private void FillPcaps()
{
DateTime firstCashFlowDate = InvestorCommitment.InvestorCashFlows.Min(p => p.EffectiveDate);
firstCashFlowDate = dateFunctions.NextQuarter(firstCashFlowDate);
DateTime maxCashFlowDate = dateFunctions.PreviousQuarter(DateTime.Now);
// fill Pcaps
DateTime currentDate = firstCashFlowDate;
do
{
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
currentDate = dateFunctions.NextQuarter(currentDate);
} while (currentDate <= maxCashFlowDate);
CashflowComparer cashflowComparer = new CashflowComparer();
PcapComparer pcapComparer = new PcapComparer();
InvestorCommitment.InvestorCashFlows.Sort(cashflowComparer);
InvestorCommitment.InvestorPcaps.Sort(pcapComparer);
foreach (InvestorCashFlow cashflow in InvestorCommitment.InvestorCashFlows)
{
ExtendedPcap pcap1 = FindPcap(cashflow.EffectiveDate);
// pcap can be null if cashflow date is after endDate
if (pcap1 == null)
{
continue;
}
if (cashflow.CashFlowType == "Capital Call")
{
pcap1.CallsInPeriod += cashflow.CashFlowAmount;
}
if (cashflow.CashFlowType == "Distribution")
{
pcap1.DistributionsInPeriod += (cashflow.CashFlowAmount + cashflow.RecallableAmount);
pcap1.CallsInPeriod -= cashflow.RecallableAmount;
}
}
// add NAVs
foreach (InvestorPcap nav in InvestorCommitment.InvestorPcaps)
{
ExtendedPcap pcap2 = FindPcap(nav.AsOfDate);
// pcap can be null if cashflow date is after endDate
if (pcap2 == null)
{
continue;
}
pcap2.NavAmount += nav.FinalPcapAmount;
}
// calculate cumulated cashflows and profit / Loss for the quarter
ExtendedPcap previousPcap = new ExtendedPcap();
ExtendedPcap pcap = pcaps.ElementAt(0);
double totalCalls = 0;
double totalDistributions = 0;
foreach (ExtendedPcap p in pcaps)
{
p.CallsSinceInception = totalCalls + p.CallsInPeriod;
p.DistributionsSinceInception = totalDistributions + p.DistributionsInPeriod;
totalCalls = p.CallsSinceInception;
totalDistributions = p.DistributionsSinceInception;
p.ProfitLossInQuarter = p.NavAmount + p.CallsInPeriod + p.DistributionsInPeriod - previousPcap.NavAmount;
previousPcap = p;
}
}
private void CreateDataForCharts()
{
pcaps = new List <ExtendedPcap>();
if (AnalyzingParameter.Period == AnalyzingParameterPeriod.Auto)
{
int quarters = timeFunctions.Quarters(AnalyzingParameter.StartDate, AnalyzingParameter.EndDate);
// bis 5 Jahre => Quartal
// bis 10 Jahre => Halbjahr
// bis 20 Jahre => Jahr
// bis 40 Jahre => 2 Jahre
// >40 Jahre => 5 Jahre
if (quarters <= 20)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.Quarter;
}
else if (quarters <= 40)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.SixMonth;
}
else if (quarters <= 80)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.Year;
}
else if (quarters <= 160)
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.TwoYear;
}
else
{
AnalyzingParameter.Period = AnalyzingParameterPeriod.FiveYear;
}
}
switch (AnalyzingParameter.Period)
{
case AnalyzingParameterPeriod.Quarter:
{
DateTime currentDate = AnalyzingParameter.StartDate;
do
{
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
currentDate = timeFunctions.NextQuarter(currentDate);
} while (currentDate <= AnalyzingParameter.EndDate);
break;
}
case AnalyzingParameterPeriod.SixMonth:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 6 && currentDate.Month != 12)
{
currentDate = timeFunctions.NextHalfYear(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = timeFunctions.NextHalfYear(currentDate);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
