QLNet.Schedule.businessDayConvention C# (CSharp) Метод

businessDayConvention() публичный Метод

public businessDayConvention ( ) : BusinessDayConvention
Результат BusinessDayConvention
        public BusinessDayConvention businessDayConvention()
        {
            return convention_;
        }

Usage Example

Пример #1
0
            private List <Date> getListOfPeriodDatesIncludingQuasiPayments(Schedule schedule)
            {
                // Process the schedule into an array of dates.
                Date issueDate      = schedule.date(0);
                Date firstCoupon    = schedule.date(1);
                Date notionalCoupon =
                    schedule.calendar().advance(firstCoupon,
                                                -schedule.tenor(),
                                                schedule.businessDayConvention(),
                                                schedule.endOfMonth());

                List <Date> newDates = schedule.dates();

                newDates[0] = notionalCoupon;

                //long first coupon
                if (notionalCoupon > issueDate)
                {
                    Date priorNotionalCoupon =
                        schedule.calendar().advance(notionalCoupon,
                                                    -schedule.tenor(),
                                                    schedule.businessDayConvention(),
                                                    schedule.endOfMonth());
                    newDates.Insert(0, priorNotionalCoupon);
                }
                return(newDates);
            }
All Usage Examples Of QLNet.Schedule::businessDayConvention