- calculateNextDay(E) - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- calculateSpotDate(E) - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- calculateSpotDate(E) - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
Calculate the Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc), the
calculator also takes into account special rules for Latin American Currencies or Arabic currencies.
- calculateTenorDate(E, Tenor) - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- calculateTenorDate(E, Tenor) - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
Calculate the Tenor Date from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
- calculateTenorDates(List<Tenor>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
Calculate a series of Tenor codes in one go based on current day,
this does NOT change the current business date.
- calculateTenorDates(List<Tenor>, int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
Calculate a series of Tenor codes in one go based on SPOT day (calculated
with the spot lag), this does NOT change the current business date.
- calculateTenorDates(E, List<Tenor>) - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- calculateTenorDates(E, List<Tenor>) - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
Calculate a list of Tenor Dates from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
- calculateTenorDates(List<Tenor>) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Calculate a series of Tenor codes in one go based on current day,
this does NOT change the current business date.
- calculateTenorDates(List<Tenor>, int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Calculate a series of Tenor codes in one go based on SPOT day (calculated
with the spot lag), this does NOT change the current business date.
- CalculatorConstants - Class in net.objectlab.kit.datecalc.common
-
- calendarWeekDay(E) - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- ccy1Calendar(HolidayCalendar<E>) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
The holiday calendar for ccy1, if null or not set, then a default calendar will be used with NO holidays.
- ccy1Week(WorkingWeek) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
Provides the definition of a working week for the currency; if not provided and the currencyCalculatorConfig is given, it
will do a look up for this currency.
- ccy2Calendar(HolidayCalendar<E>) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
The holiday calendar for ccy2, if null or not set, then a default calendar will be used with NO holidays.
- ccy2Week(WorkingWeek) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
Provides the definition of a working week for the currency; if not provided and the currencyCalculatorConfig is given, it
will do a look up for this currency.
- checkBoundary(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- checkValidity() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
Checks the builder and throws an IllegalArgumentException if there are issues e.g.
- clone(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- combine(DateCalculator<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
Allows DateCalculators to be combined into a new one, the startDate and
currentBusinessDate will be the ones from the existing calendar (not the
parameter one).
- combine(DateCalculator<E>) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Allows DateCalculators to be combined into a new one, the startDate and
currentBusinessDate will be the ones from the existing calendar (not the
parameter one).
- compareDate(E, E, boolean) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- configureCurrencyCalculatorBuilder(CurrencyDateCalculatorBuilder<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory
-
Method that may be called by the specialised factory methods and will fetch the registered holidayCalendar for all 3 currencies
and the working weeks via the currencyCalculatorConfig and assigning currencyCalculatorConfig to the builder,
using the DefaultCurrencyCalculatorConfig if not modified.
- createCalendar(String) - Static method in class net.objectlab.kit.datecalc.common.Utils
-
get a new Calendar based on the string date.
- createDate(String) - Static method in class net.objectlab.kit.datecalc.common.Utils
-
Creates a Date object given a string representation of it
- createNewCalculator(String, E, HolidayCalendar<E>, HolidayHandler<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- crossCcy(String) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when
validating the SpotDate or a Tenor date; if null or not set, then a default calendar will be used with NO holidays.
- crossCcyCalendar(HolidayCalendar<E>) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when
validating the SpotDate or a Tenor date.
- crossCcyWeek(WorkingWeek) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when
validating the SpotDate or a Tenor date.
- CurrencyCalculatorConfig - Interface in net.objectlab.kit.datecalc.common.ccy
-
According to http://www.londonfx.co.uk/valdates.html, some currencies should
take into account USD holidays for T+1 (whilst calculating the Spot Date).
- currencyCalculatorConfig(CurrencyCalculatorConfig) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
Provides information about currencies subject to USD on T+1 and WorkingWeeks if not specified individually.
- CurrencyDateCalculator<E> - Interface in net.objectlab.kit.datecalc.common
-
A DateCalculator specialised for a currency pair.
- CurrencyDateCalculatorBuilder<E extends Serializable> - Class in net.objectlab.kit.datecalc.common
-
Provides enough information to create an immutable CurrencyDateCalculator.
- CurrencyDateCalculatorBuilder() - Constructor for class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
Default values are:
crossCcy = USD
ccy1Calendar = Empty Calendar
ccy2Calendar = Empty Calendar
crossCcyCalendar = Empty Calendar
brokenDateAllowed = false
adjustStartDateWithCurrencyPair = true
spotLag = SpotLag.T_2
- currencyPair(String, String, SpotLag) - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
This specialises the calculator to the given currency pair and the SpotLag (0, 1, 2).
