Changeset 167
- Timestamp:
- 05/15/08 19:25:12 (5 months ago)
- Files:
-
- trunk/QLNet/QLNet/Termstructures/Iterativebootstrap.cs (modified) (1 diff)
- trunk/QLNet/QLNet/Time/Calendars/china.cs (modified) (2 diffs)
- trunk/QLNet/QLNet/Time/Calendars/india.cs (modified) (2 diffs)
- trunk/QLNet/QLNet/Time/Calendars/indonesia.cs (modified) (4 diffs)
- trunk/QLNet/QLNet/Time/Calendars/singapore.cs (modified) (6 diffs)
- trunk/QLNet/QLNet/Time/Calendars/taiwan.cs (modified) (2 diffs)
Legend:
- Unmodified
- Added
- Removed
- Modified
- Copied
- Moved
trunk/QLNet/QLNet/Termstructures/Iterativebootstrap.cs
r86 r167 36 36 37 37 int n = ts_.instruments_.Count; 38 if ( n < ts_.interpolator_.requiredPoints)38 if (!(n+1 >= ts_.interpolator_.requiredPoints)) 39 39 throw new ArgumentException("not enough instruments: " + n + " provided, " + 40 ts_.interpolator_.requiredPoints+ " required");40 (ts_.interpolator_.requiredPoints-1) + " required"); 41 41 42 42 for (int i = 0; i < n; ++i) { trunk/QLNet/QLNet/Time/Calendars/china.cs
r61 r167 35 35 </ul> 36 36 37 Other holidays for which no rule is given: 37 Other holidays for which no rule is given (data available for 38 2004-2008 only): 38 39 <ul> 39 <li>Chinese New Year (data available for 2004-2007 only)</li> 40 <li>Chinese New Year</li> 41 <li>Ching Ming Festival</li> 42 <li>Tuen Ng Festival</li> 43 <li>Mid-Autumn Festival</li> 40 44 </ul> 41 45 … … 64 68 // New Year's Day 65 69 || (d == 1 && m == Month.January) 66 || (d == 3 && m == Month.January && y == 2005)70 || (d == 3 && m == Month.January && y == 2005) 67 71 || ((d == 2 || d == 3) && m == Month.January && y == 2006) 68 72 || (d <= 3 && m == Month.January && y == 2007) 69 // Labor Day 70 || (d >= 1 && d <= 7 && m == Month.May) 71 // National Day 72 || (d >= 1 && d <= 7 && m == Month.October) 73 // Chinese New Year 73 || (d == 31 && m == Month.December && y == 2007) 74 || (d == 1 && m == Month.January && y == 2008) 75 // Chinese New Year 74 76 || (d >= 19 && d <= 28 && m == Month.January && y == 2004) 75 || (d >= 77 || (d >= 7 && d <= 15 && m == Month.February && y == 2005) 76 78 || (((d >= 26 && m == Month.January) || (d <= 3 && m == Month.February)) 77 79 && y == 2006) 78 80 || (d >= 17 && d <= 25 && m == Month.February && y == 2007) 81 || (d >= 6 && d <= 12 && m == Month.February && y == 2008) 82 // Ching Ming Festival 83 || (d == 4 && m == Month.April && y <= 2008) 84 // Labor Day 85 || (d >= 1 && d <= 7 && m == Month.May && y <= 2007) 86 || (d >= 1 && d <= 2 && m == Month.May && y == 2008) 87 // Tuen Ng Festival 88 || (d == 9 && m == Month.June && y <= 2008) 89 // Mid-Autumn Festival 90 || (d == 15 && m == Month.September && y <= 2008) 91 // National Day 92 || (d >= 1 && d <= 7 && m == Month.October && y <= 2007) 93 || (d >= 29 && m == Month.September && y == 2008) 94 || (d <= 3 && m == Month.October && y == 2008) 79 95 ) 80 96 return false; trunk/QLNet/QLNet/Time/Calendars/india.cs
r61 r167 39 39 40 40 Other holidays for which no rule is given (data available for 41 2005-200 7only:)41 2005-2008 only:) 42 42 <ul> 43 43 <li>Bakri Id</li> … … 148 148 return false; 149 149 } 150 if (y == 2008) { 151 if (// Mahashivratri 152 (d == 6 && m == Month.March) 153 // Id-E-Milad 154 || (d == 20 && m == Month.March) 155 // Mahavir Jayanti 156 || (d == 18 && m == Month.April) 157 // Maharashtra Day 158 || (d == 1 && m == Month.May) 159 // Buddha Pournima 160 || (d == 19 && m == Month.May) 161 // Ganesh Chaturthi 162 || (d == 3 && m == Month.September) 163 // Ramzan Id 164 || (d == 2 && m == Month.October) 165 // Dasara 166 || (d == 9 && m == Month.October) 167 // Laxmi Puja 168 || (d == 28 && m == Month.October) 169 // Bhau bhij 170 || (d == 30 && m == Month.October) 171 // Gurunanak Jayanti 172 || (d == 13 && m == Month.November) 173 // Bakri Id 174 || (d == 9 && m == Month.December) 175 ) 176 return false; 177 } 150 178 return true; 151 179 } trunk/QLNet/QLNet/Time/Calendars/indonesia.cs
