public IEnumerable<DateTime> GetDates(RolloverType period)
{
var startDate = new DateTime(DateTime.Now.Year, 1, 1);
switch(period)
{
case RolloverType.Annual:
//return Enumerable.Range(DateTime.Now.Year, 10).Select(x => new DateTime(x, 1, 1));
return GetDates(new DateTime(DateTime.Now.Year + 12, 1, 1), 12); // 12 years
case RolloverType.Quarter:
return GetDates(new DateTime(DateTime.Now.Year + 3, 1, 1), 3); // 12 quarters
case RolloverType.Month:
return GetDates(new DateTime(DateTime.Now.Year + 1, 1, 1), 1); // 12 months
default:
return GetDates(new DateTime(DateTime.Now.Year + 12, 1, 1), 12);
}
}
/// <summary>
/// Calculates the NPV for a series of cashflows
/// </summary>
/// <param name="npvData"></param>
/// <param name="rate"></param>
/// <param name="rolloverType"></param>
/// <param name="useXnpvFormula">When true the return value is calculated based on the Excel XNPV formula, when false simply uses the standard NPV formula</param>
/// <returns></returns>
public double CalculateNpv(double initialInvestment, IList<Cashflow> npvData, double rate, RolloverType rolloverType, bool useXnpvFormula)
{
Guard.IsInRange(rate, "rate", 0, 100);
double npv = 0;
if (useXnpvFormula)
{
var firstDate = npvData.First().Period;
for (int i = 0; i < npvData.Count(); i++)
{
double exponent;
exponent = i == 0 ? 0 : GetNpvExponent(firstDate, npvData[i].Period);
npv += CalculatePresentValue(npvData[i].Amount, rate / 100, exponent, rolloverType);
}
}
else
{
// Change the rate if it's monthly or quarterly. http://www.vertex42.com/ExcelArticles/discount-factors.html
switch (rolloverType)
{
case RolloverType.Month:
rate = rate / 12;
break;
case RolloverType.Quarter:
rate = rate / 4;
break;
default:
break;
}
for (int i = 0; i < npvData.Count(); i++)
{
npv += CalculatePresentValue(npvData[i].Amount, rate / 100, i + 1, rolloverType);
}
}
// Subtract initial investment. Example 2: http://office.microsoft.com/en-au/excel-help/npv-HP005209199.aspx
return npv - initialInvestment;
}
public Task<ObservableCollection<DateTime>> GetDates(RolloverType period)
{
var th = new TaskHelper<NpvDateServiceClient, ObservableCollection<DateTime>>(new NpvDateServiceClient());
return th.GetTask<ObservableCollection<DateTime>>(new object[]{period});
}
/// <summary>
/// The event args for traceManager event
/// </summary>
/// <param name="pLogFileName">The log file name</param>
/// <param name="pLogFileIndex">The log file index (if mutliple)</param>
/// <param name="pLogLevel">The log level the trace manager is on</param>
/// <param name="pEventDateTime">The event date time</param>
/// <param name="pRolloverType">The type of rollover that occured</param>
public TraceManagerEventArgs(string pLogFileName, int pLogFileIndex, int pLogLevel,
DateTime pEventDateTime, RolloverType pRolloverType)
{
LogFileName = pLogFileName;
LogFileIndex = pLogFileIndex;
LogLevel = LogLevel;
EventDateTime = pEventDateTime;
Rollover = pRolloverType;
}
public IEnumerable<DateTime> GetDates(RolloverType period)
{
return _dateRollCalculator.GetDates(period);
}
/// <summary>
/// Raises log file rollover event
/// </summary>
/// <param name="pType">The type of rollover that took place</param>
protected virtual void OnLogFileRolledOver(RolloverType pType)
{
if (LogFileRolledOver != null)
{
LogFileRolledOver(this, new TraceManagerEventArgs(recentLogFileName,
logFileIndex, traceLevel, DateTime.Now, pType));
}
}
/// <summary>
/// Calculate the Present value of a cashflow
/// </summary>
public double CalculatePresentValue(double cashflow, double rate, double exponent, RolloverType rolloverType = RolloverType.Annual)
{
Guard.IsInRange(rate, "rate", 0, 100);
Guard.GreaterThan(exponent, "power", -1);
var pv = cashflow / Math.Pow(1 + rate, exponent);
return pv;
}
