Re: [Quantproject-developers] QuantProject/b4_Business/a1_Financial/a2_Accounting/h5_Reporting/SummaryRowsExpectancyScore.cs, NONE, 1.1

[Marco M. <mar...@po...>]

Sbaglio o il file di progetto business non =E8 stato committato?
Il mio vs.net non me li ha inclusi nel progetto: da' un'occhiata appena p=
uoi=20
per favore ...

----- Original Message -----=20
From: "Glauco Siliprandi" <gla...@us...>
To: <Qua...@li...>
Sent: Thursday, June 08, 2006 11:11 PM
Subject:=20
[Quantproject-developers]QuantProject/b4_Business/a1_Financial/a2_Account=
ing/h5_Reporting/SummaryRowsExpectancyScore.cs,=20
NONE, 1.1


> Update of=20
> /cvsroot/quantproject/QuantProject/b4_Business/a1_Financial/a2_Accounti=
ng/h5_Reporting/SummaryRows
> In directory=20
> sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv27667/b4_Business/a1_Financial=
/a2_Accounting/h5_Reporting/SummaryRows
>
> Added Files:
> ExpectancyScore.cs
> Log Message:
> Summary row containing the Expectancy Score calculation for
> the account report equity line
>
> --- NEW FILE: ExpectancyScore.cs ---
> /*
> QuantProject - Quantitative Finance Library
>
> ExpectancyScore.cs
> Copyright (C) 2003
> Glauco Siliprandi
>
> This program is free software; you can redistribute it and/or
> modify it under the terms of the GNU General Public License
> as published by the Free Software Foundation; either version 2
> of the License, or (at your option) any later version.
>
> This program is distributed in the hope that it will be useful,
> but WITHOUT ANY WARRANTY; without even the implied warranty of
> MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
> GNU General Public License for more details.
>
> You should have received a copy of the GNU General Public License
> along with this program; if not, write to the Free Software
> Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307,=20
> USA.
> */
>
> using System;
> using System.Collections;
> using QuantProject.ADT.Histories;
> using QuantProject.ADT.Statistics;
> using QuantProject.Business.Financial.Accounting.Reporting.Tables;
>
> namespace QuantProject.Business.Financial.Accounting.Reporting.SummaryR=
ows
> {
> /// <summary>
> /// Summary row containing the Expectancy Score calculation for
> /// the account report equity line
> /// </summary>
> [Serializable]
>  public class ExpectancyScore : DoubleSummaryRow
> {
> private ArrayList getReturns( EquityLine equityLine )
> {
> ArrayList returnValue =3D new ArrayList();
> for ( int i=3D0 ; i < equityLine.Count - 1 ; i++ )
> {
> if ( Convert.ToDouble( equityLine.GetByIndex( i ) ) <=3D 0 )
> throw new Exception( "Equity line is expected to always being " +
> "strictly positive. equityLine[ i ] is negative or equal to zero!" );
> double periodReturn =3D
> ( Convert.ToDouble( equityLine.GetByIndex( i + 1 ) ) -
> Convert.ToDouble( equityLine.GetByIndex( i ) ) ) /
> Convert.ToDouble( equityLine.GetByIndex( i ) );
> returnValue.Add( periodReturn );
> }
> return returnValue;
> }
> public ExpectancyScore( EquityLine equityLine ) : base( 6 )
> {
>      this.rowDescription =3D "Expectancy Score";
> ICollection returns =3D equityLine.GetReturns().Values;
> this.rowValue =3D AdvancedFunctions.GetExpectancyScore(
> returns );
>    }
> }
> }
>
>
>
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