- getAll() - Static method in class net.objectlab.kit.datecalc.common.StandardTenor
-
- getCal(String) - Static method in class net.objectlab.kit.datecalc.common.Utils
-
- getCal(Date) - Static method in class net.objectlab.kit.datecalc.common.Utils
-
Get a Calendar object for a given Date representation.
- getCcy1() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCcy1() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCcy1() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCcy1Calendar() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCcy1Calendar() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCcy1Calendar() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCcy1Week() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCcy1Week() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCcy1Week() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCcy2() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCcy2() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCcy2() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCcy2Calendar() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCcy2Calendar() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCcy2Calendar() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCcy2Week() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCcy2Week() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCcy2Week() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCode() - Method in class net.objectlab.kit.datecalc.common.Tenor
-
- getCode() - Method in enum net.objectlab.kit.datecalc.common.TenorCode
-
- getCrossCcy() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCrossCcy() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
The cross currency used by this calculator.
- getCrossCcy() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCrossCcyCalendar() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCrossCcyCalendar() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
If enabled show the CrossCcy calendar that may be used on Spot or Tenor dates (in some cases, it is required that GBP/EUR AND USD [the
crossCcy] have all a working day in common for the Spot/Tenor date).
- getCrossCcyCalendar() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCrossCcyWeek() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getCrossCcyWeek() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getCrossCcyWeek() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCurrenciesSubjectToCrossCcyForT1(String) - Method in interface net.objectlab.kit.datecalc.common.ccy.CurrencyCalculatorConfig
-
- getCurrenciesSubjectToCrossCcyForT1(String) - Method in class net.objectlab.kit.datecalc.common.ccy.DefaultCurrencyCalculatorConfig
-
- getCurrencyCalculatorConfig() - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory
-
Provides the registered instance of currencyCalculatorConfig or use DefaultCurrencyCalculatorConfig if none registered.
- getCurrencyCalculatorConfig() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getCurrencyCalculatorConfig() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
- getCurrentBusinessDate() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getCurrentBusinessDate() - Method in interface net.objectlab.kit.datecalc.common.BaseCalculator
-
Gives the current business date held by the calculator.
- getCurrentIncrement() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getCurrentIncrement() - Method in interface net.objectlab.kit.datecalc.common.BaseCalculator
-
return the current increment in the calculator, this is used by the
handler.
- getDateCalculator(String, String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Create a new DateCalculator for a given name and type of handling.
- getDefaultCurrencyDateCalculator(String, String, SpotLag) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Create a new IMMUTABLE CurrencyDateCalculator specialised for 2 currencies, including WorkingWeek, calendars
registered and CurrencyCalculatorConfig.
- getDefaultCurrencyDateCalculatorBuilder(String, String, SpotLag) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Create a new CurrencyDateCalculatorBuilder specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig.
- getEarlyBoundary() - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar
-
- getEarlyBoundary() - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar
-
- getEarlyBoundary() - Method in interface net.objectlab.kit.datecalc.common.ReadOnlyHolidayCalendar
-
Returns the earliest date covered by this HolidayCalendar.
- getHolidayCalendar() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getHolidayCalendar(String) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory
-
Provides an immutable Holiday Calendar with that name if registered, null if not registered
- getHolidayCalendar() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Returns an immutable version of the HolidayCalendar.
- getHolidayCalendar(String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
- getHolidayHandler() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getHolidayHandler(String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Create a new holiday handler of given type
- getHolidayHandlerType() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getHolidayHandlerType() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Gives the name of the holiday handler algorithm, see HolidayHandlerType
for some standard values.
- getHolidays() - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar
-
- getHolidays() - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar
-
- getHolidays() - Method in interface net.objectlab.kit.datecalc.common.ReadOnlyHolidayCalendar
-
Returns an immutable set of holidays.
- getIMMDateCalculator() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Create a new IMMDateCalculator.
- getIMMDates(E, E) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
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
(same as IMMPeriod.QUARTERLY).
- getIMMDates(E, E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
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
(same as as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).
- getIMMDates(E, E, IMMPeriod) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
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.
- getJavaCalendar(double, boolean) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil
-
Given an Excel date with either 1900 or 1904 date windowing, converts it
to a java.util.Date.
