/// <summary>Adds a specific <see cref="TenorTimeSpan"/> object to a specific <see cref="System.DateTime"/> object.
/// </summary>
/// <param name="startDate">The start date.</param>
/// <param name="tenorTimeSpan">The time span to add in its <see cref="String"/> representation.</param>
/// <param name="tenorTimeSpanFactor">A (optional) factor to take into account.</param>
/// <returns>The <see cref="System.DateTime"/> which is the result of <paramref name="startDate"/> plus <paramref name="tenorTimeSpanFactor"/> * <paramref name="tenorTimeSpan"/>.</returns>
/// <remarks>If <paramref name="tenorTimeSpan"/> is equal to <see cref="TenorTimeSpan.TomorrowNextTenor"/>, two (2) [times <paramref name="tenorTimeSpanFactor"/>] days will be added to <paramref name="startDate"/>.</remarks>
public static DateTime AddTenorTimeSpan(this DateTime startDate, string tenorTimeSpan, int tenorTimeSpanFactor = 1)
{
DateTime date = startDate;
int years, months, days;
TenorType tenorType;
if (TenorTimeSpan.TryParse(tenorTimeSpan, out years, out months, out days, out tenorType) == false)
{
throw new ArgumentException(String.Format(Dodoni.BasicComponents.ExceptionMessages.ArgumentIsInvalid, tenorTimeSpan), "tenorTimeSpan");
}
if (years != 0)
{
date = date.AddYears(tenorTimeSpanFactor * years);
}
if (months != 0)
{
date = date.AddMonths(tenorTimeSpanFactor * months);
}
if (days != 0)
{
date = date.AddDays(tenorTimeSpanFactor * days);
}
return(date);
}
/// <summary>Indicates whether the current object is equal to another object of type <see cref="TenorTimeSpan"/>.
/// </summary>
/// <param name="other">An object to compare with this object.</param>
/// <returns><c>true</c> if the current object is equal to the <paramref name="other"/> parameter; otherwise <c>false</c>.</returns>
public bool Equals(TenorTimeSpan other)
{
if (TenorTimeSpan.IsNull(SecondTenor) == false)
{
return(false);
}
return(FirstTenor.Equals(other));
}
/// <summary>Initializes a new instance of the <see cref="TenorTimeSpanSpread"/> struct.
/// </summary>
/// <param name="firstTenor">The first tenor.</param>
/// <param name="secondTenor">The second tenor.</param>
/// <param name="firstTenorDescription">The optional description of the <paramref name="firstTenor"/>.</param>
/// <param name="secondTenorDescription">The optional description of the <paramref name="secondTenor"/>.</param>
/// <param name="stringRepresentationUsage">The string representation usage, i.e. the delimiter used for the <see cref="TenorTimeSpanSpread.ToString()"/> method.</param>
public TenorTimeSpanSpread(TenorTimeSpan firstTenor, TenorTimeSpan secondTenor, string firstTenorDescription = "", string secondTenorDescription = "", StringRepresentationUsage stringRepresentationUsage = StringRepresentationUsage.Versus)
{
FirstTenor = firstTenor;
SecondTenor = secondTenor;
FirstTenorDescription = (firstTenorDescription != null) ? firstTenorDescription : String.Empty;
SecondTenorDescription = (secondTenorDescription != null) ? secondTenorDescription : String.Empty;
m_StringRepresentationUsage = stringRepresentationUsage;
}
/// <summary>Initializes a new instance of the <see cref="TenorTimeSpanSpread"/> struct.
/// </summary>
/// <param name="tenorTimeSpan">The tenor time span.</param>
/// <param name="description">The optional description of <paramref name="tenorTimeSpan"/>.</param>
/// <param name="stringRepresentationUsage">The string representation usage, i.e. the delimiter used for the <see cref="TenorTimeSpanSpread.ToString()"/> method.</param>
public TenorTimeSpanSpread(TenorTimeSpan tenorTimeSpan, string description = "", StringRepresentationUsage stringRepresentationUsage = StringRepresentationUsage.Versus)
{
FirstTenor = tenorTimeSpan;
FirstTenorDescription = (description != null) ? description : String.Empty;
SecondTenor = TenorTimeSpan.Null;
SecondTenorDescription = String.Empty;
m_StringRepresentationUsage = stringRepresentationUsage;
}
/// <summary>Converts a <see cref="System.String"/> object into two <see cref="TenorTimeSpan"/> objects and its descriptions.
