/// <summary>Initializes a new instance of the <see cref="TenorTimeSpanSpread"/> struct.
/// </summary>
/// <param name="firstTenor">The first tenor.</param>
/// <param name="secondTenor">The second tenor.</param>
/// <param name="firstTenorDescription">The optional description of the <paramref name="firstTenor"/>.</param>
/// <param name="secondTenorDescription">The optional description of the <paramref name="secondTenor"/>.</param>
/// <param name="stringRepresentationUsage">The string representation usage, i.e. the delimiter used for the <see cref="TenorTimeSpanSpread.ToString()"/> method.</param>
public TenorTimeSpanSpread(TenorTimeSpan firstTenor, TenorTimeSpan secondTenor, string firstTenorDescription = "", string secondTenorDescription = "", StringRepresentationUsage stringRepresentationUsage = StringRepresentationUsage.Versus)
{
FirstTenor = firstTenor;
SecondTenor = secondTenor;
FirstTenorDescription = (firstTenorDescription != null) ? firstTenorDescription : String.Empty;
SecondTenorDescription = (secondTenorDescription != null) ? secondTenorDescription : String.Empty;
m_StringRepresentationUsage = stringRepresentationUsage;
}
/// <summary>Initializes a new instance of the <see cref="TenorTimeSpanSpread"/> struct.
/// </summary>
/// <param name="tenorTimeSpan">The tenor time span.</param>
/// <param name="description">The optional description of <paramref name="tenorTimeSpan"/>.</param>
/// <param name="stringRepresentationUsage">The string representation usage, i.e. the delimiter used for the <see cref="TenorTimeSpanSpread.ToString()"/> method.</param>
public TenorTimeSpanSpread(TenorTimeSpan tenorTimeSpan, string description = "", StringRepresentationUsage stringRepresentationUsage = StringRepresentationUsage.Versus)
{
FirstTenor = tenorTimeSpan;
FirstTenorDescription = (description != null) ? description : String.Empty;
SecondTenor = TenorTimeSpan.Null;
SecondTenorDescription = String.Empty;
m_StringRepresentationUsage = stringRepresentationUsage;
}
/// <summary>Returns a <see cref="System.String"/> that represents this instance.
/// </summary>
/// <param name="stringRepresentationUsage">The string representation usage.</param>
/// <returns>A <see cref="System.String"/> that represents this instance.
/// </returns>
public string ToString(StringRepresentationUsage stringRepresentationUsage)
{
if ((TenorTimeSpan.IsNull(FirstTenor) == true) && (TenorTimeSpan.IsNull(SecondTenor) == true) && (FirstTenorDescription == null || FirstTenorDescription.Length == 0) && (SecondTenorDescription == null || SecondTenorDescription.Length == 0))
{
return(sm_NullIdentifierStringRepresentation.String);
}
StringBuilder strBuilder = new StringBuilder();
strBuilder.Append(FirstTenor.ToString());
if ((FirstTenorDescription != null) && (FirstTenorDescription.Length > 0))
{
if (strBuilder.Length > 0)
{
strBuilder.Append(" ");
}
strBuilder.Append(String.Format(" [{0}]", FirstTenorDescription));
}
if ((TenorTimeSpan.IsNull(SecondTenor) == false) || (SecondTenorDescription != null && SecondTenorDescription.Length > 0))
{
switch (stringRepresentationUsage)
{
case StringRepresentationUsage.Versus:
strBuilder.Append(String.Format(" vs. {0}", SecondTenor.ToString()));
break;
case StringRepresentationUsage.Minus:
strBuilder.Append(String.Format(" - {0}", SecondTenor.ToString()));
break;
default:
throw new NotImplementedException();
}
if ((SecondTenorDescription != null) && (SecondTenorDescription.Length > 0))
{
strBuilder.Append(String.Format(" [{0}]", SecondTenorDescription));
}
}
return(strBuilder.ToString());
}
/// <summary>Converts a <see cref="System.String"/> object into two <see cref="TenorTimeSpan"/> objects and its descriptions.
/// </summary>
/// <param name="tenorSpreadString">The <see cref="System.String"/> representation of the tenor spread.</param>
/// <param name="firstTenor">The first tenor (output).</param>
/// <param name="secondTenor">The second tenor (output).</param>
/// <param name="firstTenorDescription">The description of <paramref name="firstTenor"/>; perhaps <c>null</c> (output).</param>
/// <param name="secondTenorDescription">The description of <paramref name="secondTenor"/>; perhaps <c>null</c> (output).</param>
/// <param name="stringRepresentationUsage">The string representation usage, i.e. the delimiter used for the <see cref="TenorTimeSpanSpread.ToString()"/> method (output).</param>
/// <returns>A value indicating whether <paramref name="firstTenor"/>, <paramref name="secondTenor"/>, <paramref name="firstTenorDescription"/> and <paramref name="secondTenorDescription"/> contains valid data.</returns>
private static bool TryParse(string tenorSpreadString, out TenorTimeSpan firstTenor, out TenorTimeSpan secondTenor, out string firstTenorDescription, out string secondTenorDescription, out StringRepresentationUsage stringRepresentationUsage)
{
if (tenorSpreadString == null)
{
throw new ArgumentNullException("tenorSpreadString");
}
string tenorSpreadIDString = tenorSpreadString.ToIDString();
firstTenor = secondTenor = TenorTimeSpan.Null;
firstTenorDescription = secondTenorDescription = String.Empty;
stringRepresentationUsage = StringRepresentationUsage.Minus;
if (((tenorSpreadIDString.Length == 1) && (tenorSpreadIDString[0] == '0')) || (tenorSpreadIDString == sm_NullIdentifierStringRepresentation.IDString))
{
return(true); // special: '0' and "<null>" will be interpreted as 'null'
}
int delimiterIndex = tenorSpreadString.IndexOf('-');
if (delimiterIndex >= 0)
{
if (TryParse(tenorSpreadString.Substring(0, delimiterIndex), out firstTenor, out firstTenorDescription) == false)
{
return(false);
}
return(TryParse(tenorSpreadString.Substring(delimiterIndex + 1, tenorSpreadString.Length - delimiterIndex - 1), out secondTenor, out secondTenorDescription));
}
delimiterIndex = tenorSpreadString.IndexOf('v'); // first character of "vs."
if (delimiterIndex < 0)
{
return(TryParse(tenorSpreadString, out firstTenor, out firstTenorDescription));
}
else if (TryParse(tenorSpreadString.Substring(0, delimiterIndex), out firstTenor, out firstTenorDescription) == false)
{
return(false);
}
if ((delimiterIndex + 2 < tenorSpreadString.Length) && (tenorSpreadString[delimiterIndex + 1] == 's') && (tenorSpreadString[delimiterIndex + 2] == '.'))
{
stringRepresentationUsage = StringRepresentationUsage.Versus;
return(TryParse(tenorSpreadString.Substring(delimiterIndex + 3, tenorSpreadString.Length - delimiterIndex - 3), out secondTenor, out secondTenorDescription));
}
return(false);
}