- getJavaDate(double, boolean) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil
-
Given an Excel date with either 1900 or 1904 date windowing, converts it
to a java.util.Date.
- getJavaDateOnly(double, boolean) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil
-
Given an Excel date with either 1900 or 1904 date windowing, converts it
to a java.util.Date.
- getLateBoundary() - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar
-
- getLateBoundary() - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar
-
- getLateBoundary() - Method in interface net.objectlab.kit.datecalc.common.ReadOnlyHolidayCalendar
-
Returns the latest date covered by this HolidayCalendar.
- getName() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getName() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getName() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getName() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
This is typically the name of the associated set of holidays.
- getNextIMMDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- getNextIMMDate(E, IMMPeriod) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- getNextIMMDate(boolean, E, IMMPeriod) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- getNextIMMDate(E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
Given a start date, it will return the next IMM Date, even if the start
date is an IMM date (same as calling
getNextIMMDate(IMMPeriod.QUARTERLY)).
- getNextIMMDate(E, IMMPeriod) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
Given a start date, it will return the next IMM Date based on the
IMMPeriod, even if the start date is an IMM date.
- getNextIMMDates(E, int) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
Returns a list of N IMM dates from a given date, it will exclude the start
date if it is an IMM date
(same as as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).
- getNextIMMDates(E, int) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
Returns a list of N IMM dates from a given date, it will exclude the start
date if it is an IMM date
(same as as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).
- getNumberOfBusinessDaysBetween(E, E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Number of non weekend, non holidays days between d1 and d2, using the Holiday Handler type to match
what the method moveByBusinessDays requires.
- getPeriodCountCalculator() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Create a new PeriodCountCalculator.
- getPreviousIMMDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- getPreviousIMMDate(E, IMMPeriod) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- getPreviousIMMDate(E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
Given a start date, it will return the previous IMM Date, even if the
start date is an IMM date.
- getPreviousIMMDate(E, IMMPeriod) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator
-
Given a start date, it will return the previous IMM Date based on the
IMMPeriod, even if the start date is an IMM date.
- getRegisteredHolidayCalendarNames() - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory
-
Provides the immutable set of registered calendar names
- getRegisteredHolidayCalendarNames() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
- getSpotLag() - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- getSpotLag() - Method in interface net.objectlab.kit.datecalc.common.CurrencyDateCalculator
-
- getSpotLag() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getStartDate() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getStartDate() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Gives the startDate of this calculator (immutable once set via
setStartDate).
- getTenorHolidayHandler() - Method in class net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder
-
- getToday() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- getType() - Method in interface net.objectlab.kit.datecalc.common.HolidayHandler
-
Give the type name for this algorithm.
- getUnits() - Method in class net.objectlab.kit.datecalc.common.Tenor
-
- getWorkingDays() - Method in class net.objectlab.kit.datecalc.common.WorkingWeek
-
- getWorkingWeek(String) - Method in interface net.objectlab.kit.datecalc.common.ccy.CurrencyCalculatorConfig
-
Return a default Mon-Fri for most, but some might be Sun-Thu (Arabic countries).
- getWorkingWeek(String) - Method in class net.objectlab.kit.datecalc.common.ccy.DefaultCurrencyCalculatorConfig
-
Return a default Mon-Fri for most, but some might be Sun-Thu (Arabic countries).
- max(E, E) - Method in class net.objectlab.kit.datecalc.common.ccy.AbstractCurrencyDateCalculator
-
- MODIFIED_FOLLOWING - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType
-
A modified following handler will move the date forward if it falls on a
non working day BUT, if the new date falls into another month, it will
revert to moving backward until it finds a working day.
- MODIFIED_PRECEDING - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType
-
A modified preceding handler will move the date backward if it falls on
a non working day BUT, if the new date falls into another month, it will
revert to moving forward until it finds a working day.
- MONTH_30_DAYS - Static variable in class net.objectlab.kit.datecalc.common.CalculatorConstants
-
- MONTH_31_DAYS - Static variable in class net.objectlab.kit.datecalc.common.CalculatorConstants
-
- MONTH_IN_YEAR - Static variable in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- monthDiff(E, E, PeriodCountBasis) - Method in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator
-
This calculates the number of months (or fraction) between 2 dates, it
follows the given basis which means that the result could vary between
the same 2 dates if the basis is different.
