/// <summary>Adds a warning message if the specific <see cref="System.DateTime"/> is not a business day.
/// </summary>
/// <param name="date">The date.</param>
protected void AddNotABusinessDayLogFileMsg(DateTime date)
{
if (HolidayCalendar.IsBusinessDay(date) == false)
{
// m_Logger.Add_Warning_NoBusinessDay(date.ToShortDateString() + " [holiday calendar ' " + HolidayCalendar.LongName + "']");
}
}
/// <summary>Gets the start and end date of the timeframe.
/// </summary>
/// <param name="referenceDate">A reference date (can be a business day or a holiday).</param>
/// <param name="holidayCalendar">The (settlement) holiday calendar.</param>
/// <param name="startDate">The start date of the time span with respect to <paramref name="referenceDate" /> (output).</param>
/// <param name="endDate">The end date of the time span with respect to <paramref name="referenceDate" /> (output).</param>
/// <param name="logger">An optional logger.</param>
public void GetStartAndEndDate(DateTime referenceDate, IHolidayCalendar holidayCalendar, out DateTime startDate, out DateTime endDate, ILogger logger = null)
{
DateTime adjReferenceDate = SpotDateAdjustment.GetAdjustedDate(referenceDate, holidayCalendar);
if ((logger != null) && (adjReferenceDate != referenceDate))
{
logger.LogInformation("Reference date {0} has been adjusted to {1}.", referenceDate.ToShortDateString(), adjReferenceDate.ToShortDateString());
}
DateTime spotDate = adjReferenceDate;
if ((SpotDateAdjustment.AdjustmentType != BusinessDayAdjustmentType.AdjustmentToBusinessDay) && (holidayCalendar.IsBusinessDay(spotDate) == false))
{
if (BusinessDaysToSettle > 0)
{
spotDate = holidayCalendar.GetForwardAdjustedBusinessDay(spotDate);
}
else if (BusinessDaysToSettle < 0)
{
spotDate = holidayCalendar.GetPreviousAdjustedBusinessDay(spotDate);
}
}
if (BusinessDaysToSettle != 0)
{
startDate = StartDateAdjustment.GetAdjustedDate(holidayCalendar.AddBusinessDays(spotDate, BusinessDaysToSettle), holidayCalendar);
}
else
{
startDate = StartDateAdjustment.GetAdjustedDate(spotDate, holidayCalendar);
}
endDate = EndDateAdjustment.GetAdjustedDate(EndDate, holidayCalendar);
if ((logger != null) && (endDate != EndDate))
{
logger.LogInformation("End date {0} has been adjusted to {1}.", EndDate.ToShortDateString(), endDate.ToShortDateString());
}
}
/// <summary>Gets the start and end date of the timeframe.
/// </summary>
/// <param name="referenceDate">A reference date (can be a business day or a holiday).</param>
/// <param name="holidayCalendar">The (settlement) holiday calendar.</param>
/// <param name="startDate">The start date of the time span with respect to <paramref name="referenceDate" /> (output).</param>
/// <param name="endDate">The end date of the time span with respect to <paramref name="referenceDate" /> (output).</param>
/// <param name="logger">An optional logger.</param>
public void GetStartAndEndDate(DateTime referenceDate, IHolidayCalendar holidayCalendar, out DateTime startDate, out DateTime endDate, ILogger logger = null)
{
DateTime adjReferenceDate = SpotDateAdjustment.GetAdjustedDate(referenceDate, holidayCalendar);
if ((logger != null) && (adjReferenceDate != referenceDate))
{
logger.LogInformation("Reference date {0} has been adjusted to {1}.", referenceDate.ToShortDateString(), adjReferenceDate.ToShortDateString());
}
DateTime spotDate = adjReferenceDate;
switch (StartDateTenor.TenorType)
{
case TenorType.Overnight:
startDate = StartDateAdjustment.GetAdjustedDate(spotDate.AddDays(1), holidayCalendar);
break;
case TenorType.TomorrowNext:
if ((SpotDateAdjustment.AdjustmentType != BusinessDayAdjustmentType.AdjustmentToBusinessDay) && (holidayCalendar.IsBusinessDay(spotDate) == false))
{
spotDate = holidayCalendar.GetForwardAdjustedBusinessDay(spotDate);
}
spotDate = holidayCalendar.AddBusinessDays(spotDate, 1);
startDate = StartDateAdjustment.GetAdjustedDate(spotDate.AddDays(1), holidayCalendar);
break;
case TenorType.RegularTenor:
if ((SpotDateAdjustment.AdjustmentType != BusinessDayAdjustmentType.AdjustmentToBusinessDay) && (holidayCalendar.IsBusinessDay(spotDate) == false))
{
if (BusinessDaysToSettle > 0)
{
spotDate = holidayCalendar.GetForwardAdjustedBusinessDay(spotDate);
}
else if (BusinessDaysToSettle < 0)
{
spotDate = holidayCalendar.GetPreviousAdjustedBusinessDay(spotDate);
}
}
if (BusinessDaysToSettle != 0)
{
spotDate = holidayCalendar.AddBusinessDays(spotDate, BusinessDaysToSettle);
}
startDate = StartDateAdjustment.GetAdjustedDate(spotDate.AddTenorTimeSpan(StartDateTenor), holidayCalendar);
break;
default:
throw new NotImplementedException();
}
endDate = EndDateAdjustment.GetAdjustedDate(startDate.AddTenorTimeSpan(Tenor), holidayCalendar);
}