public void BondSetFlagPDF(double FeeAmount, List <Fee> FeeList, int Index, TradeSign Sign, ref double Accrual, out bool Flag)
{
System.Console.WriteLine("Bond PDF\n");
if ((Sign == TradeSign.BUY && FeeAmount > 0.0) ||
Sign == TradeSign.SELL && FeeAmount < 0.0)
{
Accrual *= -1;
}
if (Accrual < 0.0)
{
Flag = true;
}
else
{
Flag = false;
}
}
public void NonBondSetFlag(double FeeAmount, List <Fee> FeeList, int Index, TradeSign Sign, ref double Accrual, out bool Flag)
{
System.Console.WriteLine("Non Bond\n");
Fee fee = FeeList[Index];
if (Sign == TradeSign.SELL && fee.Type == FEETYPE.PDF)
{
Accrual *= -1;
}
if (Accrual < 0.0)
{
Flag = true;
}
else
{
Flag = false;
}
}
public void BondSetFlag(double FeeAmount, List <Fee> FeeList, int Index, TradeSign Sign, ref double Accrual, out bool Flag)
{
System.Console.WriteLine("Bond\n");
Fee fee = FeeList[Index];
if (fee.Type == FEETYPE.PDF)
{
if (_redemptionPrice == 1.0)
{
Flag = BondGetFlagPDFRedemption(FeeAmount, FeeList, Index, Sign, _redemptionPrice, ref Accrual);
}
else
{
BondSetFlagPDF(FeeAmount, FeeList, Index, Sign, ref Accrual, out Flag);
}
}
else
{
BondSetFlagNonPDF(FeeAmount, FeeList, Index, Sign, ref Accrual, out Flag);
}
}
public bool BondGetFlagPDFRedemption(double FeeAmount, List <Fee> FeeList, int Index, TradeSign Sign, double RedmPrice, ref double Accrual)
{
System.Console.WriteLine("Bond PDF Redemption\n");
if ((Sign == TradeSign.BUY && FeeAmount > 0.0) ||
Sign == TradeSign.SELL && FeeAmount < 0.0)
{
Accrual *= -1;
}
if (Accrual < 0.0)
{
return(true);
}
return(false);
}
