Constructor
new module:caplin/fx/testing/BusinessDateGenerator()
Constructs a
caplin.fx.testing.BusinessDateGenerator.
The BusinessDateGenerator serves to create settlement dates and calendars.
Methods
-
getSettlementCalendar(startDate, days) → {Array}
-
Retrieves an array of formatted dates.
Parameters:
Name Type Description startDateDate The date to start from. daysInt The number of days to create. Returns:
Array of formatted dates.- Type
- Array
-
getSettlementDates(startDate) → {Map}
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Returns a map of settlement dates.
Parameters:
Name Type Description startDateDate The date to start from. Returns:
The settlement dates. Keys are tenors and values are the corresponding date.- Type
- Map