/// <summary>
/// Evaluates the function with the given arguments.
/// </summary>
/// <param name="args">Arguments for the function evaluation</param>
/// <returns>
/// Result of the function applied to the arguments
/// </returns>
public override object Evaluate(object[] args)
{
double num = CalcConvert.ToDouble(args[0]);
string str = CalcConvert.ToString(args[1]);
string str2 = CalcConvert.ToString(args[2]);
bool flag = CalcHelper.ArgumentExists(args, 3) ? CalcConvert.ToBool(args[3]) : false;
int prec = CalcHelper.ArgumentExists(args, 4) ? CalcConvert.ToInt(args[4]) : 3;
int digits = 0;
if (prec >= 3)
{
if (!flag)
{
digits = FinancialHelper.displayPrecision(str2);
}
if (!CalcHelper.ArgumentExists(args, 4))
{
prec = FinancialHelper.calcPrecision(str);
}
double num4 = 0.0;
double num5 = FinancialHelper.one_euro(str, prec);
double num6 = FinancialHelper.one_euro(str2, prec);
if ((num5 >= 0.0) && (num6 >= 0.0))
{
num4 = (num * num6) / num5;
if (!flag)
{
num4 = Math.Round(num4, digits);
}
return((double)num4);
}
}
return(CalcErrors.Value);
}
public ActionResult BatchDonations(BatchDonationsViewModel model)
{
model.Donations.Add(new DonationViewModel());
model.DonorList = FinancialHelper.GetDonorList();
model.FundList = FinancialHelper.GetFundList();
return(View(model));
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> price per $100 face value of a security that pays periodic interest.
/// </summary>
/// <param name="args"><para>
/// The args contains 6 - 7 items: settlement, maturity, rate, yld, redemption, frequency, [basis].
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Maturity is the security's maturity date. The maturity date is the date when the security expires.
/// </para>
/// <para>
/// Rate is the security's annual coupon rate.
/// </para>
/// <para>
/// Yld is the security's annual yield.
/// </para>
/// <para>
/// Redemption is the security's redemption value per $100 face value.
/// </para>
/// <para>
/// Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
DateTime time2 = CalcConvert.ToDateTime(args[1]);
double rate = CalcConvert.ToDouble(args[2]);
double yield = CalcConvert.ToDouble(args[3]);
double redemption = CalcConvert.ToDouble(args[4]);
int freq = CalcConvert.ToInt(args[5]);
int basis = CalcHelper.ArgumentExists(args, 6) ? CalcConvert.ToInt(args[6]) : 0;
if (((yield < 0.0) || (rate < 0.0)) || (redemption == 0.0))
{
return(CalcErrors.Number);
}
if ((basis < 0) || (basis > 4))
{
return(CalcErrors.Number);
}
if (((freq != 1) && (freq != 2)) && (freq != 4))
{
return(CalcErrors.Number);
}
if (DateTime.Compare(time, time2) > 0)
{
return(CalcErrors.Number);
}
return((double)FinancialHelper.price(time, time2, rate, yield, redemption, freq, basis));
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> modified Macauley duration for a security with an assumed par value of $100.
/// </summary>
/// <param name="args"><para>
/// The args contains 5 - 6 items: settlement, maturity, coupon, yld, frequency, [basis].
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Maturity is the security's maturity date.
/// The maturity date is the date when the security expires.
/// </para>
/// <para>
/// Coupon is the security's annual coupon rate.
/// </para>
/// <para>
/// Yld is the security's annual yield.
/// </para>
/// <para>
/// Frequency is the number of coupon payments per year.
