public void testJointCalendars()
{
Calendar c1 = new TARGET(),
c2 = new UnitedKingdom(),
c3 = new UnitedStates(UnitedStates.Market.NYSE),
c4 = new Japan();
Calendar c12h = new JointCalendar(c1, c2, JointCalendar.JointCalendarRule.JoinHolidays),
c12b = new JointCalendar(c1,c2,JointCalendar.JointCalendarRule.JoinBusinessDays),
c123h = new JointCalendar(c1,c2,c3,JointCalendar.JointCalendarRule.JoinHolidays),
c123b = new JointCalendar(c1,c2,c3,JointCalendar.JointCalendarRule.JoinBusinessDays),
c1234h = new JointCalendar(c1,c2,c3,c4,JointCalendar.JointCalendarRule.JoinHolidays),
c1234b = new JointCalendar(c1,c2,c3,c4,JointCalendar.JointCalendarRule.JoinBusinessDays);
// test one year, starting today
Date firstDate = Date.Today,
endDate = firstDate + new Period(1, TimeUnit.Years);
for (Date d = firstDate; d < endDate; d++) {
bool b1 = c1.isBusinessDay(d),
b2 = c2.isBusinessDay(d),
b3 = c3.isBusinessDay(d),
b4 = c4.isBusinessDay(d);
if ((b1 && b2) != c12h.isBusinessDay(d))
Assert.Fail("At date " + d + ":\n"
+ " inconsistency between joint calendar "
+ c12h.name() + " (joining holidays)\n"
+ " and its components");
if ((b1 || b2) != c12b.isBusinessDay(d))
Assert.Fail("At date " + d + ":\n"
+ " inconsistency between joint calendar "
+ c12b.name() + " (joining business days)\n"
+ " and its components");
if ((b1 && b2 && b3) != c123h.isBusinessDay(d))
Assert.Fail("At date " + d + ":\n"
+ " inconsistency between joint calendar "
+ c123h.name() + " (joining holidays)\n"
+ " and its components");
if ((b1 || b2 || b3) != c123b.isBusinessDay(d))
Assert.Fail("At date " + d + ":\n"
+ " inconsistency between joint calendar "
+ c123b.name() + " (joining business days)\n"
+ " and its components");
if ((b1 && b2 && b3 && b4) != c1234h.isBusinessDay(d))
Assert.Fail("At date " + d + ":\n"
+ " inconsistency between joint calendar "
+ c1234h.name() + " (joining holidays)\n"
+ " and its components");
if ((b1 || b2 || b3 || b4) != c1234b.isBusinessDay(d))
Assert.Fail("At date " + d + ":\n"
+ " inconsistency between joint calendar "
+ c1234b.name() + " (joining business days)\n"
+ " and its components");
}
}
public void testModifiedCalendars()
{
Calendar c1 = new TARGET();
Calendar c2 = new UnitedStates(UnitedStates.Market.NYSE);
Date d1 = new Date(1, Month.May, 2004); // holiday for both calendars
Date d2 = new Date(26, Month.April, 2004); // business day
Assert.IsTrue(c1.isHoliday(d1), "wrong assumption---correct the test");
Assert.IsTrue(c1.isBusinessDay(d2), "wrong assumption---correct the test");
Assert.IsTrue(c2.isHoliday(d1), "wrong assumption---correct the test");
Assert.IsTrue(c2.isBusinessDay(d2), "wrong assumption---correct the test");
// modify the TARGET calendar
c1.removeHoliday(d1);
c1.addHoliday(d2);
// test
Assert.IsFalse(c1.isHoliday(d1), d1 + " still a holiday for original TARGET instance");
Assert.IsFalse(c1.isBusinessDay(d2), d2 + " still a business day for original TARGET instance");
// any instance of TARGET should be modified...
Calendar c3 = new TARGET();
Assert.IsFalse(c3.isHoliday(d1), d1 + " still a holiday for generic TARGET instance");
Assert.IsFalse(c3.isBusinessDay(d2), d2 + " still a business day for generic TARGET instance");
// ...but not other calendars
Assert.IsFalse(c2.isBusinessDay(d1), d1 + " business day for New York");
Assert.IsFalse(c2.isHoliday(d2), d2 + " holiday for New York");
// restore original holiday set---test the other way around
c3.addHoliday(d1);
c3.removeHoliday(d2);
Assert.IsFalse(c1.isBusinessDay(d1), d1 + " still a business day");
Assert.IsFalse(c1.isHoliday(d2), d2 + " still a holiday");
}
public DateTime ExpirationDate(int year, int month, string calendarType = "US")
{
DateTime referenceDay = new DateTime(year, month, 1);
referenceDay = referenceDay.AddMonths((int)Rule.ReferenceRelativeMonth);
Calendar calendar = new UnitedStates(UnitedStates.Market.NYSE); //todo add functionality to allow changing this to other countries
int day;
if (Rule.ReferenceDayIsLastBusinessDayOfMonth)
{
var tmpDay = referenceDay.AddMonths(1);
tmpDay = tmpDay.AddDays(-1);
while (!calendar.isBusinessDay(tmpDay))
{
tmpDay = tmpDay.AddDays(-1);
}
day = tmpDay.Day;
}
else if (Rule.ReferenceUsesDays) //we use a fixed number of days from the start of the month
{
day = Rule.ReferenceDays;
}
else //we use a number of weeks and then a weekday of that week
{
if (Rule.ReferenceWeekDayCount == WeekDayCount.Last) //the last week of the month
{
var tmpDay = referenceDay.AddMonths(1);
tmpDay = tmpDay.AddDays(-1);
while (tmpDay.DayOfWeek.ToInt() != (int)Rule.ReferenceWeekDay)
{
tmpDay = tmpDay.AddDays(-1);
}
day = tmpDay.Day;
}
else //1st to 4th week of the month, just loop until we find the right day
{
int weekCount = 0;
while (weekCount < (int)Rule.ReferenceWeekDayCount + 1)
{
if (referenceDay.DayOfWeek.ToInt() == (int)Rule.ReferenceWeekDay)
weekCount++;
referenceDay = referenceDay.AddDays(1);
}
day = referenceDay.Day - 1;
}
}
referenceDay = new DateTime(year, month, day);
referenceDay = referenceDay.AddMonths((int)Rule.ReferenceRelativeMonth);
if (Rule.DayType == DayType.BusinessDay)
{
int daysLeft = Rule.DaysBefore;
int daysBack = 0;
while (daysLeft > 0)
{
daysBack++;
if (calendar.isBusinessDay(referenceDay.AddDays(-daysBack))) //todo fix here...
daysLeft--;
}
return referenceDay.AddDays(-daysBack);
}
else if (Rule.DayType == DayType.CalendarDay)
{
return referenceDay.AddDays(-Rule.DaysBefore);
}
return referenceDay;
}