- MONTHS_IN_QUARTER - Static variable in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator
-
- MONTHS_IN_YEAR - Static variable in class net.objectlab.kit.datecalc.common.CalculatorConstants
-
- moveByBusinessDays(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- moveByBusinessDays(int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
This changes the current business date held in the calculator, it moves
the current date by a number of business days, this means that if a date
is either a 'weekend' or holiday along the way, it will be skipped
according to the holiday handler and not count towards the number of days
to move.
- moveByDays(int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
This changes the current business date held in the calculator, it moves
the new current business date by the number of days and, if it falls on a
weekend or holiday, moves it further according to the HolidayHandler
given in this DateCalculator.
- moveByMonths(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- moveByTenor(Tenor, int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
move the current date by a given tenor, this means that if a date is
either a 'weekend' or holiday, it will be skipped according to the holiday
handler and not count towards the number of days to move.
- moveByTenor(Tenor) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
Move the current date by a given tenor, please note that all tenors are
relative to the CURRENT day (and NOT from spot).
- moveByTenor(Tenor, int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Move the current date by a given tenor, please note that all tenors are
relative to the SPOT day which is a number of days from the current date.
- moveByTenor(Tenor) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Move the current date by a given tenor, please note that all tenors are
relative to the CURRENT day (and NOT from spot).
- moveCurrentDate(BaseCalculator<E>) - Method in interface net.objectlab.kit.datecalc.common.HolidayHandler
-
If the current date of the give calculator is a non-working day, it will
be moved according to the algorithm implemented.
- moveToSpotDate(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- setCurrenciesSubjectToCrossCcyForT1(Map<String, Set<String>>) - Method in class net.objectlab.kit.datecalc.common.ccy.DefaultCurrencyCalculatorConfig
-
Will take a copy of a non null set but doing so by replacing the internal one in one go for consistency.
- setCurrencyCalculatorConfig(CurrencyCalculatorConfig) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory
-
Use this method register a specific currency config, if not provided then the DefaultCurrencyCalculatorConfig will be given.
- setCurrencyCalculatorConfig(CurrencyCalculatorConfig) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory
-
Use this method register a specific currency config, if not provided then the DefaultCurrencyCalculatorConfig will be given.
- setCurrentBusinessDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- setCurrentBusinessDate(E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
Gives a current business date, it may be moved according to the
HolidayHandler algorithm if it falls on a non-working day.
- setCurrentIncrement(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- setCurrentIncrement(int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
-
This would be used by delegate methods to detect if the increment
if positive or negative (this will allow us to define a Handler
that can act as Forward if positive and Backward if negative).
- setEarlyBoundary(E) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar
-
- setEarlyBoundary(E) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar
-
Sets the earliest date (must be <= first date in holiday set)
- setEarlyBoundary(E) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar
-
- setHolidayCalendar(HolidayCalendar<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
-
- setHolidayCalendar(HolidayCalendar<E>) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
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This is typically used at the construction of a DateCalculator to give a
reference to a Holiday Calendar, if not the case, the calculator will
make an immutable copy of the HolidayCalendar.
- setHolidayHandler(HolidayHandler<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
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- setHolidays(String, DateCalculator<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory
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Used by extensions to set holidays in a DateCalculator.
- setHolidays(Set<E>) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar
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- setHolidays(Set<E>) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar
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Takes a copy of the holidays and store it in an immutable
set.
- setHolidays(Set<E>) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar
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- setLateBoundary(E) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar
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- setLateBoundary(E) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar
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Sets the latest date (must be <= first date in holiday set)
- setLateBoundary(E) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar
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- setName(String) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
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- setStartDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator
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Set both start date and current date
- setStartDate(E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
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Setting the start date also sets the current business date (and if this
is a non-working day, the current business date will be moved to the next
business day according to the HolidayHandler algorithm given).
- setWorkingWeek(WorkingWeek) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator
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Allows user to define what their Working Week should be (default is
Mon-Fri).
- setWorkingWeeks(Map<String, WorkingWeek>) - Method in class net.objectlab.kit.datecalc.common.ccy.DefaultCurrencyCalculatorConfig
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Will take a copy of a non null map but doing so by replacing the internal one in one go for consistency.
- SPOT - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor
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- SpotLag - Enum in net.objectlab.kit.datecalc.common
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- StandardTenor - Class in net.objectlab.kit.datecalc.common
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A series of Standard Tenors used by the financial industry.