public static Date maturityDate(Leg leg)
{
Utils.QL_REQUIRE(!leg.empty(), () => "empty leg");
Date d = Date.minDate();
for (int i = 0; i < leg.Count; ++i)
{
Coupon c = leg[i] as Coupon;
if (c != null)
{
d = Date.Max(d, c.accrualEndDate());
}
else
{
d = Date.Max(d, leg[i].date());
}
}
return(d);
}
public static Date accrualEndDate(Leg leg, bool includeSettlementDateFlows, Date settlementDate = null)
{
CashFlow cf = nextCashFlow(leg, includeSettlementDateFlows, settlementDate);
if (cf == null)
{
return(null);
}
Date paymentDate = cf.date();
foreach (CashFlow x in leg.Where(x => x.date() == paymentDate))
{
Coupon cp = x as Coupon;
if (cp != null)
{
return(cp.accrualEndDate());
}
}
return(null);
}
