net.objectlab.kit.datecalc.common

Class AbstractIMMDateCalculator<E>

java.lang.Object

net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator<E>

Type Parameters:

E - a representation of a date, typically JDK: Date, Calendar; Joda:LocalDate, YearMonthDay

All Implemented Interfaces:

IMMDateCalculator<E>

public abstract class AbstractIMMDateCalculator<E>
extends Object
implements IMMDateCalculator<E>

Abstract implementation in order to encapsulate all the common functionality between Jdk and Joda implementations. It is parameterized on <E> but basically Date and LocalDate are the only viable values for it for now.

Author:

Marcin Jekot

Field Summary

Fields

Modifier and Type	Field and Description
protected static int	DAYS_IN_WEEK
protected static int	MONTH_IN_YEAR
protected static int	MONTHS_IN_QUARTER

Constructor Summary

Constructors

Constructor and Description
AbstractIMMDateCalculator()

Method Summary

Modifier and Type	Method and Description
List<E>	getIMMDates(E start, E end) 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).
protected abstract E	getNextIMMDate(boolean requestNextIMM, E theStartDate, IMMPeriod period)
E	getNextIMMDate(E startDate) 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)).
E	getNextIMMDate(E startDate, IMMPeriod period) Given a start date, it will return the next IMM Date based on the IMMPeriod, even if the start date is an IMM date.
List<E>	getNextIMMDates(E start, int numberOfDates) 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)).
E	getPreviousIMMDate(E startDate) Given a start date, it will return the previous IMM Date, even if the start date is an IMM date.
E	getPreviousIMMDate(E startDate, IMMPeriod period) Given a start date, it will return the previous IMM Date based on the IMMPeriod, even if the start date is an IMM date.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.objectlab.kit.datecalc.common.IMMDateCalculator

getIMMDates, isIMMDate

Field Detail

MONTHS_IN_QUARTER

protected static final int MONTHS_IN_QUARTER

See Also:

Constant Field Values

MONTH_IN_YEAR

protected static final int MONTH_IN_YEAR

See Also:

Constant Field Values

DAYS_IN_WEEK

protected static final int DAYS_IN_WEEK

See Also:

Constant Field Values

Constructor Detail

AbstractIMMDateCalculator

public AbstractIMMDateCalculator()

Method Detail

getNextIMMDate

public E getNextIMMDate(E startDate)

Description copied from interface: 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)).

Specified by:

getNextIMMDate in interface IMMDateCalculator<E>

Parameters:

startDate -

Returns:

the next IMMDate based on current date.

getNextIMMDate

public E getNextIMMDate(E startDate,
                        IMMPeriod period)

Description copied from interface: 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.

Specified by:

getNextIMMDate in interface IMMDateCalculator<E>

Parameters:

startDate -

period - specify when the "next" IMM is, if quarterly then it is the conventional algorithm.

Returns:

the next IMMDate based on current date.

getPreviousIMMDate

public E getPreviousIMMDate(E startDate)

Description copied from interface: IMMDateCalculator

Given a start date, it will return the previous IMM Date, even if the start date is an IMM date.

Specified by:

getPreviousIMMDate in interface IMMDateCalculator<E>

Parameters:

startDate -

Returns:

the previous IMMDate based on current date.

getPreviousIMMDate

public E getPreviousIMMDate(E startDate,
                            IMMPeriod period)

Description copied from interface: 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.

Specified by:

getPreviousIMMDate in interface IMMDateCalculator<E>

Parameters:

startDate -

period - specify when the "previous" IMM is, if quarterly then it is the conventional algorithm.

Returns:

the previous IMMDate based on current date.

getIMMDates

public List<E> getIMMDates(E start,
                           E end)

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).

Specified by:

getIMMDates in interface IMMDateCalculator<E>

Parameters:

start - start of the interval, excluded

end - end of the interval, may be included.

Returns:

list of IMM dates

getNextIMMDates

public List<E> getNextIMMDates(E start,
                               int numberOfDates)

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)).

Specified by:

getNextIMMDates in interface IMMDateCalculator<E>

Parameters:

start - start of the interval, excluded

numberOfDates - number of IMM dates to return.

Returns:

list of IMM dates

Since:

1.4.0

getNextIMMDate

protected abstract E getNextIMMDate(boolean requestNextIMM,
                                    E theStartDate,
                                    IMMPeriod period)