CPI lag direction fix

src/Qwack.Core/Curves/CPICurve.cs

@@ -120,7 +120,7 @@ public IIrCurve BumpRateFlat(double delta, bool mutate)
         public Dictionary<DateTime, IIrCurve> BumpScenarios(double delta, DateTime lastSensitivityDate) => throw new NotImplementedException();
 
 
-        public double GetForecast(DateTime fixingDate, int fixingLagInMonths) => _cpiInterp.Interpolate(fixingDate.AddMonths(fixingLagInMonths).ToOADate()); // InflationUtils.InterpFixing(fixingDate, _cpiInterp, fixingLagInMonths);
+        public double GetForecast(DateTime fixingDate, int fixingLagInMonths) => _cpiInterp.Interpolate(fixingDate.AddMonths(-System.Math.Abs(fixingLagInMonths)).ToOADate()); // InflationUtils.InterpFixing(fixingDate, _cpiInterp, fixingLagInMonths);
         public double GetForecastExact(DateTime fixingDate, int fixingLagInMonths) => InflationUtils.InterpFixing(fixingDate, _cpiInterp, fixingLagInMonths);
 
         public double GetDf(DateTime startDate, DateTime endDate)

src/Qwack.Dates/DateExtensions.cs

@@ -816,5 +816,53 @@ public static DateTime[] GenerateDateSchedule(this DatePeriodType period, DateTi
         }
 
         public static int DiffinMonths(this DateTime start, DateTime end) => (end.Year * 12 + end.Month) - (start.Year * 12 + start.Month);
+
+        public static DateTime AddWeekDays(DateTime d, int n)
+        {
+            var cd = d;
+            for (var i = 0; i < n; i++)
+            {
+                cd = cd.AddDays(1);
+                while (cd.DayOfWeek is DayOfWeek.Saturday or DayOfWeek.Sunday)
+                {
+                    cd = cd.AddDays(1);
+                }
+            }
+            return cd;
+        }
+
+        public static DateTime SubtractWeekDays(DateTime d, int n)
+        {
+            var cd = d;
+            for (var i = n; i > 0; i--)
+            {
+                cd = cd.AddDays(-1);
+                while (cd.DayOfWeek is DayOfWeek.Saturday or DayOfWeek.Sunday)
+                {
+                    cd = cd.AddDays(-1);
+                }
+            }
+            return cd;
+        }
+
+        public static DateTime PrevWeekDay(DateTime day)
+        {
+            day = day.AddDays(-1);
+            while (day.DayOfWeek == DayOfWeek.Saturday || day.DayOfWeek == DayOfWeek.Sunday)
+            {
+                day = day.AddDays(-1);
+            }
+            return day;
+        }
+
+        public static DateTime NextWeekDay(DateTime day)
+        {
+            day = day.AddDays(1);
+            while (day.DayOfWeek == DayOfWeek.Saturday || day.DayOfWeek == DayOfWeek.Sunday)
+            {
+                day = day.AddDays(1);
+            }
+            return day;
+        }
     }
 }

version.props

@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.7.30</VersionPrefix>
+        <VersionPrefix>0.7.31</VersionPrefix>
     </PropertyGroup>
 </Project>

version.txt

@@ -1 +1 @@
-0.7.30
+0.7.31