/// <summary>
/// Converts to an adjustable date type.
/// </summary>
/// <param name="cache"> </param>
/// <param name="referenceDate"></param>
/// <param name="adjustableOrRelativeDate"></param>
/// <param name="nameSpace"></param>
/// <returns></returns>
public static DateTime ToAdjustedDate(ICoreCache cache, DateTime?referenceDate, AdjustableOrRelativeDate adjustableOrRelativeDate, string nameSpace)
{
if (null == adjustableOrRelativeDate.Item)
{
throw new ArgumentNullException(nameof(adjustableOrRelativeDate));
}
// handle BusinessDatConventionEnum is NONE as a special case, since there might be no business centers provided.
//
var adjustableDate = adjustableOrRelativeDate.Item as AdjustableDate;
var relativeDate = adjustableOrRelativeDate.Item as RelativeDateOffset;
var result = new DateTime();
if (adjustableDate != null)
{
var calendar = BusinessCenterHelper.ToBusinessCalendar(cache, adjustableDate.dateAdjustments.businessCenters, nameSpace);
return(ToAdjustedDate(calendar, adjustableDate));
}
if (relativeDate != null)
{
var calendar = BusinessCenterHelper.ToBusinessCalendar(cache, relativeDate.businessCenters, nameSpace);
if (referenceDate != null)
{
return(ToAdjustedDate(calendar, (DateTime)referenceDate, relativeDate));
}
}
return(result);
}
/// <summary>
/// Converts to a date time.
/// </summary>
/// <param name="cache"></param>
/// <param name="unadjustedDate"></param>
/// <param name="businessDayAdjustments"></param>
/// <param name="offset"></param>
/// <param name="nameSpace"></param>
/// <returns></returns>
public static DateTime ToAdjustedDate(ICoreCache cache, DateTime unadjustedDate, BusinessDayAdjustments businessDayAdjustments, Offset offset, string nameSpace)
{
if (DayTypeEnum.Business != offset.dayType && DayTypeEnum.Calendar != offset.dayType)
{
throw new NotSupportedException(
$"Only {DayTypeEnum.Business}, {DayTypeEnum.Calendar} day types supported of Offset type.");
}
IBusinessCalendar businessCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, businessDayAdjustments.businessCenters, nameSpace);
int periodMultiplier = Int32.Parse(offset.periodMultiplier);
// offset using calendar days
//
switch (offset.dayType)
{
case DayTypeEnum.Business:
{
switch (offset.period)
{
case PeriodEnum.D:
{
// Advance using given number of business days
//
int periodMultiplierSign = Math.Sign(periodMultiplier);
DateTime offsetedDate = unadjustedDate;
while (periodMultiplier-- > 0)
{
offsetedDate = offsetedDate.AddDays(periodMultiplierSign);
offsetedDate = businessCalendar.Roll(offsetedDate, businessDayAdjustments.businessDayConvention);
}
return(offsetedDate);
}
default:
throw new NotSupportedException(
$"{offset.period} not supported in conjunction with '{offset.dayType} day type'");
} //~switch(offset.period)
}
case DayTypeEnum.Calendar:
{
// Convert offset to period.
DateTime adjustedDate = offset.Add(unadjustedDate);
return(adjustedDate);
}
default:
{
throw new NotSupportedException(
$"Only {DayTypeEnum.Business}, {DayTypeEnum.Calendar} day types supported of Offset type.");
}
}
}
/// <summary>
/// Derives the adjusted date if not already provided.
/// </summary>
/// <param name="adjustableDate">this may contain the adjustedDate, an unadjustedDate and business Centre</param>
/// <param name="cache">THe cache if the business calendar has not already been calculated.</param>
/// <param name="nameSpace">The client nameSpace</param>
/// <param name="businessCalendar">THe business calendar must be provided, no namespace is required and can be null</param>
/// <returns></returns>
public static DateTime?GetAdjustedDate(ICoreCache cache, string nameSpace, IBusinessCalendar businessCalendar,
AdjustableDate adjustableDate)
{
if (adjustableDate.adjustedDate != null)
{
return(adjustableDate.adjustedDate.Value);
}
if (businessCalendar == null)
{
businessCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, adjustableDate.dateAdjustments.businessCenters, nameSpace);
}
return(ToAdjustedDate(businessCalendar, adjustableDate.unadjustedDate.Value, adjustableDate.dateAdjustments));
}
/// <summary>
/// Derives the adjusted date if not already provided.
