/// <summary> /// Gets the unadjusted calculation date schedule from term date. /// </summary> /// <param name="terminationDate">The termination date.</param> /// <param name="periodInterval">The period interval.</param> /// <param name="noOfCouponPeriods">The no of coupon periods.</param> /// <returns></returns> public List <CalculationPeriod> GetUnadjustedCalculationDateScheduleFromTermDate(DateTime terminationDate, Period periodInterval, int noOfCouponPeriods) { CalculationPeriodDates = null; PeriodInterval = periodInterval; _termDate = terminationDate; RollConvention = RollConventionEnum.NONE; _unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDatesFromTermDate(terminationDate, periodInterval, noOfCouponPeriods); return(_unadjustedDateScheduleList); }
/// <summary> /// Gets the unadjusted calculation date schedule from term date. /// </summary> /// <param name="effectiveDate">The effective date.</param> /// <param name="terminationDate">The termination date.</param> /// <param name="periodInterval">The period interval.</param> /// <param name="fullFirstCoupon">if set to <c>true</c> [full first coupon].</param> /// <returns></returns> public List <CalculationPeriod> GetUnadjustedCalculationDateScheduleFromTermDate(DateTime effectiveDate, DateTime terminationDate, Period periodInterval, Boolean fullFirstCoupon) { CalculationPeriodDates = null; PeriodInterval = periodInterval; _effectiveDate = effectiveDate; _termDate = terminationDate; RollConvention = RollConventionEnum.NONE; _unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDatesFromTermDate(effectiveDate, terminationDate, periodInterval, fullFirstCoupon); return(_unadjustedDateScheduleList); }
/// <summary> /// Gets the unadjusted calculation date schedule from term date. /// </summary> /// <param name="effectiveDate">The effective date.</param> /// <param name="terminationDate">The termination date.</param> /// <param name="periodInterval">The period interval.</param> /// <param name="lastRegularPeriodEndDate">The last regular period end date.</param> /// <param name="rollConvention">The roll convention.</param> /// <param name="stubPeriodType">Type of the stub period.</param> /// <returns></returns> public List <CalculationPeriod> GetUnadjustedCalculationDateScheduleFromTermDate(DateTime effectiveDate, DateTime terminationDate, Period periodInterval, DateTime lastRegularPeriodEndDate, RollConventionEnum rollConvention, StubPeriodTypeEnum?stubPeriodType) { CalculationPeriodDates = null; PeriodInterval = periodInterval; _effectiveDate = effectiveDate; _termDate = terminationDate; RollConvention = rollConvention; _unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDatesFromTermDate(effectiveDate, terminationDate, periodInterval, lastRegularPeriodEndDate, rollConvention, stubPeriodType); return(_unadjustedDateScheduleList); }