public Schedule value()
{
// check for mandatory arguments
Utils.QL_REQUIRE(effectiveDate_ != null, () => "effective date not provided");
Utils.QL_REQUIRE(terminationDate_ != null, () => "termination date not provided");
Utils.QL_REQUIRE((object)tenor_ != null, () => "tenor/frequency not provided");
// if no calendar was set...
if (calendar_ == null)
{
// ...we use a null one.
calendar_ = new NullCalendar();
}
// set dynamic defaults:
BusinessDayConvention convention;
// if a convention was set, we use it.
if (convention_ != null)
{
convention = convention_.Value;
}
else
{
if (!calendar_.empty())
{
// ...if we set a calendar, we probably want it to be used;
convention = BusinessDayConvention.Following;
}
else
{
// if not, we don't care.
convention = BusinessDayConvention.Unadjusted;
}
}
BusinessDayConvention terminationDateConvention;
// if set explicitly, we use it;
if (terminationDateConvention_ != null)
{
terminationDateConvention = terminationDateConvention_.Value;
}
else
{
// Unadjusted as per ISDA specification
terminationDateConvention = convention;
}
return(new Schedule(effectiveDate_, terminationDate_, tenor_, calendar_,
convention, terminationDateConvention,
rule_, endOfMonth_, firstDate_, nextToLastDate_));
}