/// </summary>
/// <param name="baseDate">The base date is settlement is relative.</param>
/// <param name="relativeDateOffset">this may contain the adjustedDate, an unadjustedDate and business Centre</param>
/// <param name="cache">THe cache if the business calendar has not already been calculated.</param>
/// <param name="nameSpace">The client nameSpace</param>
/// <param name="businessCalendar">THe business calendar must be provided, no namespace is required and can be null</param>
/// <returns></returns>
public static DateTime?GetAdjustedDate(ICoreCache cache, string nameSpace, IBusinessCalendar businessCalendar,
DateTime?baseDate, RelativeDateOffset relativeDateOffset)
{
if (relativeDateOffset.adjustedDate != null)
{
return(relativeDateOffset.adjustedDate.Value);
}
if (baseDate == null)
{
return(null);
}
if (businessCalendar == null)
{
businessCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, relativeDateOffset.businessCenters, nameSpace);
}
return(ToAdjustedDate(businessCalendar, (DateTime)baseDate, relativeDateOffset));
}
/// <summary>
/// Converts to an adjustable date type.
/// </summary>
/// <param name="adjustableDate"></param>
/// <param name="cache"></param>
/// <param name="nameSpace"></param>
/// <returns></returns>
public static DateTime ToAdjustedDate(ICoreCache cache, AdjustableDate adjustableDate, string nameSpace)
{
if (null == adjustableDate)
{
throw new ArgumentNullException(nameof(adjustableDate));
}
// handle BusinessDatConventionEnum is NONE as a special case, since there might be no business centers provided.
//
if ((null == adjustableDate.dateAdjustments) ||
(BusinessDayConventionEnum.NONE == adjustableDate.dateAdjustments.businessDayConvention))
{
return(adjustableDate.unadjustedDate.Value);
}
IBusinessCalendar businessCalendar = BusinessCenterHelper.ToBusinessCalendar(cache, adjustableDate.dateAdjustments.businessCenters, nameSpace);
DateTime result = businessCalendar.Roll(adjustableDate.unadjustedDate.Value, adjustableDate.dateAdjustments.businessDayConvention);
return(result);
}
/// <summary>
/// Converts to an adjusted date.
/// </summary>
/// <param name="cache"></param>
/// <param name="referenceDate"></param>
/// <param name="relativeDateOffset"></param>
/// <param name="nameSpace"></param>
/// <returns></returns>
public static DateTime ToAdjustedDate(ICoreCache cache, DateTime referenceDate, RelativeDateOffset relativeDateOffset, string nameSpace)
{
// handle BusinessDatConventionEnum is NONE as a special case, since there might be no business centers provided.
if (BusinessDayConventionEnum.NONE == relativeDateOffset.businessDayConvention)
{
return(referenceDate);
}
//The default day type.
if (relativeDateOffset.dayTypeSpecified == false || relativeDateOffset.businessCenters == null)
{
relativeDateOffset.dayType = DayTypeEnum.Calendar;
}
IBusinessCalendar businessCalendar = relativeDateOffset.businessCenters == null ? new Hell() : BusinessCenterHelper.ToBusinessCalendar(cache, relativeDateOffset.businessCenters, nameSpace);
var interval = PeriodHelper.Parse(relativeDateOffset.periodMultiplier + relativeDateOffset.period);
var offset = OffsetHelper.FromInterval(interval, relativeDateOffset.dayType);
DateTime result = businessCalendar.Advance(referenceDate, offset, relativeDateOffset.businessDayConvention);
return(result);
}
