public WeightedPosition(WeightedPortfolio portfolio, IEnumerable <Position> innerPositions)
{
if (innerPositions == null)
{
throw new ArgumentNullException(nameof(innerPositions));
}
_innerPositions = innerPositions;
var beginValue = 0m;
var currentValue = 0m;
var blockedValue = 0m;
foreach (var position in _innerPositions)
{
var mult = portfolio.Weights[position.Portfolio];
beginValue += mult * position.BeginValue;
currentValue += mult * position.CurrentValue;
blockedValue += mult * position.BlockedValue;
}
BeginValue = beginValue;
BlockedValue = blockedValue;
CurrentValue = currentValue;
}
public WeightsDictionary(WeightedPortfolio parent)
{
if (parent == null)
{
throw new ArgumentNullException("parent");
}
_parent = parent;
}
public WeightsDictionary(WeightedPortfolio parent, IConnector connector)
{
if (parent == null)
{
throw new ArgumentNullException(nameof(parent));
}
_parent = parent;
_connector = connector;
}
public WeightedPosition(WeightedPortfolio portfolio, IEnumerable <Position> innerPositions)
{
if (innerPositions == null)
{
throw new ArgumentNullException(nameof(innerPositions));
}
_innerPositions = innerPositions;
decimal?beginValue = null;
decimal?currentValue = null;
decimal?blockedValue = null;
foreach (var position in _innerPositions)
{
var mult = portfolio.Weights[position.Portfolio];
if (beginValue == null)
{
beginValue = mult * position.BeginValue;
}
else
{
beginValue += mult * position.BeginValue;
}
if (currentValue == null)
{
currentValue = mult * position.CurrentValue;
}
else
{
currentValue += mult * position.CurrentValue;
}
if (blockedValue == null)
{
blockedValue = mult * position.BlockedValue;
}
else
{
blockedValue += mult * position.BlockedValue;
}
}
BeginValue = beginValue;
BlockedValue = blockedValue;
CurrentValue = currentValue;
}