private void button1_Click(object sender, EventArgs e)
{
CurrencyInfo reportingcurrency = CurrencyInfoCollection.GetCurrencyInfo("GBP");
InstrumentCollection icoll = new InstrumentCollection();
icoll.Fill(DateTime.Now.Date, reportingcurrency);
List <Transaction> transvod = new List <Transaction>();
transvod.Add(new Transaction(new Quantity(100), DateTime.Now.AddDays(-1000)));
transvod.Add(new Transaction(new Quantity(2100), DateTime.Now.AddDays(-100)));
transvod.Add(new Transaction(new Quantity(80), DateTime.Now.AddDays(-10)));
Holding hvod = new Holding(icoll.GetInstrument(1), transvod);
List <Transaction> transapl = new List <Transaction>();
transapl.Add(new Transaction(new Quantity(45), DateTime.Now.AddDays(-2000)));
transapl.Add(new Transaction(new Quantity(200), DateTime.Now.AddDays(-222)));
transapl.Add(new Transaction(new Quantity(70), DateTime.Now.AddDays(-22)));
Holding hapl = new Holding(icoll.GetInstrument(2), transapl);
Valuation v = new Valuation(CurrencyInfoCollection.GetCurrencyInfo("GBP"));
v.Items.Add(hapl);
v.Items.Add(hvod);
//MessageBox.Show(hvod.ReportingValue.ToCurrency());
//hvod.ReportingValue.Value = 5;
//MessageBox.Show(hvod.ReportingValue.ToDetailedCurrency());
//MessageBox.Show("local " + v.ExposureToLocal(CurrencyInfoCollection.GetCurrencyInfo("USD")).ToCurrency() +", reporting " + v.ExposureToReporting(CurrencyInfoCollection.GetCurrencyInfo("USD")).ToCurrency());// .ToDetailedCurrency());
//MessageBox.Show(v.BookValue().ToDetailedCurrency());
}
//private int v1;
//private string v2;
//public Instrument(decimal localValue, string localiso, decimal reportingValue, string reportingiso, FX pricefx )
//{
//ReportingPrice = new FinancialTypes.Price(reportingValue, reportingiso);
//LocalPrice = new Price(localValue, localiso);
//}
//public Instrument(decimal value, string iso) : this(value, iso, value, iso)
//{ }
public Instrument(int id, string name, DateTime valuationDate, DateTime valuationDateProxy, FX priceFX, CurrencyInfo reportingCurrency, Price localPrice)
{
ID = id;
Name = name;
ValuationDate = valuationDate;
ValuationDateProxy = valuationDateProxy;
LocalPrice = localPrice;
PriceFX = priceFX;
ReportingCurrency = reportingCurrency;
}
public Money(decimal value, CurrencyInfo currencyInfo) : base(value, currencyInfo)
{
}
private static Instrument createinstrument(int id, string name, decimal px, string localiso, CurrencyInfo reportingCurrencyInfo, FXCollection fxs)
{
CurrencyInfo localcurrencyinfo = CurrencyInfoCollection.GetCurrencyInfo(localiso);
FX fx = fxs.GetFX(reportingCurrencyInfo, localcurrencyinfo);
Price price = new Price(px, localcurrencyinfo);
Instrument instrument = new Instrument(id, name, DateTime.Now.Date, DateTime.Now.Date, fx, reportingCurrencyInfo, price);
return(instrument);
}
public MoneyPriceBase(decimal value, CurrencyInfo currencyInfo)
{
Value = value;
CurrencyInfo = currencyInfo;
}
public FX GetFX(CurrencyInfo reporting, CurrencyInfo local)
{
return(items.First(p => p.ReportingCurrency == reporting && p.LocalCurrency == local));
}
public Valuation(CurrencyInfo currencyInfo)
{
CurrencyInfo = currencyInfo;
}
public Money ExposureToLocal(CurrencyInfo currencyInfo)
{
return(new Money(Items.Where(P => P.Instrument.LocalPrice.CurrencyInfo == currencyInfo).Sum(p => p.LocalValue.Value), currencyInfo.ISO));
}
public Price(decimal value, CurrencyInfo currencyInfo) : base(value, currencyInfo)
{
}