/**
    * Investor, the open-source investment library
    *
    * (C) Copyright 2008, by individual contributors as indicated by the @author tag.
    *
    * This library is free software; you can redistribute it and/or modify it
    * under the terms of the GNU Lesser General Public License as
    * published by the Free Software Foundation; either version 2.1 of
    * the License, or (at your option) any later version.
   *
   * This software 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
   * Lesser General Public License for more details.
   *
   * You should have received a copy of the GNU Lesser General Public
   * License along with this software; if not, write to the Free
   * Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA
   * 02110-1301 USA, or see the FSF site: http://www.fsf.org.
   */
  package com.nickokiss.investor.util;
  
  import java.math.RoundingMode;
  
  /**
   * 
   * @author Tomasz Koscinski <tomasz.koscinski@nickokiss.com>
   */
  public class TkFinConstants {
  
    public static final int DEFAULT_SCALE = 10;
    public static final RoundingMode DEFAULT_ROUNDING_MODE = RoundingMode.HALF_UP;
    
    public static final String MESSAGE_INFIN_PV_CYCLE_LENGHT_0 = "Can't calculate infinite present value: cycle lenght = 0";
    public static final String MESSAGE_SPOT_RATE_NOT_SPECIFIED = "Spot rate not specified for value of time: ";
  
    //TODO - REFACTORING
    
    // Remove: tkfin constant (use Investor instead)
    // new BigDecimal(i) => mathCalc.value(i)
    // BigDecimal bd = ... => Quantity q = ... (q.value, q.unit) 
    // Calendar as a time elements factory
    // Create VOs to represent Bond, CashFlowStream, Interest, ...
    // Create builders to build financial objects: interest, cashFlowStream, bond, annuity
    // - set some values and calculate the rest
    // - specify if object has enough values filled to calculate the rest
    // - for every equation with n variables we need (n-1) of them to be set
    // - if X equations describe the object, we can miss X variables
    // Re-factoring: specify relations between financial objects    
    // new method: PortfolioCalc.getSurplus(portfolio, obligation, environment);
    // Organise TkFinConstants comments
    // move methods from Calc to MathCalc
    // BigDecimal.ZERO,... -> MathCalc.ZERO,...
    // Introduce FinNumber interface (BigDecimal, float implementations)
    // (??) Bond - divide by streamElement and annuity
    // (??) Differentiate time and money 
    // (??) move calculations from calcs to functions 
    // paymentsPerYear and yield relation?
    // Use functions in calcs (no code duplication)
    // stream - set end, instead of adding zero element
    // stream - starting point is always zero!! no need to define zero element!
    // stream - present value (time 0), start value (start time), end value of the stream (end time)
    // Improve performance of comparator - move calculations into cashFlowStream and cache result as long as values are the same
    // Improve maven reports
    // Reduce bugs in maven reports
  
    //TODO - BUG FIXES
  
    // Java heap space - too many objects (when calculating value of the bond using cashFlowStream)
    // bondCalc - correct problem with zero-coupon bond, why estimated price change is different?
    // BondCalc.getCouponAmount - error? what in case of many payments per year
    // Check stream1 - why IRR can't be calculated? repair
    // Bug in the book or in the algorithm? car B PV: 58795 ??
    
    //TODO - NEW NON-FUNCTIONAL REQUIREMENTS
  
    // (??) Jester 
    // Checkstyle - configure and add to maven
    // fix checkstyle bugs
    // add javadoc (especially description of the class)
    // (??) Maven historic dashboard reports - mySQL
    // Spring test framework - add data from xml files
    // Add log4j logging, also during Unit testing
    
