public void OnT1Selected(bool isOn)
{
if (isOn)
{
selectedTData = T1Date;
}
}
public void OnT3Selected(bool isOn)
{
if (isOn)
{
selectedTData = T3Date;
}
}
/// <summary>
/// Returns the known reset rate if necessary, either via user-specified known rate or rate fixings file. Returns null if either reset rate is not necessary or not found.
/// </summary>
private static double?GetKnownResetRate(TDate baseDate, TDate resetDate, TDate paymentDate, YesNo useKnownRate, double knownRate, string rateFixing, RateFixingsProvider rateFixingsProvider, Deal deal)
{
double?knownResetRate = null;
if (paymentDate >= baseDate && resetDate <= baseDate)
{
if (useKnownRate == YesNo.Yes)
{
knownResetRate = knownRate;
}
else if (!string.IsNullOrWhiteSpace(rateFixing) && rateFixingsProvider != null)
{
// Try get realized reset rate from Rate fixing file.
DateTime[] missingDates = { DateTime.FromOADate(resetDate) };
var fixings = CashflowsFixingsHelper.GetRateFixings(rateFixing, missingDates, rateFixingsProvider, baseDate, deal);
if (fixings != null && fixings.Length != 0 && !double.IsNaN(fixings[0]))
{
knownResetRate = fixings[0];
}
}
}
return(knownResetRate);
}
public void OnT2Selected(bool isOn)
{
if (isOn)
{
selectedTData = T2Date;
}
}
static void Main(string[] args)
{
DateTime today = DateTime.Today;
string[] f = Convert.ToString(today).Split(' ');
string[] s = f[0].Split('.');
int date = int.Parse(s[0]);
int month = int.Parse(s[1]);
int year = int.Parse(s[2]);
Console.WriteLine($"Сегодняшняя дата: {date}.{month}.{year}\n");
TDate myDate = InputTDate();
DateTime new_day = new DateTime(myDate.Year, myDate.Month, myDate.Day);
int result = DateTime.Compare(today, new_day);
Console.Write("\nСравнение показало, что ");
if (result > 0)
{
Console.WriteLine("вы опоздали");
}
else
{
Console.WriteLine("дата наступит через дней: {0}", Check(myDate, date, month, year));
}
//Console.WriteLine("\nНапоминалка!");
WriteTDate(myDate);
}
protected void Calendar1_SelectionChanged(object sender, EventArgs e)
{
String[] split1;
try
{
PDate = Calendar1.SelectedDate.ToString("dd/MM/yyyy");
split1 = PDate.Split('-');
txtd1.Text = split1[0];
txtm1.Text = split1[1];
txty1.Text = split1[2];
TDate = DateTime.Now.ToString("dd/MM/yyyy");
String[] split3 = TDate.Split('-');
txtd3.Text = split3[0];
txtm3.Text = split3[1];
txty3.Text = split3[2];
if (int.Parse(txty1.Text) > int.Parse(txty3.Text))
{
cvday0.Enabled = false;
cvmonth0.Enabled = false;
}
if (int.Parse(txtm1.Text) > int.Parse(txtm3.Text))
{
cvday0.Enabled = false;
}
}
catch (Exception err)
{
lblmsg.Text = err.Message;
}
}
public void TestRegExReplace()
{
var tstr = new TVariable("")
{
regex_pattern = new Regex(@"(\S+)а,\s*(\S+)"),
regex_replace = "район $2 города $1ы"
};
tstr.Set("Москва, ЦАО");
Assert.AreEqual("район ЦАО города Москвы", tstr.value);
var tnumeric = new TNumeric("")
{
regex_pattern = new Regex(@"(\d)(\d)(\d)"),
regex_replace = "$2$3$1"
};
((TVariable)tnumeric).Set("123");
Assert.AreEqual(231f, tnumeric.value);
var tdate = new TDate("")
{
regex_pattern = new Regex(@".* (\d{4}) года за (\d) месяц"),
regex_replace = "1.$2.$1",
format = "d.M.yyyy",
lastday = true
};
tdate.Set("отчёт 2020 года за 2 месяц");
Assert.AreEqual(new DateTime(2020, 2, 29), tdate.value);
}
public BankAccount(string fullName, decimal accountBalance, string customTime)
{
FullName = fullName;
Balance = new TMoney(accountBalance.ToString());
CreationTime = new TDate(customTime);
AccountNumber = nextID;
++nextID;
}
public void BuildTurret(TDate turretData)
{
this.turretData = turretData;
isUpgraded = false;
