net.objectlab.kit.datecalc.joda

Class LocalDateKitCalculatorsFactory

java.lang.Object

net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory<org.joda.time.LocalDate>

net.objectlab.kit.datecalc.joda.LocalDateKitCalculatorsFactory

All Implemented Interfaces:

KitCalculatorsFactory<org.joda.time.LocalDate>

public class LocalDateKitCalculatorsFactory
extends AbstractKitCalculatorsFactory<org.joda.time.LocalDate>

The default factory for getting Joda LocalDate based calculators.

Author:

Benoit Xhenseval

Constructor Summary

Constructors

Constructor and Description
LocalDateKitCalculatorsFactory()

Method Summary

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

LocalDateKitCalculatorsFactory

public LocalDateKitCalculatorsFactory()

Method Detail

getDefaultInstance

public static LocalDateKitCalculatorsFactory getDefaultInstance()

getDefaultCurrencyDateCalculatorBuilder

public CurrencyDateCalculatorBuilder<org.joda.time.LocalDate> 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; . 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<org.joda.time.LocalDate> defaultCurrencyDateCalculatorBuilder(String ccy1,
                                                                                                          String ccy2,
                                                                                                          SpotLag spotLag)

forwardCurrencyDateCalculator

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

getDefaultCurrencyDateCalculator

public LocalDateCurrencyDateCalculator 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

buildCurrencyDateCalculator

public LocalDateCurrencyDateCalculator buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<org.joda.time.LocalDate> builder)

forwardCalculator

public static LocalDateCalculator forwardCalculator(String name)

backwardCalculator

public static LocalDateCalculator backwardCalculator(String name)

forwardUnlessMovingBackCalculator

public static LocalDateCalculator forwardUnlessMovingBackCalculator(String name)

modifiedFollowingCalculator

public static LocalDateCalculator modifiedFollowingCalculator(String name)

modifiedPrecedingCalculator

public static LocalDateCalculator modifiedPrecedingCalculator(String name)

getDateCalculator

public LocalDateCalculator 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

Returns:

a new DateCalculator

getHolidayHandler

public HolidayHandler<org.joda.time.LocalDate> getHolidayHandler(String holidayHandlerType)

Description copied from interface: KitCalculatorsFactory

Create a new holiday handler of given type

Returns:

a new handler

getPeriodCountCalculator

public PeriodCountCalculator<org.joda.time.LocalDate> getPeriodCountCalculator()

Description copied from interface: KitCalculatorsFactory

Create a new PeriodCountCalculator.

Returns:

a PeriodCountCalculator

getIMMDateCalculator

public IMMDateCalculator<org.joda.time.LocalDate> getIMMDateCalculator()

Description copied from interface: KitCalculatorsFactory

Create a new IMMDateCalculator.

Returns:

an IMMDateCalculator