//! The factor returned is NOT normalized relative to ANYTHING.
public virtual double seasonalityFactor(Date to)
{
Date from = seasonalityBaseDate();
Frequency factorFrequency = frequency();
int nFactors = seasonalityFactors().Count;
Period factorPeriod = new Period(factorFrequency);
int which = 0;
if (from == to)
{
which = 0;
}
else
{
// days, weeks, months, years are the only time unit possibilities
int diffDays = Math.Abs(to - from); // in days
int dir = 1;
if (from > to)
{
dir = -1;
}
int diff = 0;
if (factorPeriod.units() == TimeUnit.Days)
{
diff = dir * diffDays;
}
else if (factorPeriod.units() == TimeUnit.Weeks)
{
diff = dir * (diffDays / 7);
}
else if (factorPeriod.units() == TimeUnit.Months)
{
KeyValuePair <Date, Date> lim = Utils.inflationPeriod(to, factorFrequency);
diff = diffDays / (31 * factorPeriod.length());
Date go = from + dir * diff * factorPeriod;
while (!(lim.Key <= go && go <= lim.Value))
{
go += dir * factorPeriod;
diff++;
}
diff = dir * diff;
}
else if (factorPeriod.units() == TimeUnit.Years)
{
Utils.QL_FAIL("seasonality period time unit is not allowed to be : " + factorPeriod.units());
}
else
{
Utils.QL_FAIL("Unknown time unit: " + factorPeriod.units());
}
// now adjust to the available number of factors, direction dependent
if (dir == 1)
{
which = diff % nFactors;
}
else
{
which = (nFactors - (-diff % nFactors)) % nFactors;
}
}
return(seasonalityFactors()[which]);
}
private bool allowsEndOfMonth(Period tenor)
{
return((tenor.units() == TimeUnit.Months || tenor.units() == TimeUnit.Years) &&
tenor >= new Period(1, TimeUnit.Months));
}
/// <summary>
/// Advances the given date as specified by the given period and
/// returns the result.
/// </summary>
/// <remarks>The input date is not modified.</remarks>
public Date advance(Date d, Period p, BusinessDayConvention c = BusinessDayConvention.Following, bool endOfMonth = false)
{
return(advance(d, p.length(), p.units(), c, endOfMonth));
}