public bool GetLastYearSegmentInfo(ref double dblFraction, ref DateTime dtFraSegStartDate, ref DateTime dtFraSegEndDate, ref short iFraSegTPWeight, ref DateTime dtRemSegStartDate, ref DateTime dtRemSegEndDate, ref short iRemSegTPWeight, out bool pVal)
{
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
IBACalcPeriod pObjperiod;
IBAFiscalYear FY;
bool hr;
pVal = false;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(m_dtEndDate, out FY)) ||
!(hr = FY.GetPeriod(m_dtEndDate, out pObjperiod)) ||
!(hr = FY.GetPreviousPeriodWeights(m_dtEndDate, out iRemSegTPWeight)) ||
!(hr = FY.GetCurrentPeriodWeight(m_dtEndDate, out iFraSegTPWeight)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
dtFraSegStartDate = pObjperiod.PeriodStart;
dtFraSegEndDate = pObjperiod.PeriodEnd;
dtRemSegStartDate = FY.YRStartDate;
dblFraction = 0.5 * (double)(iFraSegTPWeight) / ((double)(iRemSegTPWeight) + (double)(iFraSegTPWeight) * 0.5);
dtRemSegEndDate = dtFraSegStartDate.AddDays(-1);
pVal = true;
return(true);
}
public bool GetFirstYearSegmentInfo(ref double dblFraction, ref DateTime dtFraSegStartDate, ref DateTime dtFraSegEndDate, ref short iFraSegTPWeight, ref DateTime dtRemSegStartDate, ref DateTime dtRemSegEndDate, ref short iRemSegTPWeight, out bool pVal)
{
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
IBACalcPeriod pObjPeriod;
IBAFiscalYear FY;
bool hr;
pVal = false;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(m_dtPISDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (!(hr = FY.GetPeriod(m_dtPISDate, out pObjPeriod)) ||
!(hr = FY.GetCurrentPeriodWeight(m_dtPISDate, out iFraSegTPWeight)))
{
return(hr);
}
dtFraSegStartDate = pObjPeriod.PeriodStart;
dtFraSegEndDate = pObjPeriod.PeriodEnd;
if (m_dtStartDate >= dtTmpStartDate && m_dtStartDate <= dtTmpEndDate &&
m_dtEndDate >= dtTmpStartDate && m_dtEndDate <= dtTmpEndDate)
{
dtTmpEndDate = m_dtEndDate;
}
dtRemSegEndDate = dtTmpEndDate;
if (dtFraSegEndDate == dtTmpEndDate)
{
iRemSegTPWeight = 0;
dblFraction = 1;
dtRemSegStartDate = dtTmpEndDate;
dtRemSegEndDate = dtTmpEndDate;
}
else
{
if (!(hr = FY.GetPeriodWeights(dtFraSegEndDate.AddDays(+1), dtTmpEndDate, out iRemSegTPWeight)))
{
return(hr);
}
dblFraction = 0.5 * (iFraSegTPWeight) / ((double)(iRemSegTPWeight) + 0.5 * (iFraSegTPWeight));
dtRemSegStartDate = dtFraSegEndDate.AddDays(1);
}
pVal = true;
return(true);
}
public bool GetFirstYearFactor(DateTime dtDate, out double pVal)
{
short iPeriods;
short iCurWeight;
short iAnuWeight;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
IBAFiscalYear FY;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)) ||
!(hr = FY.GetRemainingPeriodWeights(dtDate, out iPeriods)) ||
!(hr = FY.GetCurrentPeriodWeight(dtDate, out iCurWeight)) ||
!(hr = FY.GetTotalAnnualPeriodWeights(out iAnuWeight)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
pVal = ((double)(iPeriods) + (double)(iCurWeight)) / iAnuWeight;
return(true);
}
public bool GetFirstYearFactor(DateTime dtDate, out double pVal)
{
short iTolWeight;
short iAnuWeight;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
