardPeriod = new Period(3 * i, TimeUnit.Months);
Date forwardDate = settlementDate.Add(forwardPeriod);
exerciseDates.Add(forwardDate);
}
EuropeanExercise europeanExercise =
new EuropeanExercise(maturityDate);
BermudanExercise bermudanExercise =
new BermudanExercise(exerciseDates);
AmericanExercise americanExercise =
new AmericanExercise(settlementDate, maturityDate);
// bootstrap the yield/dividend/vol curves and create a
// BlackScholesMerton stochastic process
DayCounter dayCounter = new Actual365Fixed();
YieldTermStructureHandle flatRateTSH =
new YieldTermStructureHandle(
new FlatForward(settlementDate, riskFreeRate,
dayCounter));
YieldTermStructureHandle flatDividendTSH =
new YieldTermStructureHandle(
new FlatForward(settlementDate, dividendYield,
dayCounter));
BlackVolTermStructureHandle flatVolTSH =
new BlackVolTermStructureHandle(
new BlackConstantVol(settlementDate, calendar,
volatility, dayCounter));
QuoteHandle underlyingQuoteH =
new QuoteHandle(new SimpleQuote(underlyingPrice));
BlackScholesMertonProcess stochasticProcess =
new BlackScholesMertonProcess(underlyingQuoteH,
flatDividendTSH,
flatRateTSH,
flatVolTSH);
PlainVanillaPayoff payoff =
new PlainVanillaPayoff(optionType, strikePrice);
// options
VanillaOption europeanOption =
new VanillaOption(payoff, europeanExercise);
VanillaOption bermudanOption =
new VanillaOption(payoff, bermudanExercise);
VanillaOption americanOption =
new VanillaOption(payoff, americanExercise);
// report the parameters we are using
ReportParameters(optionType, underlyingPrice, strikePrice,
dividendYield, riskFreeRate,
volatility, maturityDate);
// write out the column headings
ReportHeadings();
#region Analytic Formulas
// Black-Scholes for European
try {
europeanOption.setPricingEngine(
new AnalyticEuropeanEngine(stochasticProcess));
ReportResults("Black-Scholes",
europeanOption.NPV(), null, null);
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Barone-Adesi and Whaley approximation for American
try {
americanOption.setPricingEngine(
new BaroneAdesiWhaleyEngine(stochasticProcess));
ReportResults("Barone-Adesi/Whaley",
null, null, americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Bjerksund and Stensland approximation for American
try {
americanOption.setPricingEngine(
new BjerksundStenslandEngine(stochasticProcess));
ReportResults("Bjerksund/Stensland",
null, null, americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Integral
try {
europeanOption.setPricingEngine(
new IntegralEngine(stochasticProcess));
ReportResults("Integral",
europeanOption.NPV(), null, null);
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
uint timeSteps = 801;
// Finite differences
try {
europeanOption.setPricingEngine(
new FdBlackScholesVanillaEngine(stochasticProcess,
timeSteps, timeSteps - 1));
bermudanOption.setPricingEngine(
new FdBlackScholesVanillaEngine(stochasticProcess,
timeSteps, timeSteps - 1));
americanOption.setPricingEngine(
new FdBlackScholesVanillaEngine(stochasticProcess,
timeSteps, timeSteps - 1));
ReportResults("Finite differences",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
//Variance Gamma
try
{
VarianceGammaProcess vgProcess = new VarianceGammaProcess(underlyingQuoteH,
flatDividendTSH,
flatRateTSH,
volatility, 0.01, 0.0
);
europeanOption.setPricingEngine(
new VarianceGammaEngine(vgProcess));
ReportResults("Variance-Gamma",
europeanOption.NPV(), null, null);
}
catch (Exception e)
{
Console.WriteLine(e.ToString());
}
#endregion Analytic Formulas
#region Binomial Methods
// Binomial Jarrow-Rudd
try {
europeanOption.setPricingEngine(
new BinomialJRVanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialJRVanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialJRVanillaEngine(stochasticProcess, timeSteps));
ReportResults("Binomial Jarrow-Rudd",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Binomial Cox-Ross-Rubinstein
try {
europeanOption.setPricingEngine(
new BinomialCRRVanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialCRRVanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialCRRVanillaEngine(stochasticProcess, timeSteps));
ReportResults("Binomial Cox-Ross-Rubinstein",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Additive Equiprobabilities
try {
europeanOption.setPricingEngine(
new BinomialEQPVanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialEQPVanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialEQPVanillaEngine(stochasticProcess, timeSteps));
ReportResults("Additive Equiprobabilities",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Binomial Trigeorgis
try {
europeanOption.setPricingEngine(
new BinomialTrigeorgisVanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialTrigeorgisVanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialTrigeorgisVanillaEngine(stochasticProcess, timeSteps));
ReportResults("Binomial Trigeorgis",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Binomial Tian
try {
europeanOption.setPricingEngine(
new BinomialTianVanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialTianVanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialTianVanillaEngine(stochasticProcess, timeSteps));
ReportResults("Binomial Tian",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Binomial Leisen-Reimer
try {
europeanOption.setPricingEngine(
new BinomialLRVanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialLRVanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialLRVanillaEngine(stochasticProcess, timeSteps));
ReportResults("Binomial Leisen-Reimer",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// Binomial Joshi
try {
europeanOption.setPricingEngine(
new BinomialJ4VanillaEngine(stochasticProcess, timeSteps));
bermudanOption.setPricingEngine(
new BinomialJ4VanillaEngine(stochasticProcess, timeSteps));
americanOption.setPricingEngine(
new BinomialJ4VanillaEngine(stochasticProcess, timeSteps));
ReportResults("Binomial Joshi",
europeanOption.NPV(),
bermudanOption.NPV(),
americanOption.NPV());
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
#endregion Binomial Methods
#region Monte Carlo Methods
// quantlib appears to use max numeric (int and real) values to test for 'null' (or rather 'default') values
// MC (crude)
try {
int mcTimeSteps = 1;
int timeStepsPerYear = int.MaxValue;
bool brownianBridge = false;
bool antitheticVariate = false;
int requiredSamples = int.MaxValue;
double requiredTolerance = 0.02;
int maxSamples = int.MaxValue;
int seed = 42;
europeanOption.setPricingEngine(
new MCPREuropeanEngine(stochasticProcess,
mcTimeSteps,
timeStepsPerYear,
brownianBridge,
antitheticVariate,
requiredSamples,
requiredTolerance,
maxSamples, seed));
ReportResults("MC (crude)", europeanOption.NPV(), null, null);
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
// MC (Sobol)
try {
int mcTimeSteps = 1;
int timeStepsPerYear = int.MaxValue;
bool brownianBridge = false;
bool antitheticVariate = false;
int requiredSamples = 32768; // 2^15
double requiredTolerance = double.MaxValue;
int maxSamples = int.MaxValue;
int seed = 0;
europeanOption.setPricingEngine(
new MCLDEuropeanEngine(stochasticProcess,
mcTimeSteps,
timeStepsPerYear,
brownianBridge,
antitheticVariate,
requiredSamples,
requiredTolerance,
maxSamples, seed));
ReportResults("MC (Sobol)", europeanOption.NPV(), null, null);
