See: Description
| Interface | Description |
|---|---|
| BaseCalculator<E> | |
| CurrencyDateCalculator<E> |
A DateCalculator specialised for a currency pair.
|
| DateCalculator<E> |
A DateCalculator is a lightweight container with an optional reference to a
set of holidays, a WorkingWeek (Mon-Fri by default), a startDate and a
current business date.
|
| HolidayCalendar<E> |
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
| HolidayHandler<E> |
This will be called to determine whether the date should be moved according
to the special algorithm used.
|
| IMMDateCalculator<E> |
The IMMDates are defined as the 3rd Wednesday of March, June, September and
December.
|
| KitCalculatorsFactory<E extends Serializable> |
Factory will create new instances of calculators, these are lightweight, each
thread should use the factory as a given calculator should NOT be shared
across thread (unless you know what you're doing) as the startDate, current
date and working week would be shared.
|
| NonWorkingDayChecker<E> | |
| PeriodCountCalculator<E> |
Interface that defines a financial market way of calculating difference in
days, month (or part of) and year (or part of).
|
| ReadOnlyHolidayCalendar<E> |
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
| Class | Description |
|---|---|
| AbstractDateCalculator<E extends Serializable> |
Abstract implementation in order to encapsulate all the common functionality
between Jdk and Joda implementations.
|
| AbstractIMMDateCalculator<E> |
Abstract implementation in order to encapsulate all the common functionality
between Jdk and Joda implementations.
|
| AbstractKitCalculatorsFactory<E extends Serializable> |
Base class for all calculator factories, it handles the holiday registration.
|
| CalculatorConstants | |
| CurrencyDateCalculatorBuilder<E extends Serializable> |
Provides enough information to create an immutable CurrencyDateCalculator.
|
| DefaultHolidayCalendar<E extends Serializable> | |
| ExcelDateUtil |
Convert Excel Date to Jdk
Date or Calendar. |
| HolidayHandlerType |
Define a series of standard way to handle holidays.
|
| ImmutableHolidayCalendar<E> |
This is an immutable holiday calendar, once given to a DateCalculator, a HolidayCalendar cannot be
modified, it will throw
UnsupportedOperationException. |
| StandardTenor |
A series of Standard Tenors used by the financial industry.
|
| Tenor |
Holds only valid unit and TenorCode: Day, Week, Month, Year, Overnight,
Spot.
|
| Utils |
Utilities class for
Date/Calendar conversions |
| WorkingWeek |
Immutable Working Week, default is Mon->Friday.
|
| Enum | Description |
|---|---|
| IMMPeriod |
Some instruments require a period different from the usual Quarterly but
still following IMM, e.g.
|
| PeriodCountBasis |
Defines some standard Day Count bases.
|
| SpotLag | |
| TenorCode |
enum of Tenor Codes held by a
Tenor |
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.
Copyright © 2006–2022 Appendium - Portfolio Financing Platform. All rights reserved.