/// <summary> /// Function: Calculate the NAV which is taken as the previous value in order to keep constant. /// </summary> public override double NAVCalculation(BusinessDay date) { BusinessDay previousDate = date.AddMilliseconds(-1); double val = this[previousDate.DateTime, TimeSeriesType.Last, TimeSeriesRollType.Last]; CommitNAVCalculation(date, val, TimeSeriesType.Last); return(val); }
/// <summary> /// Function: List of instruments that are linked to this calendar. /// </summary> public BusinessDay NextTradingBusinessDate(DateTime date) { BusinessDay orderDate_local = GetClosestBusinessDay(date, TimeSeries.DateSearchType.Next); return(orderDate_local.AddMilliseconds(1)); }