}
catch (Exception e) {
Console.WriteLine(e.ToString());
}
#endregion Monte Carlo Methods
DateTime endTime = DateTime.Now;
TimeSpan delta = endTime - startTime;
Console.WriteLine();
Console.WriteLine("Run completed in {0} s", delta.TotalSeconds);
Console.WriteLine();
}
public Mappings()
{
Func <string, bool> isGuid = s => Guid.TryParse(s, out var _);
CreateMap <EvacuationFile, era_evacuationfile>(MemberList.None)
.ForMember(d => d.era_name, opts => opts.MapFrom(s => s.Id))
.ForMember(d => d.era_paperbasedessfile, opts => opts.Ignore())
.ForMember(d => d.era_essfilestatus, opts => opts.Ignore())
.ForMember(d => d.era_evacuationfiledate, opts => opts.MapFrom(s => s.EvacuationDate))
.ForMember(d => d.era_securityphrase, opts => opts.Ignore())
.ForMember(d => d.era_needsassessment_EvacuationFile, opts => opts.MapFrom(s => s.NeedsAssessments))
.ForMember(d => d.era_addressline1, opts => opts.MapFrom(s => s.EvacuatedFromAddress.AddressLine1))
.ForMember(d => d.era_addressline2, opts => opts.MapFrom(s => s.EvacuatedFromAddress.AddressLine2))
.ForMember(d => d.era_postalcode, opts => opts.MapFrom(s => s.EvacuatedFromAddress.PostalCode))
.ForMember(d => d.era_city, opts => opts.MapFrom(s => isGuid(s.EvacuatedFromAddress.CommunityCode) ? null : s.EvacuatedFromAddress.CommunityCode))
.ForMember(d => d.era_country, opts => opts.MapFrom(s => s.EvacuatedFromAddress.CountryCode))
.ForMember(d => d.era_province, opts => opts.MapFrom(s => s.EvacuatedFromAddress.StateProvinceCode))
.ForMember(d => d.era_registrationlocation, opts => opts.MapFrom(s => s.RegistrationLocation))
;
CreateMap <era_evacuationfile, EvacuationFile>()
.ForMember(d => d.Id, opts => opts.MapFrom(s => s.era_name))
.ForMember(d => d.TaskId, opts => opts.MapFrom(s => s.era_TaskId == null ? null : s.era_TaskId.era_taskdetails))
.ForMember(d => d.CreatedOn, opts => opts.MapFrom(s => s.createdon.Value.DateTime))
.ForMember(d => d.LastModified, opts => opts.MapFrom(s => s.modifiedon.Value.DateTime))
.ForMember(d => d.PrimaryRegistrantId, opts => opts.MapFrom(s => s.era_Registrant.contactid.ToString()))
.ForMember(d => d.SecurityPhrase, opts => opts.ConvertUsing <SecurityPhraseConverter, string>(s => s.era_securityphrase))
.ForMember(d => d.SecurityPhraseChanged, opts => opts.MapFrom(s => false))
.ForMember(d => d.EvacuationDate, opts => opts.MapFrom(s => s.era_evacuationfiledate.Value.UtcDateTime))
.ForMember(d => d.NeedsAssessments, opts => opts.MapFrom(s => s.era_needsassessment_EvacuationFile))
.ForMember(d => d.Status, opts => opts.MapFrom(s => s.era_essfilestatus))
.ForMember(d => d.EvacuatedFromAddress, opts => opts.MapFrom(s => s))
.ForMember(d => d.IsSecretPhraseMasked, opts => opts.MapFrom((s, d, _, ctx) => SecurityPhraseConverter.ShouldMaskSecretPhrase(ctx)))
.ForMember(d => d.RestrictedAccess, opts => opts.Ignore())
.ForMember(d => d.RegistrationLocation, opts => opts.MapFrom(s => s.era_registrationlocation))
;
CreateMap <era_evacuationfile, EvacuationAddress>(MemberList.None)
.ForMember(d => d.AddressLine1, opts => opts.MapFrom(s => s.era_addressline1))
.ForMember(d => d.AddressLine2, opts => opts.MapFrom(s => s.era_addressline2))
.ForMember(d => d.PostalCode, opts => opts.MapFrom(s => s.era_postalcode))
.ForMember(d => d.CommunityCode, opts => opts.MapFrom(s => s.era_Jurisdiction.era_jurisdictionid))
.ForMember(d => d.StateProvinceCode, opts => opts.MapFrom(s => s.era_Jurisdiction.era_RelatedProvinceState.era_code))
.ForMember(d => d.CountryCode, opts => opts.MapFrom(s => s.era_Jurisdiction.era_RelatedProvinceState.era_RelatedCountry.era_countrycode))
;
CreateMap <NeedsAssessment, era_needassessment>(MemberList.None)