turretGo = GameObject.Instantiate(turretData.turretPrefab, transform.position, Quaternion.identity);
GameObject effect = GameObject.Instantiate(buildEffect, transform.position, Quaternion.identity);
Destroy(effect, 1.5f);
}
public void DestroyTurret()
{
Destroy(turretGo);
isUpgraded = false;
turretGo = null;
turretData = null;
GameObject effect = GameObject.Instantiate(buildEffect, transform.position, Quaternion.identity);
Destroy(effect, 1.5f);
}
public void TestTDateWithDateValue()
{
var tdate = new TDate("DATE");
tdate.Set(new DateTime(2001, 11, 22));
Assert.AreEqual(new DateTime(2001, 11, 22), tdate.value);
tdate = new TDate("DATE")
{
lastday = true
};
tdate.Set(new DateTime(2001, 11, 22));
Assert.AreEqual(new DateTime(2001, 11, DateTime.DaysInMonth(2001, 11)), tdate.value);
}
static void Main(string[] args)
{
var path = Environment.CurrentDirectory + "\\" + "file.txt";
Console.WriteLine(path);
StreamReader reader = new StreamReader(path);
var input = reader.ReadToEnd().Split('\n');
reader.Close();
int fileYear = int.Parse(input[0]);
int fileMonth = int.Parse(input[1]);
int fileDay = int.Parse(input[2]);
int fileHour = int.Parse(input[3]);
int fileMinute = int.Parse(input[4]);
DateTime new_day = new DateTime(fileYear, fileMonth, fileDay);
DateTime today = DateTime.Today;
string[] f = Convert.ToString(today).Split(' ');
string[] s = f[0].Split('.');
int date = int.Parse(s[0]);
int month = int.Parse(s[1]);
int year = int.Parse(s[2]);
Console.WriteLine($"Сегодняшняя дата: {date}.{month}.{year}\n");
TDate myDate = InputTDate();
//DateTime new_day = new DateTime(myDate.Year, myDate.Month, myDate.Day);
int result = DateTime.Compare(today, new_day);
Console.Write("\nСравнение показало, что ");
if (result > 0)
{
Console.WriteLine("вы опоздали");
}
else
{
Console.WriteLine("дата наступит через дней: {0}", Check(myDate, date, month, year));
}
Console.WriteLine("\nНапоминалка!");
WriteTDate(myDate);
}
public void TestTDate()
{
var tdate = new TDate("DATE");
tdate.Set("22.11.2001");
Assert.AreEqual(new DateTime(2001, 11, 22), tdate.value);
tdate = new TDate("DATE")
{
lastday = true
};
tdate.Set("01.02.2004");
Assert.AreEqual(new DateTime(2004, 2, 29), tdate.value);
tdate = new TDate("DATE")
{
format = "yyyy.dd.MM"
};
tdate.Set("2005.15.05");
Assert.AreEqual(new DateTime(2005, 5, 15), tdate.value);
}
public static Dictionary <string, TVariable> getVariables()
{
Dictionary <string, TVariable> data = new Dictionary <string, TVariable>();
var tvariable = new TVariable("FIO");
tvariable.Set("Ivanov Ivan Ivanovich");
data.Add(tvariable.name, tvariable);
var tnumeric = new TNumeric("SUMMA");
tnumeric.Set(12.3456f);
data.Add(tnumeric.name, tnumeric);
var tdate = new TDate("DATE");
tdate.Set("22.11.2001");
data.Add(tdate.name, tdate);
return(data);
}
static void WriteTDate(TDate data)
{
string hour, minute;
if (data.Hour < 10)
{
hour = "0" + Convert.ToString(data.Hour);
}
else
{
hour = Convert.ToString(data.Hour);
}
if (data.Minute < 10)
{
minute = "0" + Convert.ToString(data.Minute);
}
else
{
minute = Convert.ToString(data.Minute);
}
Console.WriteLine($"Дата: {data.Day} {data.MonthName} {data.Year}г.\nВремя: {hour}:{minute}");
}
public void TestRegEx()
{
var tstr = new TVariable("")
{
regex_pattern = new Regex("(\\S+) округа города (\\S+)"),
regex_group = 2
};
tstr.Set("Центрального округа города Москвы");
Assert.AreEqual("Москвы", tstr.value);
tstr.Set("Не подходящий условию текст");
Assert.AreEqual("", tstr.value);
tstr.regex_group = 4;
tstr.Set("Центрального округа города Москвы");
Assert.AreEqual("", tstr.value);
var tnumeric = new TNumeric("")
{
regex_pattern = new Regex("Итого (\\S+)р.")