IBAFiscalYear FY;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(false);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
FY.GetTotalFiscalYearPeriodWeights(out iTolWeight);
FY.GetTotalAnnualPeriodWeights(out iAnuWeight);
pVal = 0.5 * iTolWeight / iAnuWeight;
return(true);
}
public bool GetLastYearFactor(double RemainingLife, DateTime dtDate, out double pVal)
{
DateTime dtSDate;
DateTime dtEDate;
DateTime dtPEDate;
bool hr;
IBACalcPeriod pObjIPd;
IBAFiscalYear FY;
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);
}
dtEDate = FY.YREndDate;
dtSDate = FY.YRStartDate;
if (dtDate >= dtSDate && dtDate <= dtEDate &&
m_dtStartDate >= dtSDate && m_dtStartDate <= dtEDate)
{
if (!(hr = FY.GetPeriod(m_dtStartDate, out pObjIPd)))
{
return(hr);
}
dtPEDate = pObjIPd.PeriodEnd;
if (dtDate < dtPEDate)
{
return(GetFirstYearFactor(dtDate, out pVal));
}
else
{
pVal = 0;
}
}
else
{
return(GetFirstYearFactor(dtDate, out pVal));
}
return(true);
}
public bool Initialize(IBACalendar calendar, DateTime PlacedInService, double Life)
{
int iYear;
int iMonth;
int iDay;
IBACalcPeriod pObjPeriod;
IBAFiscalYear FY;
bool hr;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
if (calendar == null || PlacedInService <= DateTime.MinValue || Life <= 0)
{
return(false);
}
m_pObjCalendar = null;
m_pObjCalendar = calendar;
m_dtPISDate = PlacedInService;
m_dblLife = Life;
if (!(hr = m_pObjCalendar.GetFiscalYear(m_dtPISDate, out FY)) ||
!(hr = FY.GetPeriod(m_dtPISDate, out pObjPeriod)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
//calc the deemed start date
m_iPdNum = pObjPeriod.PeriodNum;
//deemed start date
m_dtStartDate = pObjPeriod.PeriodStart;
//used the deemed start date to calc deemed end date
iYear = m_dtStartDate.Year + (int)(Life);
iMonth = m_dtStartDate.Month + (int)((Life - (int)(Life)) * 12);
iDay = m_dtStartDate.Day;
//deemed end date
if (iMonth > 12)
{
iMonth -= 12;
iYear++;
}
m_dtEndDate = new DateTime(iYear, iMonth, iDay).AddDays(-10);
pObjPeriod = null;
FY = null;
if (!(hr = m_pObjCalendar.GetFiscalYear(m_dtEndDate, out FY)) ||
!(hr = FY.GetPeriod(m_dtEndDate, out pObjPeriod)))
{
return(hr);
}
m_dtEndDate = pObjPeriod.PeriodEnd;
return(true);
}
public bool GetFirstYearFactor(DateTime dtDate, out double pVal)
{
IBAFiscalYear FY;
int iDays;
int iTotalDays;
short iPeriods;
short iCurWeight;
short iAnuWeight;
IBACalcPeriod pObjPeriod;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtTmpEDate;
DateTime dtTmpSDate;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
if (!(hr = FY.GetPeriod(dtDate, out pObjPeriod)))
{
return(hr);
}
dtTmpEDate = pObjPeriod.PeriodEnd;
dtTmpSDate = pObjPeriod.PeriodStart;
if (!(hr = FY.GetRemainingPeriodWeights(dtDate, out iPeriods)) ||
!(hr = FY.GetCurrentPeriodWeight(dtDate, out iCurWeight)) ||
!(hr = FY.GetTotalAnnualPeriodWeights(out iAnuWeight)))
{
return(hr);
}
iDays = ((int)((dtTmpEDate - dtDate).TotalDays + 1));
iTotalDays = ((int)((dtTmpEDate - dtTmpSDate).TotalDays + 1));
pVal = ((double)(iPeriods) + iCurWeight * (iDays) /
(double)(iTotalDays)) / (double)(iAnuWeight);
return(true);
}
public bool Initialize(IBACalendar calendar, DateTime PlacedInService, double Life)
{
int iYear;
int iMonth;
int iDay;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
IBAFiscalYear FY;
if (calendar == null || PlacedInService <= DateTime.MinValue || Life < 1)
{
return(false);
}
m_pObjCalendar = null;
m_pObjCalendar = calendar;
m_dtPISDate = PlacedInService;
m_dblLife = Life;
m_pObjCalendar.GetFiscalYear(m_dtPISDate, out FY);
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
FY.GetMidYearDate(out dtMidDate);
//if in the first half get full year else move to next year
if (m_dtPISDate < dtMidDate)
{
m_dtStartDate = dtTmpStartDate;
m_bFirstHalf = true;
}
else
{
m_dtStartDate = dtTmpEndDate.AddDays(+1);
m_bFirstHalf = false;
}
//calc the deemed end date
iYear = m_dtStartDate.Year + ((int)(m_dblLife));
iMonth = m_dtStartDate.Month + ((int)((m_dblLife - ((int)(m_dblLife))) * 12));
iDay = m_dtStartDate.Day;
if (iMonth > 12)
{
iMonth -= 12;
iYear++;
}
m_dtEndDate = new DateTime(iYear, iMonth, iDay).AddDays(-1);
return(true);
}
public bool Initialize(IBACalendar calendar, DateTime PlacedInService, double Life)
{
int iYear;
int iMonth;
int iDay;
IBAFiscalYear FY;
bool hr;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
if (calendar == null || PlacedInService <= DateTime.MinValue || Life <= 0)
{
return(false);
}
m_pObjCalendar = null;
m_pObjCalendar = calendar;
m_dtPISDate = PlacedInService;
m_dblLife = Life;
if (!(hr = m_pObjCalendar.GetFiscalYear(m_dtPISDate, out FY)))
{
return(hr);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
//deemed start date
if (!(hr = FY.GetMidPeriodDate(m_dtPISDate, out m_dtStartDate)))
{
return(hr);
}
//use the deemed start date to calculate the deemed end date
iYear = m_dtStartDate.Year + (int)(m_dblLife);
iMonth = m_dtStartDate.Month + (int)((m_dblLife - (int)(m_dblLife)) * 12);
iDay = m_dtStartDate.Day;
//deemed end date
if (iMonth > 12)
{
iMonth -= 12;
iYear++;
}
m_dtEndDate = new DateTime(iYear, iMonth, iDay).AddDays(-1);
// m_dtStartDate = m_dtPISDate;
return(true);
}
public bool Initialize(IBACalendar calendar, DateTime PlacedInService, double Life)
{
int iYear;
int iMonth;
int iDay;
DateTime dtSDate;
DateTime dtEDate;
IBAFiscalYear FY;
bool hr;
if (calendar == null || PlacedInService <= DateTime.MinValue || Life < 1)
{
return(false);
}
m_pObjCalendar = null;
m_pObjCalendar = calendar;
m_dtPISDate = PlacedInService;
m_dblLife = Life;
m_pObjCalendar.GetFiscalYear(m_dtPISDate, out FY);
dtSDate = FY.YRStartDate;
dtEDate = FY.YREndDate;
if (m_pMonthlyYear == null)
{
m_pMonthlyYear = new MonthlyYear();
}
m_pMonthlyYear.FiscalYearInfo = FY;
m_pMonthlyYear.DeemedFYDates();
//calc the deemed start date
FY.GetMidYearDate(out m_dtStartDate);
//calc the deemed end date
iYear = m_dtStartDate.Year + ((int)(m_dblLife));
iMonth = m_dtStartDate.Month + Convert.ToInt32((m_dblLife - ((int)(m_dblLife))) * 12);
iDay = m_dtStartDate.Day;
//deemed end date
if (iMonth > 12)
{
iMonth -= 12;
iYear++;
}
m_dtEndDate = new DateTime(iYear, iMonth, iDay).AddDays(-1);
