public PortfolioValuation(DateTime Date, float?NbParts = null,
Composite Valuated = null, CurrencyAndAmount MarketValue = null,
CurrencyAndAmount BookValue = null, CurrencyAndAmount FaceAmount = null, Yield Yield = null,
DebtDataCalculation DebtDataCalculation = null,
DebtYield DebtYield = null, DebtSpread DebtSpread = null)
: base(Date, Valuated, MarketValue, BookValue, FaceAmount, Yield, DebtDataCalculation, DebtYield, DebtSpread)
{
this.NumberOfParts = NbParts;
}
public IndexValuation(DateTime Date, double?IndexPriceValue = null, double?IndexGrossValue = null, double?IndexNetValue = null, DateTime?BaseDate = null, double?BaseValue = null,
Composite Valuated = null, CurrencyAndAmount MarketValue = null,
CurrencyAndAmount BookValue = null, CurrencyAndAmount FaceAmount = null, Yield Yield = null,
DebtDataCalculation DebtDataCalculation = null,
DebtYield DebtYield = null, DebtSpread DebtSpread = null)
: base(Date, Valuated, MarketValue, BookValue, FaceAmount, Yield, DebtDataCalculation, DebtYield, DebtSpread)
{
this.IndexPriceValue = IndexPriceValue;
this.IndexGrossValue = IndexGrossValue;
this.IndexNetValue = IndexNetValue;
this.IndexBaseDate = BaseDate;
this.IndexBaseValue = BaseValue;
}
/// <summary>
///
/// </summary>
/// <param name="ISINHolder"></param>
/// <param name="HoldAsset"></param>
/// <param name="Quantity"></param>
/// <param name="MarketValue"></param>
/// <param name="BookValue"></param>
/// <param name="FaceAmount"></param>
internal Valuation(DateTime Date, Composite Valuated = null, CurrencyAndAmount MarketValue = null,
CurrencyAndAmount BookValue = null, CurrencyAndAmount FaceAmount = null,
Yield Yield = null,
DebtDataCalculation DebtDataCalculation = null,
DebtYield DebtYield = null, DebtSpread DebtSpread = null)
{
if (Valuated != null)
{
Valuated.Add(this);
this.Valuated = Valuated;
}
this.Date = Date;
this.FaceAmount = FaceAmount ?? new CurrencyAndAmount();
this.BookValue = BookValue ?? new CurrencyAndAmount();
this.MarketValue = MarketValue ?? new CurrencyAndAmount();
this.Yield = Yield ?? new Yield();
this.DebtYield = DebtYield ?? new DebtYield();
this.DebtSpread = DebtSpread ?? new DebtSpread();
this.DebtDataCalculation = DebtDataCalculation ?? new DebtDataCalculation();
}
public SecuritiesPricing(CurrencyAndAmount Price, DateTime Date, TypeOfPriceCode PriceType,
double?AskPrice = null, double?BidPrice = null, double?MidPrice = null,
PriceFactType PriceFactType = null, Yield Yield = null,
DebtPriceCalculation DebtPriceCalculation = null,
DebtDataCalculation DebtDataCalculation = null, DebtYield DebtYield = null, DebtSpread DebtSpread = null)
{
this.Price = Price;
this.PriceType = PriceType ?? (TypeOfPriceCode)"MARKET";
this.Date = Date;
this.AskPrice = AskPrice;
this.BidPrice = BidPrice;
this.MidPrice = MidPrice;
this.PriceFactType = PriceFactType ?? new PriceFactType();
this.Yield = Yield ?? new Yield();
this.DebtPriceCalculation = DebtPriceCalculation ?? new DebtPriceCalculation();
this.DebtDataCalculation = DebtDataCalculation ?? new DebtDataCalculation();
this.DebtSpread = DebtSpread ?? new DebtSpread();
this.DebtYield = DebtYield ?? new DebtYield();
}
