/// <summary>Initializes a new instance of the <see cref="SimpleThenPeriodicCompounding" /> class.
/// </summary>
/// <param name="frequency">The frequency of the compounding to apply after time-to-maturity of one year.</param>
internal SimpleThenPeriodicCompounding(IDateScheduleFrequency frequency)
{
if (frequency == null)
{
throw new ArgumentNullException("frequency");
}
Frequency = frequency;
var frequencyTenor = frequency.GetFrequencyTenor();
if (TenorTimeSpan.IsNull(frequencyTenor) == true)
{
throw new ArgumentException("frequency");
}
if (frequencyTenor.Years != 0)
{
PaymentsPerYear = 1.0 / frequencyTenor.Years;
}
if (frequencyTenor.Months != 0)
{
PaymentsPerYear += 12.0 / frequencyTenor.Months;
}
if (frequencyTenor.Days != 0)
{
PaymentsPerYear += 365.0 / frequencyTenor.Days;
}
Name = new IdentifierString(String.Format("Simple;{0}", Frequency.Name.String));
}
/// <summary>Initializes a new instance of the <see cref="PeriodicInterestCompounding"/> class.
/// </summary>
/// <param name="frequency">The frequency of the compounding.</param>
protected internal PeriodicInterestCompounding(IDateScheduleFrequency frequency)
{
if (frequency == null)
{
throw new ArgumentNullException("frequency");
}
Frequency = frequency;
TenorTimeSpan frequencyTenor = frequency.GetFrequencyTenor();
if (TenorTimeSpan.IsNull(frequencyTenor) == true)
{
throw new ArgumentException("frequency");
}
if (frequencyTenor.Years != 0)
{
PaymentsPerYear = 1.0 / frequencyTenor.Years;
}
if (frequencyTenor.Months != 0)
{
PaymentsPerYear += 12.0 / frequencyTenor.Months;
}
if (frequencyTenor.Days != 0)
{
PaymentsPerYear += 365.0 / frequencyTenor.Days;
}
}
/// <summary>Gets a <see cref="IndividualDateScheduleFrequency"/> object.
/// </summary>
/// <param name="frequencyTenor">The frequency tenor.</param>
/// <param name="individualDateScheduleFrequency">The individual date schedule frequency (output).</param>
/// <returns>A value indicating whether <paramref name="individualDateScheduleFrequency"/> contains valid data.</returns>
internal static bool TryCreate(TenorTimeSpan frequencyTenor, out IDateScheduleFrequency individualDateScheduleFrequency)
{
if (TenorTimeSpan.IsNull(frequencyTenor) || (frequencyTenor.IsPositive == false))
{
individualDateScheduleFrequency = null;
return(false);
}
individualDateScheduleFrequency = new IndividualDateScheduleFrequency(frequencyTenor);
return(true);
}
/// <summary>Initializes a new instance of the <see cref="IRCapletTenorConventionConstant"/> class.
/// </summary>
/// <param name="liborRateTenor">The (unique) libor rate tenor.</param>
/// <exception cref="ArgumentException">Thrown, if <paramref name="liborRateTenor"/> represents a tenor leq or equal <c>0</c>.</exception>
public IRCapletTenorConventionConstant(TenorTimeSpan liborRateTenor)
{
if (TenorTimeSpan.IsNull(liborRateTenor) || (liborRateTenor.IsPositive == false))
{
throw new ArgumentException("liborRateTenor");
}
m_LiborRateTenor = liborRateTenor.AsFrequency();
m_Name = new IdentifierString(String.Format("Constant caplet tenor {0}", liborRateTenor.ToString()));
m_LongName = new IdentifierString(String.Format(IRCapletTenorConventionResources.ConstantTenorLongName, liborRateTenor.ToString()));
}
/// <summary>Initializes a new instance of the <see cref="IndividualDateScheduleFrequency"/> class.
/// </summary>
/// <param name="frequencyTenor">The frequency tenor.</param>
/// <exception cref="ArgumentException">Thrown, if <paramref name="frequencyTenor"/> represents a
/// tenor with a negative sign or the null-tenor.</exception>
/// <remarks>The <see cref="Name"/> will be set to the <see cref="System.String"/> representation of
/// <paramref name="frequencyTenor"/>.</remarks>
public IndividualDateScheduleFrequency(TenorTimeSpan frequencyTenor)
{
if (TenorTimeSpan.IsNull(frequencyTenor) || (frequencyTenor.IsPositive == false))
{
throw new ArgumentException("frequencyTenor");
}
m_FrequencyTenor = frequencyTenor;
string frequencyTenorAsString = frequencyTenor.ToString();
m_Name = new IdentifierString(frequencyTenorAsString);
m_LongName = new IdentifierString(String.Format(DateFactoryResources.IndividualLongName, frequencyTenorAsString));
}
/// <summary>Determines whether a specified date schedule frequency is the frequency 'once'.
/// </summary>
/// <param name="dateScheduleFrequency">The date schedule frequency.</param>
/// <returns>
/// <c>true</c> if the specified date schedule frequency is the frequency 'once'; otherwise, <c>false</c>.
/// </returns>
public static bool IsOnceFrequency(this IDateScheduleFrequency dateScheduleFrequency)
{
return((dateScheduleFrequency != null) ? TenorTimeSpan.IsNull(dateScheduleFrequency.GetFrequencyTenor()) : false);
}