.ForMember(d => d.era_needassessmentid, opts => opts.MapFrom(s => s.Id))
.ForMember(d => d.era_needsassessmenttype, opts => opts.MapFrom(s => (int?)Enum.Parse <NeedsAssessmentTypeOptionSet>(s.Type.ToString())))
.ForMember(d => d.era_canevacueeprovidefood, opts => opts.MapFrom(s => Lookup(s.CanEvacueeProvideFood)))
.ForMember(d => d.era_canevacueeprovideclothing, opts => opts.MapFrom(s => Lookup(s.CanEvacueeProvideClothing)))
.ForMember(d => d.era_canevacueeprovideincidentals, opts => opts.MapFrom(s => Lookup(s.CanEvacueeProvideIncidentals)))
.ForMember(d => d.era_canevacueeprovidelodging, opts => opts.MapFrom(s => Lookup(s.CanEvacueeProvideLodging)))
.ForMember(d => d.era_canevacueeprovidetransportation, opts => opts.MapFrom(s => Lookup(s.CanEvacueeProvideTransportation)))
.ForMember(d => d.era_dietaryrequirement, opts => opts.MapFrom(s => s.HaveSpecialDiet))
.ForMember(d => d.era_dietaryrequirementdetails, opts => opts.MapFrom(s => s.SpecialDietDetails))
.ForMember(d => d.era_medicationrequirement, opts => opts.MapFrom(s => s.HaveMedication))
.ForMember(d => d.era_insurancecoverage, opts => opts.MapFrom(s => (int?)Enum.Parse <InsuranceOptionOptionSet>(s.Insurance.ToString())))
.ForMember(d => d.era_haspetfood, opts => opts.MapFrom(s => Lookup(s.HasPetsFood)))
.ForMember(d => d.era_householdrecoveryplan, opts => opts.MapFrom(s => s.Notes.Where(n => n.Type == NoteType.RecoveryPlan).FirstOrDefault().Content))
.ForMember(d => d.era_evacuationimpacttohousehold, opts => opts.MapFrom(s => s.Notes.Where(n => n.Type == NoteType.EvacuationImpact).FirstOrDefault().Content))
.ForMember(d => d.era_externalreferralsdetails, opts => opts.MapFrom(s => s.Notes.Where(n => n.Type == NoteType.ExternalReferralServices).FirstOrDefault().Content))
.ForMember(d => d.era_petcareplans, opts => opts.MapFrom(s => s.Notes.Where(n => n.Type == NoteType.PetCarePlans).FirstOrDefault().Content))
.ForMember(d => d.era_haschildcarereferral, opts => opts.MapFrom(s => s.RecommendedReferralServices.Contains(ReferralServices.ChildCare)))
.ForMember(d => d.era_hasfirstaidreferral, opts => opts.MapFrom(s => s.RecommendedReferralServices.Contains(ReferralServices.FirstAid)))
.ForMember(d => d.era_hasinquiryreferral, opts => opts.MapFrom(s => s.RecommendedReferralServices.Contains(ReferralServices.Inquiry)))
.ForMember(d => d.era_haspersonalservicesreferral, opts => opts.MapFrom(s => s.RecommendedReferralServices.Contains(ReferralServices.Personal)))
.ForMember(d => d.era_haspetcarereferral, opts => opts.MapFrom(s => s.RecommendedReferralServices.Contains(ReferralServices.PetCare)))
.ForMember(d => d.era_hashealthservicesreferral, opts => opts.MapFrom(s => s.RecommendedReferralServices.Contains(ReferralServices.Health)))
;
CreateMap <era_needassessment, NeedsAssessment>()
.ForMember(d => d.Id, opts => opts.MapFrom(s => s.era_needassessmentid))
.ForMember(d => d.CreatedOn, opts => opts.MapFrom(s => s.createdon.Value.DateTime))
.ForMember(d => d.LastModified, opts => opts.MapFrom(s => s.modifiedon.Value.DateTime))
.ForMember(d => d.Type, opts => opts.MapFrom(s => (int?)Enum.Parse <NeedsAssessmentType>(((NeedsAssessmentTypeOptionSet)s.era_needsassessmenttype).ToString())))
.ForMember(d => d.CanEvacueeProvideClothing, opts => opts.MapFrom(s => Lookup(s.era_canevacueeprovideclothing)))
.ForMember(d => d.CanEvacueeProvideFood, opts => opts.MapFrom(s => Lookup(s.era_canevacueeprovidefood)))
.ForMember(d => d.CanEvacueeProvideIncidentals, opts => opts.MapFrom(s => Lookup(s.era_canevacueeprovideincidentals)))
.ForMember(d => d.CanEvacueeProvideLodging, opts => opts.MapFrom(s => Lookup(s.era_canevacueeprovidelodging)))