/// For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
DateTime time2 = CalcConvert.ToDateTime(args[1]);
double fCoup = CalcConvert.ToDouble(args[2]);
double fYield = CalcConvert.ToDouble(args[3]);
int freq = CalcConvert.ToInt(args[4]);
int nBase = CalcHelper.ArgumentExists(args, 5) ? CalcConvert.ToInt(args[5]) : 0;
if ((nBase < 0) || (nBase > 4))
{
return(CalcErrors.Number);
}
if (((freq != 1) && (freq != 2)) && (freq != 4))
{
return(CalcErrors.Number);
}
if (DateTime.Compare(time, time2) > 0)
{
return(CalcErrors.Number);
}
double fNumOfCoups = FinancialHelper.coupnum(time, time2, freq);
return((double)this.get_mduration(time, time2, fCoup, fYield, freq, nBase, fNumOfCoups));
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> amount received at maturity for a fully invested security.
/// </summary>
/// <param name="args"><para>
/// The args contains 4 - 5 items: settlement, maturity, investment, discount, [basis].
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Maturity is the security's maturity date. The maturity date is the date when the security expires.
/// </para>
/// <para>
/// Investment is the amount invested in the security.
/// </para>
/// <para>
/// Discount is the security's discount rate.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
DateTime time2 = CalcConvert.ToDateTime(args[1]);
double num = CalcConvert.ToDouble(args[2]);
double num2 = CalcConvert.ToDouble(args[3]);
int basis = CalcHelper.ArgumentExists(args, 4) ? CalcConvert.ToInt(args[4]) : 0;
if (DateTime.Compare(time, time2) >= 0)
{
return(CalcErrors.Number);
}
if (((num <= 0.0) || (num2 <= 0.0)) || ((basis < 0) || (4 < basis)))
{
return(CalcErrors.Number);
}
double num4 = FinancialHelper.days_monthly_basis(time, time2, basis);
double num5 = FinancialHelper.annual_year_basis(time, basis);
if ((num4 <= 0.0) || (num5 <= 0.0))
{
return(CalcErrors.Number);
}
double num6 = 1.0 - ((num2 * num4) / num5);
if (num6 <= 0.0)
{
return(CalcErrors.Number);
}
return((double)(num / num6));
}
private double get_cumipmt(double fRate, int nNumPeriods, double fVal, int nStart, int nEnd, int nPayType)
{
double fRmz = FinancialHelper.GetRmz(fRate, (double)nNumPeriods, fVal, 0.0, nPayType);
double num2 = 0.0;
if (nStart == 1)
{
if (nPayType <= 0)
{
num2 = -fVal;
}
nStart++;
}
for (int i = nStart; i <= nEnd; i++)
{
if (nPayType > 0)
{
num2 += FinancialHelper.GetZw(fRate, (double)(i - 2), fRmz, fVal, 1) - fRmz;
}
else
{
num2 += FinancialHelper.GetZw(fRate, (double)(i - 1), fRmz, fVal, 0);
}
}
return(num2 * fRate);
}
internal bool goal_seek_newton(ref GoalSeekData data, DateTime[] dates, double[] values, double x0)
{
double num2 = data.precision / 2.0;
for (int i = 0; i < 20; i++)
{
double num7;
double y = 0.0;
double dfx = 0.0;
bool flag = xirr_f(x0, ref y, dates, values);
if (!flag)
{
return(flag);
}
if (FinancialHelper.update_data(x0, y, ref data))
{
return(true);
}
if (Math.Abs(x0) < 1E-10)
{
if (data.havexneg && data.havexpos)
{
num7 = Math.Abs((double)(data.xpos - data.xneg)) / 1000000.0;
}
else
{
num7 = (data.xmax - data.xmin) / 1000000.0;
}
}
else
{
num7 = Math.Abs(x0) / 1000000.0;
}
flag = this.fake_df(x0, ref dfx, num7, ref data, dates, values);
if (!flag)
{
return(flag);
}
if (dfx == 0.0)
{
return(false);
}
double num3 = x0 - ((1.000001 * y) / dfx);
if (num3 == x0)
{
data.root = x0;
return(true);
}
double num4 = Math.Abs((double)(num3 - x0)) / (Math.Abs(x0) + Math.Abs(num3));
x0 = num3;
if (num4 < num2)
{
data.root = x0;
return(true);
}
}
return(false);
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> interest rate per period of an annuity.
