net.finmath.time.businessdaycalendar.BusinessdayCalendar Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 15.09.2013
*/
package net.finmath.time.businessdaycalendar;
import java.io.Serializable;
import java.time.LocalDate;
import org.apache.commons.lang3.Validate;
/**
* @author Christian Fries
* @version 1.0
*/
public interface BusinessdayCalendar extends Serializable {
enum DateOffsetUnit {
DAYS,
BUSINESS_DAYS,
WEEKS,
MONTHS,
YEARS;
/**
* Get the date offset unit enum for a string (using common synonyms like "d", "b", "bd", "w").
*
* @param string The date roll convention name.
* @return The date roll convention enum.
*/
public static DateOffsetUnit getEnum(final String string) {
Validate.notNull(string, "Date offset unit string must not be null.");
if(string.equalsIgnoreCase("d")) {
return DAYS;
}
if(string.equalsIgnoreCase("b")) {
return BUSINESS_DAYS;
}
if(string.equalsIgnoreCase("bd")) {
return BUSINESS_DAYS;
}
if(string.equalsIgnoreCase("w")) {
return WEEKS;
}
if(string.equalsIgnoreCase("m")) {
return MONTHS;
}
if(string.equalsIgnoreCase("y")) {
return YEARS;
}
return DateOffsetUnit.valueOf(string.toUpperCase());
}
}
enum DateRollConvention {
UNADJUSTED,
FOLLOWING,
PRECEDING,
MODIFIED_FOLLOWING,
MODIFIED_PRECEDING;
/**
* Get the date roll convention enum for a string (using common synonyms like "modfollow".
*
* @param string The date roll convention name.
* @return The date roll convention enum.
*/
public static DateRollConvention getEnum(final String string) {
Validate.notNull(string, "Date roll convention string must not be null.");
if(string.equalsIgnoreCase("actual")) {
return UNADJUSTED;
}
if(string.equalsIgnoreCase("modfollow")) {
return MODIFIED_FOLLOWING;
}
if(string.equalsIgnoreCase("modpreced")) {
return MODIFIED_PRECEDING;
}
if(string.equalsIgnoreCase("follow")) {
return FOLLOWING;
}
if(string.equalsIgnoreCase("preced")) {
return PRECEDING;
}
return DateRollConvention.valueOf(string.toUpperCase());
}
}
/**
* Test if a given date is a businessday.
*
* @param date The given date.
* @return True, if the given date is a businessday, otherwise false.
*/
boolean isBusinessday(LocalDate date);
/**
* Get an adjusted date for a given date.
*
* @param date Given date to be adjusted.
* @param dateRollConvention The date roll convention to be used for the adjustment.
* @return The adjusted date applying dateRollConvention to the given date.
*/
LocalDate getAdjustedDate(LocalDate date, DateRollConvention dateRollConvention);
/**
* Get an adjusted date for a given date and offset code.
*
* First we create a new date by "adding" an offset to the base date.
* The offset may be given by codes like 1D, 2D, 1W, 2W, 1M, 2M, 3M,
* 1Y, 2Y, etc., where the letters denote the units as follows: D denotes days, W denotes weeks, M denotes month
* Y denotes years.
*
* Next the result is adjusted according to the given dateRollConvention.
*
* @param baseDate The start date.
* @param dateOffsetCode String containing date offset codes (like 2D, 1W, 3M, etc.) or combination of them separated by spaces.
* @param dateRollConvention The date roll convention to be used for the adjustment.
* @return The adjusted date applying dateRollConvention to the given date.
*/
LocalDate getAdjustedDate(LocalDate baseDate, String dateOffsetCode, DateRollConvention dateRollConvention);
/**
* Find a new date by adding the given number of business days to a given base date.
*
* If baseDate is not a business date and businessDays is zero, the method returns the next business day.
*
* @param baseDate The starting date.
* @param businessDays The number of business days from the starting date (negative values are allowed).
* @return A date of a business day such that the number of business days between this one (including) and the start date (excluding) is businessDays.
*/
LocalDate getRolledDate(LocalDate baseDate, int businessDays);
/**
* