public CoverExecutionPosition(CoverExecutionPosition CopyFromThis)
{
int Count = CopyFromThis.S_vector.Length;
S_vector = new double[Count];
P_vector = new double[Count];
for (int i = 0; i < Count; i++)
{
S_vector[i] = CopyFromThis.S_vector[i];
P_vector[i] = CopyFromThis.P_vector[i];
}
Factor = CopyFromThis.Factor;
NumBuildings = CopyFromThis.NumBuildings;
}
public CoverExecutionPosition Execute(CoverExecutionPosition _SubjectPosition,
Dictionary <SimpleExpression <SymbolicValue>, double> Bindings,
Dictionary <SimpleExpression <SymbolicValue>, double> AggregateStateBindings)
{
double[] P_vector = new double[_SubjectPosition.S_vector.Length];
for (int i = 0; i < _SubjectPosition.S_vector.Length; i++)
{
double SubjectPosition = _SubjectPosition.S_vector[i];
Bindings.Remove(new SymbolicExpression("Subject"));
Bindings.Add(new SymbolicExpression("Subject"), SubjectPosition);
double P = SubjectPosition;
// does cover attach?
var Attachment = GetContent().GetAttachment();
double CodedAttachment = 0.0;
if (Attachment != null)
{
CodedAttachment = Attachment.GetEvaluatedExpression(Bindings);
if (SubjectPosition <= (CodedAttachment - AggregateStateBindings[new SymbolicExpression("AggregateAttachmentState")])) // it does not attach
{
P_vector[i] = 0.0;
if (Attachment.GetTimeBasis() == TimeBasis.Aggregate)
{
AggregateStateBindings[new SymbolicExpression("AggregateAttachmentState")]
= AggregateStateBindings[new SymbolicExpression("AggregateAttachmentState")] + SubjectPosition;
}
continue;
}
if (Attachment.GetTimeBasis() == TimeBasis.Aggregate)
{
AggregateStateBindings[new SymbolicExpression("AggregateAttachmentState")] = CodedAttachment;
}
// apply attachment
P = (Attachment.IsFranchise()) ? SubjectPosition : Math.Max(SubjectPosition - (CodedAttachment - AggregateStateBindings[new SymbolicExpression("AggregateAttachmentState")]), 0.0);
}
// apply payout (i.e. limit?) function
var Limit = GetContent().GetLimit();
if (Limit != null)
{
double CodedLimit = Limit.GetEvaluatedExpression(Bindings);
if (Limit.IsPAY())
{
P = CodedLimit;
}
else
{
P = Math.Min(CodedLimit - AggregateStateBindings[new SymbolicExpression("AggregateLimitState")], P);
if (Limit.GetTimeBasis() == TimeBasis.Aggregate)
{
AggregateStateBindings[new SymbolicExpression("AggregateLimitState")]
= Math.Min(CodedLimit, AggregateStateBindings[new SymbolicExpression("AggregateLimitState")] + P);
}
}
}
// apply share
double share = 100;
var Share = GetContent().GetParticipation();
if (Share != null)
{
share = GetContent().GetParticipation().GetEvaluatedValue(Bindings);
}
P *= (share / 100.0);
P_vector[i] = P;
}
return(new CoverExecutionPosition(_SubjectPosition.S_vector, P_vector, _SubjectPosition.FactorArray, _SubjectPosition.NumBuildings));
}
