/// <summary>Gets the start and end date of the timeframe.
/// </summary>
/// <param name="referenceDate">A reference date (can be a business day or a holiday).</param>
/// <param name="holidayCalendar">The (settlement) holiday calendar.</param>
/// <param name="startDate">The start date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="endDate">The end date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="logger">An optional logger.</param>
public void GetStartAndEndDate(DateTime referenceDate, IHolidayCalendar holidayCalendar, out DateTime startDate, out DateTime endDate, ILogger logger = null)
{
var IMMDate = Next(referenceDate);
startDate = StartDateAdjustment.GetAdjustedDate(IMMDate, holidayCalendar);
endDate = EndDateAdjustment.GetAdjustedDate(startDate.AddTenorTimeSpan(Tenor), holidayCalendar);
}
/// <summary>Gets the start and end date of the timeframe.
/// </summary>
/// <param name="referenceDate">A reference date (can be a business day or a holiday).</param>
/// <param name="holidayCalendar">The (settlement) holiday calendar.</param>
/// <param name="fixingLag">The fixing lag, i.e. a method used to calculate the fixing date with respect to the period. Will be applied to the IMM Date (even if the IMM date is not a business day).</param>
/// <param name="startDate">The start date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="endDate">The end date of the time span with respect to <paramref name="referenceDate"/> (output).</param>
/// <param name="logger">An optional logger.</param>
/// <returns>The fixing date of with respect to the (interest) period.</returns>
public DateTime GetStartAndEndDate(DateTime referenceDate, IHolidayCalendar holidayCalendar, IFixingLag fixingLag, out DateTime startDate, out DateTime endDate, ILogger logger = null)
{
var IMMDate = Next(referenceDate);
startDate = StartDateAdjustment.GetAdjustedDate(IMMDate, holidayCalendar);
endDate = EndDateAdjustment.GetAdjustedDate(startDate.AddTenorTimeSpan(Tenor), holidayCalendar);
return(fixingLag.GetFixingDate(IMMDate, holidayCalendar));
}