/// </summary>
/// <param name="tenorSpreadString">The <see cref="System.String"/> representation of the tenor spread.</param>
/// <param name="firstTenor">The first tenor (output).</param>
/// <param name="secondTenor">The second tenor (output).</param>
/// <param name="firstTenorDescription">The description of <paramref name="firstTenor"/>; perhaps <c>null</c> (output).</param>
/// <param name="secondTenorDescription">The description of <paramref name="secondTenor"/>; perhaps <c>null</c> (output).</param>
/// <param name="stringRepresentationUsage">The string representation usage, i.e. the delimiter used for the <see cref="TenorTimeSpanSpread.ToString()"/> method (output).</param>
/// <returns>A value indicating whether <paramref name="firstTenor"/>, <paramref name="secondTenor"/>, <paramref name="firstTenorDescription"/> and <paramref name="secondTenorDescription"/> contains valid data.</returns>
private static bool TryParse(string tenorSpreadString, out TenorTimeSpan firstTenor, out TenorTimeSpan secondTenor, out string firstTenorDescription, out string secondTenorDescription, out StringRepresentationUsage stringRepresentationUsage)
{
if (tenorSpreadString == null)
{
throw new ArgumentNullException("tenorSpreadString");
}
string tenorSpreadIDString = tenorSpreadString.ToIDString();
firstTenor = secondTenor = TenorTimeSpan.Null;
firstTenorDescription = secondTenorDescription = String.Empty;
stringRepresentationUsage = StringRepresentationUsage.Minus;
if (((tenorSpreadIDString.Length == 1) && (tenorSpreadIDString[0] == '0')) || (tenorSpreadIDString == sm_NullIdentifierStringRepresentation.IDString))
{
return(true); // special: '0' and "<null>" will be interpreted as 'null'
}
int delimiterIndex = tenorSpreadString.IndexOf('-');
if (delimiterIndex >= 0)
{
if (TryParse(tenorSpreadString.Substring(0, delimiterIndex), out firstTenor, out firstTenorDescription) == false)
{
return(false);
}
return(TryParse(tenorSpreadString.Substring(delimiterIndex + 1, tenorSpreadString.Length - delimiterIndex - 1), out secondTenor, out secondTenorDescription));
}
delimiterIndex = tenorSpreadString.IndexOf('v'); // first character of "vs."
if (delimiterIndex < 0)
{
return(TryParse(tenorSpreadString, out firstTenor, out firstTenorDescription));
}
else if (TryParse(tenorSpreadString.Substring(0, delimiterIndex), out firstTenor, out firstTenorDescription) == false)
{
return(false);
}
if ((delimiterIndex + 2 < tenorSpreadString.Length) && (tenorSpreadString[delimiterIndex + 1] == 's') && (tenorSpreadString[delimiterIndex + 2] == '.'))
{
stringRepresentationUsage = StringRepresentationUsage.Versus;
return(TryParse(tenorSpreadString.Substring(delimiterIndex + 3, tenorSpreadString.Length - delimiterIndex - 3), out secondTenor, out secondTenorDescription));
}
return(false);
}
/// <summary>Adds a specific <see cref="TenorTimeSpan"/> object to a specific <see cref="System.DateTime"/> object.
/// </summary>
/// <param name="startDate">The start date.</param>
/// <param name="tenorTimeSpan">The time span to add in its <see cref="TenorTimeSpan"/> representation.</param>
/// <returns>The <see cref="System.DateTime"/> which is the result of <paramref name="startDate"/> plus <paramref name="tenorTimeSpan"/>.</returns>
/// <remarks>If <paramref name="tenorTimeSpan"/> is equal to <see cref="TenorTimeSpan.TomorrowNextTenor"/>, two (2) days will be added to <paramref name="startDate"/>.</remarks>
public static DateTime AddTenorTimeSpan(this DateTime startDate, TenorTimeSpan tenorTimeSpan)
{
DateTime date = startDate;
if (tenorTimeSpan.Years != 0)
{
date = date.AddYears(tenorTimeSpan.Years);
}
if (tenorTimeSpan.Months != 0)
{
date = date.AddMonths(tenorTimeSpan.Months);
}
if (tenorTimeSpan.Days != 0)
{
date = date.AddDays(tenorTimeSpan.Days);
}
return(date);
}
/// <summary>Returns a <see cref="System.String"/> that represents this instance.