// m_dtStartDate = m_dtPISDate;
return(true);
}
public bool GetFirstYearFactor(DateTime dtDate, out double pVal)
{
short iTolWeight;
short iAnuWeight;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
IBAFiscalYear FY;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(false);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
FY.GetTotalFiscalYearPeriodWeights(out iTolWeight);
FY.GetTotalAnnualPeriodWeights(out iAnuWeight);
FY.GetMidYearDate(out dtMidDate);
if (dtDate < dtMidDate)
{
//if the PIS is in the first half of the year, then 100%
pVal = (double)(iTolWeight) / iAnuWeight;
}
else
{
//if( the PIS is in the second half of the year, then no disposed
pVal = 0;
}
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);
}
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 GetFirstYearFactor(DateTime dtDate, out double pVal)
{
short iPeriods;
short iRemPeriods = 0;
short iCurWeight;
short iAnuWeight;
bool bFirstHalf = false;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
IBAFiscalYear FY;
bool hr;
pVal = 0.0;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (dtDate <= DateTime.MinValue)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(dtDate, out FY)))
{
return(false);
}
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
FY.GetMidPeriodDate(dtDate, out dtMidDate);
FY.GetRemainingPeriodWeights(dtDate, out iPeriods);
FY.GetCurrentPeriodWeight(dtDate, out iCurWeight);
FY.GetTotalAnnualPeriodWeights(out iAnuWeight);
if (dtDate < dtMidDate)
{
bFirstHalf = true;
}
//if deemed start date and deemed end date fall in the same year
//(which happens only when life < 1year)
//we need to fix first year factor by subtracting period weights
//after deemed end period
if (m_dtStartDate >= dtTmpStartDate && m_dtEndDate < dtTmpEndDate)
{
if (!(hr = FY.GetRemainingPeriodWeights(m_dtEndDate, out iRemPeriods)))
{
return(hr);
}
}
if (bFirstHalf)
{
pVal = ((double)(iPeriods) + (double)(iCurWeight) - (double)(iRemPeriods)) / iAnuWeight;
}
else
{
pVal = ((double)(iPeriods) - (double)(iRemPeriods)) / iAnuWeight;
}
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 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 = 0.0;
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
if (!(hr = GetFirstYearFactor(dtDate, out 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
{
IBACalcPeriod pObjPeriod;
DateTime periodEnd;
if (!(hr = FY.GetPeriod(dtDate, out pObjPeriod)) ||
!(hr = GetFirstYearFactor(dtDate, out dFYFactor1)))
{
return(hr);
}
periodEnd = pObjPeriod.PeriodEnd;
if (periodEnd >= dtTmpEndDate)
{
dFYFactor2 = 0;
}
else
{
if (!(hr = GetFirstYearFactor(periodEnd.AddDays(+1), 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 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 GetLastYearSegmentInfo(ref double dblFraction, ref DateTime dtFraSegStartDate, ref DateTime dtFraSegEndDate, ref short iFraSegTPWeight, ref DateTime dtRemSegStartDate, ref DateTime dtRemSegEndDate, ref short iRemSegTPWeight, out bool pVal)
{
int iDays;
int iTotalDays;
DateTime dtSDate;
DateTime dtEDate;
DateTime dtPSDate;
