AbstractCurrencyDateCalculator (ObjectLab Kit 1.4.8 API)

java.lang.Object
- net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator<E>

All Implemented Interfaces:

CurrencyDateCalculator<E>, NonWorkingDayChecker<E>

Direct Known Subclasses:

CalendarCurrencyDateCalculator, DateCurrencyDateCalculator, LocalDateCurrencyDateCalculator, LocalDateCurrencyDateCalculator
```
public abstract class AbstractCurrencyDateCalculator<E extends Serializable>
extends Object
implements CurrencyDateCalculator<E>, NonWorkingDayChecker<E>
```
Abstract Currency calculator implementation in order to encapsulate all the common functionality between Jdk/Jdk8 and Joda implementations. It is parameterized on <E> but basically Date and LocalDate are the only viable values for it for now. This follows convention for currency, see http://www.londonfx.co.uk/valdates.html
Currency Holiday
For most T+2 currency pairs (spotLag=2), if T+1 is a USD holiday, then this does not normally affect the spot date, but if a non-USD currency in the currency pair has a holiday on T+1, then it will make the spot date become T+3. If USD or either currency of a pair have a holiday on T+2, then the spot date will be T+3. This means, for example, that crosses such as EUR/GBP can never have a spot date on 4th July (although such a date could be quoted as an outright).
Latin American currencies
USD holidays normally affect the spot date only if T+2 is a USD holiday. If T+1 is a USD holiday, this does not normally prevent T+2 from being the spot date. Certain Latin American currencies (ARS, CLP and MXN) are an exception to this. If T+1 is a USD holiday, then the spot date for the affected currencies will be T+3. For example, if the trade date is a Monday and a USD holiday falls on the Tuesday, then the spot date for EUR/USD will be the Wednesday, but the spot date for USD/MXN will be the Thursday.

Since:

1.4.0

Constructor Summary

Constructors
Modifier Constructor and Description

protected AbstractCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder)

Constructors
Modifier	Constructor and Description
`protected`	`AbstractCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder)`

Method Summary

All Methods Instance Methods Abstract Methods Concrete Methods
Modifier and Type	Method and Description
`protected abstract E`	`addMonths(E calc, int unit)`
`protected abstract E`	`calculateNextDay(E date)`
`E`	`calculateSpotDate(E startDate)` Calculate the Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc), the calculator also takes into account special rules for Latin American Currencies or Arabic currencies.
`E`	`calculateTenorDate(E startDate, Tenor tenor)` Calculate the Tenor Date from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
`List<E>`	`calculateTenorDates(E startDate, List<Tenor> tenors)` Calculate a list of Tenor Dates from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
`protected abstract int`	`calendarWeekDay(E date)`
`String`	`getCcy1()`
`ReadOnlyHolidayCalendar<E>`	`getCcy1Calendar()`
`WorkingWeek`	`getCcy1Week()`
`String`	`getCcy2()`
`ReadOnlyHolidayCalendar<E>`	`getCcy2Calendar()`
`WorkingWeek`	`getCcy2Week()`
`String`	`getCrossCcy()` The cross currency used by this calculator.
`ReadOnlyHolidayCalendar<E>`	`getCrossCcyCalendar()` If enabled show the CrossCcy calendar that may be used on Spot or Tenor dates (in some cases, it is required that GBP/EUR AND USD [the crossCcy] have all a working day in common for the Spot/Tenor date).
`WorkingWeek`	`getCrossCcyWeek()`
`String`	`getName()`
`SpotLag`	`getSpotLag()`
`boolean`	`isAdjustStartDateWithCurrencyPair()`
`boolean`	`isBrokenDateAllowed()`
`boolean`	`isNonWorkingDay(E date)` Is the given date a non working day, i.e.
`boolean`	`isUseCrossCcyOnT1ForCcy1()`
`boolean`	`isUseCrossCcyOnT1ForCcy2()`
`protected abstract E`	`max(E d1, E d2)`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - AbstractCurrencyDateCalculator
```
protected AbstractCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder)
```
- Method Detail
  - isUseCrossCcyOnT1ForCcy1
```
public boolean isUseCrossCcyOnT1ForCcy1()
```
    Specified by:
    
    isUseCrossCcyOnT1ForCcy1 in interface CurrencyDateCalculator<E extends Serializable>
    
    Returns:
    
    true if the calculator is using the CrossCcy holidays for T+1 for Ccy1. CurrencyCalculatorConfig.getCurrenciesSubjectToCrossCcyForT1(String)
  - isUseCrossCcyOnT1ForCcy2
```
public boolean isUseCrossCcyOnT1ForCcy2()
```
    Specified by:
    
    isUseCrossCcyOnT1ForCcy2 in interface CurrencyDateCalculator<E extends Serializable>
    
    Returns:
    
    true if the calculator is using the CrossCcy holidays for T+1 for Ccy2. CurrencyCalculatorConfig.getCurrenciesSubjectToCrossCcyForT1(String)
  - getSpotLag
```
public SpotLag getSpotLag()
```
    Specified by:
    
    getSpotLag in interface CurrencyDateCalculator<E extends Serializable>
    
    Returns:
    
    the Spot Lag (0,1,2) used by this calculator.
  - isAdjustStartDateWithCurrencyPair
```
public boolean isAdjustStartDateWithCurrencyPair()
```
    Specified by:
    
    isAdjustStartDateWithCurrencyPair in interface CurrencyDateCalculator<E extends Serializable>
    
    Returns:
    
    true if the calculator adjusts the start date based on the working week and holidays for the currency pair (not the crossCcy). CurrencyDateCalculatorBuilder.adjustStartDateWithCurrencyPair(boolean)
  - isBrokenDateAllowed
```
public boolean isBrokenDateAllowed()
```
    Specified by:
    
    isBrokenDateAllowed in interface CurrencyDateCalculator<E extends Serializable>
    
    Returns:
    
    true if the calculator allows a broken date (i.e. a Spot or Tenor date that can fall on a weekend or holiday for the crossCcy). CurrencyDateCalculatorBuilder.brokenDateAllowed(boolean)
  - getCrossCcy
```
public String getCrossCcy()
```
    Description copied from interface: CurrencyDateCalculator
    
    The cross currency used by this calculator.
    
