public static MonthCodeYear GetMonthOffset(this MonthCodeYear input_, int offset_)
{
var asMonthYear = new MonthYear((int) input_.Month, input_.Year);
var converted = asMonthYear.GetMonthOffset(offset_);
return new MonthCodeYear((MonthCode) converted.Month, converted.Year);
}
private static Bond findBond(IEnumerable<Bond> bonds_, MonthYear month_, int yearsMaturity_, DateTime currDate, int nthAuction)
{
Logger.InfoFormat(typeof(Generator), "searching CT bond for {0} series", yearsMaturity_);
var overrIDE = _CT_overrides.FirstOrDefault(x => x.Item1 == yearsMaturity_ && x.Item2.Equals(month_));
if (overrIDE != null)
return bonds_.FirstOrDefault(x => String.Compare(x.SymmetryCode, overrIDE.Item3, StringComparison.OrdinalIgnoreCase) == 0);
//var bonds = bonds_.Where(x => x.Maturity.Value.Month == month_.Month && x.Maturity.Value.Year == month_.Year + yearsMaturity_);
//if (bonds.Count() > 1)
//{
// Logger.Debug(string.Format("More than one bond found for {0} with {1} years to maturity", month_.ToString(), yearsMaturity_.ToString()), typeof(Generator));
// Array.ForEach(bonds.ToArray(),x=>Logger.Debug(string.Format("{0} - {1} - {2}",x.SymmetryCode,x.DisplayName,x.IssueDate),typeof(Generator)));
//}
//var bond = bonds_.FirstOrDefault(x => x.Maturity.Value.Month == month_.Month && x.Maturity.Value.Year == month_.Year + yearsMaturity_);
var ctcontract = new CTBond { Ric = "CT" + yearsMaturity_, Series = yearsMaturity_ };
var ctlogic = new CTRollLogic(ctcontract);
var bond = ctlogic.GetCTBond(currDate, nthAuction);
if(bond != null)
Logger.InfoFormat(typeof(Generator), "CT bond found {0}: ", bond.SymmetryCode);
return bond;
}
