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Calculating equity positions
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[dependencies] | |
csv = { git = "https://github.com/BurntSushi/rust-csv.git" } #"1.0.0-beta.6" | |
serde = "1.0.38" | |
serde_derive = "1.0.38" | |
chrono = { verstion = "0.4.2", features = ["serde"] } | |
decimal = "2.0.4" |
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#[macro_use] | |
extern crate serde_derive; | |
extern crate chrono; | |
extern crate csv; | |
extern crate decimal; | |
use chrono::{Datelike, NaiveDate}; | |
use csv::ReaderBuilder; | |
use csv::Trim; | |
use decimal::d128; // cuz finance with floating point is bad | |
use std::env; | |
#[derive(Debug, Deserialize)] | |
#[serde(rename_all = "PascalCase")] | |
struct Grant { | |
issue: NaiveDate, | |
amount: u32, | |
exercise: d128, | |
} | |
#[derive(Default, Debug)] | |
struct Aggregate { | |
total_vested: u32, | |
total_issued: u32, | |
total_vested_exercise: d128, | |
total_granted_exercise: d128, | |
} | |
fn vested(g: &Grant, on: NaiveDate) -> u32 { | |
// vesting cliff | |
if g.issue > on { | |
return 0; | |
} | |
// If days of month indicate full month didn't pass, we'll have to subract an extra month | |
let extra = if g.issue.day() > on.day() { 1 } else { 0 }; | |
let months = (on.year() - g.issue.year()) as u32 * 12 + on.month() - g.issue.month() - extra; | |
match months { | |
m if m < 12 => 0, // nothing vested | |
m if m >= 48 => g.amount, // fully vested | |
m => m as u32 * g.amount / 48, // vested 1/48 per month | |
} | |
} | |
fn main() { | |
let path = env::args().skip(1).next().expect("Missing arg. Must specify CSV file containing grants"); | |
let mut rdr = ReaderBuilder::new() | |
.trim(Trim::All) | |
.from_path(path) | |
.unwrap(); | |
let mut grants = Vec::new(); | |
for record in rdr.deserialize() { | |
let record: Grant = record.unwrap(); | |
grants.push(record); | |
} | |
println!("Date, Percent Vested, Total Vested, Total Granted, Exercise Vested Cost, Exercise Granted Cost"); | |
for y in 2015..=2019 { | |
for m in 1..=12 { | |
let totals: Aggregate = grants.iter().fold(Aggregate::default(), |agg, ref g| { | |
let mut agg = agg; | |
let date = NaiveDate::from_ymd(y, m, 1); | |
if date > g.issue { | |
let vested = vested(&g, date); | |
agg.total_vested += vested; | |
agg.total_issued += g.amount; | |
agg.total_vested_exercise += g.exercise * d128::from(vested); | |
agg.total_granted_exercise += g.exercise * d128::from(g.amount); | |
} | |
agg | |
}); | |
if totals.total_issued > 0 { | |
let percent = 100 * totals.total_vested / totals.total_issued; | |
println!( | |
"{}-{}-01, {}%, {}, {}, {}, {}", | |
y, m, percent, totals.total_vested, totals.total_issued, totals.total_vested_exercise, totals.total_granted_exercise | |
); | |
} | |
} | |
} | |
} |
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