public static Date startDate(Leg leg)
{
Utils.QL_REQUIRE(!leg.empty(), () => "empty leg");
Date d = Date.maxDate();
for (int i = 0; i < leg.Count; ++i)
{
Coupon c = leg[i] as Coupon;
if (c != null)
{
d = Date.Min(d, c.accrualStartDate());
}
else
{
d = Date.Min(d, leg[i].date());
}
}
return(d);
}
public void add(ExchangeRate rate, Date startDate)
{
add(rate, startDate, Date.maxDate());
}
public void add(ExchangeRate rate)
{
add(rate, Date.minDate(), Date.maxDate());
}
private void addKnownRates()
{
// currencies obsoleted by Euro
add(new ExchangeRate(new EURCurrency(), new ATSCurrency(), 13.7603), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new BEFCurrency(), 40.3399), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new DEMCurrency(), 1.95583), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new ESPCurrency(), 166.386), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new FIMCurrency(), 5.94573), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new FRFCurrency(), 6.55957), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new GRDCurrency(), 340.750), new Date(1, Month.January, 2001), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new IEPCurrency(), 0.787564), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new ITLCurrency(), 1936.27), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new LUFCurrency(), 40.3399), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new NLGCurrency(), 2.20371), new Date(1, Month.January, 1999), Date.maxDate());
add(new ExchangeRate(new EURCurrency(), new PTECurrency(), 200.482), new Date(1, Month.January, 1999), Date.maxDate());
// other obsoleted currencies
add(new ExchangeRate(new TRYCurrency(), new TRLCurrency(), 1000000.0), new Date(1, Month.January, 2005), Date.maxDate());
add(new ExchangeRate(new RONCurrency(), new ROLCurrency(), 10000.0), new Date(1, Month.July, 2005), Date.maxDate());
add(new ExchangeRate(new PENCurrency(), new PEICurrency(), 1000000.0), new Date(1, Month.July, 1991), Date.maxDate());
add(new ExchangeRate(new PEICurrency(), new PEHCurrency(), 1000.0), new Date(1, Month.February, 1985), Date.maxDate());
}
public override Date maxDate()
{
return(Date.maxDate());
}
public Date maxDate()
{
return(Date.maxDate());
}