Examples of businessDayAdjustDate()

Examples of com.opengamma.analytics.financial.credit.schedulegeneration.GenerateCreditDefaultSwapPremiumLegSchedule.businessDayAdjustDate()

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    final boolean[] onCycleSwapDates = new boolean[swapDates.length];
    final ZonedDateTime[] previousSwapDates = new ZonedDateTime[swapDates.length];

    for (int i = 0; i < numSwaps; i++) {
      unadjustedSwapDates[i] = swapDates[i];
      adjustedSwapDates[i] = swapMaturities.businessDayAdjustDate(swapDates[i], calendar, businessdayAdjustmentConvention);
    }

    int numIntervals = 0;
    int extraDays = 0;
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Examples of com.opengamma.analytics.financial.credit.schedulegeneration.GenerateCreditDefaultSwapPremiumLegSchedule.businessDayAdjustDate()

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        //

        final ZonedDateTime[] adjustedDateList = new ZonedDateTime[numDates];

        for (int idx = 0; idx < numDates; idx++) {
          adjustedDateList[idx] = swapMaturities.businessDayAdjustDate(dateList[idx], calendar, businessdayAdjustmentConvention);
        }

        final double[] cashflowList = new double[numDates];

        ZonedDateTime prevDate = valueDate;
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