};
((TVariable)tnumeric).Set("Итого 800,45р. начислено");
Assert.AreEqual(800.45f, tnumeric.value);
var tdate = new TDate("")
{
regex_pattern = new Regex("основан (.*) год"),
format = "dd MMMM yyyy"
};
((TVariable)tdate).Set("Санкт-Петербург был основан 27 мая 1703 года");
Assert.AreEqual(new DateTime(1703, 05, 27), tdate.value);
}
/// <summary>
/// Gets the next reset date.
/// </summary>
/// <remarks>Treat the horizon as truncating the lending.</remarks>
public override TDate GetNextResetDate(TDate currentResetDate)
{
return(Reset_Frequency > 0.0 ? Math.Min(DateAdjuster.Add(currentResetDate, Period.ValueToTerm(Reset_Frequency), GetHolidayCalendar()), EndDate()) : DateAdjuster.Add(Effective_Date, Investment_Horizon));
}
/// <summary>
/// Calculate the dates and years fractions not specified on the deal and get any known rates.
/// </summary>
public void Prepare(double baseDate, RateFixingsProvider rateFixings)
{
// Calculates various date properties of the deal and cache them.
var deal = (FloatingInterestCashflowInterpolatedDeal)Deal;
var accrualCalendars = deal.GetAccrualHolidayCalendars();
var rateCalendars = deal.GetRateHolidayCalendars();
fPaymentDate = deal.Payment_Date;
if (deal.Accrual_Year_Fraction > 0.0)
{
fAccrualYearFraction = deal.Accrual_Year_Fraction;
}
else
{
fAccrualYearFraction = CalcUtils.DayCountFraction(deal.Accrual_Start_Date, deal.Accrual_End_Date, deal.Accrual_Day_Count, accrualCalendars);
}
fKnownResetRate1 = null;
fKnownResetRate2 = null;
if (deal.HasRate1())
{
if (deal.Rate_1_End_Date > 0.0)
{
fRate1EndDate = deal.Rate_1_End_Date;
}
else
{
fRate1EndDate = DateAdjuster.Add(deal.Rate_Start_Date, deal.Rate_1_Tenor, 1, rateCalendars, true, deal.Rate_Adjustment_Method, deal.Rate_Sticky_Month_End == YesNo.Yes).ToOADate();
}
if (deal.Rate_1_Year_Fraction > 0.0)
{
fRate1YearFraction = deal.Rate_1_Year_Fraction;
}
else
{
fRate1YearFraction = CalcUtils.DayCountFraction(deal.Rate_Start_Date, fRate1EndDate, deal.Rate_Day_Count, rateCalendars, deal.Rate_1_Tenor);
}
fKnownResetRate1 = GetKnownResetRate(baseDate, deal.Reset_Date, fPaymentDate, deal.Use_Known_Rate_1, deal.Known_Rate_1, deal.Rate_1_Fixing, rateFixings, deal);
}
if (deal.HasRate2())
{
if (deal.Rate_2_End_Date > 0.0)
{
fRate2EndDate = deal.Rate_2_End_Date;
}
else
{
fRate2EndDate = DateAdjuster.Add(deal.Rate_Start_Date, deal.Rate_2_Tenor, 1, rateCalendars, true, deal.Rate_Adjustment_Method, deal.Rate_Sticky_Month_End == YesNo.Yes).ToOADate();
}
if (deal.Rate_2_Year_Fraction > 0.0)
{
fRate2YearFraction = deal.Rate_2_Year_Fraction;
}
else
{
fRate2YearFraction = CalcUtils.DayCountFraction(deal.Rate_Start_Date, fRate2EndDate, deal.Rate_Day_Count, rateCalendars, deal.Rate_2_Tenor);
}
fKnownResetRate2 = GetKnownResetRate(baseDate, deal.Reset_Date, fPaymentDate, deal.Use_Known_Rate_2, deal.Known_Rate_2, deal.Rate_2_Fixing, rateFixings, deal);
}
}
/// <summary>
/// A payment made to a supplier needs to be reversed.