    Specified by:
    
    getCrossCcy in interface CurrencyDateCalculator<E extends Serializable>
  - getCcy1
```
public String getCcy1()
```
    Specified by:
    
    getCcy1 in interface CurrencyDateCalculator<E extends Serializable>
  - getCcy2
```
public String getCcy2()
```
    Specified by:
    
    getCcy2 in interface CurrencyDateCalculator<E extends Serializable>
  - getName
```
public String getName()
```
    Specified by:
    
    getName in interface CurrencyDateCalculator<E extends Serializable>
  - getCcy1Calendar
```
public ReadOnlyHolidayCalendar<E> getCcy1Calendar()
```
    Specified by:
    
    getCcy1Calendar in interface CurrencyDateCalculator<E extends Serializable>
  - getCcy2Calendar
```
public ReadOnlyHolidayCalendar<E> getCcy2Calendar()
```
    Specified by:
    
    getCcy2Calendar in interface CurrencyDateCalculator<E extends Serializable>
  - getCrossCcyCalendar
```
public ReadOnlyHolidayCalendar<E> getCrossCcyCalendar()
```
    Description copied from interface: CurrencyDateCalculator
    
    If enabled show the CrossCcy calendar that may be used on Spot or Tenor dates (in some cases, it is required that GBP/EUR AND USD [the crossCcy] have all a working day in common for the Spot/Tenor date). This is configurable CurrencyDateCalculatorBuilder.brokenDateAllowed(boolean).
    
    Specified by:
    
    getCrossCcyCalendar in interface CurrencyDateCalculator<E extends Serializable>
  - getCcy1Week
```
public WorkingWeek getCcy1Week()
```
    Specified by:
    
    getCcy1Week in interface CurrencyDateCalculator<E extends Serializable>
  - getCcy2Week
```
public WorkingWeek getCcy2Week()
```
    Specified by:
    
    getCcy2Week in interface CurrencyDateCalculator<E extends Serializable>
  - getCrossCcyWeek
```
public WorkingWeek getCrossCcyWeek()
```
    Specified by:
    
    getCrossCcyWeek in interface CurrencyDateCalculator<E extends Serializable>
  - calculateNextDay
```
protected abstract E calculateNextDay(E date)
```
  - calendarWeekDay
```
protected abstract int calendarWeekDay(E date)
```
  - max
```
protected abstract E max(E d1,
                         E d2)
```
  - isNonWorkingDay
```
public boolean isNonWorkingDay(E date)
```
    Description copied from interface: NonWorkingDayChecker
    
    Is the given date a non working day, i.e. either a "weekend" or a holiday?
    
    Specified by:
    
    isNonWorkingDay in interface NonWorkingDayChecker<E extends Serializable>
    
    Returns:
    
    true if the given date is non-working.
  - calculateSpotDate
```
public E calculateSpotDate(E startDate)
```
    Description copied from interface: CurrencyDateCalculator
    
    Calculate the Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc), the calculator also takes into account special rules for Latin American Currencies or Arabic currencies.
    
    Specified by:
    
    calculateSpotDate in interface CurrencyDateCalculator<E extends Serializable>
    
    Parameters:
    
    startDate - the start date which may be adjusted for the ccy pair if enabled.
    
    Returns:
    
    the Spot Date
  - calculateTenorDate
```
public E calculateTenorDate(E startDate,
                            Tenor tenor)
```
    Description copied from interface: CurrencyDateCalculator
    
    Calculate the Tenor Date from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
    
    Specified by:
    
    calculateTenorDate in interface CurrencyDateCalculator<E extends Serializable>
    
    Parameters:
    
    startDate - the start date which may be adjusted for the ccy pair if enabled.
    
    tenor - e.g. 1M
    
    Returns:
    
    the Tenor Date
  - addMonths
```
protected abstract E addMonths(E calc,
                               int unit)
```
  - calculateTenorDates
```
public List<E> calculateTenorDates(E startDate,
                                   List<Tenor> tenors)
```
    Description copied from interface: CurrencyDateCalculator
    
    Calculate a list of Tenor Dates from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
    
    Specified by:
    
    calculateTenorDates in interface CurrencyDateCalculator<E extends Serializable>
    
    Parameters:
    
    startDate - the start date which may be adjusted for the ccy pair if enabled.
    
    tenors - the list of tenors ('chronological order is not mandatory)
    
    Returns:
    
    the Tenor Dates (same order as the list of Tenors)

Class AbstractCurrencyDateCalculator<E extends Serializable>

Currency Holiday

Latin American currencies

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

AbstractCurrencyDateCalculator

Method Detail

isUseCrossCcyOnT1ForCcy1

isUseCrossCcyOnT1ForCcy2

getSpotLag

isAdjustStartDateWithCurrencyPair

isBrokenDateAllowed

getCrossCcy

getCcy1

getCcy2

getName

getCcy1Calendar

getCcy2Calendar

getCrossCcyCalendar

getCcy1Week

getCcy2Week

getCrossCcyWeek

calculateNextDay

calendarWeekDay

max

isNonWorkingDay

calculateSpotDate

calculateTenorDate

addMonths

calculateTenorDates