/// <summary>
/// This routine calculates capital calls, distribution and other performance numbers and adds information to Commitments
/// </summary>
private void AddPeResults()
{
PeFundResults results;
InvestorCashFlowComparer cashFlowComparer = new InvestorCashFlowComparer();
foreach (InvestorCommitment commitment in Commitments)
{
InvestorCashFlowComparer comparer = new InvestorCashFlowComparer();
commitment.InvestorCashFlows.Sort(comparer);
try
{
results = new PeFundResults(commitment, null, null);
commitment.Dpi = results.Dpi;
commitment.Irr = results.Irr;
commitment.OpenCommitment = results.OpenCommitment;
commitment.TotalCapitalCalls = results.AmountCalled;
commitment.TotalDistributions = results.AmountDistributed;
commitment.Tvpi = results.Tvpi;
commitment.LastNav = results.ValuationFundCurrency;
}
catch (Exception ex)
{
Notification notification = new Notification
{
Title = ApplicationNames.NotificationTitle,
Content = ex.Message
};
NotificationRequest.Raise(notification);
}
}
}
public override void OnNavigatedTo(NavigationContext navigationContext)
{
Commitment = navigationContext.Parameters["Commitment"] as InvestorCommitment;
// add additionalInformation about Investor and Fund
Commitment = investorAccess.GetFullyLoadedInvestorCommitment(commitment.Id);
if (Commitment != null)
{
cashflows = new ObservableCollection <InvestorCashFlow>(investorAccess.GetCashFlowsForCommitment(Commitment.Id));
Cashflows = CollectionViewSource.GetDefaultView(cashflows);
FundResults = new PeFundResults(Commitment, null, null);
RaisePropertyChanged("Cashflows");
// Set tabtitle
if (string.IsNullOrEmpty(Commitment.Investor.InvestorHqTrustAccount))
{
TabTitle = Commitment.Investor.InvestorReference + " (Cashflows)";
}
else
{
TabTitle = Commitment.Investor.InvestorHqTrustAccount + " (Cashflows)";
}
// set headline
StringBuilder builder = new StringBuilder(Commitment.PeFund.FundName + " ");
builder.Append(" Commitment: ");
builder.Append(Commitment.PeFund.Currency.CurrencyShortName);
builder.Append($" {Commitment.CommitmentAmount:n0}");
Headline = builder.ToString();
if (cashflows.Count == 0)
{
builder.Append(" Es sind keine Cashflows gespeichert.");
Headline = builder.ToString();
}
}
}
private void CreateDataForCharts()
{
pcaps = new List <ExtendedPcap>();
if (AnalyzingParameter.Period == AnalyzingParameterPeriod.Auto)
{
int quarters = timeFunctions.Quarters(AnalyzingParameter.StartDate, AnalyzingParameter.EndDate);
// bis 5 Jahre => Quartal
// bis 10 Jahre => Halbjahr
// bis 20 Jahre => Jahr
// bis 40 Jahre => 2 Jahre
// >40 Jahre => 5 Jahre
if (quarters <= 20)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.Quarter;
}
else if (quarters <= 40)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.SixMonth;
}
else if (quarters <= 80)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.Year;
}
else if (quarters <= 160)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.TwoYear;
}
else
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.FiveYear;
}
}
switch (AnalyzingParameter.Period)
{
case AnalyzingParameterPeriod.Quarter:
{
DateTime currentDate = AnalyzingParameter.StartDate;
do
{
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
currentDate = timeFunctions.NextQuarter(currentDate);
} while (currentDate <= AnalyzingParameter.EndDate);
break;
}
case AnalyzingParameterPeriod.SixMonth:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 6 && currentDate.Month != 12)
{
currentDate = timeFunctions.NextHalfYear(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = timeFunctions.NextHalfYear(currentDate);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
case AnalyzingParameterPeriod.Year:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 12)
{
currentDate = timeFunctions.NextYearEnd(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = currentDate.AddYears(1);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
case AnalyzingParameterPeriod.TwoYear:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 12)
{
currentDate = timeFunctions.NextYearEnd(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = currentDate.AddYears(2);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
case AnalyzingParameterPeriod.FiveYear:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 12)
{
currentDate = timeFunctions.NextYearEnd(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = currentDate.AddYears(5);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
default:
{
