score:2

Accepted answer

I'd say that the LINQ operators already work on general sequences - but they're not designed to work specifically for monotonic sequences, which is what you've got here.

It wouldn't be too hard to write such things, I suspect - but I don't believe anything's built-in; there isn't even anything for this scenario in System.Interactive, as far as I can see.

score:1

You may onsider the Seq module of F#, which is automatically invoked by using special F# language constructs like 1 .. 10 which generates a sequence. It supports infinite sequences the way you describe, because it allows for lazy evaluation. Using F# may or may not be trivial in your situation. However, it shouldn't be too hard to use the Seq module directly from C# (but I haven't tried it myself).

Following this Mandelbrot example shows a way to use infinite sequences with C# by hiding yield. Not sure it brings you closer to what you want, but it might help.

EDIT
While you already commented that it isn't worthwhile in your current project and accepted an answer to your question, I was intrigued by the idea and conjured up a little example.

It appeared to be rather trivial and works well in C# with .NET 3.5 and .NET 4.0, by simple including FSharp.Core.dll (download it for .NET 3.5) to your references. Here's an out-of-the box example of an infinite sequence implementing your first use-case:

// place in your using-section:
using Microsoft.FSharp.Collections;
using Microsoft.FSharp.Core;

// [...]

// trivial 1st and 15th of the month filter, starting Jan 1, 2010.
Func<int, DateTime> firstAndFifteenth = (int i) =>
{
    int year = i / 24 + 2010;
    int day = i % 2 != 0 ? 15 : 1;
    int month = ((int)i / 2) % 12 + 1;
    return new DateTime(year, month, day);
};

// convert func to keep F# happy
var fsharpFunc = FSharpFunc<int, DateTime>.FromConverter(
                   new Converter<int, DateTime>(firstAndFifteenth));

// infinite sequence, returns IEnumerable
var infSeq = SeqModule.InitializeInfinite<DateTime>(fsharpFunc);

// first 100 dates
foreach (var dt in infSeq.Take(100))
    Debug.WriteLine("Date is now: {0:MM-dd-yyy}", dt);

Output is as can be expected, first few lines like so:

Date is now: 01-01-2010
Date is now: 01-15-2010
Date is now: 02-01-2010
Date is now: 02-15-2010
Date is now: 03-01-2010

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