.ForMember(d => d.CanEvacueeProvideTransportation, opts => opts.MapFrom(s => Lookup(s.era_canevacueeprovidetransportation)))
.ForMember(d => d.HaveMedication, opts => opts.MapFrom(s => s.era_medicationrequirement))
.ForMember(d => d.Insurance, opts => opts.MapFrom(s => Enum.Parse <InsuranceOption>(((InsuranceOptionOptionSet)s.era_insurancecoverage).ToString())))
.ForMember(d => d.HaveSpecialDiet, opts => opts.MapFrom(s => s.era_dietaryrequirement))
.ForMember(d => d.SpecialDietDetails, opts => opts.MapFrom(s => s.era_dietaryrequirementdetails))
.ForMember(d => d.HasPetsFood, opts => opts.MapFrom(s => Lookup(s.era_haspetfood)))
.ForMember(d => d.HouseholdMembers, opts => opts.MapFrom(s => Array.Empty <HouseholdMember>()))
.ForMember(d => d.Pets, opts => opts.MapFrom(s => Array.Empty <Pet>()))
.ForMember(d => d.Notes, opts => opts.MapFrom(s => new[]
{
string.IsNullOrEmpty(s.era_householdrecoveryplan) ? null : new Note {
Type = NoteType.RecoveryPlan, Content = s.era_householdrecoveryplan
},
string.IsNullOrEmpty(s.era_evacuationimpacttohousehold) ? null : new Note {
Type = NoteType.EvacuationImpact, Content = s.era_evacuationimpacttohousehold
},
string.IsNullOrEmpty(s.era_externalreferralsdetails) ? null : new Note {
Type = NoteType.ExternalReferralServices, Content = s.era_externalreferralsdetails
},
string.IsNullOrEmpty(s.era_petcareplans) ? null : new Note {
Type = NoteType.PetCarePlans, Content = s.era_petcareplans
},
}.Where(n => n != null).ToArray()))
.ForMember(s => s.RecommendedReferralServices, opts => opts.MapFrom(s => new[]
{
s.era_haschildcarereferral.GetValueOrDefault(false) ? ReferralServices.ChildCare : (ReferralServices?)null,
s.era_hasfirstaidreferral.GetValueOrDefault(false) ? ReferralServices.FirstAid : (ReferralServices?)null,
s.era_hasinquiryreferral.GetValueOrDefault(false) ? ReferralServices.Inquiry : (ReferralServices?)null,
s.era_haspersonalservicesreferral.GetValueOrDefault(false) ? ReferralServices.Personal : (ReferralServices?)null,
s.era_haspetcarereferral.GetValueOrDefault(false) ? ReferralServices.PetCare : (ReferralServices?)null,
s.era_hashealthservicesreferral.GetValueOrDefault(false) ? ReferralServices.Health : (ReferralServices?)null,
}.Where(r => r != null).ToArray()))
;
CreateMap <era_householdmember, HouseholdMember>()
.ForMember(d => d.Id, opts => opts.MapFrom(s => s.era_householdmemberid.ToString()))
.ForMember(d => d.LinkedRegistrantId, opts => opts.MapFrom(s => s.era_Registrant.contactid))
.ForMember(d => d.RestrictedAccess, opts => opts.MapFrom(s => s.era_Registrant.era_restriction))
.ForMember(d => d.IsPrimaryRegistrant, opts => opts.MapFrom(s => s.era_isprimaryregistrant))
.ForMember(d => d.IsUnder19, opts => opts.MapFrom(s => s.era_isunder19))
.ForMember(d => d.FirstName, opts => opts.MapFrom(s => s.era_Registrant.firstname.ToString()))
.ForMember(d => d.LastName, opts => opts.MapFrom(s => s.era_Registrant.lastname.ToString()))
.ForMember(d => d.DateOfBirth, opts => opts.MapFrom(s => !s.era_Registrant.birthdate.HasValue
? null
: $"{s.era_Registrant.birthdate.Value.Month:D2}/{s.era_Registrant.birthdate.Value.Day:D2}/{s.era_Registrant.birthdate.Value.Year:D4}"))
.ForMember(d => d.Initials, opts => opts.MapFrom(s => s.era_Registrant.era_initial.ToString()))
.ForMember(d => d.PreferredName, opts => opts.MapFrom(s => s.era_Registrant.era_preferredname.ToString()))
.ForMember(d => d.Gender, opts => opts.ConvertUsing <GenderConverter, int?>(s => s.era_Registrant.gendercode))
;
CreateMap <HouseholdMember, era_householdmember>(MemberList.None)
.ForMember(d => d.era_householdmemberid, opts => opts.MapFrom(s => Guid.Parse(s.Id)))
