/*

  * ObjectLab, http://www.objectlab.co.uk/open is sponsoring the ObjectLab Kit.

  * 

  * Based in London, we are world leaders in the design and development 

  * of bespoke applications for the securities financing markets.

  * 

  * <a href="http://www.objectlab.co.uk/open">Click here to learn more</a>

  *           ___  _     _           _   _          _

  *          / _ \| |__ (_) ___  ___| |_| |    __ _| |__

  *         | | | | '_ \| |/ _ \/ __| __| |   / _` | '_ \

  *         | |_| | |_) | |  __/ (__| |_| |__| (_| | |_) |

  *          \___/|_.__// |\___|\___|\__|_____\__,_|_.__/

  *                   |__/

  *

  *                     www.ObjectLab.co.uk

  *

  * $Id: LocalDateIMMDateCalculator.java 298 2010-03-13 00:49:41Z benoitx $

  * 

  * Copyright 2006 the original author or authors.

  *

  * Licensed under the Apache License, Version 2.0 (the "License"); you may not

  * use this file except in compliance with the License. You may obtain a copy of

  * the License at

  *

  * http://www.apache.org/licenses/LICENSE-2.0

  *

  * Unless required by applicable law or agreed to in writing, software

  * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT

  * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the

  * License for the specific language governing permissions and limitations under

  * the License.

  */

 package net.objectlab.kit.datecalc.joda;

 import static net.objectlab.kit.datecalc.common.IMMPeriod.QUARTERLY;

 import static org.joda.time.DateTimeConstants.DECEMBER;

 import static org.joda.time.DateTimeConstants.JUNE;

 import static org.joda.time.DateTimeConstants.MARCH;

 import static org.joda.time.DateTimeConstants.SEPTEMBER;

 import java.util.ArrayList;

 import java.util.List;

 import net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator;

 import net.objectlab.kit.datecalc.common.IMMPeriod;

 import org.joda.time.LocalDate;

 /**

  * Joda <code>LocalDate</code> based implementation of the

  * {@link net.objectlab.kit.datecalc.common.IMMDateCalculator}.

  * 

  * @author Benoit Xhenseval

  * @author $LastChangedBy: benoitx $

  * @version $Revision: 298 $ $Date: 2010-03-12 19:49:41 -0500 (Fri, 12 Mar 2010) $

  * 

  */

 public class LocalDateIMMDateCalculator extends AbstractIMMDateCalculator<LocalDate> {

     protected static final int MONTHS_IN_QUARTER = 3;

     protected static final int MONTH_IN_YEAR = 12;

     protected static final int DAYS_IN_WEEK = 7;

     /**

      * 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.

      * 

      * @param start

      *            start of the interval, excluded

      * @param end

      *            end of the interval, may be included.

      * @param period

      *            specify when the "next" IMM is, if quarterly then it is the

      *            conventional algorithm.

      * @return list of IMM dates

      */

     public List<LocalDate> getIMMDates(final LocalDate start, final LocalDate end, final IMMPeriod period) {

         final List<LocalDate> dates = new ArrayList<LocalDate>();

         LocalDate date = start;

         while (true) {

             date = getNextIMMDate(true, date, period);

             if (!date.isAfter(end)) {

                 dates.add(date);

             } else {

                 break;

             }

         }

         return dates;

     }

     @Override

     protected LocalDate getNextIMMDate(final boolean requestNextIMM, final LocalDate start, final IMMPeriod period) {

         LocalDate date = start;

         final int month = date.getMonthOfYear();

         date = calculateIMMMonth(requestNextIMM, date, month);

         LocalDate imm = calculate3rdWednesday(date);

         final int immMonth = imm.getMonthOfYear();

         final boolean isMarchSept = immMonth == MARCH || immMonth == SEPTEMBER;

         switch (period) {

         case BI_ANNUALY_JUN_DEC:

             if (isMarchSept) {

                 imm = getNextIMMDate(requestNextIMM, imm, period);

