/// <summary>
/// Parses a year-month from the input string.
/// <para>
/// Parsing is case insensitive.
/// It accepts formats 'yyyy-MM', 'yyyyMM', 'MMM-yyyy' or 'MMMyyyy'.
/// Some formats also accept two-digits years (use is not recommended): 'MMM-yy' or 'MMMyy'.
///
/// </para>
/// </summary>
/// <param name="str"> the string to parse </param>
/// <returns> the parsed value </returns>
/// <exception cref="IllegalArgumentException"> if the string cannot be parsed </exception>
public static YearMonth parseYearMonth(string str)
{
try
{
// yyyy-MM
if (str.Length == 7 && str[4] == '-')
{
return(YearMonth.parse(str, YYYY_MM_DASH));
}
// MMM-yy
// MMM-yyyy
// MMMyy
// MMMyyyy
if (str.Length >= 5 && !char.IsDigit(str[0]))
{
return(YearMonth.parse(str, MMM_YEAR));
}
// d/M/yyyy - handle Excel converting YearMonth to date
if (str.Length >= 8 && (str[1] == '/' || str[2] == '/'))
{
LocalDate date = LocalDate.parse(str, D_M_YEAR_SLASH);
if (date.DayOfMonth == 1)
{
return(YearMonth.of(date.Year, date.Month));
}
throw new System.ArgumentException("Found Excel-style date but day-of-month was not set to 1:" + str);
}
// yyyyMM
return(YearMonth.parse(str, YYYYMM));
}
catch (DateTimeParseException)
{
throw new System.ArgumentException("Unknown date format, must be formatted as 'yyyy-MM', 'yyyyMM', " + "'MMM-yyyy', 'MMMyyyy', 'MMM-yy' or 'MMMyy' but was: " + str);
}
}
private static CurveNode curveIborFutureCurveNode(string conventionStr, string timeStr, string label, QuoteId quoteId, double spread, CurveNodeDate date, CurveNodeDateOrder order)
{
Matcher matcher = FUT_TIME_REGEX.matcher(timeStr.ToUpper(Locale.ENGLISH));
if (matcher.matches())
{
Period periodToStart = Period.parse("P" + matcher.group(1));
int sequenceNumber = int.Parse(matcher.group(2));
IborFutureConvention convention = IborFutureConvention.of(conventionStr);
IborFutureTemplate template = IborFutureTemplate.of(periodToStart, sequenceNumber, convention);
return(IborFutureCurveNode.builder().template(template).rateId(quoteId).additionalSpread(spread).label(label).date(date).dateOrder(order).build());
}
Matcher matcher2 = FUT_MONTH_REGEX.matcher(timeStr.ToUpper(Locale.ENGLISH));
if (matcher2.matches())
{
YearMonth yearMonth = YearMonth.parse(matcher2.group(1), YM_FORMATTER);
IborFutureConvention convention = IborFutureConvention.of(conventionStr);
IborFutureTemplate template = IborFutureTemplate.of(yearMonth, convention);
return(IborFutureCurveNode.builder().template(template).rateId(quoteId).additionalSpread(spread).label(label).date(date).dateOrder(order).build());
}
throw new System.ArgumentException(Messages.format("Invalid time format for Ibor Future: {}", timeStr));
}