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(); }