             }

             break;

         case BI_ANNUALY_MAR_SEP:

             if (!isMarchSept) {

                 imm = getNextIMMDate(requestNextIMM, imm, period);

             }

             break;

         case ANNUALLY:

             // second jump

             imm = getNextIMMDate(requestNextIMM, imm, QUARTERLY);

             // third jump

             imm = getNextIMMDate(requestNextIMM, imm, QUARTERLY);

             // fourth jump

             imm = getNextIMMDate(requestNextIMM, imm, QUARTERLY);

             // fifth jump

             imm = getNextIMMDate(requestNextIMM, imm, QUARTERLY);

             break;

         }

         return imm;

     }

     // -----------------------------------------------------------------------

     //

     //    ObjectLab, world leaders in the design and development of bespoke 

     //          applications for the securities financing markets.

     //                         www.ObjectLab.co.uk

     //

     // -----------------------------------------------------------------------

     private LocalDate calculateIMMMonth(final boolean requestNextIMM, final LocalDate startDate, final int month) {

         int monthOffset = 0;

         LocalDate date = startDate;

         switch (month) {

         case MARCH:

         case JUNE:

         case SEPTEMBER:

         case DECEMBER:

             final LocalDate immDate = calculate3rdWednesday(date);

             if (requestNextIMM && !date.isBefore(immDate)) {

                 date = date.plusMonths(MONTHS_IN_QUARTER);

             } else if (!requestNextIMM && !date.isAfter(immDate)) {

                 date = date.minusMonths(MONTHS_IN_QUARTER);

             }

             break;

         default:

             if (requestNextIMM) {

                 monthOffset = (MONTH_IN_YEAR - month) % MONTHS_IN_QUARTER;

                 date = date.plusMonths(monthOffset);

             } else {

                 monthOffset = month % MONTHS_IN_QUARTER;

                 date = date.minusMonths(monthOffset);

             }

             break;

         }

         return date;

     }

     /**

      * Assumes that the month is correct, get the day for the 2rd wednesday.

      * 

      * @param original

      *            the start date

      * @return the 3rd Wednesday of the month

      */

     private LocalDate calculate3rdWednesday(final LocalDate original) {

         final LocalDate firstOfMonth = original.withDayOfMonth(1);

         LocalDate firstWed = firstOfMonth.withDayOfWeek(MONTHS_IN_QUARTER);

         if (firstWed.isBefore(firstOfMonth)) {

             firstWed = firstWed.plusWeeks(1);

         }

         return firstWed.plusWeeks(2);

     }

     /**

      * Checks if a given date is an official IMM Date (3rd Wednesdays of

      * March/June/Sept/Dec.

      * 

      * @param date

      * @return true if that date is an IMM date.

      */

     public boolean isIMMDate(final LocalDate date) {

         boolean same = false;

         final List<LocalDate> dates = getIMMDates(date.minusDays(1), date, QUARTERLY);

         if (!dates.isEmpty()) {

             same = date.equals(dates.get(0));

         }

         return same;

     }

 }

 /*

  * ObjectLab, http://www.objectlab.co.uk/open is sponsoring the ObjectLab Kit.

  * 

  * Based in London, we are world leaders in the design and development 

  * of bespoke applications for the securities financing markets.

  * 

  * <a href="http://www.objectlab.co.uk/open">Click here to learn more about us</a>

  *           ___  _     _           _   _          _

  *          / _ \| |__ (_) ___  ___| |_| |    __ _| |__

  *         | | | | '_ \| |/ _ \/ __| __| |   / _` | '_ \

  *         | |_| | |_) | |  __/ (__| |_| |__| (_| | |_) |

  *          \___/|_.__// |\___|\___|\__|_____\__,_|_.__/

  *                   |__/

  *

  *                     www.ObjectLab.co.uk

  */