net.objectlab.kit.datecalc.common

Interface IMMDateCalculator<E>

Type Parameters:

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

All Known Implementing Classes:

AbstractIMMDateCalculator

public interface IMMDateCalculator<E>

The IMMDates are defined as the 3rd Wednesday of March, June, September and December.

Author:

Benoit Xhenseval

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 as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).
List<E>	getIMMDates(E start, E 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.
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.
boolean	isIMMDate(E date) Checks if a given date is an official IMM Date (3rd Wednesdays of March/June/Sept/Dec.

Method Detail

isIMMDate

boolean isIMMDate(E date)

Checks if a given date is an official IMM Date (3rd Wednesdays of March/June/Sept/Dec.

Parameters:

date -

Returns:

true if that date is an IMM date.

getNextIMMDate

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)).

Parameters:

startDate -

Returns:

the next IMMDate based on current business date.

getNextIMMDate

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.

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

E getPreviousIMMDate(E startDate)

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

Parameters:

startDate -

Returns:

the previous IMMDate based on current date.

getPreviousIMMDate

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.

Parameters:

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

Returns:

the previous IMMDate based on current date.

getIMMDates

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 as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).

Parameters:

start - start of the interval, excluded

end - end of the interval, may be included.

Returns:

list of IMM dates

getNextIMMDates

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)).

Parameters:

start - start of the interval, excluded

numberOfDates - number of IMM dates to return.

Returns:

list of IMM dates

Since:

1.4.0

getIMMDates

List<E> getIMMDates(E start,
                    E 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.

Parameters:

start - start of the interval, excluded

end - end of the interval, may be included.

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

Returns:

list of IMM dates