/// It's done by creating and posting a set of matching "negatives" -
/// In the simplest case this is a single credit note matching an invoice
/// but it could be more complex. These negative documents are payed using
/// a standard call to PostAPPayments.
///
/// After the reversal, I'll also create and post new copies of all
/// the invoices / credit notes that made up the original payment.
/// </summary>
/// <param name="ALedgerNumber"></param>
/// <param name="APaymentNumber"></param>
public void ReversePayment(Int32 ALedgerNumber, Int32 APaymentNumber)
{
AccountsPayableTDS TempDS = TRemote.MFinance.AP.WebConnectors.LoadAPPayment(ALedgerNumber, APaymentNumber);
if (TempDS.AApPayment.Rows.Count == 0) // Invalid Payment number?
{
MessageBox.Show(Catalog.GetString("The referenced payment Connot be loaded."), Catalog.GetString("Error"));
return;
}
TempDS.AApDocument.DefaultView.Sort = AApDocumentTable.GetApDocumentIdDBName();
//
// First I'll check that the amounts add up:
//
Decimal PaidDocumentsTotal = 0.0m;
foreach (AApDocumentPaymentRow PaymentRow in TempDS.AApDocumentPayment.Rows)
{
Int32 DocIdx = TempDS.AApDocument.DefaultView.Find(PaymentRow.ApDocumentId);
AApDocumentRow DocumentRow = TempDS.AApDocument[DocIdx];
if (DocumentRow.CreditNoteFlag)
{
PaidDocumentsTotal -= DocumentRow.TotalAmount;
}
else
{
PaidDocumentsTotal += DocumentRow.TotalAmount;
}
}
//
// If this is a partial payment, I can't deal with that here...
//
if (PaidDocumentsTotal != TempDS.AApPayment[0].Amount)
{
String ErrorMsg =
String.Format(Catalog.GetString(
"This Payment cannot be reversed automatically because the total amount of the referenced documents ({0:n2} {1}) differs from the amount in the payment ({2:n2} {3})."),
PaidDocumentsTotal, TempDS.AApSupplier[0].CurrencyCode, TempDS.AApPayment[0].Amount, TempDS.AApSupplier[0].CurrencyCode);
MessageBox.Show(ErrorMsg, Catalog.GetString("Reverse Payment"), MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
// Find out if this payment was already reversed,
// because if it was, perhaps the user doesn't really want to
// reverse it again?
this.Cursor = Cursors.WaitCursor;
if (TRemote.MFinance.AP.WebConnectors.WasThisPaymentReversed(ALedgerNumber, APaymentNumber))
{
this.Cursor = Cursors.Default;
MessageBox.Show(Catalog.GetString("Cannot reverse Payment - there is already a matching reverse transaction."),
Catalog.GetString("Reverse Payment"), MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
this.Cursor = Cursors.Default;
//
// Ask the user to confirm reversal of this payment
//
String PaymentMsg = Catalog.GetString("Do you want to reverse this payment?");
PaymentMsg += ("\r\n" + String.Format("Payment made {0} to {1}\r\n\r\nRelated invoices:",
TDate.DateTimeToLongDateString2(TempDS.AApPayment[0].PaymentDate.Value), TempDS.PPartner[0].PartnerShortName));
foreach (AApDocumentPaymentRow PaymentRow in TempDS.AApDocumentPayment.Rows)
{
Int32 DocIdx = TempDS.AApDocument.DefaultView.Find(PaymentRow.ApDocumentId);
AApDocumentRow DocumentRow = TempDS.AApDocument[DocIdx];
PaymentMsg += ("\r\n" + String.Format(" {2} ({3}) {0:n2} {1}",
DocumentRow.TotalAmount, TempDS.AApSupplier[0].CurrencyCode, DocumentRow.DocumentCode, DocumentRow.Reference));
}
PaymentMsg += ("\r\n\r\n" + String.Format("Total payment {0:n2} {1}", TempDS.AApPayment[0].Amount, TempDS.AApSupplier[0].CurrencyCode));
DialogResult YesNo = MessageBox.Show(PaymentMsg, Catalog.GetString("Reverse Payment"), MessageBoxButtons.YesNo);
if (YesNo == DialogResult.No)
{
return;
}
TDlgGLEnterDateEffective dateEffectiveDialog = new TDlgGLEnterDateEffective(
ALedgerNumber,
Catalog.GetString("Select posting date"),
