public ActionResult UpdatePortefeuille()
{
using (DAL dal = new DAL())
{
DateTime currD = dal.GetParams().CurrDate;
double portValue = 0.0;
double optimumValue = 0.0;
MultiMondeParam param = dal.GetParams();
PortefeuilleIdeal IdealPort = dal.getPortOpti();
double currTDC;
double currP;
double currZC;
double Tmoinst = (param.EndDate - currD).TotalDays / 365.25;
List <Indice> indList = dal.GetIndices();
double tauxEuro = 0.0;
foreach (Indice ind in indList)
{
if (ind.Money == "eur")
{
tauxEuro = ind.InterestRateThisArea;
currTDC = 1.0;
}
else
{
currTDC = dal.getSingleChange(currD, "EUR" + ind.Money.ToUpper());
}
currP = dal.getSingleData(currD, ind.Nom.ToUpper()) / currTDC;
currZC = Math.Exp(-ind.InterestRateThisArea * Tmoinst) / currTDC;
portValue += dal.getPortefeuilleCouverture().GetDelta(ind.Nom) * currP;
portValue += dal.getPortefeuilleCouverture().GetDelta(ind.Money) * currZC;
optimumValue += IdealPort.GetDelta(ind.Nom) * currP;
optimumValue += IdealPort.GetDelta(ind.Money) * currZC;
dal.SetDelta(ind.Nom, IdealPort.GetDelta(ind.Nom));
dal.SetDelta(ind.Money, IdealPort.GetDelta(ind.Money));
}
double restant = portValue - optimumValue;
restant *= Math.Exp(tauxEuro * Tmoinst);
restant += IdealPort.GetDelta("eur");
dal.SetDelta("eur", restant);
return(PartialView("Couverture", dal.getPortefeuilleCouverture()));
}
}
public CouvertureIdealeViewModel()
{
CurrDate = new DateTime();
IdealPort = new PortefeuilleIdeal();
}
