Package | Description |
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net.objectlab.kit.datecalc.common |
This package provides functionalities that are used by both JDK and Joda implementation,
it is not released alone but included in the datecalc-jdk, datecalc-jdk8 or datecalc-joda JARs.
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net.objectlab.kit.datecalc.common.ccy |
This package implements the abstract CurrencyDateCalculator interfaces; it is not released alone but included in the datecalc-jdk, datecalc-jdk8 or datecalc-joda JARs.
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Modifier and Type | Method and Description |
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.adjustStartDateWithCurrencyPair(boolean adjustStartDateWithCurrencyPair)
If true, the startDate given to the calculator will be move to the NEXT working day for both currencies (e.g.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.brokenDateAllowed(boolean brokenDateAllowed)
If true, then the calculator can return a SpotDate/TenorDate where the cross currency is NOT a trading date (e.g.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.ccy1Calendar(HolidayCalendar<E> ccy1Calendar)
The holiday calendar for ccy1, if null or not set, then a default calendar will be used with NO holidays.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.ccy1Week(WorkingWeek ccy1Week)
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.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.ccy2Calendar(HolidayCalendar<E> ccy2Calendar)
The holiday calendar for ccy2, if null or not set, then a default calendar will be used with NO holidays.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.ccy2Week(WorkingWeek ccy2Week)
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.
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protected CurrencyDateCalculatorBuilder<E> |
AbstractKitCalculatorsFactory.configureCurrencyCalculatorBuilder(CurrencyDateCalculatorBuilder<E> builder)
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.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.crossCcy(String crossCcy)
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.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.crossCcyCalendar(HolidayCalendar<E> crossCcyCalendar)
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.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.crossCcyWeek(WorkingWeek crossCcyWeek)
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.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.currencyCalculatorConfig(CurrencyCalculatorConfig currencyCalculatorConfig)
Provides information about currencies subject to USD on T+1 and WorkingWeeks if not specified individually.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.currencyPair(String ccy1,
String ccy2,
SpotLag spotLag)
This specialises the calculator to the given currency pair and the SpotLag (0, 1, 2).
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CurrencyDateCalculatorBuilder<E> |
KitCalculatorsFactory.getDefaultCurrencyDateCalculatorBuilder(String ccy1,
String ccy2,
SpotLag spotLag)
Create a new CurrencyDateCalculatorBuilder specialised for 2 currencies, including WorkingWeek, calendars registered and CurrencyCalculatorConfig.
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CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.tenorHolidayHandler(HolidayHandler<E> holidayHandler)
Provides the holiday handler for the Tenor Date, note that Spot is ALWAYS using Forward.
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Modifier and Type | Method and Description |
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CurrencyDateCalculator<E> |
KitCalculatorsFactory.buildCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder) |
protected CurrencyDateCalculatorBuilder<E> |
AbstractKitCalculatorsFactory.configureCurrencyCalculatorBuilder(CurrencyDateCalculatorBuilder<E> builder)
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.
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Constructor and Description |
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AbstractCurrencyDateCalculator(CurrencyDateCalculatorBuilder<E> builder) |
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