public void GenerateCashFlows(DateTime creationDate)
{
BusinessDay date = Calendar.GetClosestBusinessDay(StartDate, TimeSeries.DateSearchType.Previous);
BusinessDay end = Calendar.GetClosestBusinessDay(EndDate, TimeSeries.DateSearchType.Next);
BusinessDay expiryDate = date;
for (int i = 1; expiryDate.DateTime <= end.DateTime; i++)
{
switch (Frequency)
{
case InterestRateTenorType.Daily:
expiryDate = date.AddActualDays(i, TimeSeries.DateSearchType.Next);
break;
case InterestRateTenorType.Weekly:
expiryDate = date.AddActualDays(7 * i, TimeSeries.DateSearchType.Next);
break;
case InterestRateTenorType.Monthly:
expiryDate = date.AddMonths(i, TimeSeries.DateSearchType.Next);
break;
case InterestRateTenorType.Yearly:
expiryDate = date.AddYears(i, TimeSeries.DateSearchType.Next);
break;
default:
break;
}
CashFlow cf = CashFlow.CreateCashFlow(Name + "-" + expiryDate, Currency, Calendar.GetBusinessDay(creationDate), Amount, expiryDate, this, SimulationObject);
this.AddCashFlow(cf, creationDate);
//date = expiryDate;
}
}
public void AddCashFlow(CashFlow cashFlow, DateTime date)
{
this.AddInstrument(cashFlow, date);
this.Portfolio.CreatePosition(cashFlow, date, 1.0, cashFlow.NPV(Calendar.GetBusinessDay(date)));
}
