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 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 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)
{
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 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 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)
{
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);
}