Catalog.GetString("The date effective for the reversal") + ":");
if (dateEffectiveDialog.ShowDialog() != DialogResult.OK)
{
MessageBox.Show(Catalog.GetString("Reversal was cancelled."), Catalog.GetString("Reverse Payment"),
MessageBoxButtons.OK, MessageBoxIcon.Error);
return;
}
DateTime PostingDate = dateEffectiveDialog.SelectedDate;
TVerificationResultCollection Verifications;
this.Cursor = Cursors.WaitCursor;
if (TRemote.MFinance.AP.WebConnectors.ReversePayment(ALedgerNumber, APaymentNumber, PostingDate, out Verifications))
{
this.Cursor = Cursors.Default;
// TODO: print reports on successfully posted batch
MessageBox.Show(Catalog.GetString("The AP payment has been reversed."), Catalog.GetString("Reverse Payment"));
TFormsMessage broadcastMessage = new TFormsMessage(TFormsMessageClassEnum.mcAPTransactionChanged);
broadcastMessage.SetMessageDataAPTransaction(String.Empty);
TFormsList.GFormsList.BroadcastFormMessage(broadcastMessage);
}
else
{
this.Cursor = Cursors.Default;
string ErrorMessages = String.Empty;
foreach (TVerificationResult verif in Verifications)
{
ErrorMessages += "[" + verif.ResultContext + "] " +
verif.ResultTextCaption + ": " +
verif.ResultText + Environment.NewLine;
}
System.Windows.Forms.MessageBox.Show(ErrorMessages, Catalog.GetString("Reverse Payment Failed"));
}
}
/// <summary>
/// Set the expiry of the deal.
/// </summary>
/// <remarks>Note that this method is only to be used by bootstrapper. Code is not supposed to change the deal properties programmatically.</remarks>
public void SetExpiryDate(TDate expiry)
{
Expiry_Date = expiry;
}
/// <summary>
/// Returns the specified find results page.
///
/// @comment Pages can be requested in any order!
///
/// </summary>
/// <param name="APage">Page to return</param>
/// <param name="APageSize">Number of records to return per page</param>
/// <param name="ATotalRecords">The amount of rows found by the SELECT statement</param>
/// <param name="ATotalPages">The number of pages that will be needed on client-side to
/// hold all rows found by the SELECT statement</param>
/// <returns>DataTable containing the find result records for the specified page
/// </returns>
public DataTable GetDataPagedResult(System.Int16 APage, System.Int16 APageSize, out System.Int32 ATotalRecords, out System.Int16 ATotalPages)
{
if (TLogging.DL >= 7)
{
Console.WriteLine(this.GetType().FullName + ".GetDataPagedResult called.");
}
DataTable ReturnValue = FPagedDataSetObject.GetData(APage, APageSize);
if (FSearchTransactions)
{
foreach (DataRow Row in ReturnValue.Rows)
{
SetOutstandingAmount(Row);
}
}
else
{
// searching for outstanding invoices on the main screen
if (!FSearchSupplierOrInvoice)
{
foreach (DataRow Row in ReturnValue.Rows)
{
// calculate DateDue and DateDiscountUntil
// add creditTerms to dateIssued to get DateDue
if (Row["CreditTerms"].GetType() != typeof(DBNull))
{
Row["DateDue"] = Convert.ToDateTime(Row["DateIssued"]).AddDays(Convert.ToInt16(Row["CreditTerms"]));
}
if (Row["DiscountDays"].GetType() != typeof(DBNull))
{
Row["DateDiscountUntil"] = Convert.ToDateTime(Row["DateIssued"]).AddDays(Convert.ToInt16(Row["DiscountDays"]));
}
SetOutstandingAmount(Row);
Row["DiscountMsg"] = "None";
Row["Selected"] = false;
if (Row["DiscountPercentage"].GetType() == typeof(DBNull))
{
Row["DiscountPercentage"] = 0;
}
if (Convert.ToDateTime(Row["DateDiscountUntil"]) > DateTime.Now)
{
Row["DiscountMsg"] =
String.Format("{0:n0}% until {1}",
Row["DiscountPercentage"],
TDate.DateTimeToLongDateString2(Convert.ToDateTime(Row["DateDiscountUntil"])));
}
else
{
Row["DiscountMsg"] = "Expired";
}
}
}
}
ATotalPages = FPagedDataSetObject.TotalPages;