/// </summary>
/// <param name="args"><para>
/// The args contains 3 - 6 items: nper, pmt, pv, [fv], [type], [guess].
/// </para>
/// <para>
/// Nper is the total number of payment periods in an annuity.
/// </para>
/// <para>
/// Pmt is the payment made each period and cannot change over the life of the annuity.
/// </para>
/// <para>
/// Pv is the present value ¡ª the total amount that a series of future payments is worth now.
/// </para>
/// <para>
/// Fv is the future value, or a cash balance you want to attain after the last payment is made.
/// If fv is omitted, it is assumed to be 0 (the future value of a loan, for example, is 0).
/// </para>
/// <para>
/// Type is the number 0 or 1 and indicates when payments are due.
/// </para>
/// <para>
/// Guess is your guess for what the rate will be.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
double num = CalcConvert.ToDouble(args[0]);
double num2 = CalcConvert.ToDouble(args[1]);
double num3 = CalcConvert.ToDouble(args[2]);
double num4 = CalcHelper.ArgumentExists(args, 3) ? CalcConvert.ToDouble(args[3]) : 0.0;
int num5 = CalcHelper.ArgumentExists(args, 4) ? CalcConvert.ToInt(args[4]) : 0;
double num6 = CalcHelper.ArgumentExists(args, 5) ? CalcConvert.ToDouble(args[5]) : 0.1;
if (num > 0.0)
{
GoalSeekData data;
RateData data2;
if (num5 < 0)
{
return(CalcErrors.Value);
}
if (num5 > 1)
{
num5 = 1;
}
data.xmin = 0.0;
data.xmax = 0.0;
data.precision = 0.0;
data.havexpos = false;
data.xpos = 0.0;
data.ypos = 0.0;
data.havexneg = false;
data.xneg = 0.0;
data.yneg = 0.0;
data.root = 0.0;
FinancialHelper.goal_seek_initialise(ref data);
data.xmin = Math.Max(data.xmin, -Math.Pow(1.7976931348623157E+298, 1.0 / ((double)num)) + 1.0);
data.xmax = Math.Min(data.xmax, Math.Pow(1.7976931348623157E+298, 1.0 / ((double)num)) - 1.0);
data2.nper = (double)num;
data2.pmt = (double)num2;
data2.pv = (double)num3;
data2.fv = (double)num4;
data2.type = num5;
bool flag = this.goal_seek_newton(ref data, ref data2, (double)num6);
if (!flag)
{
for (int i = 2; (!data.havexneg || !data.havexpos) && (i < 100); i *= 2)
{
this.goal_seek_point(ref data, ref data2, ((double)num6) * i);
this.goal_seek_point(ref data, ref data2, ((double)num6) / ((double)i));
}
flag = this.goal_seek_bisection(ref data, ref data2);
}
if (flag)
{
return((double)data.root);
}
}
return(CalcErrors.Number);
}
private void NumQuotaString_TextChanged(object sender, TextChangedEventArgs e)
{
double inValue;
if (double.TryParse(NumQuotaString.Text, out inValue))
{
string quotaString = FinancialHelper.ConvertQuotaToText(inValue);
QuotaText.Text = quotaString;
}
}
public ActionResult BatchDonations(int?count)
{
var model = new BatchDonationsViewModel(count ?? 5)
{
DonorList = FinancialHelper.GetDonorList(),
FundList = FinancialHelper.GetFundList()
};
return(View(model));
}
public ActionResult CreateDonation(int?personId, int?organizationId)
{
var model = new DonationViewModel
{
PersonId = personId,
OrganizationId = organizationId
};
ViewBag.FundList = FinancialHelper.GetFundList();
return(PartialView(model));
}
/// <summary>
/// Evaluates the function with the given arguments.
