【C#】16. IMM (Date class 更新)

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Globalization;

namespace UserDefinedDataEXP
{
    public class Date
    {
        private DateTime dt;
        private int _diffYear,_diffMonth,_diffDay;

        #region 属性Year、Month、Day、SerialValue
        //0.1   属性Year
        public int Year
        {
            get { return dt.Year; }
        }
        //0.2   属性Month
        public int Month
        {
            get { return dt.Month; }
        }
        //0.3    属性Day
        public int Day
        {
            get { return dt.Day; }
        }
        //0.4   属性SerialValue
        public int SerialValue
        {
            get { return dt.Subtract(new DateTime(1900, 1, 1)).Days + 2; }
        }
        //0.5   属性DateValue
        public DateTime DateValue
        {
            get { return dt; }
        }

        #endregion

        #region 改写运算符
        //1.    Operator +
        public static Date operator +(Date D1,Date D2) 
        {
            Date result = new Date(D1.Year+D2.Year,D1.Month+D2.Month,D1.Day+D2.Day);
            return result;
        }
        //2.    Operator -
        public static Date operator -(Date D1, Date D2)
        {
            Date result = new Date(D1.Year - D2.Year, D1.Month- D2.Month, D1.Day - D2.Day);
            return result;
        }
        //3.    Operator ==
        public static bool operator ==(Date D1, Date D2)
        {
            if (D1.Year == D2.Year && D1.Month == D2.Month && D1.Day == D2.Day) 
            {
                return true;
            }
            else
	        {
                 return false;
	        }
        }
        //4.    Operator !=
        public static bool operator !=(Date D1, Date D2)
        {
            if (D1.Year != D2.Year || D1.Month != D2.Month || D1.Day != D2.Day)
            {
                return true;
            }
            else
            {
                return false;
            }
        }
        //5.    Operator >
        public static bool operator >(Date D1, Date D2)
        {
            if (D1.SerialValue>D2.SerialValue)
            {
                return true;
            }
            else
            {
                return false;
            }
        }
        //6.    Operator >
        public static bool operator <(Date D1, Date D2)
        {
            if (D1.SerialValue < D2.SerialValue)
            {
                return true;
            }
            else
            {
                return false;
            }
        }
        #endregion

        #region 构造器
        //1.1   构造器
        public Date() 
        {
            dt = new DateTime();
        }
        //1.2   构造器
        public Date(int Year, int Month, int Day)
        {
            dt = new DateTime(Year,Month,Day);
        }
        //1.3   构造器
        public Date(DateTime date)
        {
            dt = new DateTime(date.Year,date.Month,date.Day);
        }
        //1.4   构造器
        public Date(int ExcelSerialNum)
        {
            dt = new DateTime(1900,1,1).AddDays(ExcelSerialNum-2);
        }
        //1.5   构造器
        public Date(Date dt2)
        {
            dt = new DateTime(dt2.dt.Year,dt2.dt.Month,dt2.dt.Day);
        }
        #endregion

        #region YearFactor

        //3.1   Act/Act    
        public double YF_AA(Date endDate)
        {
            return D_MM(endDate) / (DateTime.IsLeapYear(this.Year) ? 366 : 365);
        }

        //3.2   Act/360   
        public double YF_MM(Date endDate)
        {
            return (endDate.SerialValue - this.SerialValue) / 360.0;
        }
        public double YF_30_360(Date endDate)
        {
            return D_30_360(endDate) / 360.0;
        }
        public double YF_30_360E(Date endDate)
        {
            return D_30_360E(endDate) / 360.0;
        }
        public double YF_30_360E_ISDA(Date endDate)
        {
            return D_30_360E_ISDA(endDate) / 360.0;
        }
        public double YF_30_365(Date endDate)
        {
            return D_30_360(endDate) / 365.0;
        }
        //3.4   【改】YF_365 = Act/365
        public double YF_365(Date endDate)
        {
            return D_MM(endDate) / 365.0;
        }
        //3.5   【改】YF_365_25 = Act/365.25
        public double YF_365_25(Date endDate)
        {
            return D_MM(endDate)/ 365.25;
        }

        #endregion

         函数End Of Month
        //public int EOM(Date date) 
        //{
        //    int _eom=30;
        //    switch (date.Month)
        //    {
        //        case 2:
        //            if (DateTime.IsLeapYear(date.Year))  _eom = 29;
        //            else   _eom = 28;
        //            break;
        //        case 1:
        //        case 3:
        //        case 5:
        //        case 7:
        //        case 8:
        //        case 10:
        //        case 12:
        //            _eom=31;
        //            break;
        //        default:
        //            break;
        //    }
        //    return _eom;
        //}

        //4.1   Day Count

        #region Day Count
        public int D_MM(Date endDate) 
        {
            return endDate.SerialValue - this.SerialValue;
        }
   
        public int D_30_360(Date endDate)
        {
            _diffYear = endDate.Year - this.Year;
            _diffMonth = endDate.Month - this.Month;
            _diffDay = endDate.Day - dt.Day;
            return 360*_diffYear + 30 * _diffMonth + _diffDay;
        }
        
        public int D_30_360E(Date endDate)
        {
            _diffYear = endDate.Year - this.Year;
            _diffMonth = endDate.Month - this.Month;
            if (endDate.Day == 31)  _diffDay = 30;
            else _diffDay = endDate.Day;
            if (this.Day == 31) _diffDay -= 30;
            else _diffDay -= this.Day; 
            return 360*_diffYear + 30 * _diffMonth + _diffDay;
        }

        public int D_30_360E_ISDA(Date endDate)
        {
            _diffYear = endDate.Year - this.Year;
            _diffMonth = endDate.Month - this.Month;
            if (endDate.Day ==DateTime.DaysInMonth(endDate.Year,endDate.Month)) _diffDay = 30;
            else _diffDay = endDate.Day;
            if (this.Day == 31) _diffDay -= 30;
            else _diffDay -= this.Day;
            return 360*_diffYear + 30 * _diffMonth + _diffDay;
        }

        public double D_EFF(Date Date2)
        {
            return Date2.SerialValue - this.SerialValue;
        }

