/**
* Make a set of standard CDS represented as a MultiCdsAnalytic instance. The maturities of the
* CDS are measured from the next IMM date (after the trade date), and the tenors are the given
* matIndices multiplied by the coupon interval (3 months).
*
* @param tradeDate the trade date
* @param accStartDate the accrual start date
* @param matIndices the CDS tenors are these multiplied by the coupon interval (3 months)
* @return a set of CDS represented as a MultiCdsAnalytic
*/
public MultiCdsAnalytic makeMultiImmCds(
LocalDate tradeDate, LocalDate accStartDate, int[] matIndices) {
if (!_couponInterval.equals(DEFAULT_COUPON_INT)) {
throw new IllegalArgumentException(
"coupon interval must be 3M for this method. However it is set to "
+ _couponInterval.toString());
}
ArgChecker.notNull(tradeDate, "tradeDate");
ArgChecker.notEmpty(matIndices, "matIndicies");
LocalDate nextIMM = ImmDateLogic.getNextIMMDate(tradeDate);
LocalDate stepinDate = tradeDate.plusDays(_stepIn);
LocalDate valueDate = addWorkDays(tradeDate, _cashSettle, _calendar);
return new MultiCdsAnalytic(
tradeDate,
stepinDate,
valueDate,
accStartDate,
nextIMM,
matIndices,
_payAccOnDefault,
_couponIntervalTenor,
_stubType,
_protectStart,
_recoveryRate,
_businessdayAdjustmentConvention,
DEFAULT_CALENDAR,
_accrualDayCount,
_curveDayCount);
}
/**
* Checks if this periodic frequency equals another periodic frequency.
*
* <p>The comparison checks the frequency period.
*
* @param obj the other frequency, null returns false
* @return true if equal
*/
@Override
public boolean equals(Object obj) {
if (obj == this) {
return true;
}
if (obj == null || getClass() != obj.getClass()) {
return false;
}
Frequency other = (Frequency) obj;
return period.equals(other.period);
}
