/// <summary>Gets the start and end date of the timeframe.
/// </summary>
/// <param name="referenceDate">A reference date (can be a business day or a holiday).</param>
/// <param name="holidayCalendar">The (settlement) holiday calendar.</param>
/// <param name="fixingLag">The fixing lag, i.e. a method used to calculate the fixing date with respect to the period. Will be applied to the IMM Date (even if the IMM date is not a business day).</param>
/// <param name="startDate">The start date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="endDate">The end date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="tenor">The tenor that represents the time span; if the end date of the current object is not specified by its <see cref="TenorTimeSpan"/> representation, <paramref name="tenorRoundingRule"/>
/// will be applied to <paramref name="startDate"/> and <paramref name="endDate"/> for the calculation of a <see cref="TenorTimeSpan"/> representation.</param>
/// <param name="tenorRoundingRule"> A rounding rule which will be take into account if and only if the end date of the current object is not specified by its <see cref="TenorTimeSpan"/> representation.</param>
/// <param name="logger">An optional logger.</param>
public DateTime GetStartAndEndDate(DateTime referenceDate, IHolidayCalendar holidayCalendar, IFixingLag fixingLag, out DateTime startDate, out DateTime endDate, out TenorTimeSpan tenor, TenorTimeSpan.RoundingRule tenorRoundingRule = TenorTimeSpan.RoundingRule.NearestMonth, ILogger logger = null)
{
tenor = Tenor;
return(GetStartAndEndDate(referenceDate, holidayCalendar, fixingLag, out startDate, out endDate, logger));
}
/// <summary>Gets a <see cref="TenorTimeSpan"/> representation of a specific time span.
/// </summary>
/// <param name="startDate">The start date of the time span.</param>
/// <param name="endDate">The end date of the time span.</param>
/// <param name="roundingRule">A rounding rule to take into account. Often one is interest in a year and month representation only.</param>
/// <returns>A <see cref="TenorTimeSpan"/> representation of the time span between <paramref name="startDate"/> and <paramref name="endDate"/> where
/// years and months are taken into account only.</returns>
public static TenorTimeSpan GetTimeSpanInBetween(DateTime startDate, DateTime endDate, TenorTimeSpan.RoundingRule roundingRule = RoundingRule.Exact)
{
int sign = (endDate >= startDate) ? 1 : -1;
/* 1.) compute the number of years, i.e. adjust the start date: */
int numberOfYears = endDate.Year - startDate.Year;
var tempStartDate = startDate.AddYears(numberOfYears);
if ((sign == 1) && (tempStartDate > endDate))
{
numberOfYears = numberOfYears - 1;
}
else if ((sign == -1) && (tempStartDate < endDate))
{
numberOfYears = numberOfYears + 1;
}
startDate = startDate.AddYears(numberOfYears);
/* 2.) compute the number of months, i.e. adjust the start date: */
int numberOfMonths = endDate.Month - startDate.Month;
if (sign * startDate.Month > sign * endDate.Month)
{
numberOfMonths += sign * 12;
}
tempStartDate = startDate.AddMonths(numberOfMonths);
if ((sign == 1) && (tempStartDate > endDate))
{
numberOfMonths = Math.Max(0, numberOfMonths - 1);
}
else if ((sign == -1) && (tempStartDate < endDate))
{
numberOfMonths = Math.Min(12, numberOfMonths + 1);
}
startDate = startDate.AddMonths(numberOfMonths);
/* 3.) compute the number of days and apply the 'rounding rule': */
int numberOfDays = endDate.Subtract(startDate).Days;
switch (roundingRule)
{
case RoundingRule.NearestMonth:
if (Math.Abs(numberOfDays) > 15)
{
return(new TenorTimeSpan(numberOfYears, numberOfMonths + sign, 0));
}
return(new TenorTimeSpan(numberOfYears, numberOfMonths, 0));
case RoundingRule.Exact:
return(new TenorTimeSpan(numberOfYears, numberOfMonths, numberOfDays));
case RoundingRule.NearestWeek:
int r = Math.Abs(numberOfDays) % 7;
if (r <= 3)
{
return(new TenorTimeSpan(numberOfYears, numberOfMonths, 7 * (numberOfDays / 7)));
}
else
{
return(new TenorTimeSpan(numberOfYears, numberOfMonths, 7 * (numberOfDays / 7) + sign * 7));
}
default:
throw new NotImplementedException();
}
}
/// <summary>Gets the start and end date of the timeframe.
/// </summary>
/// <param name="referenceDate">A reference date (can be a business day or a holiday).</param>
/// <param name="holidayCalendar">The (settlement) holiday calendar.</param>
/// <param name="startDate">The start date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="endDate">The end date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="tenor">The tenor that represents the time span; if the end date of the current object is not specified by its <see cref="TenorTimeSpan"/> representation, <paramref name="tenorRoundingRule"/>
/// will be applied to <paramref name="startDate"/> and <paramref name="endDate"/> for the calculation of a <see cref="TenorTimeSpan"/> representation.</param>
/// <param name="tenorRoundingRule"> A rounding rule which will be take into account if and only if the end date of the current object is not specified by its <see cref="TenorTimeSpan"/> representation.</param>
/// <param name="logger">An optional logger.</param>
public void GetStartAndEndDate(DateTime referenceDate, IHolidayCalendar holidayCalendar, out DateTime startDate, out DateTime endDate, out TenorTimeSpan tenor, TenorTimeSpan.RoundingRule tenorRoundingRule = TenorTimeSpan.RoundingRule.NearestMonth, ILogger logger = null)
{
tenor = Tenor;
GetStartAndEndDate(referenceDate, holidayCalendar, out startDate, out endDate, logger);
}
public TenorTimeSpan GetTimeSpanInBetween_TestCase(DateTime startDate, DateTime endDate, TenorTimeSpan.RoundingRule roundingRule)
{
return(TenorTimeSpan.GetTimeSpanInBetween(startDate, endDate, roundingRule));
}
