net.objectlab.kit.datecalc.common

Interface KitCalculatorsFactory<E extends Serializable>

Type Parameters:

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

All Known Implementing Classes:

AbstractKitCalculatorsFactory

public interface KitCalculatorsFactory<E extends Serializable>

Factory will create new instances of calculators, these are lightweight, each thread should use the factory as a given calculator should NOT be shared across thread (unless you know what you're doing) as the startDate, current date and working week would be shared. Once created, the set of holidays will NOT change even if a new set is registered; one needs to get a new DateCalculator to get the new set.

Author:

Benoit Xhenseval

Method Summary

Modifier and Type	Method and Description
CurrencyDateCalculator<E>	buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder)
CurrencyCalculatorConfig	getCurrencyCalculatorConfig()
DateCalculator<E>	getDateCalculator(String name, String holidayHandlerType) Create a new DateCalculator for a given name and type of handling.
CurrencyDateCalculator<E>	getDefaultCurrencyDateCalculator(String ccy1, String ccy2, SpotLag spotLag) Create a new IMMUTABLE CurrencyDateCalculator specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig.
CurrencyDateCalculatorBuilder<E>	getDefaultCurrencyDateCalculatorBuilder(String ccy1, String ccy2, SpotLag spotLag) Create a new CurrencyDateCalculatorBuilder specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig.
HolidayCalendar<E>	getHolidayCalendar(String calendarName)
HolidayHandler<E>	getHolidayHandler(String holidayHandlerType) Create a new holiday handler of given type
IMMDateCalculator<E>	getIMMDateCalculator() Create a new IMMDateCalculator.
PeriodCountCalculator<E>	getPeriodCountCalculator() Create a new PeriodCountCalculator.
Set<String>	getRegisteredHolidayCalendarNames()
boolean	isHolidayCalendarRegistered(String calendarName)
KitCalculatorsFactory<E>	registerHolidays(String calendarName, HolidayCalendar<E> holidaysCalendar) Use this method to register a holidays calendar.
void	setCurrencyCalculatorConfig(CurrencyCalculatorConfig config) Use this method register a specific currency config, if not provided then the DefaultCurrencyCalculatorConfig will be given.
KitCalculatorsFactory<E>	unregisterAllHolidayCalendars() unregister all holiday calendars;
KitCalculatorsFactory<E>	unregisterHolidayCalendar(String calendarName) Unregister a given holiday calendar

Method Detail

getDefaultCurrencyDateCalculatorBuilder

CurrencyDateCalculatorBuilder<E> getDefaultCurrencyDateCalculatorBuilder(String ccy1,
                                                                         String ccy2,
                                                                         SpotLag spotLag)

Create a new CurrencyDateCalculatorBuilder 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 CurrencyDateCalculatorBuilder

Throws:

IllegalArgumentException - if the type is not null or a valid value.

Since:

1.4.0

buildCurrencyDateCalculator

CurrencyDateCalculator<E> buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder)

getDefaultCurrencyDateCalculator

CurrencyDateCalculator<E> getDefaultCurrencyDateCalculator(String ccy1,
                                                           String ccy2,
                                                           SpotLag spotLag)

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

Throws:

IllegalArgumentException - if the type is not null or a valid value.

Since:

1.4.0

setCurrencyCalculatorConfig

void setCurrencyCalculatorConfig(CurrencyCalculatorConfig config)

Use this method register a specific currency config, if not provided then the DefaultCurrencyCalculatorConfig will be given.

Parameters:

config - that specifies the set of currencies subject to USD T+1.

getCurrencyCalculatorConfig

CurrencyCalculatorConfig getCurrencyCalculatorConfig()

getDateCalculator

DateCalculator<E> 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 or null.

Returns:

a new DateCalculator

Throws:

IllegalArgumentException - if the type is not null or a valid value.

registerHolidays

KitCalculatorsFactory<E> registerHolidays(String calendarName,
                                          HolidayCalendar<E> holidaysCalendar)

Use this method to register a holidays calendar.

Parameters:

calendarName - the calendar name to register these holidays under.

holidaysCalendar - the holiday calendar (non-working days with boundaries).

isHolidayCalendarRegistered

boolean isHolidayCalendarRegistered(String calendarName)

Returns:

true if the holiday calendar name is registered.

getHolidayCalendar

HolidayCalendar<E> getHolidayCalendar(String calendarName)

Returns:

an immutable Holiday Calendar name that is registered.

getRegisteredHolidayCalendarNames

Set<String> getRegisteredHolidayCalendarNames()

Returns:

an immutable set of registered calendar names

unregisterHolidayCalendar

KitCalculatorsFactory<E> unregisterHolidayCalendar(String calendarName)

Unregister a given holiday calendar

Parameters:

calendarName - the calendar name to unregister.

unregisterAllHolidayCalendars

KitCalculatorsFactory<E> unregisterAllHolidayCalendars()

unregister all holiday calendars;

getPeriodCountCalculator

PeriodCountCalculator<E> getPeriodCountCalculator()

Create a new PeriodCountCalculator.

Returns:

a PeriodCountCalculator

getIMMDateCalculator

IMMDateCalculator<E> getIMMDateCalculator()

Create a new IMMDateCalculator.

Returns:

an IMMDateCalculator

getHolidayHandler

HolidayHandler<E> getHolidayHandler(String holidayHandlerType)

Create a new holiday handler of given type

Parameters:

holidayHandlerType -

Returns:

a new handler

Throws:

IllegalArgumentException - if the holidayHandlerType is unsupported

Since:

1.4.0