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Spsc documentation

TODOs

  • Add annuity
  • Add goal seek
  • Add present time deposit
  • Add faciltation of cost Funcs
  • Add caching of output
  • Add caching of input
  • Need more test on primo.

CashflowCalculator

Inflation

  • When calculating with inflation we should make a real rate TimeSeries which indicates where the changes occur.
  • If any inflation is different from zero, it should change FullTerm:ITerm to RealFullTerm:FullTerm which includes both the real and nominal definitions.
  • It is important to use the same IDiscountFactors if possible, such to reuse both the IDateGenerator and the DiscountFactor from the cache.
  • Real rates assume compounding rates. Which could possibly give problems. r_t : real rate pr. time t, p_t : inflation at time t and i_t : nominal rate pr. term t. $$ {r_t = \frac{i_t + 1}{p_t + 1}} $$

Present Time Deposit

A present time deposit is given as 

var its = new PercentTimeSeries()
    .WithPercent(Percent.FromPercent (3))
    .Build();
var cfc = new CashflowCalculator.Builder()
    //.WithInflationRates(its)
    .WithRateCalculator(Implementations.RateCompoundToTerm)
    .WithDiscountFactors(new DiscountFactorsRepository(its))
    .Build()
    .Calculate(
        from: 1.Primo(2018), 
        to: 12.Ultimo(2018), 
        startBalance: new Payment(10000m,1.Primo(2017))
    ).ToList();

Present Time Balance