.ForMember(d => d.era_isprimaryregistrant, opts => opts.MapFrom(s => s.IsPrimaryRegistrant))
.ForMember(d => d.era_isunder19, opts => opts.MapFrom(s => s.IsUnder19))
.ForMember(d => d.era_Registrant, opts => opts.MapFrom(s => s))
;
CreateMap <HouseholdMember, contact>(MemberList.None)
.ForMember(d => d.contactid, opts => opts.MapFrom(s => s.LinkedRegistrantId))
.ForMember(d => d.era_registranttype, opts => opts.MapFrom(s => (int)(s.IsPrimaryRegistrant ? RegistrantType.Primary : RegistrantType.Member)))
.ForMember(d => d.firstname, opts => opts.MapFrom(s => s.FirstName))
.ForMember(d => d.lastname, opts => opts.MapFrom(s => s.LastName))
.ForMember(d => d.era_initial, opts => opts.MapFrom(s => s.Initials))
.ForMember(d => d.era_preferredname, opts => opts.MapFrom(s => s.PreferredName))
.ForMember(d => d.gendercode, opts => opts.ConvertUsing <GenderConverter, string>(s => s.Gender))
.ForMember(d => d.birthdate, opts => opts.MapFrom(s => string.IsNullOrEmpty(s.DateOfBirth) ? (Date?)null : Date.Parse(s.DateOfBirth)))
.ReverseMap()
.ForMember(d => d.Gender, opts => opts.ConvertUsing <GenderConverter, int?>(s => s.gendercode))
.ForMember(d => d.DateOfBirth, opts => opts.MapFrom(s => !s.birthdate.HasValue
? null
: $"{s.birthdate.Value.Month:D2}/{s.birthdate.Value.Day:D2}/{s.birthdate.Value.Year:D4}"))
.ForMember(d => d.IsUnder19, opts => opts.MapFrom(s => s.birthdate.HasValue ? CheckIfUnder19Years(s.birthdate.Value, Date.Now) : (bool?)null))
.ForMember(d => d.RestrictedAccess, opts => opts.MapFrom(s => s.era_restriction ?? false))
;
CreateMap <era_needsassessmentanimal, Pet>()
.ForMember(d => d.Quantity, opts => opts.MapFrom(s => s.era_numberofpets))
.ForMember(d => d.Type, opts => opts.MapFrom(s => s.era_name))
.ReverseMap()
.ForMember(d => d.era_numberofpets, opts => opts.MapFrom(s => s.Quantity))
.ForMember(d => d.era_name, opts => opts.MapFrom(s => s.Type));
}
public bool CreateLeaseCanExecute()
{
return(Date != null && !Date.Equals(""));
}
/// <summary>
/// Overridden toString method
/// </summary>
/// <returns></returns>
public override string ToString()
{
return($"{Date.ToShortDateString()},\t{Amount},\t{Category},\t{Description}\t\t{Hash}");
}
protected override void OnBarUpdate()
{
DateTime dtBegin = DateTime.MaxValue;
switch (IntervalType)
{
case EnumIntervalType.Sec:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour).AddMinutes(MinBar.D.Minute).AddSeconds(MinBar.D.Second / Interval * Interval);
break;
case EnumIntervalType.Min:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour).AddMinutes(MinBar.D.Minute / Interval * Interval);
break;
case EnumIntervalType.Hour:
dtBegin = MinBar.D.Date.AddHours(MinBar.D.Hour / Interval * Interval);
break;
case EnumIntervalType.Day:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
break;
case EnumIntervalType.Week:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = dtBegin.Date.AddDays(1 - (byte)dtBegin.DayOfWeek);
break;
case EnumIntervalType.Month:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, dtBegin.Month, 1);
break;
case EnumIntervalType.Year:
dtBegin = DateTime.ParseExact(MinBar.TradingDay.ToString(), "yyyyMMdd", null);
dtBegin = new DateTime(dtBegin.Year, 1, 1);
break;
default:
throw new Exception("参数错误");
}
if (bar == null) //首次调用
{
bar = new Bar
{
D = dtBegin,
I = MinBar.I,
V = MinBar.V, // kOld.preVol == 0 ? 0 : _tick.Volume - kOld.preVol;
};
bar.H = MinBar.H;
bar.L = MinBar.L;
bar.O = MinBar.O;
bar.C = MinBar.C;
newbar = true;
}
else
{
if (bar.D == dtBegin) //在当前K线范围内
{
newbar = false;
bar.H = Math.Max(bar.H, MinBar.H);
bar.L = Math.Min(bar.L, MinBar.L);
