public RootModel(
TargetingType targetingType,
BroadGlobalActivePortfolio portfolio,
TargetingTypeBasketBaseValueChangesetInfo latestTtbbvChangesetInfo,
TargetingTypeBasketPortfolioTargetChangesetInfo latestTtbptChangesetInfo,
BgaPortfolioSecurityFactorChangesetInfo latestPstoChangesetInfo,
BuPortfolioSecurityTargetChangesetInfo latestPstChangesetInfo,
GlobeModel globe,
CashModel cash,
Overlaying.RootModel factors,
IExpression <Decimal?> portfolioScaledGrandTotalExpression,
IExpression <Decimal?> trueExposureGrandTotal,
IExpression <Decimal?> trueActiveGrandTotal,
DateTime benchmarkDate,
Boolean isUserPermittedToSave
)
{
this.TargetingType = targetingType;
this.Portfolio = portfolio;
this.LatestTtbbvChangeset = latestTtbbvChangesetInfo;
this.LatestTtbptChangeset = latestTtbptChangesetInfo;
this.LatestPstoChangeset = latestPstoChangesetInfo;
this.LatestPstChangeset = latestPstChangesetInfo;
this.Globe = globe;
this.Cash = cash;
this.Factors = factors;
this.PortfolioScaledGrandTotal = portfolioScaledGrandTotalExpression;
this.TrueExposureGrandTotal = trueExposureGrandTotal;
this.TrueActiveGrandTotal = trueActiveGrandTotal;
this.BenchmarkDate = benchmarkDate;
this.IsUserPermittedToSave = isUserPermittedToSave;
}
public CashModel CreateCash(Computations computations)
{
var result = new CashModel(
computations.CashBase,
computations.CashPortfolioScaled,
/*
* Add a Cash amount to the True Exposure column.
* a. Formula: True Exposure Cash = Portfolio Scaled Cash
* b. Include Cash Amount in the Total row of the True Exposure column.
*/
computations.CashPortfolioScaled,
/*
* Add a Cash amount to the True Active column.
* a. Formula: True Active Cash = Portfolio Scaled Cash – Benchmark Cash (Benchmark Cash should = 0).
* b. Include Cash Amount in the Total row of the True Exposure column.
*/
computations.CashPortfolioScaled
);
return(result);
}
public void Resolve(CashModel model)
{
this.ResultOpt = null;
}
protected IEnumerable <IValidationIssue> ValidateCash(CashModel cash, CalculationTicket ticket)
{
return(cash.Base.Validate(ticket));
}
protected void SerializeCash(IJsonWriter writer, CashModel cash, CalculationTicket ticket)
{
this.expressionWriter.SerializeOnceResolved(cash.Base, JsonNames.Base, writer, ticket);
this.expressionWriter.SerializeOnceResolved(cash.PortfolioScaled, JsonNames.CashScaled, writer, ticket);
}