private static Loan GetTestLoan(
AccrualBasis accrualBasis = AccrualBasis.ActualActual,
decimal amount = 0,
decimal interestRate = 0,
DateTime?interestAccrualStartDate = null,
DateTime?maturityDate = null
) => new Loan
{
AccrualBasis = accrualBasis,
Amount = amount,
InterestRate = interestRate,
InterestAccrualStartDate =
interestAccrualStartDate ?? new DateTime(2001, 1, 1),
MaturityDate = maturityDate ?? new DateTime(2002, 1, 1)
};
internal static decimal CalculateTerm(
LocalDate startDate,
LocalDate endDate,
AccrualBasis accrualBasis
)
{
var years =
Period.Between(startDate, endDate, PeriodUnits.Years).Years;
var startPlusYears = startDate.PlusYears(years);
decimal days =
Period.Between(startPlusYears, endDate, PeriodUnits.Days).Days;
var remainingYearPart = accrualBasis switch
{
AccrualBasis.Actual360 => days / 360,
AccrualBasis.Actual365 => days / 365,
AccrualBasis.ActualActual =>
days / CalendarSystem.Gregorian.GetDaysInYear(endDate.Year),
AccrualBasis.Thirty360 =>
GetDaysForThirty360(startPlusYears, endDate) / 360,
_ => throw new InvalidOperationException("shouldn't happen")
};
return(years + remainingYearPart);
}
private static int GetDaysInYear(AccrualBasis accrualBasis, int year) =>
accrualBasis switch
{
public Loan(string loanId, double originalBalance, double currentBalance, DateTime firstPaymentDate, DateTime factorDate, int originalLoanTerm, int originalAmortTerm, int originalIOTerm, double grossCoupon, double feeStrip, AccrualBasis accrualBasis, string originalPrepaymentString)
{
loan = CreateLoan(loanId, originalBalance, currentBalance, firstPaymentDate.toYYYYMMDD(), factorDate.toYYYYMMDD(), originalLoanTerm, originalAmortTerm, originalIOTerm, grossCoupon, feeStrip, accrualBasis, originalPrepaymentString);
}
private static extern IntPtr CreateLoan([MarshalAs(UnmanagedType.LPStr)] string loanId, double originalBalance, double currentBalance, int firstPaymentDateYYYYMMDD, int factorDateYYYYMMDD, int originalLoanTerm, int originalAmortTerm, int originalIOTerm, double grossCoupon, double feeStrip, AccrualBasis accrualBasis, string originalPrepaymentString);
