net.objectlab.kit.datecalc.jdk

Class CalendarKitCalculatorsFactory

java.lang.Object

net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory<Calendar>

net.objectlab.kit.datecalc.jdk.CalendarKitCalculatorsFactory

All Implemented Interfaces:

KitCalculatorsFactory<Calendar>

public class CalendarKitCalculatorsFactory
extends AbstractKitCalculatorsFactory<Calendar>

The default factory for getting Jdk Calendar based calculators.

Author:

Marcin Jekot

Constructor Summary

Constructors

Constructor and Description
CalendarKitCalculatorsFactory()

Method Summary

Modifier and Type	Method and Description
static CalendarDateCalculator	backwardCalculator(String name)
CalendarCurrencyDateCalculator	buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<Calendar> builder)
static CurrencyDateCalculatorBuilder<Calendar>	defaultCurrencyDateCalculatorBuilder(String ccy1, String ccy2, SpotLag spotLag)
static CalendarDateCalculator	forwardCalculator(String name)
static CalendarCurrencyDateCalculator	forwardCurrencyDateCalculator(String ccy1, String ccy2, SpotLag spotLag)
static CalendarDateCalculator	forwardUnlessMovingBackCalculator(String name)
CalendarDateCalculator	getDateCalculator(String name, String holidayHandlerType) Create a new DateCalculator for a given name and type of handling.
CalendarCurrencyDateCalculator	getDefaultCurrencyDateCalculator(String ccy1, String ccy2, SpotLag spotLag) Create a new IMMUTABLE CurrencyDateCalculator specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig.
CurrencyDateCalculatorBuilder<Calendar>	getDefaultCurrencyDateCalculatorBuilder(String ccy1, String ccy2, SpotLag spotLag) Return a builder using the registered calendars/working weeks and a Modified Forward Holiday handler for the currency pair; this does NOT copy the calendars or Currency Config.
static CalendarKitCalculatorsFactory	getDefaultInstance()
HolidayHandler<Calendar>	getHolidayHandler(String holidayHandlerType) Create a new holiday handler of given type
IMMDateCalculator<Calendar>	getIMMDateCalculator() Create a new IMMDateCalculator.
PeriodCountCalculator<Calendar>	getPeriodCountCalculator() Create a new PeriodCountCalculator.
static CalendarDateCalculator	modifiedFollowingCalculator(String name)
static CalendarDateCalculator	modifiedPrecedingCalculator(String name)

Methods inherited from class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

configureCurrencyCalculatorBuilder, getCurrencyCalculatorConfig, getHolidayCalendar, getRegisteredHolidayCalendarNames, isHolidayCalendarRegistered, registerHolidays, setCurrencyCalculatorConfig, setHolidays, unregisterAllHolidayCalendars, unregisterHolidayCalendar

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CalendarKitCalculatorsFactory

public CalendarKitCalculatorsFactory()

Method Detail

getDefaultInstance

public static CalendarKitCalculatorsFactory getDefaultInstance()

getDefaultCurrencyDateCalculatorBuilder

public CurrencyDateCalculatorBuilder<Calendar> getDefaultCurrencyDateCalculatorBuilder(String ccy1,
                                                                                       String ccy2,
                                                                                       SpotLag spotLag)

Return a builder using the registered calendars/working weeks and a Modified Forward Holiday handler for the currency pair; this does NOT copy the calendars or Currency Config. If you want to change some of the parameters, simply modify the Builder returned and pass it to the constructor of the calculator you are interested in.

Parameters:

ccy1 - first currency, will pickup the holiday set for this ccy.

ccy2 - second currency, will pick up the holiday set for this ccy.

spotLag - the number of days between tradeDate and spotDate.

Returns:

a new CurrencyDateCalculatorBuilder

defaultCurrencyDateCalculatorBuilder

public static CurrencyDateCalculatorBuilder<Calendar> defaultCurrencyDateCalculatorBuilder(String ccy1,
                                                                                           String ccy2,
                                                                                           SpotLag spotLag)

buildCurrencyDateCalculator

public CalendarCurrencyDateCalculator buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<Calendar> builder)

forwardCurrencyDateCalculator

public static CalendarCurrencyDateCalculator forwardCurrencyDateCalculator(String ccy1,
                                                                           String ccy2,
                                                                           SpotLag spotLag)

getDefaultCurrencyDateCalculator

public CalendarCurrencyDateCalculator getDefaultCurrencyDateCalculator(String ccy1,
                                                                       String ccy2,
                                                                       SpotLag spotLag)

Description copied from interface: KitCalculatorsFactory

Create a new IMMUTABLE CurrencyDateCalculator specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig. NOTE that USD currency holiday must also be registered.

Parameters:

ccy1 - first currency, will pickup the holiday set for this ccy.

ccy2 - second currency, will pick up the holiday set for this ccy.

spotLag - the number of days between tradeDate and spotDate.

Returns:

a new CurrencyDateCalculator

forwardCalculator

public static CalendarDateCalculator forwardCalculator(String name)

backwardCalculator

public static CalendarDateCalculator backwardCalculator(String name)

forwardUnlessMovingBackCalculator

public static CalendarDateCalculator forwardUnlessMovingBackCalculator(String name)

modifiedFollowingCalculator

public static CalendarDateCalculator modifiedFollowingCalculator(String name)

modifiedPrecedingCalculator

public static CalendarDateCalculator modifiedPrecedingCalculator(String name)

getDateCalculator

public CalendarDateCalculator getDateCalculator(String name,
                                                String holidayHandlerType)

Create a new DateCalculator for a given name and type of handling.

Parameters:

name - calendar name (holidays set interested in). If there is set of holidays with that name, it will return a DateCalculator with an empty holiday set (will work on Weekend only).

holidayHandlerType - typically one of the value of HolidayHandlerType or null.

Returns:

a new DateCalculator

Throws:

IllegalArgumentException - if the type is not null or a valid value.

getHolidayHandler

public HolidayHandler<Calendar> getHolidayHandler(String holidayHandlerType)

Description copied from interface: KitCalculatorsFactory

Create a new holiday handler of given type

Returns:

a new handler

getPeriodCountCalculator

public PeriodCountCalculator<Calendar> getPeriodCountCalculator()

Create a new PeriodCountCalculator.

Returns:

a PeriodCountCalculator

getIMMDateCalculator

public IMMDateCalculator<Calendar> getIMMDateCalculator()

Create a new IMMDateCalculator.

Returns:

an IMMDateCalculator