r61 r167 30 30 <li>Saturdays</li> 31 31 <li>Sundays</li> 32 <li>New Year's Day, January 1st</li> 32 33 <li>Good Friday</li> 33 <li>New Year's Day, January 1st</li>34 34 <li>Ascension of Jesus Christ</li> 35 35 <li>Independence Day, August 17th</li> … … 38 38 39 39 Other holidays for which no rule is given 40 (data available for 2005-200 7only:)40 (data available for 2005-2008 only:) 41 41 <ul> 42 42 <li>Idul Adha</li> … … 44 44 <li>Imlek</li> 45 45 <li>Moslem's New Year Day</li> 46 <li>Chinese New Year</li> 46 47 <li>Nyepi (Saka's New Year)</li> 47 48 <li>Birthday of Prophet Muhammad SAW</li> … … 155 156 return false; 156 157 } 158 if (y == 2007) { 159 if (// Islamic New Year 160 ((d == 10 || d == 11) && m == Month.January) 161 // Chinese New Year 162 || ((d == 7 || d == 8) && m == Month.February) 163 // Saka's New Year 164 || (d == 7 && m == Month.March) 165 // Birthday of the prophet Muhammad SAW 166 || (d == 20 && m == Month.March) 167 // Vesak Day 168 || (d == 20 && m == Month.May) 169 // Isra' Mi'raj of the prophet Muhammad SAW 170 || (d == 30 && m == Month.July) 171 // Ied Fitr 172 || (d == 30 && m == Month.September) 173 || ((d == 1 || d == 2 || d == 3) && m == Month.October) 174 // Ied Adha 175 || (d == 8 && m == Month.December) 176 // Islamic New Year 177 || (d == 29 && m == Month.December) 178 // New Year's Eve 179 || (d == 31 && m == Month.December) 180 // National leave 181 || (d == 18 && m == Month.August) 182 ) 183 return false; 184 } 157 185 return true; 158 186 } trunk/QLNet/QLNet/Time/Calendars/singapore.cs
r61 r167 38 38 39 39 Other holidays for which no rule is given 40 (data available for 2004-200 7only:)40 (data available for 2004-2008 only:) 41 41 <ul> 42 42 <li>Chinese New Year</li> … … 69 69 || (d == 1 && m == Month.January) 70 70 // Good Friday 71 || (dd == em -3)71 || (dd == em - 3) 72 72 // Labor Day 73 73 || (d == 1 && m == Month.May) … … 82 82 || ((d == 30 || d == 31) && m == Month.January && y == 2006) 83 83 || ((d == 19 || d == 20) && m == Month.February && y == 2007) 84 || ((d == 7 || d == 8) && m == Month.February && y == 2008) 84 85 85 86 // Hari Raya Haji … … 89 90 || (d == 2 && m == Month.January && y == 2007) 90 91 || (d == 20 && m == Month.December && y == 2007) 92 || (d == 8 && m == Month.December && y == 2008) 91 93 92 94 // Vesak Poya Day … … 95 97 || (d == 12 && m == Month.May && y == 2006) 96 98 || (d == 31 && m == Month.May && y == 2007) 99 || (d == 18 && m == Month.May && y == 2008) 97 100 98 101 // Deepavali 99 102 || (d == 11 && m == Month.November && y == 2004) 100 103 || (d == 8 && m == Month.November && y == 2007) 104 || (d == 28 && m == Month.October && y == 2008) 101 105 102 106 // Diwali … … 108 112 || (d == 24 && m == Month.October && y == 2006) 109 113 || (d == 13 && m == Month.October && y == 2007) 114 || (d == 1 && m == Month.October && y == 2008) 110 115 ) 111 116 return false; trunk/QLNet/QLNet/Time/Calendars/taiwan.cs
r61 r167 37 37 38 38 Other holidays for which no rule is given 39 (data available for 2002-200 7only:)39 (data available for 2002-2008 only:) 40 40 <ul> 41 41 <li>Chinese Lunar New Year</li> … … 148 148 return false; 149 149 } 150 if (y == 2008) { 151 if (// Chinese Lunar New Year 152 (d >= 4 && d <= 11 && m == Month.February) 153 // Tomb Sweeping Day 154 || (d == 4 && m == Month.April) 155 ) 156 return false; 157 } 150 158 return true; 151 159 }