case AnalyzingParameterPeriod.Year:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 12)
{
currentDate = timeFunctions.NextYearEnd(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = currentDate.AddYears(1);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
case AnalyzingParameterPeriod.TwoYear:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 12)
{
currentDate = timeFunctions.NextYearEnd(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = currentDate.AddYears(2);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
case AnalyzingParameterPeriod.FiveYear:
{
DateTime currentDate = AnalyzingParameter.StartDate;
if (currentDate.Month != 12)
{
currentDate = timeFunctions.NextYearEnd(currentDate);
}
ExtendedPcap newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
do
{
currentDate = currentDate.AddYears(5);
newPcap = new ExtendedPcap()
{
AsOfDate = currentDate
};
pcaps.Add(newPcap);
} while (currentDate <= AnalyzingParameter.EndDate);
pcaps.ElementAt(pcaps.Count - 1).AsOfDate = AnalyzingParameter.EndDate;
break;
}
default:
{
break;
}
}
// fill pcaps with amounts using cashflows and NAVs of the commitments
CashflowComparer cashflowComparer = new CashflowComparer();
PcapComparer pcapComparer = new PcapComparer();
foreach (ExtendedCommitment commitment in AnalyzingParameter.Commitments)
{
// sort cashflows by effectivedate ascending and pcaps by asofDate
commitment.Commitment.InvestorCashFlows.Sort(cashflowComparer);
commitment.Commitment.InvestorPcaps.Sort(pcapComparer);
foreach (InvestorCashFlow cashflow in commitment.Commitment.InvestorCashFlows)
{
ExtendedPcap pcap1 = FindPcap(cashflow.EffectiveDate);
// pcap can be null if cashflow date is after endDate
if (pcap1 == null)
{
continue;
}
if (cashflow.CashFlowType == "Capital Call")
{
pcap1.CallsInPeriod += cashflow.CashFlowAmount;
}
if (cashflow.CashFlowType == "Distribution")
{
pcap1.DistributionsInPeriod += (cashflow.CashFlowAmount + cashflow.RecallableAmount);
pcap1.CallsInPeriod -= cashflow.RecallableAmount;
}
}
// add NAVs
foreach (InvestorPcap nav in commitment.Commitment.InvestorPcaps)
{
ExtendedPcap pcap2 = pcaps.FirstOrDefault(p => p.AsOfDate.Date == nav.AsOfDate.Date);
// pcap is null depending on period
if (pcap2 == null)
{
continue;
}
pcap2.NavAmount += nav.FinalPcapAmount;
}
}
// calculate cumulated cashflows
ExtendedPcap pcap = pcaps.ElementAt(0);
double totalCalls = 0;
double totalDistributions = 0;
foreach (ExtendedPcap p in pcaps)
{
p.CallsSinceInception = totalCalls + p.CallsInPeriod;
p.DistributionsSinceInception = totalDistributions + p.DistributionsInPeriod;
totalCalls = p.CallsSinceInception;
totalDistributions = p.DistributionsSinceInception;
}
// calculate results for portfolio
List <InvestorCommitment> commitmentList = new List <InvestorCommitment>();
foreach (ExtendedCommitment c in AnalyzingParameter.Commitments)
{
commitmentList.Add(c.Commitment);
}
PeFundResults = new PeFundResults(commitmentList, AnalyzingParameter.StartDate, AnalyzingParameter.EndDate);
// Create Dictionaries for PieCharts
// Fire an Event of type AnalyzePortfolioEvent; Views listen to this event
AnalyzePortfolio analyzePortfolio = new AnalyzePortfolio()
{
AnalyzingParameter = AnalyzingParameter,
Pcaps = pcaps,
PeFundResults = PeFundResults
};
eventAggregator.GetEvent <AnalyzePortfolioEvent>().Publish(analyzePortfolio);
}