    //TODO - NEW FUNCTIONAL REQUIREMENTS
  
    // Is it possible to compute all variants using dynamic programming? (probably not)
    // Dynamic programming (graph)
    // Zero-one programming problem (benefit, cost ratio of cashflowstream)
    // 1. zero-one algorithm - try all combinations (2^n combinations - n = number of projects)
    //  (can be used for small number of projects)
    // 2. projects sorted and pick up from the top
    // Algorithm: choose bonds with minimal price to meet obligations (linear algebra) 
    // Compare cost-benefit ratio to PV(interest rate needed) and internal-rate-of-return
    // Algorithm - how to choose projects 
    // Portfolio.getOptimizedSet(time, availableMoney)
    // Portfolio.getOptimizedSet(availableMoney)
    // portfolio.getOptimizedSet(money, comparator)
    // Comparator - compare CashFlowSteams (finElements)
   // Portfolio.sort(IRRComparator/PVComparator/CostsBenefitsComparator)
   // Mortgage finElement: principal stream, interest stream, types of payments, lowering/equal
   // IMPLEMENT PORTFOLIO IMMUNIZATION: (versions: 2 BONDS, >2 bonds)
   // Quasi-modified duration (periodic compounding) (sk -> sk + value for all k)
   // Fisher-Weil duration (continuous compounding) (sk -> sk + value for all k)
   // Duration of FinElement
   // Annuity duration
   // Floating rate bond
   // Running present value (need to define environment first)
   // immunization calculations
   // Bond price, duration, convexity under continuous compounding (bond exercises)
   // Perpetual annuity duration
   // Bond: calculate other values:
   // * F - face value of the bond
   // * m - number of coupon payments per year
   // * C - coupon payments sum = F * couponValue * n  
   // CY - current yield
   // Improve iterative function calc (scale -> 1.2.3.4.5...)
   // Yield to call (YTC)
   // Running amortization - (bank statement: current interest / payment received)
   // Annuity - getInterestRate, getNumberOfPeriods - use function to calculate
   // Perpetual annuities: P = A/r (example 3.1)
   // stream.merge(stream2) - merge values at the same time
   // CashFlowStream.merge(cashFlowStream) - add without changing values
   // stream.negate() - negate all values (subtract = stream.merge(stream2.getCopy().negate()) )
   // stream - remove zero values (define starting point time) (what in case of additive creator - value of added element can be zero)
   // * What in case of removing some elements? middle zero element can become first! (change definition of time)
   // Write function graph. Use Function interface
   // Yearly growth rate of the stream (2 vs sqrt(3) - cut tree example) = 1 + IRR
   // CashFlowStream.removeZeroValues()
   // StreamElement \n to toString
   // Calculate NWW
   // Find a library to calculate:
   // - minimum of function
   // - maximum of function
   // - x for specified f(x)
   // Crossover value of 2 streams
   // If stream A cross stream B? (calculate)
   
   //TODO - MISSED EXERCISES
 
   // Example 2.2
   // Example 2.3
   // Example 2.9 - depreciation
   // Example 2.10 - inflation (real interest rate)
   // exercise 4. (CFS) Newton's method
   // exercise 8. (CFS) copy machines
   // exercise 10. (CFS) oil depletion allowance
   // exercise 11. (CFS) Answer on the question? Why?
   // exercise 11. (CFS) calculate crossover value
   // exercise 13. (CFS) crossover value (the value of interestRate? for which 2 streams have the same present value)
   // exercise 14. (CFS)
   // exercise 15. (CFS)
   // exercise4 (spot rates) (Spot rate project)
   // exercise5 (spot rates) (instantaneous rates)
   // exercise6 (spot rates) (Discount conversion) - based on d[i,k] = d[i,j] * d[j,k] (no need)
   // exercise7 (spot rates) (bond taxes)
   // exercise8 (spot rates) (real zeros)
   // exercise9 (spot rates) (flat forwards) (no need)
   // exercise10 (spot rates) (too difficult)
   // exercise12 (spot rates) duration
   // exercise13 (spot rates) portfolio immunization
   // exercise14 (spot rates) mortgage: principal stream and interest stream
   // exercise15 (spot rates) short rate sensitivity
 
 }