CurrencyDateCalculator (Date Calculator Common 1.4.8 API)

Type Parameters:

E - a representation of a date, typically JDK: Date, Calendar; Joda:LocalDate, YearMonthDay; JDK8: LocalDate

All Known Implementing Classes:

AbstractCurrencyDateCalculator
```
public interface CurrencyDateCalculator<E>
```
A DateCalculator specialised for a currency pair. Implementations should be thread safe and immutable. 'E' will be parameterized to be a Date-like class, i.e. java.util.Date or java.util.Calendar (and LocalDate or YearMonthDay for Joda-time / JDK8).

Since:

1.4.0

Author:

Benoit Xhenseval

Method Summary

All Methods Instance Methods Abstract Methods
Modifier and Type	Method and Description
`E`	`calculateSpotDate(E startDate)` 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.
`E`	`calculateTenorDate(E startDate, Tenor tenor)` Calculate the Tenor Date from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
`List<E>`	`calculateTenorDates(E startDate, List<Tenor> tenors)` Calculate a list of Tenor Dates from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
`String`	`getCcy1()`
`ReadOnlyHolidayCalendar<E>`	`getCcy1Calendar()`
`WorkingWeek`	`getCcy1Week()`
`String`	`getCcy2()`
`ReadOnlyHolidayCalendar<E>`	`getCcy2Calendar()`
`WorkingWeek`	`getCcy2Week()`
`String`	`getCrossCcy()` The cross currency used by this calculator.
`ReadOnlyHolidayCalendar<E>`	`getCrossCcyCalendar()` 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).
`WorkingWeek`	`getCrossCcyWeek()`
`String`	`getName()`
`SpotLag`	`getSpotLag()`
`boolean`	`isAdjustStartDateWithCurrencyPair()`
`boolean`	`isBrokenDateAllowed()`
`boolean`	`isUseCrossCcyOnT1ForCcy1()`
`boolean`	`isUseCrossCcyOnT1ForCcy2()`

- Method Detail
  - calculateSpotDate
```
E calculateSpotDate(E startDate)
```
    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.
    
    Parameters:
    
    startDate - the start date which may be adjusted for the ccy pair if enabled.
    
    Returns:
    
    the Spot Date
  - calculateTenorDate
```
E calculateTenorDate(E startDate,
                     Tenor tenor)
```
    Calculate the Tenor Date from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
    
    Parameters:
    
    startDate - the start date which may be adjusted for the ccy pair if enabled.
    
    tenor - e.g. 1M
    
    Returns:
    
    the Tenor Date
  - calculateTenorDates
```
List<E> calculateTenorDates(E startDate,
                            List<Tenor> tenors)
```
    Calculate a list of Tenor Dates from Spot Date taking into account the working weeks, holidays and spot lag (T+1, T+2 etc).
    
    Parameters:
    
    startDate - the start date which may be adjusted for the ccy pair if enabled.
    
    tenors - the list of tenors ('chronological order is not mandatory)
    
    Returns:
    
    the Tenor Dates (same order as the list of Tenors)
  - getName
```
String getName()
```
  - getCcy1
```
String getCcy1()
```
  - getCcy1Calendar
```
ReadOnlyHolidayCalendar<E> getCcy1Calendar()
```
  - getCcy1Week
```
WorkingWeek getCcy1Week()
```
  - getCcy2
```
String getCcy2()
```
  - getCcy2Calendar
```
ReadOnlyHolidayCalendar<E> getCcy2Calendar()
```
  - getCcy2Week
```
WorkingWeek getCcy2Week()
```
  - getCrossCcyCalendar
```
ReadOnlyHolidayCalendar<E> getCrossCcyCalendar()
```
    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). This is configurable CurrencyDateCalculatorBuilder.brokenDateAllowed(boolean).
  - getCrossCcy
```
String getCrossCcy()
```
    The cross currency used by this calculator.
  - getCrossCcyWeek
```
WorkingWeek getCrossCcyWeek()
```
  - getSpotLag
```
SpotLag getSpotLag()
```
    Returns:
    
    the Spot Lag (0,1,2) used by this calculator.
  - isAdjustStartDateWithCurrencyPair
```
boolean isAdjustStartDateWithCurrencyPair()
```
    Returns:
    
    true if the calculator adjusts the start date based on the working week and holidays for the currency pair (not the crossCcy). CurrencyDateCalculatorBuilder.adjustStartDateWithCurrencyPair(boolean)
  - isBrokenDateAllowed
```
boolean isBrokenDateAllowed()
```
    Returns:
    
    true if the calculator allows a broken date (i.e. a Spot or Tenor date that can fall on a weekend or holiday for the crossCcy). CurrencyDateCalculatorBuilder.brokenDateAllowed(boolean)
  - isUseCrossCcyOnT1ForCcy1
```
boolean isUseCrossCcyOnT1ForCcy1()
```
    Returns:
    
    true if the calculator is using the CrossCcy holidays for T+1 for Ccy1. CurrencyCalculatorConfig.getCurrenciesSubjectToCrossCcyForT1(String)
  - isUseCrossCcyOnT1ForCcy2
```
boolean isUseCrossCcyOnT1ForCcy2()
```
    Returns:
    
    true if the calculator is using the CrossCcy holidays for T+1 for Ccy2. CurrencyCalculatorConfig.getCurrenciesSubjectToCrossCcyForT1(String)

Interface CurrencyDateCalculator<E>

Method Summary

Method Detail

calculateSpotDate

calculateTenorDate

calculateTenorDates

getName

getCcy1

getCcy1Calendar

getCcy1Week

getCcy2

getCcy2Calendar

getCcy2Week

getCrossCcyCalendar

getCrossCcy

getCrossCcyWeek

getSpotLag

isAdjustStartDateWithCurrencyPair

isBrokenDateAllowed

isUseCrossCcyOnT1ForCcy1

isUseCrossCcyOnT1ForCcy2