public void TestAnnuity()
{
// single payment upfront, get FV.
var n = 6;
double notional = 10e7;
double r = 0.092;
var t1 = TimeValues.ComputeFutureValueOfOneTimeInvestment(notional, n, r);
// same but paying semiannually
var m = 2;
var t2 = TimeValues.ComputeFutureValueOfOneTimeInvestment(notional, n, m, r);
// FV of annuity
var pmt = 2 * 10e6;
r = 0.08;
n = 15;
var t3 = TimeValues.ComputeFutureValueOfCashFlows(pmt, n, r);
// PV of annuity
var fv = 5 * 10e6;
r = 0.1;
n = 7;
var t4 = TimeValues.ComputePresentValue(fv, n, r);
// PV of CFs
var pmts = new List <double> {
100, 100, 100, 100, 1100
};
r = .0625;
var t5 = TimeValues.ComputePresentValueOfCashFlows(pmts, r);
pmt = 100;
r = .09;
n = 8;
var t6 = TimeValues.ComputePresentValueOfCashFlows(100, n, r);
var couponRate = 0.05;
var faceValue = 1000;
var years = 20;
r = .11;
m = 2;
var bond = new Bond(faceValue, years, m, couponRate);
BondPricer.Compute(bond, r);
var t7 = bond.FairPrice;
}
public static TimeValues FloatToTimeObject(float time)
{
TimeValues returnValue;
float hours = Mathf.Floor(time / 3600);
float v = time % 3600;
float minutes = Mathf.Floor(v / 60);
float seconds = Mathf.Floor(v % 60);
returnValue = new TimeValues
{
convertedHours = hours,
convertedMinutes = minutes,
convertedSeconds = seconds
};
return(returnValue);
}
public void Test(object sender, DoWorkEventArgs eventArgs)
{
var approxAlgorithm = new MaxCut2Approximation();
var exactAlgorithm = new MaxCutExact();
TimeValues.Clear();
ResultValues.Clear();
var bw = sender as BackgroundWorker;
var iterationsPerTest = (decimal)eventArgs.Argument;
if (bw == null)
{
return;
}
var counter = 0.0;
var currentProgress = 0;
var calculationsCount = (double)(Graphs.Count * iterationsPerTest);
var sw = new Stopwatch();
foreach (var g in Graphs)
{
TimeValues.Add(new TimePoint {
N = g.N
});
ResultValues.Add(new Result {
Graph = g
});
approxAlgorithm.InputGraph = g;
exactAlgorithm.InputGraph = g;
var sumOfTimesForExact = 0.0;
var sumOfTimesForApprox = 0.0;
for (var j = 0; j < iterationsPerTest; j++)
{
if (TestExactAlgorithm)
{
sw.Restart();
//DO WORK EXACT ALGORITHM
exactAlgorithm.MaxCut();
//
sw.Stop();
}
ResultValues.Last().ExactCutSize = exactAlgorithm.CutSize;
ResultValues.Last().ExactSet = exactAlgorithm.OutputSet;
if (TestExactAlgorithm)
{
sumOfTimesForExact += sw.Elapsed.TotalMilliseconds;
}
if (TestApproximatedAlgorithm)
{
sw.Restart();
//DO WORK APPROX ALGORITHM
approxAlgorithm.MaxCut();
//
sw.Stop();
}
ResultValues.Last().ApproximationCutSize = approxAlgorithm.CutSize;
ResultValues.Last().ApproximationSet = approxAlgorithm.OutputSet;
if (TestApproximatedAlgorithm)
{
sumOfTimesForApprox += sw.Elapsed.TotalMilliseconds;
}
counter++;
var lastProgress = currentProgress;
currentProgress = (int)(100.0 * (counter / calculationsCount));
if (currentProgress != lastProgress)
{
bw.ReportProgress(currentProgress);
}
}
TimeValues.Last().ApproximationAlgorithmTime = sumOfTimesForApprox /
(double)iterationsPerTest;
TimeValues.Last().ExactAlgorithmTime = sumOfTimesForExact /
(double)iterationsPerTest;
}
}