/// </summary>
/// <param name="args">Arguments for the function evaluation</param>
/// <returns>
/// Result of the function applied to the arguments
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
double num = FinancialHelper.one_euro(CalcConvert.ToString(args[0]), 2);
if (num >= 0.0)
{
return((double)num);
}
return(CalcErrors.Number);
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> yield of a security that has an odd (short or long) first period.
/// </summary>
/// <param name="args"><para>
/// The args contains 8 - 9 items: settlement, maturity, issue, first_coupon, rate, pr, redemption, frequency, [basis].
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Maturity is the security's maturity date.
/// The maturity date is the date when the security expires.
/// </para>
/// <para>
/// Issue is the security's issue date.
/// </para>
/// <para>
/// First_coupon is the security's first coupon date.
/// </para>
/// <para>
/// Rate is the security's interest rate.
/// </para>
/// <para>
/// Pr is the security's price.
/// </para>
/// <para>
/// Redemption is the security's redemption value per $100 face value.
/// </para>
/// <para>
/// Frequency is the number of coupon payments per year.
/// For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
GoalSeekData data;
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
DateTime time2 = CalcConvert.ToDateTime(args[1]);
DateTime time3 = CalcConvert.ToDateTime(args[2]);
DateTime time4 = CalcConvert.ToDateTime(args[3]);
double rate = CalcConvert.ToDouble(args[4]);
double price = CalcConvert.ToDouble(args[5]);
double redem = CalcConvert.ToDouble(args[6]);
int freq = CalcConvert.ToInt(args[7]);
int basis = CalcHelper.ArgumentExists(args, 8) ? CalcConvert.ToInt(args[8]) : 0;
double num6 = 0.1;
if ((((basis < 0) || (basis > 4)) || (((freq != 1) && (freq != 2)) && (freq != 4))) || (((DateTime.Compare(time3, time) > 0) || (DateTime.Compare(time, time4) > 0)) || (DateTime.Compare(time4, time2) > 0)))
{
return(CalcErrors.Number);
}
if (((rate < 0.0) || (price <= 0.0)) || (redem <= 0.0))
{
return(CalcErrors.Number);
}
data.xmin = 0.0;
data.xmax = 0.0;
data.precision = 0.0;
data.havexpos = false;
data.xpos = 0.0;
data.ypos = 0.0;
data.havexneg = false;
data.xneg = 0.0;
data.yneg = 0.0;
data.root = 0.0;
FinancialHelper.goal_seek_initialise(ref data);
data.xmin = Math.Max(data.xmin, 0.0);
data.xmax = Math.Min(data.xmax, 1000.0);
bool flag = this.goal_seek_newton(ref data, time, time2, time3, time4, rate, price, redem, freq, basis, num6);
if (flag)
{
for (num6 = 1E-10; num6 < data.xmax; num6 *= 2.0)
{
this.goal_seek_point(ref data, time, time2, time3, time4, rate, price, redem, freq, basis, num6);
}
flag = this.goal_seek_bisection(ref data, time, time2, time3, time4, rate, price, redem, freq, basis);
}
if (!flag)
{
return(CalcErrors.Number);
}
return((double)data.root);
}
public ActionResult CreateDonation([Bind(Include = "Id,DonationDate,Amount,Fund,Designation,CheckNumber,PersonId,OrganizationId")] DonationViewModel model)
{
if (ModelState.IsValid)
{
var donation = model.MapToDonation();
Database.Donations.Add(donation);
Database.SaveChanges();
return(ReturnToSender(model.PersonId, model.OrganizationId));
}
ViewBag.FundList = FinancialHelper.GetFundList();
return(View(model));
}
private double calc_oddlprice(DateTime settlement, DateTime maturity, DateTime last_interest, double rate, double yield, double redemption, int freq, int basis)
{
DateTime time = new DateTime(last_interest.Year, last_interest.Month, last_interest.Day);
do
{
time = time.AddMonths(12 / freq);
}while (DateTime.Compare(time, maturity) < 0);
double num = FinancialHelper.date_ratio(last_interest, settlement, time, freq, basis);
double num2 = FinancialHelper.date_ratio(last_interest, maturity, time, freq, basis);
double num3 = FinancialHelper.date_ratio(settlement, maturity, time, freq, basis);
return(((redemption * freq) + ((100.0 * rate) * (num2 - (num * (1.0 + ((yield * num3) / ((double)freq))))))) / ((yield * num3) + freq));
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> internal rate of return for a schedule of cash flows that is not necessarily periodic.
