public class DateIMMDateCalculator extends AbstractIMMDateCalculator<Date>
Date
based implementation of the
IMMDateCalculator
. It simply
delegates to the Calendar implementation.DAYS_IN_WEEK, MONTH_IN_YEAR, MONTHS_IN_QUARTER
Constructor and Description |
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DateIMMDateCalculator() |
Modifier and Type | Method and Description |
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List<Date> |
getIMMDates(Date start,
Date 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.
|
protected Date |
getNextIMMDate(boolean requestNextIMM,
Date theStartDate,
IMMPeriod period) |
boolean |
isIMMDate(Date date)
Checks if a given date is an official IMM Date (3rd Wednesdays of
March/June/Sept/Dec.
|
getIMMDates, getNextIMMDate, getNextIMMDate, getNextIMMDates, getPreviousIMMDate, getPreviousIMMDate
protected Date getNextIMMDate(boolean requestNextIMM, Date theStartDate, IMMPeriod period)
getNextIMMDate
in class AbstractIMMDateCalculator<Date>
public List<Date> getIMMDates(Date start, Date end, IMMPeriod period)
IMMDateCalculator
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.public boolean isIMMDate(Date date)
IMMDateCalculator
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