public static List<decimal> GetMinimumPath(PortfolioPath[] paths, int steps)
{
IEnumerable<decimal> endingValues = paths.Select(x => (decimal)x.endingPortfolioValue).ToArray();
decimal minEndingValue = endingValues.Min();
var minPathQuery = paths.Where(path => (decimal)path.endingPortfolioValue == minEndingValue).ToArray();
List<decimal> minPathSequence = minPathQuery[0].portfolioValueList;
return minPathSequence;
}
public static PortfolioPath[] RunSimulation(int yearsUntilRetirement,
int nPaths, double expectedReturn, double variance, double initialPortfolioValue,
double annualContributions, double incomeDraw, int yearsPlannedRetirement)
{
PortfolioPath[] paths = new PortfolioPath[nPaths];
Func<int, PortfolioPath> creator = x => new PortfolioPath(yearsUntilRetirement, expectedReturn, variance, initialPortfolioValue, annualContributions, incomeDraw, yearsPlannedRetirement);
IEnumerable<int> indices = Enumerable.Range(0, nPaths - 1);
paths = indices.AsParallel().Select(creator).ToArray();
return paths;
}
public static List<decimal> GetAveragePath(PortfolioPath[] paths, int steps)
{
List<decimal> avgPathSequence = new List<decimal>();
for (int i = 0; i < steps - 1; i++)
{
decimal[] avgValuesArray = paths.Select(x => (decimal)x.portfolioValueList[i]).ToArray();
decimal avgValue = avgValuesArray.Average();
avgPathSequence.Add(avgValue);
}
return avgPathSequence;
}
public static PortfolioPath[] RunSimulation(int yearsUntilRetirement,
int nPaths, double expectedReturn, double variance, double initialPortfolioValue,
double annualContributions, double incomeDraw, int yearsPlannedRetirement)
{
PortfolioPath[] paths = new PortfolioPath[nPaths];
Func <int, PortfolioPath> creator = x => new PortfolioPath(yearsUntilRetirement, expectedReturn, variance, initialPortfolioValue, annualContributions, incomeDraw, yearsPlannedRetirement);
IEnumerable <int> indices = Enumerable.Range(0, nPaths - 1);
paths = indices.AsParallel().Select(creator).ToArray();
return(paths);
}