private static DaysAdjustment expiryDateOffset(DaysAdjustment spotDateOffset)
{
ArgChecker.isTrue(spotDateOffset.Adjustment.Equals(BusinessDayAdjustment.NONE), "BusinessDayAdjustment in spotDateOffset must be NONE if expiryDateOffset is created from spotDateOffset");
DaysAdjustment adj = spotDateOffset.toBuilder().days(-spotDateOffset.Days).build();
return(adj);
}
public override DaysAdjustment toIborIndexFixingOffset()
{
DaysAdjustment @base = FloatingRateName.this.toIborIndexFixingOffset();
if (fixingDateOffsetDays == null)
{
return(@base);
}
if (fixingDateOffsetDays == 0)
{
return(DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(PRECEDING, @base.ResultCalendar)));
}
return(@base.toBuilder().days(fixingDateOffsetDays.Value).build().normalized());
}