Package | Description |
---|---|
net.objectlab.kit.datecalc.common |
This package provides functionalities that are used by both JDK and Joda implementation,
it is not released alone but included in the datecalc-jdk, datecalc-jdk8 or datecalc-joda JARs.
|
net.objectlab.kit.datecalc.common.ccy |
This package implements the abstract CurrencyDateCalculator interfaces; it is not released alone but included in the datecalc-jdk, datecalc-jdk8 or datecalc-joda JARs.
|
Modifier and Type | Field and Description |
---|---|
static Tenor |
StandardTenor.OVERNIGHT |
static Tenor |
StandardTenor.SPOT |
static Tenor |
StandardTenor.T_10Y |
static Tenor |
StandardTenor.T_15Y |
static Tenor |
StandardTenor.T_1D |
static Tenor |
StandardTenor.T_1M |
static Tenor |
StandardTenor.T_1W |
static Tenor |
StandardTenor.T_1Y |
static Tenor |
StandardTenor.T_20Y |
static Tenor |
StandardTenor.T_2D |
static Tenor |
StandardTenor.T_2M |
static Tenor |
StandardTenor.T_2Y |
static Tenor |
StandardTenor.T_30Y |
static Tenor |
StandardTenor.T_3M |
static Tenor |
StandardTenor.T_3Y |
static Tenor |
StandardTenor.T_4Y |
static Tenor |
StandardTenor.T_50Y |
static Tenor |
StandardTenor.T_5Y |
static Tenor |
StandardTenor.T_6M |
static Tenor |
StandardTenor.T_7Y |
static Tenor |
StandardTenor.T_9M |
Modifier and Type | Method and Description |
---|---|
static Tenor |
Tenor.valueOf(String tenor) |
Modifier and Type | Method and Description |
---|---|
static List<Tenor> |
StandardTenor.getAll() |
Modifier and Type | Method and Description |
---|---|
E |
CurrencyDateCalculator.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).
|
DateCalculator<E> |
DateCalculator.moveByTenor(Tenor tenor)
Move the current date by a given tenor, please note that all tenors are
relative to the CURRENT day (and NOT from spot).
|
DateCalculator<E> |
AbstractDateCalculator.moveByTenor(Tenor tenor)
Move the current date by a given tenor, please note that all tenors are
relative to the CURRENT day (and NOT from spot).
|
DateCalculator<E> |
DateCalculator.moveByTenor(Tenor tenor,
int spotLag)
Move the current date by a given tenor, please note that all tenors are
relative to the SPOT day which is a number of days from the current date.
|
DateCalculator<E> |
AbstractDateCalculator.moveByTenor(Tenor tenor,
int spotLag)
move the current date by a given tenor, this means that if a date is
either a 'weekend' or holiday, it will be skipped according to the holiday
handler and not count towards the number of days to move.
|
Modifier and Type | Method and Description |
---|---|
List<E> |
CurrencyDateCalculator.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).
|
List<E> |
DateCalculator.calculateTenorDates(List<Tenor> tenors)
Calculate a series of Tenor codes in one go based on current day,
this does NOT change the current business date.
|
List<E> |
AbstractDateCalculator.calculateTenorDates(List<Tenor> tenors)
Calculate a series of Tenor codes in one go based on current day,
this does NOT change the current business date.
|
List<E> |
DateCalculator.calculateTenorDates(List<Tenor> tenors,
int spotLag)
Calculate a series of Tenor codes in one go based on SPOT day (calculated
with the spot lag), this does NOT change the current business date.
|
List<E> |
AbstractDateCalculator.calculateTenorDates(List<Tenor> tenors,
int spotLag)
Calculate a series of Tenor codes in one go based on SPOT day (calculated
with the spot lag), this does NOT change the current business date.
|
Modifier and Type | Method and Description |
---|---|
E |
AbstractCurrencyDateCalculator.calculateTenorDate(E startDate,
Tenor tenor) |
Modifier and Type | Method and Description |
---|---|
List<E> |
AbstractCurrencyDateCalculator.calculateTenorDates(E startDate,
List<Tenor> tenors) |
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