/// </summary>
/// <param name="args"><para>
/// The args contains 2 - 3 items: values, dates, [guess].
/// </para>
/// <para>
/// Values is a series of cash flows that corresponds to a schedule of payments in dates.
/// </para>
/// <para>
/// Dates is a schedule of payment dates that corresponds to the cash flow payments.
/// </para>
/// <para>
/// Guess is a number that you guess is close to the result of XIRR.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
double[] values = new double[ArrayHelper.GetLength(args[0], 0)];
DateTime[] dates = new DateTime[ArrayHelper.GetLength(args[1], 0)];
double num = CalcHelper.ArgumentExists(args, 2) ? CalcConvert.ToDouble(args[2]) : 0.1;
if (ArrayHelper.GetLength(args[0], 0) == ArrayHelper.GetLength(args[1], 0))
{
GoalSeekData data;
for (int i = 0; i < ArrayHelper.GetLength(args[0], 0); i++)
{
values[i] = CalcConvert.ToDouble(ArrayHelper.GetValue(args[0], i, 0));
}
for (int j = 0; j < ArrayHelper.GetLength(args[1], 0); j++)
{
dates[j] = CalcConvert.ToDateTime(ArrayHelper.GetValue(args[1], j, 0));
}
data.xmin = 0.0;
data.xmax = 0.0;
data.precision = 0.0;
data.havexpos = false;
data.xpos = 0.0;
data.ypos = 0.0;
data.havexneg = false;
data.xneg = 0.0;
data.yneg = 0.0;
data.root = 0.0;
FinancialHelper.goal_seek_initialise(ref data);
data.xmin = -1.0;
data.xmax = Math.Min(1000.0, data.xmax);
if (this.goal_seek_newton(ref data, dates, values, num))
{
return((double)data.root);
}
for (int k = 1; k <= 0x400; k += k)
{
double num5 = Convert.ToDouble(k);
double y = 9.0 / (num5 + 9.0);
this.goal_seek_point(ref data, num, ref y, dates, values);
y = num5;
this.goal_seek_point(ref data, num, ref y, dates, values);
if (this.goal_seek_bisection(ref data, dates, values))
{
return((double)data.root);
}
}
}
return(CalcErrors.Number);
}
public ActionResult CreatePledge([Bind(Include = "Id,Year,Amount,Frequency,Fund,PersonId")] PledgeViewModel model)
{
if (ModelState.IsValid)
{
var pledge = model.MapToPledge();
Database.Pledges.Add(pledge);
Database.SaveChanges();
return(ReturnToSender(model.PersonId));
}
ViewBag.YearList = FinancialHelper.GetPledgeYearList();
ViewBag.FrequencyList = FinancialHelper.GetFrequencyList();
ViewBag.FundList = FinancialHelper.GetFundList();
return(View(model));
}
internal double Yearfrac(DateTime from, DateTime to, int basis)
{
double num2;
int num = FinancialHelper.Days_Between_Basis(from, to, basis);
if (num < 0)
{
num = -num;
DateTime time = from;
from = to;
to = time;
}
if (basis == 1)
{
int num5;
int num6;
int year = from.Year;
int num4 = to.Year;
DateTime time2 = from;
time2.AddYears(1);
if (DateTime.Compare(to, time2) > 0)
{
num6 = (num4 + 1) - year;
time2 = new DateTime(year, 1, 1);
DateTime @this = new DateTime(num4 + 1, 1, 1);
num5 = Convert.ToInt32((double)(@this.ToOADate() - time2.ToOADate())) - (0x16d * ((num4 + 1) - year));
}
else
{
num6 = 1;
if ((DateTime.IsLeapYear(year) && (from.Month < 3)) || (DateTime.IsLeapYear(num4) && (((to.Month * 0x100) + to.Day) >= 0x21d)))
{
num5 = 1;
}
else
{
num5 = 0;
}
}
double num7 = ((double)num5) / ((double)num6);
num2 = 365.0 + num7;
}
else
{
num2 = FinancialHelper.Annual_Year_Basis(DateTime.Today, basis);
}
