/// <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);
}
public string CreateCalendar(Excel.Range propertiesRange, Excel.Range dateArray)
{
var properties = propertiesRange.Value[System.Reflection.Missing.Value] as object[, ];
properties = (object[, ])DataRangeHelper.TrimNulls(properties);
var namedValueSet = properties.ToNamedValueSet();
var dates = DataRangeHelper.StripDateTimeRange(dateArray);
var identifier = namedValueSet.GetValue <string>("UniqueIdentifier", true);
var calendar = BusinessCalendarHelper.CreateCalendar(namedValueSet, dates);
Engine.Cache.SaveObject(calendar, NameSpace + "." + identifier, namedValueSet);
Engine.Logger.LogDebug("Loaded business center holiday dates: {0}", identifier);
return(identifier);
}
