public static Date date(string immCode, Date refDate)
{
if (!isIMMcode(immCode, false))
{
throw new ArgumentException(immCode + " is not a valid IMM code");
}
Date referenceDate = (refDate ?? Settings.evaluationDate());
int m = "FGHJKMNQUVXZ".IndexOf(immCode.ToUpper()[0]) + 1;
if (m == 0)
{
throw new ArgumentException("invalid IMM month letter");
}
if (!Char.IsDigit(immCode[1]))
{
throw new ArgumentException(immCode + " is not a valid IMM code");
}
int y = immCode[1] - '0';
y += referenceDate.Year - (referenceDate.Year % 10);
/* year<10 are not valid years: to avoid a run-time
* exception in few lines below we need to add 10 years right away */
if (y == 0 && referenceDate.Year <= 1909)
{
y += 10;
}
Date result = IMM.nextDate(new Date(1, m, y), false);
if (result < referenceDate)
{
result = IMM.nextDate(new Date(1, m, y + 10), false);
}
return(result);
}
