public static Tenor FromString(string tenor)
{
try
{
Tenor result;
if (_tenorCache.TryGetValue(tenor, out result)) return result;
if (tenor.Equals("on", StringComparison.InvariantCultureIgnoreCase) || tenor.Equals("o/n", StringComparison.InvariantCultureIgnoreCase))
{
result = new Tenor(1, TenorType.BusinessDay);
_tenorCache.TryAdd(tenor, result);
return result;
}
char tenorChar = tenor[tenor.Length - 1];
var duration = Int32.Parse(tenor.Substring(0, tenor.Length - 1));
TenorType tenorType = TenorType.CalendarDay;
switch (tenorChar)
{
case 'd':
tenorType = TenorType.CalendarDay;
break;
case 'b':
tenorType = TenorType.BusinessDay;
break;
case 'w':
tenorType = TenorType.Week;
break;
case 'm':
tenorType = TenorType.Month;
break;
case 'y':
tenorType = TenorType.Year;
break;
default:
throw new Exception("Unrecognized tenor " + tenor);
}
result = NormalizeTenor(new Tenor(duration, tenorType));
_tenorCache.TryAdd(tenor, result);
return result;
}
catch (Exception ex)
{
SLog.log.Error("Error parsing tenor " + tenor, ex);
}
return null;
}
public static DateTime AddTenor(this DateTime self, Tenor tenor, string calendar = null)
{
var key = string.Format("{0:yyyyMMdd}:{1}:{2}", self, tenor, calendar);
return TenorCache.GetOrAdd(key, tenor.Add(self, calendar));
}
public static Tenor NormalizeTenor(Tenor tenor)
{
if(tenor.Duration == 0)
{
return new Tenor(0, TenorType.CalendarDay);
} else if (tenor.TenorType == TenorType.Month && Math.Abs(tenor.Duration) % 12 == 0)
{
return new Tenor(tenor.Duration / 12, TenorType.Year);
}
return tenor;
}
