Add CDS2015, a new DateGeneration rule #212
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lballabio
reviewed
Mar 3, 2017
ql/time/schedule.cpp
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| Integer skip = 3 - m%3; | ||
| result += skip*Months; | ||
| } | ||
| Month m = result.month(); |
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It's possible that this is called when rule is Twentieth, and in this case the adjustment to IMM month shouldn't be performed, should it?
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Indeed! Let me revert that.
lballabio
reviewed
Mar 3, 2017
ql/time/schedule.cpp
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| Date next20th = nextTwentieth(effectiveDate, *rule_); | ||
| *rule_ == DateGeneration::CDS || | ||
| *rule_ == DateGeneration::CDS2015) { | ||
| Date next20th = nextTwentieth(effectiveDate); |
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rule might be Twentieth here, see comment above.
lballabio
reviewed
Mar 3, 2017
ql/time/schedule.cpp
Outdated
| isRegular_.push_back(true); | ||
| *rule_ == DateGeneration::CDS || | ||
| *rule_ == DateGeneration::CDS2015) { | ||
| if (*rule_ == DateGeneration::CDS2015) { |
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This can be an else if branch of the previous if, instead of being nested.
the or statement never did anything
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This closes #138.