| Package | Description |
|---|---|
| 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.
|
| 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.
|
| Class and Description |
|---|
| BaseCalculator |
| CurrencyDateCalculator
A DateCalculator specialised for a currency pair.
|
| CurrencyDateCalculatorBuilder
Provides enough information to create an immutable CurrencyDateCalculator.
|
| DateCalculator
A DateCalculator is a lightweight container with an optional reference to a
set of holidays, a WorkingWeek (Mon-Fri by default), a startDate and a
current business date.
|
| HolidayCalendar
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
| HolidayHandler
This will be called to determine whether the date should be moved according
to the special algorithm used.
|
| IMMDateCalculator
The IMMDates are defined as the 3rd Wednesday of March, June, September and
December.
|
| IMMPeriod
Some instruments require a period different from the usual Quarterly but
still following IMM, e.g.
|
| KitCalculatorsFactory
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.
|
| NonWorkingDayChecker |
| PeriodCountBasis
Defines some standard Day Count bases.
|
| PeriodCountCalculator
Interface that defines a financial market way of calculating difference in
days, month (or part of) and year (or part of).
|
| ReadOnlyHolidayCalendar
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
| SpotLag |
| Tenor
Holds only valid unit and TenorCode: Day, Week, Month, Year, Overnight,
Spot.
|
| TenorCode
enum of Tenor Codes held by a
Tenor |
| WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
| Class and Description |
|---|
| CurrencyDateCalculator
A DateCalculator specialised for a currency pair.
|
| CurrencyDateCalculatorBuilder
Provides enough information to create an immutable CurrencyDateCalculator.
|
| NonWorkingDayChecker |
| ReadOnlyHolidayCalendar
A Holiday Calendar not only defines a set of holiday dates but an early and
late boundary for these dates, e.g.
|
| SpotLag |
| Tenor
Holds only valid unit and TenorCode: Day, Week, Month, Year, Overnight,
Spot.
|
| WorkingWeek
Immutable Working Week, default is Mon->Friday.
|
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