ATotalRecords = FPagedDataSetObject.TotalRecords;
// TODO TAccountsPayableAggregate.ApplySecurity(ref ReturnValue);
return(ReturnValue);
}
static int Check(TDate data, int date, int month, int year)
{
int delta = 0;
int[] nMonths = { 31, 28, 31, 30, 31, 30, 31, 31, 30, 31, 30, 31 };
int delta_year = data.Year - year;
int c = 1;
//Console.WriteLine($"delta_year: {delta_year}");
if (delta_year >= 2)
{
if (data.Month >= month)
{
if (data.Day >= date)
{
delta += (data.Year - year) * 365;
delta_year = 0;
}
else
{
delta += (data.Year - year - 1) * 365;
delta_year = 1;
}
}
else
{
delta += (data.Year - year - 1) * 365;
delta_year = 1;
}
}
// Console.WriteLine($"delta: {delta}");
if (delta_year == 1)
{
c = 1;
foreach (int el in nMonths)
{
if (month == c)
{
delta += (el - date);
}
else if (month < c)
{
delta += el;
}
c++;
}
c = 1;
foreach (int el in nMonths)
{
if (c < data.Month)
{
delta += el;
}
else if (c == data.Month)
{
delta += data.Day;
}
c++;
}
}
if (delta_year == 0)
{
foreach (int el in nMonths)
{
if (month == c)
{
delta += (el - date);
}
else if (month < c && c < data.Month)
{
delta += el;
}
else if (c == data.Month)
{
delta += data.Day;
}
c++;
}
}
return(delta);
}
/// <summary>
/// This method Adjusts the bond price vector by taking the default into account give the default time vector.
/// </summary>
public static void AdjustForDefault(double baseDate, double valueDate, Vector bondPrice, TDate expiryDate, bool respectDefault, Vector underlyingIsAlive, Vector historicalRecovery, Vector defaultTime, IInterestRate discountRate, RecoveryRate recoveryRate)
{
// Adjust the bond price for default: check scenario by scenario for defaults, overwriting bondPrice as necessary
if (!respectDefault)
{
return;
}
double currentTime = CalcUtils.DaysToYears(valueDate - baseDate);
double tExpiry = CalcUtils.DaysToYears(expiryDate - baseDate);
BondOptionValuation.AdjustBondValueForDefault(1.0, tExpiry, bondPrice, underlyingIsAlive,
historicalRecovery, defaultTime, currentTime, discountRate,
recoveryRate);
}
protected TVariable getVar(XElement xml, bool dynamic)
{
var name = xml.Attribute("name")?.Value ?? throw new NullReferenceException("Variable attribute 'name' can't be null!");
var ctype = xml.Attribute("type")?.Value ?? "string";
TVariable variable;
switch (ctype)
{
case "numeric":
variable = new TNumeric(name);
break;
case "date":
variable = new TDate(name);
break;
default:
variable = new TVariable(name);
break;
}
variable.x = Int32.Parse(xml.Attribute("X")?.Value ?? throw new NullReferenceException("Variable attribute 'X' can't be null!"));
if (!dynamic)
{
variable.y = Int32.Parse(xml.Attribute("Y")?.Value ?? throw new NullReferenceException("Variable attribute 'Y' can't be null!"));
}
variable.dynamic = dynamic;
if (variable is TNumeric tnumeric)
{
var function = xml.Attribute("function");
if (function != null)
{
tnumeric.function = TNumeric.getFuncByString(function.Value);
}
}
if (variable is TDate tdate)
{
var lastday = xml.Attribute("lastday");
var language = xml.Attribute("language");
var format = xml.Attribute("format");
if (lastday != null)
{
tdate.lastday = Boolean.Parse(lastday.Value);
}
if (language != null)
{
tdate.language = language.Value;
}
if (format != null)
{
tdate.format = format.Value;
}
}
var regex_pattern = xml.Attribute("regex_pattern");
if (regex_pattern != null)
{
variable.regex_pattern = new Regex(regex_pattern.Value, RegexOptions.Compiled);
var regex_group = xml.Attribute("regex_group");
variable.regex_group = int.Parse(regex_group?.Value ?? "1");
}
return(variable);
}
/// <summary>
/// Return an enumeration of the contract periods for this deal.
