Class
caplin.fx.testing

BusinessDateGenerator

The BusinessDateGenerator serves to create settlement dates and calendars.

Constructor Summary

Attributes Name and Description
caplin.fx.testing.BusinessDateGenerator()

Constructs a caplin.fx.testing.BusinessDateGenerator.

Method Summary

Attributes Name and Description
Array getSettlementCalendar(Date oStartDate, Int days)

Retrieves an array of formatted dates.

Map getSettlementDates(Date oStartDate)

Returns a map of settlement dates.

Constructor Detail

caplin.fx.testing.BusinessDateGenerator()

Constructs a caplin.fx.testing.BusinessDateGenerator.

Method Detail

Array getSettlementCalendar(Date oStartDate, Int days)

Retrieves an array of formatted dates.

Parameters
Date oStartDate The date to start from.
Int days The number of days to create.
Returns
{Array} Array of formatted dates.

Map getSettlementDates(Date oStartDate)

Returns a map of settlement dates.

Parameters
Date oStartDate The date to start from.
Returns
{Map} The settlement dates. Keys are tenors and values are the corresponding date.