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