/// <summary>
/// Generates the unadjusted calculation dates.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="terminationDate">The termination date.</param>
/// <param name="regularPeriodStartDate">The regular period start date.</param>
/// <param name="periodInterval">The period interval.</param>
/// <param name="rollConvention">The roll convention.</param>
/// <param name="stubPeriodType">Type of the stub period.</param>
/// <returns></returns>
static public List <CalculationPeriod> GenerateUnadjustedCalculationDates(DateTime effectiveDate, DateTime terminationDate, DateTime regularPeriodStartDate, Period periodInterval, RollConventionEnum rollConvention, StubPeriodTypeEnum?stubPeriodType)
{
DateTime startDate = effectiveDate;
DateTime endDate = terminationDate;
Boolean bContainsIrregularFinalPeriod;
List <CalculationPeriod> forwardRegularPeriods = GetForwardRegularPeriods(regularPeriodStartDate, endDate, periodInterval, rollConvention, out bContainsIrregularFinalPeriod);
if (bContainsIrregularFinalPeriod)
{
if (forwardRegularPeriods.Count == 0)
{
CalculationPeriod calculationPeriod = CreateUnadjustedCalculationPeriod(regularPeriodStartDate, endDate);
forwardRegularPeriods.Add(calculationPeriod);
}
else
{
forwardRegularPeriods = SetFinalIrregularStubPeriod(forwardRegularPeriods, endDate, stubPeriodType ?? StubPeriodTypeEnum.LongFinal);
}
}
var backwardRegularPeriods = new List <CalculationPeriod>();
if (regularPeriodStartDate > startDate)
{
StubPeriodTypeEnum irregularInitialStubType = StubPeriodTypeEnum.ShortInitial;
Boolean bContainsIrregularInitialPeriod;
backwardRegularPeriods = GetBackwardRegularPeriods(regularPeriodStartDate, startDate, periodInterval, rollConvention, out bContainsIrregularInitialPeriod);
if ((bContainsIrregularInitialPeriod && stubPeriodType != null) && (stubPeriodType != StubPeriodTypeEnum.ShortInitial && stubPeriodType != StubPeriodTypeEnum.LongInitial))
{
DateTime normalPeriodStart = AddPeriod(startDate, periodInterval, 1);
if (regularPeriodStartDate > normalPeriodStart)
{
irregularInitialStubType = StubPeriodTypeEnum.LongInitial;
}
}
else if ((bContainsIrregularInitialPeriod && stubPeriodType != null) && (stubPeriodType == StubPeriodTypeEnum.ShortInitial || stubPeriodType == StubPeriodTypeEnum.LongInitial))
{
irregularInitialStubType = (StubPeriodTypeEnum)stubPeriodType;
}
if (bContainsIrregularInitialPeriod)
{
if (backwardRegularPeriods.Count == 0)
{
CalculationPeriod calculationPeriod = CreateUnadjustedCalculationPeriod(startDate, regularPeriodStartDate);
backwardRegularPeriods.Add(calculationPeriod);
}
else
{
backwardRegularPeriods = SetInitialIrregularStubPeriod(backwardRegularPeriods, startDate, irregularInitialStubType);
}
}
}
return(MergeCalculationPeriods(backwardRegularPeriods, forwardRegularPeriods));
}
public CalculationPeriodDates(XmlNode xmlNode)
{
XmlNodeList effectiveDateNodeList = xmlNode.SelectNodes("effectiveDate");
if (effectiveDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in effectiveDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
effectiveDateIDRef = item.Attributes["id"].Name;
AdjustableDate ob = AdjustableDate();
IDManager.SetID(effectiveDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
effectiveDateIDRef = item.Attributes["href"].Name;
}
else
{
effectiveDate = new AdjustableDate(item);
}
}
}
XmlNodeList relativeEffectiveDateNodeList = xmlNode.SelectNodes("relativeEffectiveDate");
if (relativeEffectiveDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in relativeEffectiveDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
relativeEffectiveDateIDRef = item.Attributes["id"].Name;
AdjustedRelativeDateOffset ob = AdjustedRelativeDateOffset();
IDManager.SetID(relativeEffectiveDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
relativeEffectiveDateIDRef = item.Attributes["href"].Name;
}
else
{
relativeEffectiveDate = new AdjustedRelativeDateOffset(item);
}
}
}
XmlNodeList terminationDateNodeList = xmlNode.SelectNodes("terminationDate");
if (terminationDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in terminationDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
terminationDateIDRef = item.Attributes["id"].Name;
AdjustableDate ob = AdjustableDate();
IDManager.SetID(terminationDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
terminationDateIDRef = item.Attributes["href"].Name;
}
else
{
terminationDate = new AdjustableDate(item);
}
}
}
XmlNodeList relativeTerminationDateNodeList = xmlNode.SelectNodes("relativeTerminationDate");
