/// <summary>
/// Validate settlement dates.
/// If not sorted then add a warning to errors list and sort.
/// </summary>
public void Validate(ErrorList errors, double endDate)
{
foreach (ExerciseProperties exercise in this)
{
if (exercise.Settlement_Date < exercise.Exercise_Date)
{
errors.Add(ErrorLevel.Error, string.Format("Settlement date must be on or after exercise date {0}", exercise.Exercise_Date));
}
if (endDate < exercise.Exercise_Date)
{
errors.Add(ErrorLevel.Warning, string.Format("Exercise dates cannot be after the end date {0} of the underlying deals. Exercise date {1} will be ignored.", new TDate(endDate), exercise.Exercise_Date));
}
}
if (!CalcUtils.IsListSorted <ExerciseProperties>(this))
{
errors.Add(ErrorLevel.Warning, "Exercise dates were not in ascending order of date and have been sorted");
Sort();
}
}
