QLNet.BMAIndex.isValidFixingDate C# (CSharp) Method

isValidFixingDate() public method

public isValidFixingDate ( Date fixingDate ) : bool
fixingDate Date
return bool
        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);
        }