bar.C = MinBar.C;
bar.V = bar.V + MinBar.V;
bar.I = MinBar.I;
}
else if (dtBegin > bar.D)
{
newbar = true;
bar.D = dtBegin;
bar.V = MinBar.V;
bar.I = MinBar.I;
bar.O = MinBar.O;
bar.H = MinBar.H;
bar.L = MinBar.L;
bar.C = MinBar.C;
}
}
if (newbar)
{
Date.Add(double.Parse(bar.D.ToString("yyyyMMdd")));
Time.Add(double.Parse(bar.D.ToString("0.HHmmss")));
Open.Add(bar.O);
High.Add(bar.H);
Low.Add(bar.L);
Close.Add(bar.C);
Volume.Add(bar.V);
OpenInterest.Add(bar.I);
}
else
{
High[0] = bar.H;
Low[0] = bar.L;
Close[0] = bar.C;
Volume[0] = bar.V;
OpenInterest[0] = bar.I;
}
}
public override string ToString() => Date.ToString() + "\n" + UserFrom + ": \n" + Text + "\n";
public LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel, DayCounter dc, Linear interpolator, Date referenceDate) : this(NQuantLibcPINVOKE.new_LinearInterpolatedSmileSection__SWIG_18(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel, DayCounter.getCPtr(dc), Linear.getCPtr(interpolator), Date.getCPtr(referenceDate)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public override string ToString()
{
return(String.Format("{0}, Open:{1}, High:{2}, Low:{3}, Close:{4}, Vol:{5}",
Date.ToShortDateString(), Open, High, Low, Close, Volume));
}
public LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc, Linear interpolator, Date referenceDate, VolatilityType type) : this(NQuantLibcPINVOKE.new_LinearInterpolatedSmileSection__SWIG_11(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc), Linear.getCPtr(interpolator), Date.getCPtr(referenceDate), (int)type), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
public LinearInterpolatedSmileSection(Date d, DoubleVector strikes, DoubleVector stdDevs, double atmLevel) : this(NQuantLibcPINVOKE.new_LinearInterpolatedSmileSection__SWIG_21(Date.getCPtr(d), DoubleVector.getCPtr(strikes), DoubleVector.getCPtr(stdDevs), atmLevel), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
private void IncrementDate()
{
Date = Date.AddDays(1);
}
public LinearInterpolatedSmileSection(Date d, DoubleVector strikes, QuoteHandleVector stdDevHandles, QuoteHandle atmLevel, DayCounter dc) : this(NQuantLibcPINVOKE.new_LinearInterpolatedSmileSection__SWIG_14(Date.getCPtr(d), DoubleVector.getCPtr(strikes), QuoteHandleVector.getCPtr(stdDevHandles), QuoteHandle.getCPtr(atmLevel), DayCounter.getCPtr(dc)), true)
{
if (NQuantLibcPINVOKE.SWIGPendingException.Pending)
{
throw NQuantLibcPINVOKE.SWIGPendingException.Retrieve();
}
}
private void a_patient_that_has_a_condition_in_the_revised_term_only()
{
the_patient = new Patient(Guid.NewGuid(), Vendor.Emis, "ANOTHER-PATIENT-REF", "A0003", Date.Today().PlusYears(-20), Sexes.Both, null, DrugTerminology.Dmd, ClinicalTerminology.SNoMed);
the_patient.Has(new ClinicalEntry(the_other_condition.Code, Date.Today()));
}
private void DecrementDate()
{
Date = Date.AddDays(-1);
}
public void CanConstructDateFromParts_MaxDay_29()
{
Date date = new Date(2000, 2, 29);
Assert.Equal(730178, date.DayNumber);
}
public override string ToString()
{
return($"Event name: {Name}; Price: {Price}; By: {Artist}; On: {Date.ToShortDateString()}; Description: {Description} ");
}
public void CanConstructDateFromParts_MaxDay_31()
{
Date date = new Date(2000, 1, 31);
Assert.Equal(730149, date.DayNumber);
}
public void CanConstructDateFromParts_MaxDay_28()
{
Date date = new Date(2001, 2, 28);
Assert.Equal(730543, date.DayNumber);
}
public void CanConstructDateFromParts_Max()
{
Date date = new Date(9999, 12, 31);
Assert.Equal(3652058, date.DayNumber);
}
public void CanConstructDateFromParts_MaxDay_30()
{
Date date = new Date(2000, 4, 30);
Assert.Equal(730239, date.DayNumber);
}