/// </summary>
/// <param name="stringRepresentationUsage">The string representation usage.</param>
/// <returns>A <see cref="System.String"/> that represents this instance.
/// </returns>
public string ToString(StringRepresentationUsage stringRepresentationUsage)
{
if ((TenorTimeSpan.IsNull(FirstTenor) == true) && (TenorTimeSpan.IsNull(SecondTenor) == true) && (FirstTenorDescription == null || FirstTenorDescription.Length == 0) && (SecondTenorDescription == null || SecondTenorDescription.Length == 0))
{
return(sm_NullIdentifierStringRepresentation.String);
}
StringBuilder strBuilder = new StringBuilder();
strBuilder.Append(FirstTenor.ToString());
if ((FirstTenorDescription != null) && (FirstTenorDescription.Length > 0))
{
if (strBuilder.Length > 0)
{
strBuilder.Append(" ");
}
strBuilder.Append(String.Format(" [{0}]", FirstTenorDescription));
}
if ((TenorTimeSpan.IsNull(SecondTenor) == false) || (SecondTenorDescription != null && SecondTenorDescription.Length > 0))
{
switch (stringRepresentationUsage)
{
case StringRepresentationUsage.Versus:
strBuilder.Append(String.Format(" vs. {0}", SecondTenor.ToString()));
break;
case StringRepresentationUsage.Minus:
strBuilder.Append(String.Format(" - {0}", SecondTenor.ToString()));
break;
default:
throw new NotImplementedException();
}
if ((SecondTenorDescription != null) && (SecondTenorDescription.Length > 0))
{
strBuilder.Append(String.Format(" [{0}]", SecondTenorDescription));
}
}
return(strBuilder.ToString());
}
/// <summary>Converts a <see cref="System.String"/> object into a <see cref="TenorTimeSpan"/> object and its optional description.
/// </summary>
/// <param name="tenorWithDescription">The tenor with [optional] description in its <see cref="System.String"/> representation.</param>
/// <param name="tenor">The tenor (output).</param>
/// <param name="tenorDescription">The description (output).</param>
/// <returns>A value indicating whether <paramref name="tenor"/> and <paramref name="tenorDescription"/> contains valid data.</returns>
private static bool TryParse(string tenorWithDescription, out TenorTimeSpan tenor, out string tenorDescription)
{
int descriptionStartIndex = tenorWithDescription.IndexOf('[');
if (descriptionStartIndex < 0)
{
tenorDescription = String.Empty;
return(TenorTimeSpan.TryParse(tenorWithDescription, out tenor));
}
int descriptionEndIndex = tenorWithDescription.LastIndexOf(']');
if (descriptionEndIndex < descriptionStartIndex)
{
tenorDescription = String.Empty;
tenor = TenorTimeSpan.Null;
return(false);
}
string tenorString = tenorWithDescription.Substring(0, descriptionStartIndex);
tenorDescription = tenorWithDescription.Substring(descriptionStartIndex + 1, descriptionEndIndex - descriptionStartIndex - 1);
return(TenorTimeSpan.TryParse(tenorString, out tenor));
}
/// <summary>Initializes a new instance of the <see cref="ExpiryTenorTimeSpan"/> struct.
/// </summary>
/// <param name="expiryTimeSpan">The expiry time span of some swaption.</param>
/// <param name="tenorTimeSpan">The tenor (maturity) time span of some swap/swaption.</param>
public ExpiryTenorTimeSpan(TenorTimeSpan expiryTimeSpan, TenorTimeSpan tenorTimeSpan)
{
ExpiryTimeSpan = expiryTimeSpan;
TenorTimeSpan = tenorTimeSpan;
}
/// <summary>Determines whether a specified <see cref="TenorTimeSpanSpread"/> object is a spread, i.e. <see cref="TenorTimeSpanSpread.FirstTenor"/> and <see cref="TenorTimeSpanSpread.SecondTenor"/> is <b>not</b> <see cref="TenorTimeSpan.Null"/>.
