public static object _CreateBusiness252DayCount(string objectName,
object[,] calendar)
{
try
{
var _calendar = XU.GetSpecialType0D <Calendar>(calendar, "calendar");
var _result = XLConventions.CreateBusiness252DayCount(_calendar);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _IsHoliday(object[,] date,
object[,] calendar)
{
try
{
var _date = XU.GetDate0D(date, "date");
var _calendar = XU.GetSpecialType0D <Calendar>(calendar, "calendar");
var _result = XLConventions.IsHoliday(_date, _calendar);
return(XU.ConvertToObjects(_result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _GetYearFraction(object[,] date1,
object[,] date2,
object[,] convention)
{
try
{
var _date1 = XU.GetDate0D(date1, "date1");
var _date2 = XU.GetDate0D(date2, "date2");
var _convention = XU.GetSpecialType0D <DayCountConvention>(convention, "convention");
var _result = XLConventions.GetYearFraction(_date1, _date2, _convention);
return(XU.ConvertToObjects(_result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _ApplyBusinessDayAdjustment(object[,] date,
object[,] convention,
object[,] calendar)
{
try
{
var _date = XU.GetDate0D(date, "date");
var _convention = XU.GetSpecialType0D <BusinessDayConvention>(convention, "convention");
var _calendar = XU.GetSpecialType0D <Calendar>(calendar, "calendar");
var _result = XLConventions.ApplyBusinessDayAdjustment(_date, _convention, _calendar);
return(XU.ConvertToObjects(_result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _DFFromRate(object[,] rate,
object[,] compounding,
object[,] yearFraction)
{
try
{
var _rate = XU.GetDouble0D(rate, "rate");
var _compounding = XU.GetSpecialType0D <CompoundingConvention>(compounding, "compounding");
var _yearFraction = XU.GetDouble0D(yearFraction, "yearFraction");
var _result = XLConventions.DFFromRate(_rate, _compounding, _yearFraction);
return(XU.ConvertToObjects(_result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
public static object _RateConvert(object[,] rate,
object[,] compoundingFrom,
object[,] compoundingTo,
object[,] yearFraction)
{
try
{
var _rate = XU.GetDouble0D(rate, "rate");
var _compoundingFrom = XU.GetSpecialType0D <CompoundingConvention>(compoundingFrom, "compoundingFrom");
var _compoundingTo = XU.GetSpecialType0D <CompoundingConvention>(compoundingTo, "compoundingTo");
var _yearFraction = XU.GetDouble0D(yearFraction, "yearFraction", double.NaN);
var _result = XLConventions.RateConvert(_rate, _compoundingFrom, _compoundingTo, _yearFraction);
return(XU.ConvertToObjects(_result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
