private void SetFraDates(ICoreCache cache, string nameSpace, RateCurve initialCurve, IEnumerable <int> instrumentIndicies)
{
FraStartDates = new List <DateTime>();
FraEndDates = new List <DateTime>();
foreach (int i in instrumentIndicies)
{
CheckDepositInstrument(i);
var rateAssetController = (PriceableDeposit)initialCurve.PriceableRateAssets[i];
DateTime startDate = CalculateFraStartTime(rateAssetController);
FraStartDates.Add(startDate);
var deposit = rateAssetController;
//BusinessDayConventionEnum adjustment = deposit.BusinessDayAdjustments.businessDayConvention;
BusinessCenters bs = deposit.SpotDateOffset.businessCenters;
var calendar = BusinessCenterHelper.ToBusinessCalendar(cache, bs, nameSpace);
DateTime endDate = CalculateFraEndTime(calendar, rateAssetController);
FraEndDates.Add(endDate);
}
}
internal static string BusinessCentersAsString(BusinessCenters businessCenters)
{
return(string.Join("-", businessCenters.businessCenter.Select(bc => bc.Value).ToArray()));
}
