private List<org.jquantlib.time.Date> generateCouponDates(DBObject stream1)
throws ParseException, UnknownHostException {
org.jquantlib.time.Date effectiveDate = getDate(stream1, "effectiveDate.unadjustedDate.$");
org.jquantlib.time.Date terminationDate = getDate(stream1, "terminationDate.unadjustedDate.$");
TimeUnit timeUnit = getTimeUnit(stream1, "calculationPeriodFrequency.period.$");
int freq = (Integer) get(stream1, "calculationPeriodFrequency.periodMultiplier.$");
Object roll = get(stream1, "calculationPeriodFrequency.rollConvention.$");
String businessDayConvention =
get(stream1, "calculationPeriodDatesAdjustments.businessDayConvention.$");
String businessCentersHref =
get(stream1, "calculationPeriodDatesAdjustments.businessCentersReference.@href");
Calendar c =
getCalendar(stream1, "terminationDate.dateAdjustments.businessCenters.businessCenter");
Period period = new Period(freq, timeUnit);
final Calendar nullCalendar = new NullCalendar();
MakeSchedule mSchedule =
new MakeSchedule(
effectiveDate, terminationDate, period, c, BusinessDayConvention.ModifiedFollowing);
mSchedule.forwards();
if (roll instanceof Integer) {
org.jquantlib.time.Date firstDate =
nullCalendar.advance(effectiveDate, period, BusinessDayConvention.Unadjusted, false);
if (firstDate.dayOfMonth() != (Integer) roll) {
Date tmp = firstDate.longDate();
tmp.setDate((Integer) roll);
firstDate = new org.jquantlib.time.Date(tmp);
mSchedule.withFirstDate(firstDate);
}
}
List<org.jquantlib.time.Date> dates = mSchedule.schedule().dates();
return dates;
}
