/// <summary>
/// Calculate the Unrealized Pnl for the passed TaxLotStatus
/// </summary>
/// <param name="env"></param>
/// <param name="i"></param>
/// <param name="trade"></param>
/// <returns></returns>
private double CalculateUnrealizedPnl(PostingEngineEnvironment env, TaxLotDetail i, Transaction trade, double workingQuantity)
{
var fxrate = FxRates.Find(env.ValueDate, i.Trade.SettleCurrency).Rate;
double multiplier = 1.0;
if (env.SecurityDetails.ContainsKey(trade.BloombergCode))
{
multiplier = env.SecurityDetails[trade.BloombergCode].Multiplier;
}
if (env.TaxLotStatus.ContainsKey(i.Trade.LpOrderId))
{
var lot = i.TaxLotStatus;
var quantity = lot.Quantity;
var unrealizedPnl = (trade.SettleNetPrice - i.Trade.SettleNetPrice) * quantity * fxrate * multiplier;
return(unrealizedPnl);
}
return(0);
}
private double CalculateTaxImplication(PostingEngineEnvironment env, TaxLotDetail i, Transaction trade, double workingQuantity)
{
var unrealizedPnl = CalculateUnrealizedPnl(env, i, trade, workingQuantity);
var taxrate = Convert.ToDouble(i.TaxRate.Rate);
var taxImplication = unrealizedPnl * taxrate;
return(taxImplication);
}
