private LocalDate getNextExpiryMonth(final Month[] validMonths, final LocalDate dtCurrent) {
Month mthCurrent = dtCurrent.getMonth();
int idx = Arrays.binarySearch(validMonths, mthCurrent);
if (Math.abs(idx) >= (validMonths.length - 1)) {
return LocalDate.of(dtCurrent.getYear() + 1, validMonths[0], dtCurrent.getDayOfMonth());
} else if (idx >= 0) {
return dtCurrent.with(validMonths[idx + 1]);
} else {
return dtCurrent.with(validMonths[-idx + 1]);
}
}
@Override
/**
* Given a LocalDate representing the valuation date and an integer representing the n'th expiry
* after that date, returns a date in the expiry month Used in
* BloombergFutureUtils.getExpiryCodeForSoybeanFutures()
*/
public LocalDate getExpiryMonth(final int n, final LocalDate today) {
ArgumentChecker.isTrue(n > 0, "n must be greater than zero");
ArgumentChecker.notNull(today, "today");
LocalDate expiryDate = today;
for (int m = n; m > 0; m--) {
expiryDate = getNextExpiryMonth(expiryDate);
}
if (expiryDate.getDayOfMonth() > 15) {
expiryDate = getNextExpiryMonth(expiryDate);
}
// set day to first possible - used in getExpiryDate()
return LocalDate.of(expiryDate.getYear(), expiryDate.getMonth(), 14);
}
