public class CalendarIMMDateCalculator extends AbstractIMMDateCalculator<Calendar>
IMMDateCalculator
DAYS_IN_WEEK, MONTH_IN_YEAR, MONTHS_IN_QUARTER
Constructor and Description |
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CalendarIMMDateCalculator() |
Modifier and Type | Method and Description |
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List<Calendar> |
getIMMDates(Calendar start,
Calendar end,
IMMPeriod period)
Returns a list of IMM dates between 2 dates, it will exclude the start
date if it is an IMM date but would include the end date if it is an IMM.
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protected Calendar |
getNextIMMDate(boolean requestNextIMM,
Calendar startDate,
IMMPeriod period) |
boolean |
isIMMDate(Calendar date)
Checks if a given date is an official IMM Date (3rd Wednesdays of
March/June/Sept/Dec.
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getIMMDates, getNextIMMDate, getNextIMMDate, getNextIMMDates, getPreviousIMMDate, getPreviousIMMDate
public List<Calendar> getIMMDates(Calendar start, Calendar end, IMMPeriod period)
start
- start of the interval, excludedend
- end of the interval, may be included.period
- specify when the "next" IMM is, if quarterly then it is the
conventional algorithm.protected Calendar getNextIMMDate(boolean requestNextIMM, Calendar startDate, IMMPeriod period)
getNextIMMDate
in class AbstractIMMDateCalculator<Calendar>
public boolean isIMMDate(Calendar date)
IMMDateCalculator
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