return(((double)num) / num2);
}
internal bool goal_seek_point(ref GoalSeekData data, double x0, ref double y, DateTime[] dates, double[] values)
{
double num = 0.0;
if ((x0 < data.xmin) || (x0 > data.xmax))
{
return(false);
}
bool flag = xirr_f(x0, ref y, dates, values);
if (!flag)
{
return(flag);
}
return(FinancialHelper.update_data(x0, num, ref data));
}
internal bool goal_seek_point(ref GoalSeekData data, double[] vals, double x0)
{
double y = 0.0;
if ((x0 < data.xmin) || (x0 > data.xmax))
{
return(false);
}
bool flag = this.irr_npv(x0, ref y, vals);
if (!flag)
{
return(flag);
}
return(FinancialHelper.update_data(x0, y, ref data));
}
/// <summary>
///
/// </summary>
public DataReaderWriter <DataBar> GetDataBarReaderWriter()
{
if (DataType != EntryDataTypeEnum.DataBar)
{
return(null);
}
if (string.IsNullOrEmpty(_fileName) == false)
{
return(FinancialHelper.CreateDataBarFileReaderWriter(FilePath));
}
else
{
return(null);
}
}
internal bool goal_seek_point(ref GoalSeekData data, ref RateData user_data, double x0)
{
double y = 0.0;
if ((x0 < data.xmin) || (x0 > data.xmax))
{
return(false);
}
bool flag = this.rate_f(x0, ref y, ref user_data);
if (!flag)
{
return(flag);
}
return(FinancialHelper.update_data(x0, y, ref data));
}
private bool goal_seek_point(ref GoalSeekData data, DateTime settle, DateTime maturity, DateTime issue, DateTime first_coupon, double rate, double price, double redem, int freq, int basis, double x0)
{
double y = 0.0;
if ((x0 < data.xmin) || (x0 > data.xmax))
{
return(false);
}
bool flag = this.oddyield_f(x0, ref y, settle, maturity, issue, first_coupon, rate, price, redem, freq, basis);
if (!flag)
{
return(flag);
}
return(FinancialHelper.update_data(x0, y, ref data));
}
public ActionResult EditDonation([Bind(Include = "Id,DonationDate,Amount,Fund,Designation,CheckNumber,PersonId,OrganizationId")] DonationViewModel model)
{
if (!ModelState.IsValid || model.DonationDate == null || model.Amount == null)
{
ViewBag.FundList = FinancialHelper.GetFundList();
return(PartialView(model));
}
if (ModelState.IsValid)
{
var donation = Database.Donations.Find(model.Id);
model.UpdateDonation(donation);
Database.SaveChanges();
}
return(ReturnToSender(model.PersonId, model.OrganizationId));
}
internal bool goal_seek_newton(ref GoalSeekData data, ref RateData user_data, double x0)
{
double num2 = data.precision / 2.0;
for (int i = 0; i < 100; i++)
{
double y = 0.0;
double num6 = 0.0;
if ((x0 < data.xmin) || (x0 > data.xmax))
{
return(false);
}
bool flag = this.rate_f(x0, ref y, ref user_data);
if (!flag)
{
return(flag);
}
if (FinancialHelper.update_data(x0, y, ref data))
{
return(true);
}
flag = this.rate_df(x0, ref num6, ref user_data);
if (!flag)
{
return(flag);
}
if (num6 == 0.0)
{
return(false);
}
double num3 = x0 - ((1.000001 * y) / num6);
if (num3 == x0)
{
data.root = x0;
return(true);
}
double num4 = Math.Abs((double)(num3 - x0)) / (Math.Abs(x0) + Math.Abs(num3));
x0 = num3;
if (num4 < num2)
{
data.root = x0;
return(true);
}
}
return(false);
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> interest payment for a given period for an investment based on periodic, constant payments and a constant interest rate.
