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.
|
net.objectlab.kit.datecalc.jdk |
This package provides a pure JDK implementation of the DateCalculator for both Calendar and Date, it is
released as a standalone datecalc-jdk JAR.
|
net.objectlab.kit.datecalc.jdk8 |
This package implements the DateCalculator interfaces using JDK8
|
net.objectlab.kit.datecalc.joda |
This package implements the DateCalculator interfaces using Joda-time See Joda-time
|
Class and Description |
---|
BaseCalculator |
CurrencyDateCalculator
A DateCalculator specialised for a currency pair.
|
CurrencyDateCalculatorBuilder
Provides enough information to create an immutable CurrencyDateCalculator.
|
DateCalculator
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
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
HolidayHandler
This will be called to determine whether the date should be moved according
to the special algorithm used.
|
IMMDateCalculator
The IMMDates are defined as the 3rd Wednesday of March, June, September and
December.
|
IMMPeriod
Some instruments require a period different from the usual Quarterly but
still following IMM, e.g.
|
KitCalculatorsFactory
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 |
PeriodCountBasis
Defines some standard Day Count bases.
|
PeriodCountCalculator
Interface that defines a financial market way of calculating difference in
days, month (or part of) and year (or part of).
|
ReadOnlyHolidayCalendar
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
SpotLag |
Tenor
Holds only valid unit and TenorCode: Day, Week, Month, Year, Overnight,
Spot.
|
TenorCode
enum of Tenor Codes held by a
Tenor |
WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
Class and Description |
---|
CurrencyDateCalculator
A DateCalculator specialised for a currency pair.
|
CurrencyDateCalculatorBuilder
Provides enough information to create an immutable CurrencyDateCalculator.
|
NonWorkingDayChecker |
ReadOnlyHolidayCalendar
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
SpotLag |
Tenor
Holds only valid unit and TenorCode: Day, Week, Month, Year, Overnight,
Spot.
|
WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
Class and Description |
---|
AbstractDateCalculator
Abstract implementation in order to encapsulate all the common functionality
between Jdk and Joda implementations.
|
AbstractIMMDateCalculator
Abstract implementation in order to encapsulate all the common functionality
between Jdk and Joda implementations.
|
AbstractKitCalculatorsFactory
Base class for all calculator factories, it handles the holiday registration.
|
BaseCalculator |
CurrencyDateCalculator
A DateCalculator specialised for a currency pair.
|
CurrencyDateCalculatorBuilder
Provides enough information to create an immutable CurrencyDateCalculator.
|
DateCalculator
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
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
HolidayHandler
This will be called to determine whether the date should be moved according
to the special algorithm used.
|
IMMDateCalculator
The IMMDates are defined as the 3rd Wednesday of March, June, September and
December.
|
IMMPeriod
Some instruments require a period different from the usual Quarterly but
still following IMM, e.g.
|
KitCalculatorsFactory
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 |
PeriodCountBasis
Defines some standard Day Count bases.
|
PeriodCountCalculator
Interface that defines a financial market way of calculating difference in
days, month (or part of) and year (or part of).
|
SpotLag |
WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
Class and Description |
---|
WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
Class and Description |
---|
AbstractDateCalculator
Abstract implementation in order to encapsulate all the common functionality
between Jdk and Joda implementations.
|
AbstractIMMDateCalculator
Abstract implementation in order to encapsulate all the common functionality
between Jdk and Joda implementations.
|
AbstractKitCalculatorsFactory
Base class for all calculator factories, it handles the holiday registration.
|
BaseCalculator |
CurrencyDateCalculator
A DateCalculator specialised for a currency pair.
|
CurrencyDateCalculatorBuilder
Provides enough information to create an immutable CurrencyDateCalculator.
|
DateCalculator
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
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
HolidayHandler
This will be called to determine whether the date should be moved according
to the special algorithm used.
|
IMMDateCalculator
The IMMDates are defined as the 3rd Wednesday of March, June, September and
December.
|
IMMPeriod
Some instruments require a period different from the usual Quarterly but
still following IMM, e.g.
|
KitCalculatorsFactory
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 |
PeriodCountBasis
Defines some standard Day Count bases.
|
PeriodCountCalculator
Interface that defines a financial market way of calculating difference in
days, month (or part of) and year (or part of).
|
SpotLag |
WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
Copyright © 2006–2022 Appendium - Portfolio Financing Platform. All rights reserved.