private void SetFraDates(ICoreCache cache, string nameSpace, RateCurve initialCurve, IEnumerable <int> instrumentIndicies) { FraStartDates = new List <DateTime>(); FraEndDates = new List <DateTime>(); foreach (int i in instrumentIndicies) { CheckDepositInstrument(i); var rateAssetController = (PriceableDeposit)initialCurve.PriceableRateAssets[i]; DateTime startDate = CalculateFraStartTime(rateAssetController); FraStartDates.Add(startDate); var deposit = rateAssetController; //BusinessDayConventionEnum adjustment = deposit.BusinessDayAdjustments.businessDayConvention; BusinessCenters bs = deposit.SpotDateOffset.businessCenters; var calendar = BusinessCenterHelper.ToBusinessCalendar(cache, bs, nameSpace); DateTime endDate = CalculateFraEndTime(calendar, rateAssetController); FraEndDates.Add(endDate); } }
internal static string BusinessCentersAsString(BusinessCenters businessCenters) { return(string.Join("-", businessCenters.businessCenter.Select(bc => bc.Value).ToArray())); }