public override bool isValidFixingDate(Date fixingDate)
{
// 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 (fixingCalendar_.isBusinessDay(d))
return false;
}
// also, the fixing date itself must be a business day
return fixingCalendar_.isBusinessDay(fixingDate);
}