net.objectlab.kit.datecalc.common.ccy

Interface CurrencyCalculatorConfig

All Known Implementing Classes:

DefaultCurrencyCalculatorConfig

public interface CurrencyCalculatorConfig

According to http://www.londonfx.co.uk/valdates.html, some currencies should take into account USD holidays for T+1 (whilst calculating the Spot Date).

Since:

1.4.0

Author:

Benoit Xhenseval

Method Summary

Modifier and Type	Method and Description
Set<String>	getCurrenciesSubjectToCrossCcyForT1(String crossCcy)
WorkingWeek	getWorkingWeek(String currency) Return a default Mon-Fri for most, but some might be Sun-Thu (Arabic countries).

Method Detail

getCurrenciesSubjectToCrossCcyForT1

Set<String> getCurrenciesSubjectToCrossCcyForT1(String crossCcy)

Parameters:

crossCcy - the cross currency used

Returns:

set of currency code subject to CrossCcy Holidays for T+1. (for USD, typically MXN/CLP/ARS).

getWorkingWeek

WorkingWeek getWorkingWeek(String currency)

Return a default Mon-Fri for most, but some might be Sun-Thu (Arabic countries).

Parameters:

currency -

Returns:

the WorkingWeek registered for this currency other the default Mon-Fri.