/// </summary>
/// <param name="args"><para>
/// The args contains 4 - 6 items: rate, per, nper, pv, [fv], [type].
/// </para>
/// <para>
/// Rate is the interest rate per period.
/// </para>
/// <para>
/// Per is the period for which you want to find the interest and must be in the range 1 to nper.
/// </para>
/// <para>
/// Nper is the total number of payment periods in an annuity.
/// </para>
/// <para>
/// Pv is the present value, or the lump-sum amount that a series of future payments is worth right now.
/// </para>
/// <para>
/// Fv is the future value, or a cash balance you want to attain after the last payment is made.
/// If fv is omitted, it is assumed to be 0 (the future value of a loan, for example, is 0).
/// </para>
/// <para>
/// Type is the number 0 or 1 and indicates when payments are due.
/// If type is omitted, it is assumed to be 0.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
double rate = CalcConvert.ToDouble(args[0]);
double num2 = CalcConvert.ToDouble(args[1]);
double nper = CalcConvert.ToDouble(args[2]);
double pv = CalcConvert.ToDouble(args[3]);
double fv = CalcHelper.ArgumentExists(args, 4) ? CalcConvert.ToDouble(args[4]) : 0.0;
int type = CalcHelper.ArgumentExists(args, 5) ? CalcConvert.ToInt(args[5]) : 0;
if (((num2 < 1.0) || (num2 >= (nper + 1.0))) || (nper < 1.0))
{
return(CalcErrors.Number);
}
double pmt = FinancialHelper.calculate_pmt(rate, nper, pv, fv, type);
return((double)FinancialHelper.calculate_interest_part(pv, pmt, rate, num2 - 1.0));
}
// GET: /Financial/CreatePledge
public ActionResult CreatePledge(int?personId)
{
if (personId == null || !UserHelper.UserCanEditPerson(User, personId))
{
return(HttpNotFound());
}
var model = new PledgeViewModel
{
PersonId = (int)personId,
Year = DateTime.Now.Year
};
ViewBag.YearList = FinancialHelper.GetPledgeYearList();
ViewBag.FrequencyList = FinancialHelper.GetFrequencyList();
ViewBag.FundList = FinancialHelper.GetFundList();
return(PartialView(model));
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> accrued interest for a security that pays periodic interest.
/// </summary>
/// <param name="args"><para>
/// The args contains 6 - 8 items: issue, first_interest, settlement, rate, par, frequency, [basis], [calc_method].
/// </para>
/// <para>
/// Issue is the security's issue date.
/// </para>
/// <para>
/// First_interest is the security's first interest date.
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Rate is the security's annual coupon rate.
/// </para>
/// <para>
/// Par is the security's par value. If you omit par, ACCRINT uses $1,000.
/// </para>
/// <para>
/// Frequency is the number of coupon payments per year.
