public FundsOfMandatesData GetFundOfMandates(string fileName)
{
if (fileName == null)
{
return(null);
}
List <FundOfMandates> listFundOfMandates = new List <FundOfMandates>();
XmlSerializer serializer = new XmlSerializer(typeof(FundsOfMandatesData));
using (TextReader reader = new StringReader(File.ReadAllText(fileName)))
{
FundsOfMandatesData result = (FundsOfMandatesData)serializer.Deserialize(reader);
foreach (var item in result.FundsOfMandates)
{
listFundOfMandates.Add(item);
}
}
return(new FundsOfMandatesData {
FundsOfMandates = listFundOfMandates.ToArray()
});
}
public Portfolio CalculateMandates(Portfolio portfolio, FundsOfMandatesData fundOfMandatesData)
{
if (portfolio == null || fundOfMandatesData == null)
{
return(null);
}
foreach (var p in portfolio.Positions)
{
foreach (var fund in fundOfMandatesData.FundsOfMandates)
{
if (p.Code == fund.InstrumentCode)
{
p.Mandates = new List <Model.Mandate>();
for (int i = 0; i < fund.Mandates.Count(); i++)
{
p.Mandates.Add(new Model.Mandate
{
Name = fund.Mandates[i].MandateName,
Allocation = fund.Mandates[i].Allocation / 100,
Value = Math.Round(decimal.Multiply(p.Value, fund.Mandates[i].Allocation) / 100, MidpointRounding.AwayFromZero),
});
}
if (fund.LiquidityAllocation > 0)
{
decimal total = p.Mandates.Sum(x => x.Value);
p.Mandates.Add(new Model.Mandate
{
Name = "Liquidity",
Allocation = fund.LiquidityAllocation / 100,
Value = Math.Round(decimal.Multiply(decimal.Subtract(p.Value, total), fund.LiquidityAllocation), MidpointRounding.AwayFromZero),
});
}
}
}
}
return(portfolio);
}