//-------------------------------------------------------------------------
public PortfolioItemSummary summarize()
{
// 3x6 USD 1mm Rec GBP-LIBOR / Pay 2.5% : 21Jan18-21Apr18
StringBuilder buf = new StringBuilder(64);
Optional <LocalDate> tradeDate = info.TradeDate;
if (tradeDate.Present)
{
// use a three day fudge to avoid most holiday and end of month issues when calculating months
buf.Append(MONTHS.between(tradeDate.get(), product.StartDate.plusDays(3)));
buf.Append("x");
buf.Append(MONTHS.between(tradeDate.get(), product.EndDate.plusDays(3)));
}
else
{
buf.Append(product.Index.Tenor);
}
buf.Append(' ');
string floatingRate = product.Index.FloatingRateName.normalized().ToString();
string fixedRate = SummarizerUtils.percent(product.FixedRate);
buf.Append(SummarizerUtils.amount(product.Currency, product.Notional));
buf.Append(" Rec ");
buf.Append(product.BuySell.Buy ? floatingRate : fixedRate);
buf.Append(" / Pay ");
buf.Append(product.BuySell.Buy ? fixedRate : floatingRate);
buf.Append(" : ");
buf.Append(SummarizerUtils.dateRange(product.StartDate, product.EndDate));
return(SummarizerUtils.summary(this, ProductType.FRA, buf.ToString(), product.Currency));
}
/// <summary>
/// Converts a date range to a period string.
/// </summary>
/// <param name="start"> the start date </param>
/// <param name="end"> the end date </param>
/// <returns> the string form </returns>
public static string datePeriod(LocalDate start, LocalDate end)
{
int months = Math.toIntExact(MONTHS.between(start, end.plusDays(3)));
if (months > 0)
{
return(Tenor.of(Period.ofMonths((int)months)).normalized().ToString());
}
else
{
return(Tenor.of(Period.ofDays((int)start.until(end, ChronoUnit.DAYS))).ToString());
}
}
public static bool HasFlagFast(this MONTHS value, MONTHS flag)
{
return((value & flag) != 0);
}
