[Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRo
Brought to you by:
glauco_1
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From: <gla...@us...> - 2003-11-28 15:49:36
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Update of /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
In directory sc8-pr-cvs1:/tmp/cvs-serv5564/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows
Modified Files:
AnnualSystemPercentageReturn.cs
Log Message:
The class AnnualSystemPercentageReturn assigns
the corresponding Summary's property.
Index: AnnualSystemPercentageReturn.cs
===================================================================
RCS file: /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRows/AnnualSystemPercentageReturn.cs,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** AnnualSystemPercentageReturn.cs 16 Nov 2003 17:18:45 -0000 1.1
--- AnnualSystemPercentageReturn.cs 28 Nov 2003 15:49:31 -0000 1.2
***************
*** 15,21 ****
{
double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
! this.rowDescription = "Annual system % return";
! this.rowValue = ( ( Math.Pow( 1 + totalROA ,
1.0 / ( (double)summary.IntervalDays/365.0 ) ) ) - 1 ) * 100;
}
}
--- 15,22 ----
{
double totalROA = summary.TotalPnl / ( summary.FinalAccountValue - summary.TotalPnl );
! summary.AnnualSystemPercentageReturn = ( ( Math.Pow( 1 + totalROA ,
1.0 / ( (double)summary.IntervalDays/365.0 ) ) ) - 1 ) * 100;
+ this.rowDescription = "Annual system % return";
+ this.rowValue = summary.AnnualSystemPercentageReturn;
}
}
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