public TenorDateRelative(Frequency relativeTenor) => RelativeTenor = relativeTenor;
public static DateTime[] AddPeriod(this DateTime[] dates, RollType rollType, Calendar calendar, Frequency datePeriod) => dates.Select(d => d.AddPeriod(rollType, calendar, datePeriod)).ToArray();
/// <summary>
/// Returns a date equal to the input date minus the specified period, adjusted for holidays
/// </summary>
/// <param name="date">Input date</param>
/// <param name="rollType">RollType enum</param>
/// <param name="calendar">Calendar</param>
/// <param name="datePeriod">Period to add in the form of a Frequency object</param>
/// <returns></returns>
public static DateTime SubtractPeriod(this DateTime date, RollType rollType, Calendar calendar, Frequency datePeriod)
{
date = date.Date;
if (datePeriod.PeriodCount == 0)
{
return(IfHolidayRoll(date, rollType, calendar));
}
if (datePeriod.PeriodType == DatePeriodType.B)
{
//Business day jumping so we need to do something different
var d = date;
for (var i = 0; i < datePeriod.PeriodCount; i++)
{
d = d.AddDays(-1);
d = IfHolidayRoll(d, rollType, calendar);
}
return(d);
}
return(AddPeriod(date, rollType, calendar, new Frequency(0 - datePeriod.PeriodCount, datePeriod.PeriodType)));
}
/// <summary>
/// Returns a date equal to the input date plus the specified period, adjusted for holidays
/// </summary>
/// <param name="date">Input date</param>
/// <param name="rollType">RollType enum</param>
/// <param name="calendar">Calendar</param>
/// <param name="datePeriod">Period to add in the form of a Frequency object</param>
/// <returns></returns>
public static DateTime AddPeriod(this DateTime date, RollType rollType, Calendar calendar, Frequency datePeriod)
{
if (calendar == null && datePeriod.PeriodType == DatePeriodType.B)
{
return(date);
}
date = date.Date;
if (datePeriod.PeriodCount == 0)
{
return(IfHolidayRoll(date, rollType, calendar));
}
if (datePeriod.PeriodType == DatePeriodType.B)
{
if (datePeriod.PeriodCount < 0) //actually a subtract
{
return(date.SubtractPeriod(rollType, calendar, new Frequency(-datePeriod.PeriodCount, datePeriod.PeriodType)));
}
//Business day jumping so we need to do something different
var d = date;
for (var i = 0; i < datePeriod.PeriodCount; i++)
{
d = d.AddDays(1);
d = IfHolidayRoll(d, rollType, calendar);
}
return(d);
}
DateTime dt;
switch (datePeriod.PeriodType)
{
case DatePeriodType.D:
dt = date.AddDays(datePeriod.PeriodCount);
break;
case DatePeriodType.M:
dt = date.AddMonths(datePeriod.PeriodCount);
break;
case DatePeriodType.W:
dt = date.AddDays(datePeriod.PeriodCount * 7);
break;
default:
dt = date.AddYears(datePeriod.PeriodCount);
break;
}
if ((rollType == RollType.MF_LIBOR) && (date == date.LastBusinessDayOfMonth(calendar)))
{
dt = date.LastBusinessDayOfMonth(calendar);
}
if (rollType == RollType.ShortFLongMF)
{
if (datePeriod.PeriodType == DatePeriodType.B || datePeriod.PeriodType == DatePeriodType.D || datePeriod.PeriodType == DatePeriodType.W)
{
return(IfHolidayRoll(dt, RollType.F, calendar));
}
else
{
return(IfHolidayRoll(dt, RollType.MF, calendar));
}
}
return(IfHolidayRoll(dt, rollType, calendar));
}
