public static WithdrawalRuleRegularity GetWithdrawalRuleRegularity(IDalSession session, Regularities id)
{
List<ICriterion> expressions = new List<ICriterion>();
expressions.Add(Expression.Eq("key", (int)id));
IList<WithdrawalRuleRegularity> rules = session.GetTypedList<WithdrawalRuleRegularity>(expressions);
if (rules != null && rules.Count == 1)
return rules[0];
else
return null;
}
public static IList GetAverageValuations(IList valuations, Regularities regularity)
{
SortedList averageValuations = null;
int period;
int year = 0;
foreach (IValuation valuation in valuations)
{
if (regularity != Regularities.Annual)
checkYear(valuation.Date, ref year);
switch (regularity)
{
case Regularities.Annual:
period = valuation.Date.Year;
break;
case Regularities.BiAnnual:
period = valuation.Date.Month <= 6 ? 1 : 2;
break;
case Regularities.Quarterly:
period = Util.GetQuarter(valuation.Date);
break;
case Regularities.Monthly:
period = valuation.Date.Month;
break;
case Regularities.Weekly:
period = Util.GetWeekNumber(valuation.Date);
break;
default:
period = 0;
break;
}
if (period != 0)
{
string key = string.Format("{0}_{1}", valuation.Instrument.Key.ToString(), period.ToString());
if (averageValuations == null)
averageValuations = new SortedList();
if (!averageValuations.ContainsKey(key))
averageValuations.Add(key, new AverageValuation(valuation, period));
else
((AverageValuation)averageValuations[key]).AddValue(valuation);
}
}
if (averageValuations != null && averageValuations.Count > 0)
{
// first return zero items
removeZeroItems(ref averageValuations);
IAverageValuation[] list = new IAverageValuation[averageValuations.Count];
averageValuations.Values.CopyTo(list, 0);
return list;
}
else
return null;
}
/// <summary>
/// Method that calculates the last coupon payment date relative to the passed in settlementDate
/// </summary>
/// <param name="firstCouponDate">The First Coupon payment date</param>
/// <param name="freq">The coupon frequency</param>
/// <param name="settlementDate">The passed in settlement date</param>
/// <returns>A date</returns>
public DateTime CalculateLastCouponDate(DateTime firstCouponDate, Regularities freq, bool ultimoDating, DateTime settlementDate)
{
// find the last coupon payment date.
// first find the first payment date that is later than the settlement date ->
// then take the previous date
// Note, there is a Special case when the settlementdate is between the Issue Date
// and the First Coupon Date. This has special consequences when the FirstCouponDate
// is Greater (or less) then (IssueDate + Frequency) as in case of long Bonds.
DateTime date;
Int16 intI = 0;
// Return null date, when settlement date is before the first coupon payment date.
if (firstCouponDate.Date > settlementDate.Date)
{
date = DateTime.MinValue;
}
else
{
date = firstCouponDate.Date;
if (Util.IsNullDate(date))
throw new ApplicationException("The first coupon payment date can not be null");
else
{
while (settlementDate.Date > date.AddMonths(12 / (int)freq))
{
date = date.AddMonths(12 / (int)freq);
if (UltimoDating)
date = Util.GetLastDayOfMonth(date);
if (!IsPerpetual && Util.IsNotNullDate(MaturityDate) && date > MaturityDate)
{
date = MaturityDate;
break;
}
intI++;
if (intI >= 400) return DateTime.MinValue;
}
}
}
return date;
}
