/// <summary>
/// Calculate the end date of the FRA which
/// will replace the cash instrument
/// </summary>
/// <param name="calendar"></param>
/// <param name="assetController"></param>
/// <returns></returns>
public DateTime CalculateFraEndTime(IBusinessCalendar calendar, IPriceableRateAssetController assetController)//,
//string currency, string rollConvention)
{
var deposit = (PriceableDeposit)assetController;
BusinessDayConventionEnum adjustment = deposit.BusinessDayAdjustments.businessDayConvention;
return(DatePeriodHelper.AddPeriod(assetController.GetRiskMaturityDate(),
"3M", calendar, adjustment.ToString(), null));
}
/// <summary>
/// Calculate the start date of the FRA which
/// will replace the cash instrument
/// </summary>
/// <param name="assetController"></param>
/// <returns></returns>
public DateTime CalculateFraStartTime(IPriceableRateAssetController assetController)
{
return(assetController.GetRiskMaturityDate());
}
