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From: <be...@us...> - 2007-01-03 20:39:40
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Revision: 228
http://svn.sourceforge.net/objectlabkit/?rev=228&view=rev
Author: benoitx
Date: 2007-01-03 12:39:41 -0800 (Wed, 03 Jan 2007)
Log Message:
-----------
The spot date should move by the spot lag, taking into account ANY holidays in between, i.e. moveByBusinessDays and not moveByDay
Modified Paths:
--------------
trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java
Modified: trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java
===================================================================
--- trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java 2006-12-21 16:59:37 UTC (rev 227)
+++ trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java 2007-01-03 20:39:41 UTC (rev 228)
@@ -134,7 +134,7 @@
TenorCode tenorCode = tenor.getCode();
if (tenorCode != TenorCode.OVERNIGHT) {
// get to the Spot date first:
- moveByDays(spotLag);
+ moveByBusinessDays(spotLag);
}
int unit = tenor.getUnits();
if (tenorCode == TenorCode.WEEK) {
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