DateTime dtPEDate;
ECALENDARCYCLE_CYCLETYPE eCType;
IBACalcPeriod pObjPeriod;
IBAFiscalYear FY;
bool hr;
pVal = false;
if (m_pObjCalendar == null)
{
throw new Exception("Avg Convention not initialized.");
}
if (!(hr = m_pObjCalendar.GetFiscalYear(m_dtEndDate, out FY)) ||
!(hr = FY.GetPeriod(m_dtEndDate, out pObjPeriod)))
{
return(hr);
}
dtEDate = FY.YREndDate;
dtSDate = FY.YRStartDate;
eCType = FY.CycleType;
if (eCType == ECALENDARCYCLE_CYCLETYPE.CYCLETYPE_MONTHLY)
{
if (!(hr = FY.GetPreviousPeriodWeights(m_dtEndDate, out iRemSegTPWeight)) ||
!(hr = FY.GetCurrentPeriodWeight(m_dtEndDate, out iFraSegTPWeight)))
{
return(hr);
}
dblFraction = 0.5 * (double)(iFraSegTPWeight) / ((double)(iRemSegTPWeight) + (double)(iFraSegTPWeight) * 0.5);
dtFraSegStartDate = pObjPeriod.PeriodStart;
dtFraSegEndDate = pObjPeriod.PeriodEnd;
dtRemSegStartDate = dtSDate;
dtRemSegEndDate = dtFraSegStartDate.AddDays(-1);
}
else
{
dtPSDate = pObjPeriod.PeriodStart;
dtPEDate = pObjPeriod.PeriodEnd;
iDays = (int)((m_dtEndDate - dtPSDate).TotalDays + 1);
iTotalDays = (int)((dtPEDate - dtPSDate).TotalDays + 1);
if (!(hr = FY.GetPreviousPeriodWeights(m_dtEndDate, out iRemSegTPWeight)) ||
!(hr = FY.GetCurrentPeriodWeight(m_dtEndDate, out iFraSegTPWeight)))
{
return(hr);
}
dblFraction = ((double)(iFraSegTPWeight) * (double)(iDays) / (double)(iTotalDays)) /
((double)(iRemSegTPWeight) + (double)(iFraSegTPWeight) * (double)(iDays) /
(double)(iTotalDays));
dtFraSegStartDate = dtPSDate;
dtFraSegEndDate = dtPEDate;
dtRemSegStartDate = dtSDate;
dtRemSegEndDate = dtFraSegStartDate.AddDays(-1);
}
return(false);
}
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 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 Initialize(IBACalendar calendar, DateTime PlacedInService, double Life)
{
int iYear;
int iMonth;
int iDay;
IBACalcPeriod pObjPeriod;
IBAFiscalYear FY;
bool hr;
DateTime dtTmpEndDate;
DateTime dtTmpStartDate;
DateTime dtMidDate;
bool bFirstHalf = false;
if (calendar == null || PlacedInService <= DateTime.MinValue || Life <= 0)
{
return(false);
}
m_pObjCalendar = null;
m_pObjCalendar = calendar;
m_dtPISDate = PlacedInService;
m_dblLife = Life;
m_pObjCalendar.GetFiscalYear(m_dtPISDate, out FY);
dtTmpStartDate = FY.YRStartDate;
dtTmpEndDate = FY.YREndDate;
FY.GetPeriod(m_dtPISDate, out pObjPeriod);
FY.GetMidPeriodDate(m_dtPISDate, out dtMidDate);
//determine the pis in fisrt or second half of a month
if (m_dtPISDate < dtMidDate)
{
bFirstHalf = true;
}
//calc the deemed start date
if (bFirstHalf)
{
//place in first half(full month)
m_dtStartDate = pObjPeriod.PeriodStart;
}
else
{
//place in second half(next month)
m_dtStartDate = pObjPeriod.PeriodEnd;
m_dtStartDate = m_dtStartDate.AddDays(1);
}
//calc the deemed end date
iYear = (m_dtStartDate.Year) + (int)(m_dblLife);
iMonth = (m_dtStartDate.Month) + (int)((m_dblLife - (int)(m_dblLife)) * 12);
iDay = (m_dtStartDate.Day);
//the deemed end date
if (iMonth > 12)
{
iMonth -= 12;
iYear++;
}
m_dtEndDate = new DateTime(iYear, iMonth, iDay).AddDays(-1);
// m_dtStartDate = m_dtPISDate;
return(true);
}