/// </summary>
/// <param name="tenorTimeSpanSpread">The <see cref="TenorTimeSpanSpread"/> object.</param>
/// <returns><c>true</c> if both <see cref="TenorTimeSpan"/> objects of <paramref name="tenorTimeSpanSpread"/> are distinct from <see cref="TenorTimeSpan.Null"/>; otherwise, <c>false</c>.
/// </returns>
public static bool IsSpread(TenorTimeSpanSpread tenorTimeSpanSpread)
{
return((TenorTimeSpan.IsNull(tenorTimeSpanSpread.FirstTenor) == false) && (TenorTimeSpan.IsNull(tenorTimeSpanSpread.SecondTenor) == false));
}
/// <summary>Determines whether a specified <see cref="TenorTimeSpanSpread"/> object has a length of <c>0</c>, i.e. <see cref="TenorTimeSpanSpread.FirstTenor"/> = <see cref="TenorTimeSpanSpread.SecondTenor"/> = <see cref="TenorTimeSpan.Null"/>.
/// </summary>
/// <param name="tenorTimeSpanSpread">The <see cref="TenorTimeSpanSpread"/> object.</param>
/// <returns><c>true</c> if both <see cref="TenorTimeSpan"/> objects of <paramref name="tenorTimeSpanSpread"/> are equal to <see cref="TenorTimeSpan.Null"/>; otherwise, <c>false</c>.
/// </returns>
public static bool IsNull(TenorTimeSpanSpread tenorTimeSpanSpread)
{
return(TenorTimeSpan.IsNull(tenorTimeSpanSpread.FirstTenor) && (TenorTimeSpan.IsNull(tenorTimeSpanSpread.SecondTenor)));
}
/// <summary>Adds a specific <see cref="TenorTimeSpan"/> object to the current instance.
/// </summary>
/// <param name="tenorTimeSpan">The tenor time span.</param>
/// <param name="tenorTimeSpanToAdd">The <see cref="TenorTimeSpan"/> to add.</param>
/// <param name="tenorTimeSpanFactor">A (optional) factor to take into account.</param>
/// <returns>A <see cref="TenorTimeSpan"/> object which is the result of <paramref name="tenorTimeSpan"/> plus <paramref name="tenorTimeSpanFactor"/> * <paramref name="tenorTimeSpanToAdd"/>.</returns>
/// <remarks>If <paramref name="tenorTimeSpanToAdd"/> is equal to <see cref="TenorTimeSpan.TomorrowNextTenor"/>, two (2) [times <paramref name="tenorTimeSpanFactor"/>] days will be added to <paramref name="tenorTimeSpan"/>.</remarks>
public static TenorTimeSpan AddTimeSpan(this TenorTimeSpan tenorTimeSpan, TenorTimeSpan tenorTimeSpanToAdd, int tenorTimeSpanFactor = 1)
{
return(new TenorTimeSpan(tenorTimeSpan.Years + tenorTimeSpanFactor * tenorTimeSpanToAdd.Years, tenorTimeSpan.Months + tenorTimeSpanFactor * tenorTimeSpanToAdd.Months, tenorTimeSpan.Days + tenorTimeSpanFactor * tenorTimeSpanToAdd.Days));
}
/// <summary>Converts a <see cref="TenorTimeSpan"/> object into its <see cref="IDateScheduleFrequency"/> representation.
/// </summary>
/// <param name="tenorTimeSpan">The tenor time span.</param>
/// <returns>A <see cref="IDateScheduleFrequency"/> object which represent the <paramref name="tenorTimeSpan"/>.</returns>
public static IDateScheduleFrequency AsFrequency(this TenorTimeSpan tenorTimeSpan)
{
return(new IndividualDateScheduleFrequency(tenorTimeSpan));
}