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Richard Green 2016-06-14 11:28:58 +01:00
parent 86203709c0
commit 2ce0dce0aa
2 changed files with 15 additions and 17 deletions
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1
contracts/src/main/kotlin/com/r3corda/contracts/IRS.kt
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@ -673,7 +673,6 @@ class InterestRateSwap() : Contract {
for (periodEndDate in dates) {
val paymentDate = BusinessCalendar.getOffsetDate(periodEndDate, Frequency.Daily, fixedLeg.paymentDelay) // + fixedLeg.paymentDelay
val paymentEvent = FixedRatePaymentEvent(
// TODO: We are assuming the payment date is the end date of the accrual period.
paymentDate,
periodStartDate,
periodEndDate,

31
core/src/main/kotlin/com/r3corda/core/contracts/FinanceTypes.kt
View File

@ -250,28 +250,28 @@ enum class DateOffset {
*/
enum class Frequency(val annualCompoundCount: Int) {
Annual(1) {
override fun offset(d: LocalDate) = d.plusYears(1)
override fun offset(d: LocalDate, n: Long) = d.plusYears(1 * n)
},
SemiAnnual(2) {
override fun offset(d: LocalDate) = d.plusMonths(6)
override fun offset(d: LocalDate, n: Long) = d.plusMonths(6 * n)
},
Quarterly(4) {
override fun offset(d: LocalDate) = d.plusMonths(3)
override fun offset(d: LocalDate, n: Long) = d.plusMonths(3 * n)
},
Monthly(12) {
override fun offset(d: LocalDate) = d.plusMonths(1)
override fun offset(d: LocalDate, n: Long) = d.plusMonths(1 * n)
},
Weekly(52) {
override fun offset(d: LocalDate) = d.plusWeeks(1)
override fun offset(d: LocalDate, n: Long) = d.plusWeeks(1 * n)
},
BiWeekly(26) {
override fun offset(d: LocalDate) = d.plusWeeks(2)
override fun offset(d: LocalDate, n: Long) = d.plusWeeks(2 * n)
},
Daily(365) {
override fun offset(d: LocalDate) = d.plusDays(1)
override fun offset(d: LocalDate, n: Long) = d.plusDays(1 * n)
};
abstract fun offset(d: LocalDate): LocalDate
abstract fun offset(d: LocalDate, n: Long = 1): LocalDate
// Daily() // Let's not worry about this for now.
}
@ -324,22 +324,21 @@ open class BusinessCalendar private constructor(val calendars: Array<out String>
ret.add(calendar.applyRollConvention(currentDate, dateRollConvention))
ctr += 1
// TODO: Fix addl period logic
if ((ctr > noOfAdditionalPeriods ) || (currentDate >= endDate ?: currentDate ))
if ((ctr > noOfAdditionalPeriods) || (currentDate >= endDate ?: currentDate))
break
}
return ret
}
fun getOffsetDate(startDate: LocalDate, period: Frequency, howMany: Int = 1): LocalDate {
if (howMany == 0) return startDate
var nextDate = startDate
repeat(howMany) { nextDate = period.offset(nextDate) }
return nextDate
/** Calculates the date from @startDate moving forward @steps of time size @period. Does not apply calendar
* logic / roll conventions.
*/
fun getOffsetDate(startDate: LocalDate, period: Frequency, steps: Int = 1): LocalDate {
if (steps == 0) return startDate
return period.offset(startDate, steps.toLong())
}
}
override fun equals(other: Any?): Boolean = if (other is BusinessCalendar) {
/** Note this comparison is OK as we ensure they are sorted in getInstance() */
this.holidayDates == other.holidayDates