        #endregion

        //5.1   add_workdays()
        public Date add_workdays(int workdays)
        {
            DateTime dt1 = dt;
            for (int i = 0; i < workdays; i++)
            {
                switch (dt.DayOfWeek)
                {
                    case DayOfWeek.Saturday:
                        dt1 = dt.AddDays(2);
                        break;
                    case DayOfWeek.Friday:
                        dt1 = dt.AddDays(3);
                        break;
                    default:
                        dt1 = dt1.AddDays(1);
                        break;
                }
            }
            return new Date(dt1);
        }
        
        //8.    函数add_period_string
        public Date add_period_string(string addPeriod, int n)
        {
            DateTime dt1 = dt;
            switch (addPeriod.Substring(1,1))   
	        {
                case "d":
                    dt1 = dt1.AddDays(double.Parse(addPeriod.Substring(0, 1)));
                    break;
                case "m":
                    dt1 = dt1.AddMonths(int.Parse(addPeriod.Substring(0,1)));
                    break;
                case "y":
                    dt1 = dt1.AddYears(int.Parse(addPeriod.Substring(0,1)));
                    break;
	        }
            if (dt1.DayOfWeek==DayOfWeek.Sunday||dt1.DayOfWeek==DayOfWeek.Saturday)
	        {
		        return new Date(dt1).add_workdays(n);
	        }
            else
            {
                return new Date(dt1);
            }
            
        }

        //9.    属性FormatedDate
        public void PrintFormatedDate()
        {
            Console.Write(dt.ToString("ddd_dd_MMM_yyyy", DateTimeFormatInfo.InvariantInfo));
        }
        //10.   函数AddMonth
        public Date AddMonths(int month)
        {
            return new Date(dt.AddMonths(month));
        }

        //【更新】2015/3/11
        //给出指定年月的第三个周三的日期
        public static Date IMMDate(int Month, int Year)
        {
            // Start with last day of previous month
            DateTime outPut = new DateTime(Year, Month, 1).AddDays(-1);
            int NoOfWednesday = 0; // Wednesday counter
            // Loop to find third Wednesday
            while (NoOfWednesday < 3)
            {
                outPut = outPut.AddDays(1);
                if (outPut.DayOfWeek == DayOfWeek.Wednesday)
                {
                    NoOfWednesday++;
                }
            }
            return new Date(outPut);
        }
        public Date IMMDate()
        {
            return IMMDate(dt.Month, dt.Year);
        }
        //给出距离Today第NthStir近的一个IMM Date
        public static Date IMM_Date_Nth(Date Today, int NthStir)
        {
            DateTime Today_ = Today.DateValue; // Casting to DateTime
            int Month = Today_.Month; // Month int
            int Year = Today_.Year; // Year int
            int Rem; // The remainder
            int result = Math.DivRem(Month, 3, out Rem);
            int Quarter = Month + (3 - Rem) * Math.Sign(Rem);
            if (Today.SerialValue > (IMMDate(Quarter, Year).SerialValue - 2))
            {
                Rem = Quarter + 3 * NthStir;
            }
            else
            {
                Rem = Quarter + 3 * (NthStir - 1);
            }
            return IMMDate(Rem - 12 * (int)((Rem - 0.5) / 12), Year + (int)((Rem - 0.5) / 12));
        }
        public Date IMM_Date_Nth(int NthStir)
        {
            return IMM_Date_Nth(this, NthStir);
        }
        //打印函数
        public override string ToString()
        {
            return dt.ToString("ddd_dd_MMM_yyyy", DateTimeFormatInfo.InvariantInfo);
        } 
    }
}




using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Diagnostics;
using System.Globalization;

namespace UserDefinedDataEXP
{
    class test
    {
            static void Main(string[] args)
        {
            Example3();
            Console.Read();
        }

            public static void Example3()
            {
                Date today = new Date(2011, 6, 16); // My today
                int minIndex = 0; // Min index of myDateVect
                int nOfDates = 6; // # element of myDateVect
                Vector<Date> myDateVect = new Vector<Date>(nOfDates, minIndex);
                string myDateFormat = "ddd dd MMM yyyy"; // Data format for output
                Console.WriteLine("Reference Date Third Wednesday of Ref Date");
                for (int i = minIndex; i < nOfDates; i++)
                {
                    myDateVect[i] = today.AddMonths(3 * i);
                    Console.WriteLine("{0} \t{1}",
                    myDateVect[i].DateValue.ToString(myDateFormat),
                    myDateVect[i].IMMDate().DateValue.ToString(myDateFormat));
                }
                Console.WriteLine("\n{0} {1}",
                "IMM Dates for futures strip [Mar,Jun,Sep,Dec]. Today is",
                today.DateValue.ToString(myDateFormat));
                // We show the IMM Date of futures strip of type Mar,Jun,Sep,Dec
                for (int i = minIndex + 1; i < nOfDates; i++)
                {
                    Console.WriteLine("#{0} stir \t{1}", i, today.IMM_Date_Nth(i).DateValue.ToString(myDateFormat));
                }
            }
    }
}