net.objectlab.kit.datecalc.jdk

Class DateKitCalculatorsFactory

java.lang.Object

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

net.objectlab.kit.datecalc.jdk.DateKitCalculatorsFactory

All Implemented Interfaces:

KitCalculatorsFactory<Date>

public class DateKitCalculatorsFactory
extends AbstractKitCalculatorsFactory<Date>

The default factory for getting Jdk Date based calculators.

Author:

Benoit Xhenseval

Constructor Summary

Constructors

Constructor and Description
DateKitCalculatorsFactory()

Method Summary

Modifier and Type	Method and Description
static DateDateCalculator	backwardCalculator(String name)
DateCurrencyDateCalculator	buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<Date> builder)
static CurrencyDateCalculatorBuilder<Date>	defaultCurrencyDateCalculatorBuilder(String ccy1, String ccy2, SpotLag spotLag)
static DateDateCalculator	forwardCalculator(String name)
static DateCurrencyDateCalculator	forwardCurrencyDateCalculator(String ccy1, String ccy2, SpotLag spotLag)
static DateDateCalculator	forwardUnlessMovingBackCalculator(String name)
DateDateCalculator	getDateCalculator(String name, String holidayHandlerType) Create a new DateCalculator for a given name and type of handling.
DateCurrencyDateCalculator	getDefaultCurrencyDateCalculator(String ccy1, String ccy2, SpotLag spotLag) Create a new IMMUTABLE CurrencyDateCalculator specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig.
CurrencyDateCalculatorBuilder<Date>	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 DateKitCalculatorsFactory	getDefaultInstance()
HolidayHandler<Date>	getHolidayHandler(String holidayHandlerType) Create a new holiday handler of given type
IMMDateCalculator<Date>	getIMMDateCalculator() Create a new IMMDateCalculator.
PeriodCountCalculator<Date>	getPeriodCountCalculator() Create a new PeriodCountCalculator.
static DateDateCalculator	modifiedFollowingCalculator(String name)
static DateDateCalculator	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

DateKitCalculatorsFactory

public DateKitCalculatorsFactory()

Method Detail

getDefaultInstance

public static DateKitCalculatorsFactory getDefaultInstance()

getDefaultCurrencyDateCalculatorBuilder

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

buildCurrencyDateCalculator

public DateCurrencyDateCalculator buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<Date> builder)

forwardCurrencyDateCalculator

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

getDefaultCurrencyDateCalculator

public DateCurrencyDateCalculator 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 DateDateCalculator forwardCalculator(String name)

backwardCalculator

public static DateDateCalculator backwardCalculator(String name)

forwardUnlessMovingBackCalculator

public static DateDateCalculator forwardUnlessMovingBackCalculator(String name)

modifiedFollowingCalculator

public static DateDateCalculator modifiedFollowingCalculator(String name)

modifiedPrecedingCalculator

public static DateDateCalculator modifiedPrecedingCalculator(String name)

getDateCalculator

public DateDateCalculator getDateCalculator(String name,
                                            String holidayHandlerType)

Description copied from interface: KitCalculatorsFactory

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

getHolidayHandler

public HolidayHandler<Date> getHolidayHandler(String holidayHandlerType)

Description copied from interface: KitCalculatorsFactory

Create a new holiday handler of given type

Returns:

a new handler

getPeriodCountCalculator

public PeriodCountCalculator<Date> getPeriodCountCalculator()

Description copied from interface: KitCalculatorsFactory

Create a new PeriodCountCalculator.

Returns:

a PeriodCountCalculator

getIMMDateCalculator

public IMMDateCalculator<Date> getIMMDateCalculator()

Description copied from interface: KitCalculatorsFactory

Create a new IMMDateCalculator.

Returns:

an IMMDateCalculator