/// <summary>Initializes a new instance of the <see cref="IndividualDateScheduleFrequency"/> class.
/// </summary>
/// <param name="frequencyTenor">The frequency tenor.</param>
/// <exception cref="ArgumentException">Thrown, if <paramref name="frequencyTenor"/> represents a
/// tenor with a negative sign or the null-tenor.</exception>
/// <remarks>The <see cref="Name"/> will be set to the <see cref="System.String"/> representation of
/// <paramref name="frequencyTenor"/>.</remarks>
public IndividualDateScheduleFrequency(TenorTimeSpan frequencyTenor)
{
if (TenorTimeSpan.IsNull(frequencyTenor) || (frequencyTenor.IsPositive == false))
{
throw new ArgumentException("frequencyTenor");
}
m_FrequencyTenor = frequencyTenor;
string frequencyTenorAsString = frequencyTenor.ToString();
m_Name = new IdentifierString(frequencyTenorAsString);
m_LongName = new IdentifierString(String.Format(DateFactoryResources.IndividualLongName, frequencyTenorAsString));
}
/// <summary>Initializes a new instance of the <see cref="IRCapletTenorConventionConstant"/> class.
/// </summary>
/// <param name="liborRateTenor">The (unique) libor rate tenor.</param>
/// <exception cref="ArgumentException">Thrown, if <paramref name="liborRateTenor"/> represents a tenor leq or equal <c>0</c>.</exception>
public IRCapletTenorConventionConstant(TenorTimeSpan liborRateTenor)
{
if (TenorTimeSpan.IsNull(liborRateTenor) || (liborRateTenor.IsPositive == false))
{
throw new ArgumentException("liborRateTenor");
}
m_LiborRateTenor = liborRateTenor.AsFrequency();
m_Name = new IdentifierString(String.Format("Constant caplet tenor {0}", liborRateTenor.ToString()));
m_LongName = new IdentifierString(String.Format(IRCapletTenorConventionResources.ConstantTenorLongName, liborRateTenor.ToString()));
}
/// <summary>Initializes a new instance of the <see cref="ForwardStartingTimeframeDescription"/> class.
/// </summary>
/// <param name="startDateTenor">The tenor use to calculate the start date.</param>
/// <param name="tenor">The tenor that represents the time span.</param>
/// <param name="spotDateAdjustment">A business day convention used to compute the spot date, i.e. reference date + a number of business days to settle (if <paramref name="startDateTenor"/> is regular).</param>
/// <param name="startDateAdjustment">A business day convention used to compute the start date of the period.</param>
/// <param name="endDateAdjustment">A business day convention used to compute the end date of the period.</param>
/// <param name="businessDaysToSettle">The number of business days used to calculate the spot date; this parameter will be taken into if and only if <paramref name="startDateTenor"/> is a regular tenor (i.e. neigther overnight nor tomorrow-next).</param>
/// <exception cref="ArgumentException">Thrown, if <paramref name="startDateTenor"/> or <paramref name="tenor"/> represents a negative time span or <paramref name="tenor"/> does not represents a regular tenor (<see cref="TenorType.RegularTenor"/>).</exception>
/// <exception cref="ArgumentNullException">Thrown, if one of the <see cref="IBusinessDayConvention"/> arguments is <c>null</c>.</exception>
public ForwardStartingTimeframeDescription(TenorTimeSpan startDateTenor, TenorTimeSpan tenor, IBusinessDayConvention spotDateAdjustment, IBusinessDayConvention startDateAdjustment, IBusinessDayConvention endDateAdjustment, int businessDaysToSettle = 0)
{
if (startDateTenor.IsPositive == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsInvalid, startDateTenor.ToString()), "startDateTenor");
}
StartDateTenor = startDateTenor;
if ((tenor.IsPositive == false) || (tenor.TenorType != TenorType.RegularTenor)) // ON, TN are not allowed
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsInvalid, tenor.ToString()), "tenor");
}
Tenor = tenor;
if (spotDateAdjustment == null)
{
throw new ArgumentNullException("spotDateAdjustment");
}
SpotDateAdjustment = spotDateAdjustment;
if (startDateAdjustment == null)
{
throw new ArgumentNullException("startDateAdjustment");
}
StartDateAdjustment = startDateAdjustment;
if (endDateAdjustment == null)
{
throw new ArgumentNullException("endDateAdjustment");
}
EndDateAdjustment = endDateAdjustment;
BusinessDaysToSettle = businessDaysToSettle;
}
/// <summary>Returns a <see cref="System.String"/> that represents this instance.
/// </summary>
/// <returns>A <see cref="System.String"/> that represents this instance.</returns>
public override string ToString()
{
return(StartDateTenor.ToString() + "x" + Tenor.ToString());
}
/// <summary>Initializes a new instance of the <see cref="TenorTimeframeDescription"/> class.
/// </summary>
/// <param name="tenor">The tenor that represents the time span.</param>
/// <param name="spotDateAdjustment">A business day convention used to compute the spot date, i.e. reference date + a number of business days to settle (if <paramref name="tenor"/> is regular).</param>
/// <param name="startDateAdjustment">A business day convention used to compute the start date of the period.</param>
/// <param name="endDateAdjustment">A business day convention used to compute the end date of the period.</param>
/// <param name="businessDaysToSettle">The number of business days used to calculate the spot date; this parameter will be taken into if and only if <paramref name="tenor"/> is a regular tenor (i.e. neigther overnight nor tomorrow-next).</param>
/// <exception cref="ArgumentException">Thrown, if <paramref name="tenor"/> represents a negative time span.</exception>
/// <exception cref="ArgumentNullException">Thrown, if one of the <see cref="IBusinessDayConvention"/> arguments is <c>null</c>.</exception>
public TenorTimeframeDescription(TenorTimeSpan tenor, IBusinessDayConvention spotDateAdjustment, IBusinessDayConvention startDateAdjustment, IBusinessDayConvention endDateAdjustment, int businessDaysToSettle = 0)
{
if (tenor.IsPositive == false)
{
throw new ArgumentException(String.Format(ExceptionMessages.ArgumentIsInvalid, tenor.ToString()), "tenor");
}
Tenor = tenor;
if (spotDateAdjustment == null)
{
throw new ArgumentNullException("spotDateAdjustment");
}
SpotDateAdjustment = spotDateAdjustment;
if (startDateAdjustment == null)
{
throw new ArgumentNullException("startDateAdjustment");
}
StartDateAdjustment = startDateAdjustment;
if (endDateAdjustment == null)
{
throw new ArgumentNullException("endDateAdjustment");
}
EndDateAdjustment = endDateAdjustment;
BusinessDaysToSettle = businessDaysToSettle;
}
/// <summary>Returns a <see cref="System.String"/> that represents this instance.
/// </summary>
/// <returns>A <see cref="System.String"/> that represents this instance.</returns>
public override string ToString()
{
return(Tenor.ToString());
}