/// <summary>
/// Gets the adjusted calculation period start dates.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="terminationDate">The termination date.</param>
/// <param name="periodInterval">The period interval.</param>
/// <param name="rollConvention">The roll convention.</param>
/// <param name="firstRegularPeriodDate">The first regular period date.</param>
/// <param name="stubPeriodType">Type of the stub period.</param>
/// <param name="businessCalendar">The businessCalendar.</param>
/// <param name="businessDayConvention">The business day convention.</param>
/// <returns>A vertical range of dates.</returns>
public static DateTime[] GetAdjustedCalculationPeriodDates(DateTime effectiveDate, DateTime terminationDate,
string periodInterval, string rollConvention, DateTime firstRegularPeriodDate, string stubPeriodType,
IBusinessCalendar businessCalendar, string businessDayConvention)
{
const string dateToReturn = "unadjustedStartDate";
StubPeriodTypeEnum?stubType = null;
if (!string.IsNullOrEmpty(stubPeriodType))
{
stubType = (StubPeriodTypeEnum)Enum.Parse(typeof(StubPeriodTypeEnum), stubPeriodType, true);
}
var periods = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, terminationDate, firstRegularPeriodDate, PeriodHelper.Parse(periodInterval), RollConventionEnumHelper.Parse(rollConvention), stubType);
var dates = CalculationPeriodHelper.GetCalculationPeriodsProperty <DateTime>(periods, dateToReturn);
var newDates = new DateTime[dates.Count];
var index = 0;
foreach (var date in dates)
{
var newDate = BusinessCalendarHelper.Advance(businessCalendar, date, "Calendar", "0D", businessDayConvention);
newDates[index] = newDate;
index++;
}
var result = newDates;
return(result);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="terminationDate">The termination date.</param>
/// <param name="periodInterval">The period interval.</param>
/// <param name="rollConvention">The roll convention.</param>
/// <param name="stubPeriodType">Type of the stub period.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(DateTime effectiveDate, DateTime terminationDate, Period periodInterval, RollConventionEnum rollConvention, StubPeriodTypeEnum?stubPeriodType)
{
CalculationPeriodDates = null;
PeriodInterval = periodInterval;
_effectiveDate = effectiveDate;
_termDate = terminationDate;
RollConvention = rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, terminationDate, periodInterval, rollConvention, stubPeriodType);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="terminationDate">The termination date.</param>
/// <param name="regularPeriodStartDate">The regular period start date.</param>
/// <param name="periodFrequency">The period frequency.</param>
/// <param name="stubPeriodType">Type of the stub period.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(DateTime effectiveDate, DateTime terminationDate, DateTime regularPeriodStartDate, CalculationPeriodFrequency periodFrequency, StubPeriodTypeEnum?stubPeriodType)
{
CalculationPeriodDates = null;
PeriodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
_effectiveDate = effectiveDate;
_termDate = terminationDate;
RollConvention = periodFrequency.rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, terminationDate, regularPeriodStartDate, periodFrequency, stubPeriodType);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="intervalToTerminationDate">The interval to termination date.</param>
/// <param name="periodInterval">The period interval.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(DateTime effectiveDate, Period intervalToTerminationDate, Period periodInterval)
{
CalculationPeriodDates = null;
PeriodInterval = periodInterval;
_effectiveDate = effectiveDate;
_termDate = intervalToTerminationDate.Add(effectiveDate);
RollConvention = RollConventionEnum.NONE;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, intervalToTerminationDate, periodInterval);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="periodToTerminationDate">The period to termination date.</param>
/// <param name="periodFrequency">The period frequency.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(DateTime effectiveDate, CalculationPeriodFrequency periodToTerminationDate, CalculationPeriodFrequency periodFrequency)
{
CalculationPeriodDates = null;
PeriodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(periodFrequency);
_effectiveDate = effectiveDate;
_termDate = PeriodInterval.Add(effectiveDate);
RollConvention = periodFrequency.rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, periodToTerminationDate, periodFrequency);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Gets the unadjusted calculation date schedule.
/// </summary>
/// <param name="calculationPeriodDates">The calculation period dates.</param>
/// <returns></returns>
public List <CalculationPeriod> GetUnadjustedCalculationDateSchedule(CalculationPeriodDates calculationPeriodDates)
{
CalculationPeriodDates = calculationPeriodDates;
PeriodInterval = CalculationPeriodHelper.CalculationPeriodFrequencyToInterval(calculationPeriodDates.calculationPeriodFrequency);
_effectiveDate = XsdClassesFieldResolver.CalculationPeriodDatesGetEffectiveDate(calculationPeriodDates).unadjustedDate.Value;
_termDate = XsdClassesFieldResolver.CalculationPeriodDatesGetTerminationDate(calculationPeriodDates).unadjustedDate.Value;
RollConvention = calculationPeriodDates.calculationPeriodFrequency.rollConvention;
_unadjustedDateScheduleList = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(_effectiveDate, _termDate, calculationPeriodDates);
return(_unadjustedDateScheduleList);
}
/// <summary>
/// Returns the unadjusted the calculation dates
/// </summary>
/// <param name="effectiveDate">The effective date.</param>
/// <param name="terminationDate">The termination date.</param>
/// <param name="intervalToFirstRegularPeriodStart">The interval to first regular period start.</param>
/// <param name="periodInterval">The period interval.</param>
/// <param name="rollConvention">The roll convention.</param>
/// <param name="stubPeriodType">Type of the stub period.</param>
/// <returns></returns>
public static DateTime[] UnadjustedCalculationDatesFromFirstRegularInterval(DateTime effectiveDate, DateTime terminationDate, string intervalToFirstRegularPeriodStart, string periodInterval, string rollConvention, string stubPeriodType)
{
const string dateToReturn = "unadjustedStartDate";
StubPeriodTypeEnum?stubType = null;
if (!string.IsNullOrEmpty(stubPeriodType))
{
stubType = (StubPeriodTypeEnum)Enum.Parse(typeof(StubPeriodTypeEnum), stubPeriodType, true);
}
var periods = CalculationPeriodHelper.GenerateUnadjustedCalculationDates(effectiveDate, terminationDate, PeriodHelper.Parse(periodInterval), PeriodHelper.Parse(intervalToFirstRegularPeriodStart), RollConventionEnumHelper.Parse(rollConvention), stubType);
var dates = CalculationPeriodHelper.GetCalculationPeriodsProperty <DateTime>(periods, dateToReturn);
var result = dates.ToArray();
return(result);
}