/// </summary>
public IEnumerable <ContractPeriod> GetContractPeriods(TDate start, TDate end)
{
yield return(new ContractPeriod(start, end));
}
/// <summary>
/// Generic Deal Valuation - derived objects override the ValueFn() method.
/// </summary>
public override void Value(ValuationResults valuationResults, PriceFactorList factors, BaseTimeGrid baseTimes)
{
PreValue(factors);
var deal = (CalendarSpreadOption)Deal;
var tgi = new TimeGridIterator(fT);
PVProfiles result = valuationResults.Profile;
CashAccumulators accumulator = valuationResults.Cash;
fTimeToSettlement = CalcUtils.DaysToYears(deal.Settlement_Date - factors.BaseDate);
fPeriodEnd1 = CalcUtils.DaysToYears(deal.Period_End_1 - factors.BaseDate);
fPeriodEnd2 = CalcUtils.DaysToYears(deal.Period_End_2 - factors.BaseDate);
// The time to expiry is the time to the end of the first expiring contract.
fTimeToExpiry = CalcUtils.DaysToYears(deal.Period_End_1 - factors.BaseDate);
using (var cache = Vector.Cache(factors.NumScenarios))
{
EnergySpreadOptionPricer pricer1 = GetEnergyOptionPricer(fForwardSample,
fReferencePrice1,
fReferenceVol1,
factors.BaseDate,
fPeriodEnd1,
deal.Period_Start_1,
deal.Period_End_1,
deal.Realized_Average_1,
deal.Realized_Average_Date_1,
cache);
EnergySpreadOptionPricer pricer2 = GetEnergyOptionPricer(fForwardSample,
fReferencePrice2,
fReferenceVol2,
factors.BaseDate,
fPeriodEnd2,
deal.Period_Start_2,
deal.Period_End_2,
deal.Realized_Average_2,
deal.Realized_Average_Date_2,
cache);
Vector pv = cache.Get();
Vector realizedPrice1 = cache.Get();
Vector realizedPrice2 = cache.Get();
Vector unrealizedPrice1 = cache.Get();
Vector unrealizedPrice2 = cache.Get();
Vector vol1 = cache.Get();
Vector vol2 = cache.Get();
Vector correlation = cache.Get();
Vector discountFactor = cache.Get();
// Calculate correlation between forward prices for two different (dereferenced) maturities (e.g. Apr2012 and Jan2013).
TDate forwardDate1 = fReferencePrice1.GetPriceDate(deal.Period_End_1, 0);
TDate forwardDate2 = fReferencePrice2.GetPriceDate(deal.Period_End_2, 0);
fCorrelations.GetValue(correlation, tgi.T, forwardDate1, forwardDate2);
while (tgi.Next())
{
pv.Clear();
if (tgi.T <= fTimeToExpiry)
{
// Get unrealised reference forward prices (which also age the pricer to time t and update the realized average at time t)
pricer1.GetUnrealizedPrice(tgi.T, unrealizedPrice1);
pricer2.GetUnrealizedPrice(tgi.T, unrealizedPrice2);
// Get the realized averages for both reference prices.
pricer1.GetRealizedPrice(realizedPrice1);
pricer2.GetRealizedPrice(realizedPrice2);
int numSamples1 = pricer1.GetNumSamples();
int numRealizedSamples1 = pricer1.GetNumRealizedSamples();
int numUnrealizedSamples1 = pricer1.GetNumUnrealizedSamples();
int numSamples2 = pricer2.GetNumSamples();
int numRealizedSamples2 = pricer2.GetNumRealizedSamples();
int numUnrealizedSamples2 = pricer2.GetNumUnrealizedSamples();
// Modify the strike
Vector kStar = cache.Get(deal.Strike_Price
- realizedPrice1 * numRealizedSamples1 / numSamples1
+ realizedPrice2 * numRealizedSamples2 / numSamples2);
Vector refPriceStar1 = cache.Get(unrealizedPrice1 * numUnrealizedSamples1 / numSamples1);
Vector refPriceStar2 = cache.Get(unrealizedPrice2 * numUnrealizedSamples2 / numSamples2);
// Get ATM volatilities of the forward price at different maturities (given as time in years with respect to base date).