/// For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
CalcConvert.ToDateTime(args[1]);
DateTime time2 = CalcConvert.ToDateTime(args[2]);
double num = CalcConvert.ToDouble(args[3]);
double num2 = CalcHelper.ArgumentExists(args, 4) ? CalcConvert.ToDouble(args[4]) : 1000.0;
int num3 = CalcConvert.ToInt(args[5]);
int basis = CalcHelper.ArgumentExists(args, 6) ? CalcConvert.ToInt(args[6]) : 0;
if (CalcHelper.ArgumentExists(args, 7))
{
CalcConvert.ToBool(args[7]);
}
if ((num <= 0.0) || (num2 <= 0.0))
{
return(CalcErrors.Number);
}
if ((basis < 0) || (4 < basis))
{
return(CalcErrors.Number);
}
if (((num3 != 1) && (num3 != 2)) && (num3 != 4))
{
return(CalcErrors.Number);
}
if (DateTime.Compare(time, time2) >= 0)
{
return(CalcErrors.Number);
}
double num5 = FinancialHelper.days_monthly_basis(time, time2, basis);
double num6 = FinancialHelper.annual_year_basis(time, basis);
if ((num5 < 0.0) || (num6 <= 0.0))
{
return(CalcErrors.Number);
}
double num7 = (num2 * num) / Convert.ToDouble(num3);
double num8 = num5 / num6;
return((double)((num7 * Convert.ToDouble(num3)) * num8));
}
public ActionResult EditDonation(int?id, int?personId)
{
if (id == null)
{
return(HttpNotFound());
}
var donation = Database.Donations.Find(id);
if (donation == null)
{
return(HttpNotFound());
}
var model = new DonationViewModel(donation);
ViewBag.FundList = FinancialHelper.GetFundList();
return(PartialView(model));
}
/// <summary>
/// Returns the <see cref="T:System.Double" /> price per $100 face value of a security having an odd (short or long) first period.
/// </summary>
/// <param name="args"><para>
/// The args contains 8 - 9 items: settlement, maturity, issue, first_coupon, rate, yld, redemption, frequency, [basis].
/// </para>
/// <para>
/// Settlement is the security's settlement date.
/// The security settlement date is the date after the issue date when the security is traded to the buyer.
/// </para>
/// <para>
/// Maturity is the security's maturity date. The maturity date is the date when the security expires.
/// </para>
/// <para>
/// Issue is the security's issue date.
/// </para>
/// <para>
/// First_coupon is the security's first coupon date.
/// </para>
/// <para>
/// Rate is the security's interest rate.
/// </para>
/// <para>
/// Yld is the security's annual yield.
/// </para>
/// <para>
/// Redemption is the security's redemption value per $100 face value.
/// </para>
/// <para>
/// Frequency is the number of coupon payments per year.
/// For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4.
/// </para>
/// <para>
/// Basis is the type of day count basis to use.
/// </para></param>
/// <returns>
/// A <see cref="T:System.Double" /> value that indicates the evaluate result.
/// </returns>
public override object Evaluate(object[] args)
{
base.CheckArgumentsLength(args);
DateTime time = CalcConvert.ToDateTime(args[0]);
DateTime time2 = CalcConvert.ToDateTime(args[1]);
DateTime time3 = CalcConvert.ToDateTime(args[2]);
DateTime time4 = CalcConvert.ToDateTime(args[3]);
double rate = CalcConvert.ToDouble(args[4]);
double yield = CalcConvert.ToDouble(args[5]);
double redemption = CalcConvert.ToDouble(args[6]);
int freq = CalcConvert.ToInt(args[7]);
int basis = CalcHelper.ArgumentExists(args, 8) ? CalcConvert.ToInt(args[8]) : 0;
if (((((basis >= 0) && (basis <= 4)) && (((freq == 1) || (freq == 2)) || (freq == 4))) && (((DateTime.Compare(time3, time) <= 0) && (DateTime.Compare(time, time4) <= 0)) && (DateTime.Compare(time4, time2) <= 0))) && (((rate >= 0.0) && (yield >= 0.0)) && (redemption > 0.0)))
{
return((double)FinancialHelper.calc_oddfprice(time, time2, time3, time4, rate, yield, redemption, freq, basis));
}
return(CalcErrors.Number);
}
