public override bool isValidFixingDate(Date fixingDate)
{
Calendar cal = fixingCalendar();
// either the fixing date is last Wednesday, or all days
// between last Wednesday included and the fixing date are
// holidays
for (Date d = Utils.previousWednesday(fixingDate); d < fixingDate; ++d)
{
if (cal.isBusinessDay(d))
{
return(false);
}
}
// also, the fixing date itself must be a business day
return(cal.isBusinessDay(fixingDate));
}
public static DateTime AddBusinessDays(this DateTime dt, int days, Calendar calendar = null)
{
calendar = calendar ?? MyUtils.GetCalendarFromCountryCode("US");
int counter = days;
while (counter != 0)
{
dt = dt.AddDays(Math.Sign(counter));
if (calendar.isBusinessDay(dt))
{
counter -= Math.Sign(counter);
}
}
return dt;
}
public override bool isValidFixingDate(Date fixingDate)
{
return(fixingCalendar_.isBusinessDay(fixingDate));
}