break;
}
}
// fill pcaps with amounts using cashflows and NAVs of the commitments
CashflowComparer cashflowComparer = new CashflowComparer();
PcapComparer pcapComparer = new PcapComparer();
foreach (ExtendedCommitment commitment in AnalyzingParameter.Commitments)
{
// sort cashflows by effectivedate ascending and pcaps by asofDate
commitment.Commitment.InvestorCashFlows.Sort(cashflowComparer);
commitment.Commitment.InvestorPcaps.Sort(pcapComparer);
foreach (InvestorCashFlow cashflow in commitment.Commitment.InvestorCashFlows)
{
ExtendedPcap pcap1 = FindPcap(cashflow.EffectiveDate);
// pcap can be null if cashflow date is after endDate
if (pcap1 == null)
{
continue;
}
if (cashflow.CashFlowType == "Capital Call")
{
pcap1.CallsInPeriod += cashflow.CashFlowAmount;
}
if (cashflow.CashFlowType == "Distribution")
{
pcap1.DistributionsInPeriod += (cashflow.CashFlowAmount + cashflow.RecallableAmount);
pcap1.CallsInPeriod -= cashflow.RecallableAmount;
}
}
// add NAVs
foreach (InvestorPcap nav in commitment.Commitment.InvestorPcaps)
{
ExtendedPcap pcap2 = pcaps.FirstOrDefault(p => p.AsOfDate.Date == nav.AsOfDate.Date);
// pcap is null depending on period
if (pcap2 == null)
{
continue;
}
pcap2.NavAmount += nav.FinalPcapAmount;
}
}
// calculate cumulated cashflows
ExtendedPcap pcap = pcaps.ElementAt(0);
double totalCalls = 0;
double totalDistributions = 0;
foreach (ExtendedPcap p in pcaps)
{
p.CallsSinceInception = totalCalls + p.CallsInPeriod;
p.DistributionsSinceInception = totalDistributions + p.DistributionsInPeriod;
totalCalls = p.CallsSinceInception;
totalDistributions = p.DistributionsSinceInception;
}
// calculate results for portfolio
List <InvestorCommitment> commitmentList = new List <InvestorCommitment>();
foreach (ExtendedCommitment c in AnalyzingParameter.Commitments)
{
commitmentList.Add(c.Commitment);
}
PeFundResults = new PeFundResults(commitmentList, AnalyzingParameter.StartDate, AnalyzingParameter.EndDate);
// Create Dictionaries for PieCharts
// Fire an Event of type AnalyzePortfolioEvent; Views listen to this event
AnalyzePortfolio analyzePortfolio = new AnalyzePortfolio()
{
AnalyzingParameter = AnalyzingParameter,
Pcaps = pcaps,
PeFundResults = PeFundResults
};
eventAggregator.GetEvent <AnalyzePortfolioEvent>().Publish(analyzePortfolio);
}
private void CreateCashFlowInformation(CashFlowInformation info)
{
info.Fund = Fund;
info.LastUpdated = DateTime.Now.Date;
if (info.EffectiveDate == DateTime.MinValue)
{
info.EffectiveDate = DateTime.Now.Date;
}
List <InvestorCommitment> ListOfCommitments = PefundAccess.GetCommitmentsForPeFund(Fund.Id);
CashFlowDetail totalDetail = new CashFlowDetail()
{
Investor = null
};
if (Fund.BankAccounts.Count == 0)
{
totalDetail.BankAccount = null;
}
else
{
totalDetail.BankAccount = Fund.BankAccounts.ElementAt(0);
}
info.InvestorDetails = new List <CashFlowDetail>();
foreach (InvestorCommitment commitment in ListOfCommitments)
{
PeFundResults results = new PeFundResults(commitment, DateTime.MinValue, DateTime.Now);
CashFlowDetail investorDetail = new CashFlowDetail()
{
Investor = commitment.Investor,
Reference = commitment.Investor.InvestorReference,
BankAccount = commitment.BankAccount,
CommitmentAmount = commitment.CommitmentAmount,
OpenCommitment = results.OpenCommitment,
TotalCalls = results.AmountCalled,
TotalDistributions = results.AmountDistributed,
InvestorCommitmentId = commitment.Id
};
if (!string.IsNullOrEmpty(commitment.PeFundReference))
{
investorDetail.Reference = commitment.PeFundReference;
}
totalDetail.CommitmentAmount += commitment.CommitmentAmount;
info.InvestorDetails.Add(investorDetail);
}
info.DetailSummary = totalDetail;
WriteInformationToTextFile();
SetProgressStatus();
if (info.OtherWorkDone)
{
return; //CashFlow has been processed; no further action required
}
if (info.LettersPrinted)
{
// start OtherWork
return;
}
if (info.InvestorDetailsEntered)
{
// start Print Letters
return;
}
if (info.CashFlowDataEntered)
{
// start Enter CashFlowData for investors
NavigationParameters parameter = new NavigationParameters();
parameter.Add("Info", info);
regionManager.RequestNavigate(RegionNames.CashFlowRegion, ViewNames.EditInvestorSplit, parameter);
return;
}
if (info.InvestorsChecked)
{
// start Enter CashFlowData
NavigationParameters parameter = new NavigationParameters();
parameter.Add("Info", info);
regionManager.RequestNavigate(RegionNames.CashFlowRegion, ViewNames.EditCashFlowData, parameter);
return;
}
}