if (relativeTerminationDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in relativeTerminationDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
relativeTerminationDateIDRef = item.Attributes["id"].Name;
RelativeDateOffset ob = RelativeDateOffset();
IDManager.SetID(relativeTerminationDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
relativeTerminationDateIDRef = item.Attributes["href"].Name;
}
else
{
relativeTerminationDate = new RelativeDateOffset(item);
}
}
}
XmlNodeList calculationPeriodDatesAdjustmentsNodeList = xmlNode.SelectNodes("calculationPeriodDatesAdjustments");
if (calculationPeriodDatesAdjustmentsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in calculationPeriodDatesAdjustmentsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationPeriodDatesAdjustmentsIDRef = item.Attributes["id"].Name;
BusinessDayAdjustments ob = BusinessDayAdjustments();
IDManager.SetID(calculationPeriodDatesAdjustmentsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationPeriodDatesAdjustmentsIDRef = item.Attributes["href"].Name;
}
else
{
calculationPeriodDatesAdjustments = new BusinessDayAdjustments(item);
}
}
}
XmlNodeList firstPeriodStartDateNodeList = xmlNode.SelectNodes("firstPeriodStartDate");
if (firstPeriodStartDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in firstPeriodStartDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
firstPeriodStartDateIDRef = item.Attributes["id"].Name;
AdjustableDate ob = AdjustableDate();
IDManager.SetID(firstPeriodStartDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
firstPeriodStartDateIDRef = item.Attributes["href"].Name;
}
else
{
firstPeriodStartDate = new AdjustableDate(item);
}
}
}
XmlNodeList firstRegularPeriodStartDateNodeList = xmlNode.SelectNodes("firstRegularPeriodStartDate");
if (firstRegularPeriodStartDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in firstRegularPeriodStartDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
firstRegularPeriodStartDateIDRef = item.Attributes["id"].Name;
XsdTypeDate ob = XsdTypeDate();
IDManager.SetID(firstRegularPeriodStartDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
firstRegularPeriodStartDateIDRef = item.Attributes["href"].Name;
}
else
{
firstRegularPeriodStartDate = new XsdTypeDate(item);
}
}
}
XmlNodeList firstCompoundingPeriodEndDateNodeList = xmlNode.SelectNodes("firstCompoundingPeriodEndDate");
if (firstCompoundingPeriodEndDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in firstCompoundingPeriodEndDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
firstCompoundingPeriodEndDateIDRef = item.Attributes["id"].Name;
XsdTypeDate ob = XsdTypeDate();
IDManager.SetID(firstCompoundingPeriodEndDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
firstCompoundingPeriodEndDateIDRef = item.Attributes["href"].Name;
}
else
{
firstCompoundingPeriodEndDate = new XsdTypeDate(item);
}
}
}
XmlNodeList lastRegularPeriodEndDateNodeList = xmlNode.SelectNodes("lastRegularPeriodEndDate");
if (lastRegularPeriodEndDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in lastRegularPeriodEndDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
lastRegularPeriodEndDateIDRef = item.Attributes["id"].Name;
XsdTypeDate ob = XsdTypeDate();
IDManager.SetID(lastRegularPeriodEndDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
lastRegularPeriodEndDateIDRef = item.Attributes["href"].Name;
}
else
{
lastRegularPeriodEndDate = new XsdTypeDate(item);
}
}
}
XmlNodeList stubPeriodTypeNodeList = xmlNode.SelectNodes("stubPeriodType");
if (stubPeriodTypeNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in stubPeriodTypeNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
stubPeriodTypeIDRef = item.Attributes["id"].Name;
StubPeriodTypeEnum ob = StubPeriodTypeEnum();
IDManager.SetID(stubPeriodTypeIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
stubPeriodTypeIDRef = item.Attributes["href"].Name;
}
else
{
stubPeriodType = new StubPeriodTypeEnum(item);
}
}
}
XmlNodeList calculationPeriodFrequencyNodeList = xmlNode.SelectNodes("calculationPeriodFrequency");
if (calculationPeriodFrequencyNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in calculationPeriodFrequencyNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationPeriodFrequencyIDRef = item.Attributes["id"].Name;
CalculationPeriodFrequency ob = CalculationPeriodFrequency();
IDManager.SetID(calculationPeriodFrequencyIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationPeriodFrequencyIDRef = item.Attributes["href"].Name;
}
else
{
calculationPeriodFrequency = new CalculationPeriodFrequency(item);
}
}
}
}