pricer1.GetVol(tgi.T, unrealizedPrice2, vol1);
pricer2.GetVol(tgi.T, unrealizedPrice1, vol2);
// value is intrinsic - pricing with volatility 0 and realized price if there are no future sample.
if (numUnrealizedSamples1 == 0)
{
vol1.Clear();
}
// value is intrinsic - pricing with volatility 0 and realized price if there are no future sample.
if (numUnrealizedSamples2 == 0)
{
vol2.Clear();
}
// CSO pricing: exp(-rT) * E{max(F1(T) - F2(T) - K, 0)}
// For the European CSO, we set multiplier1 = sign, multiplier2 = -sign, constant = -sign * strike,
// where sign = +1 for a call and -1 for a put in the SpreadOptionBS function.
double rootTime = Math.Sqrt(fTimeToExpiry - tgi.T);
Vector volStar1 = cache.Get(vol1 * rootTime);
Vector volStar2 = cache.Get(vol2 * rootTime);
PricingFunctions.SpreadOptionBS(pv, fCallPutSign, -fCallPutSign, cache.Get(-fCallPutSign * kStar), fCallPutSign,
refPriceStar1, refPriceStar2, kStar, volStar1, volStar2, correlation);
// The option itself cannot be worth less than zero (for long positions).
// However, due to that the Bjerksund & Stensland is a type of non-optimal exercise, it is possible to end up with negative PV via
// its pricing formula.
pv.AssignMax(pv, 0.0);
// Discount payment made at settlement date
pv.MultiplyBy(fScale * fDiscountRate.Get(tgi.T, fTimeToSettlement));
}
// Cash settlement at settlement date
if (tgi.T == fTimeToSettlement && accumulator != null && !accumulator.Ignore)
{
accumulator.Accumulate(fFxPayoffRate, tgi.Date, pv);
}
result.AppendVector(tgi.Date, pv * fFxPayoffRate.Get(tgi.T));
}
result.Complete(fT);
}
}
/// <summary>
/// Returns the energy option pricer.
/// </summary>
protected virtual EnergySpreadOptionPricer GetEnergyOptionPricer(ForwardPriceSample forwardSample, IReferencePrice referencePrice, ReferenceVol referenceVol, double baseDate, double tExpiry, double periodStart, double periodEnd, double realisedAverage, TDate realisedAverageDate, VectorScopedCache.Scope cache)
{
// Price samples
List <TDate> priceSamples = forwardSample.GetSamplesList(periodStart, periodEnd).ToList();
return(new EnergySpreadOptionPricer(
baseDate,
tExpiry,
priceSamples,
forwardSample.Offset,
realisedAverage,
realisedAverageDate,
referencePrice,
referenceVol,
fFxRate,
fPriceFactorFxRate,
fFxPayoffRate,
cache));
}
public override void ExecuteExport(object obj)
{
GlobalClass.ReportName = "Goods Received Detail";
GlobalClass.ReportParams = string.Format("From Date : {0} To {1}", FDate.ToString("MM/dd/yyyy"), TDate.ToString("MM/dd/yyyy"));
wExportFormat ef = new wExportFormat(Report);
ef.ShowDialog();
}
public override void ExecutePrint(object obj)
{
GlobalClass.ReportName = "Goods Received Detail";
GlobalClass.ReportParams = string.Format("From Date : {0} To {1}", FDate.ToString("MM/dd/yyyy"), TDate.ToString("MM/dd/yyyy"));
Report.PrintSettings.PrintPageMargin = new Thickness(30);
Report.PrintSettings.AllowColumnWidthFitToPrintPage = false;
Report.PrintSettings.PrintPageOrientation = PrintOrientation.Landscape;
Report.Print();
}
/// <summary>
/// Gets the next reset date from the current reset date.
/// </summary>
/// <remarks>Current reset date is always the effective date and next reset date is therefore always the maturity date.</remarks>
public override TDate GetNextResetDate(TDate effectiveDate)
{
return(Maturity_Date);
}
