QLNet.Libor.valueDate C# (CSharp) Метод

valueDate() публичный Метод

public valueDate ( Date fixingDate ) : Date
fixingDate Date
Результат Date
        public override Date valueDate(Date fixingDate)
        {
            if (!isValidFixingDate(fixingDate))
                throw new ApplicationException("Fixing date " + fixingDate + " is not valid");

            // http://www.bba.org.uk/bba/jsp/polopoly.jsp?d=225&a=1412 :
            // For all currencies other than EUR and GBP the period between
            // Fixing Date and Value Date will be two London business days
            // after the Fixing Date, or if that day is not both a London
            // business day and a business day in the principal financial centre
            // of the currency concerned, the next following day which is a
            // business day in both centres shall be the Value Date.
            Date d = fixingCalendar().advance(fixingDate, fixingDays_, TimeUnit.Days);
            return jointCalendar_.adjust(d);
        }