| public maturityDate ( Date valueDate ) : Date | ||
| valueDate | Date | |
| return | Date | |
public override Date maturityDate(Date valueDate)
{
Date fixingDate = fixingCalendar_.advance(valueDate, -1, TimeUnit.Days);
Date nextWednesday = Utils.previousWednesday(fixingDate + 7);
return fixingCalendar_.advance(nextWednesday, 1, TimeUnit.Days);
}
