Example #1
0
        //-------------------------------------------------------------------------
        public ResolvedTermDeposit resolve(ReferenceData refData)
        {
            DateAdjuster bda          = BusinessDayAdjustment.orElse(BusinessDayAdjustment.NONE).resolve(refData);
            LocalDate    start        = bda.adjust(startDate);
            LocalDate    end          = bda.adjust(endDate);
            double       yearFraction = dayCount.yearFraction(start, end);

            return(ResolvedTermDeposit.builder().startDate(start).endDate(end).yearFraction(yearFraction).currency(Currency).notional(buySell.normalize(notional)).rate(rate).build());
        }