public static CashFlow CreateStrategy(Instrument instrument, BusinessDay initialDate, double amount, BusinessDay date, CashFlowGroup group)
{
if (instrument.InstrumentType == InstrumentType.Strategy)
{
CashFlow Strategy = new CashFlow(instrument);
Strategy.Amount = amount;
Strategy.Date = date.DateTime;
//Strategy.AddMemoryPoint(DateTime.MinValue, amount, -(int)MemoryType.Amount);
//Strategy.AddMemoryPoint(DateTime.MinValue, date.DateTime.ToOADate(), -(int)MemoryType.Date);
if (group != null)
{
Strategy.Group = group;
}
//Strategy.AddMemoryPoint(DateTime.MinValue, group.ID, -(int)MemoryType.GroupID);
double npv = Strategy.NPV(initialDate);
Strategy.Startup(initialDate, npv, null);
Strategy.InitialDate = new DateTime(1990, 01, 06);
return(Strategy);
}
else
{
throw new Exception("Instrument not a Strategy");
}
}
public void RemoveCashFlow(CashFlow cashFlow, DateTime date)
{
this.RemoveInstrument(cashFlow, DateTime.MinValue);
Position position = this.Portfolio.FindPosition(cashFlow, date);
if (position != null)
{
position.UpdatePosition(date, 0.0, cashFlow.NPV(Calendar.GetBusinessDay(date)), RebalancingType.Reserve, UpdateType.OverrideUnits);
}
cashFlow.Remove();
}
public void AddCashFlow(CashFlow cashFlow, DateTime date)
{
this.AddInstrument(cashFlow, date);
this.Portfolio.CreatePosition(cashFlow, date, 1.0, cashFlow.NPV(Calendar.GetBusinessDay(date)));
}
