Example #1
0
 public static DateStamp AddMarketDays(this IInstrument instrument, DateStamp date, int numMarketDays)
 {
     if (numMarketDays == 0)
     {
         return(date);
     }
     for (var i = 1; i <= numMarketDays; i++)
     {
         do
         {
             date = date.AddDays(1);
         } while (!instrument.IsMarketDay(date));
     }
     for (var i = -1; i >= numMarketDays; i--)
     {
         do
         {
             date = date.AddDays(-1);
         } while (!instrument.IsMarketDay(date));
     }
     return(date);
 }