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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 07.09.2013
*/
package net.finmath.time;
import java.io.Serializable;
import java.time.LocalDate;
/**
* A period, i.e. a time interval suitable for securities with regular payment schedules.
*
* For example, the accrual period is usually given by the interval periodStart, periodEnd, where as fixing date and payment date
* can be adjusted versions of periodStart and periodsEnd, e.g. via fixing offsets and payment offsets.
*
* Period implement the Comparable interface by simply using getPeriodEnd().compareTo(), i.e., the ordering is
* determined by periodEnd only.
*
* For a list of subsequent (sorted) periods it is often assumed that periodStart agrees with the periodEnd of the preceeding period,
* resulting in a time-discretization.
*
* @author Christian Fries
* @version 1.0
*/
public class Period implements Comparable, Serializable {
private static final long serialVersionUID = 4622662040390651119L;
private final LocalDate fixing;
private final LocalDate payment;
private final LocalDate periodStart;
private final LocalDate periodEnd;
public Period(final LocalDate fixing, final LocalDate payment,
final LocalDate periodStart, final LocalDate periodEnd) {
super();
this.fixing = fixing;
this.payment = payment;
this.periodStart = periodStart;
this.periodEnd = periodEnd;
}
public LocalDate getFixing() {
return fixing;
}
public LocalDate getPayment() {
return payment;
}
public LocalDate getPeriodStart() {
return periodStart;
}
public LocalDate getPeriodEnd() {
return periodEnd;
}
@Override
public int compareTo(final Period o) {
return getPeriodEnd().compareTo(o.getPeriodEnd());
}
@Override
public int hashCode() {
final int prime = 31;
int result = 1;
result = prime * result + ((fixing == null) ? 0 : fixing.hashCode());
result = prime * result + ((payment == null) ? 0 : payment.hashCode());
result = prime * result + ((periodEnd == null) ? 0 : periodEnd.hashCode());
result = prime * result + ((periodStart == null) ? 0 : periodStart.hashCode());
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final Period other = (Period) obj;
if (fixing == null) {
if (other.fixing != null) {
return false;
}
} else if (!fixing.equals(other.fixing)) {
return false;
}
if (payment == null) {
if (other.payment != null) {
return false;
}
} else if (!payment.equals(other.payment)) {
return false;
}
if (periodEnd == null) {
if (other.periodEnd != null) {
return false;
}
} else if (!periodEnd.equals(other.periodEnd)) {
return false;
}
if (periodStart == null) {
return other.periodStart == null;
} else {
return periodStart.equals(other.periodStart);
}
}
@Override
public String toString() {
return "Period [start=" + periodStart + ", end=" + periodEnd + ", fixing=" + fixing + ", payment=" + payment + "]";
}
}