/// <inheritdoc/>
public override void Validate(ICalendarData calendar, ErrorList errors)
{
base.Validate(calendar, errors);
if (Principal < 0.0)
{
AddToErrors(errors, ErrorLevel.Error, "Principal cannot be negative.");
}
CalcUtils.ValidateDates(errors, Accrual_Start_Date, Accrual_End_Date, false, "accrual start", "accrual end");
CalcUtils.ValidateDates(errors, Reset_Date, Rate_Start_Date, false, "reset", "rate start");
CalcUtils.ValidateDates(errors, Reset_Date, Payment_Date, false, "reset", "payment");
if (Rate_1_End_Date > 0.0)
{
CalcUtils.ValidateDates(errors, Rate_Start_Date, Rate_1_End_Date, true, "rate start", "first rate end");
}
if (Rate_2_End_Date > 0.0)
{
CalcUtils.ValidateDates(errors, Rate_Start_Date, Rate_2_End_Date, true, "rate start", "second rate end");
}
if (!Rate_1_Tenor.IsPositiveOrZero())
{
AddToErrors(errors, ErrorLevel.Error, "First rate tenor must be positive or zero.");
}
if (!Rate_2_Tenor.IsPositiveOrZero())
{
AddToErrors(errors, ErrorLevel.Error, "Second rate tenor must be positive or zero.");
}
}
/// <summary>
/// Returns true if first referenced rate is specified.
/// </summary>
public bool HasRate1()
{
return(!Rate_1_Tenor.IsZero() || Rate_1_End_Date > 0.0);
}
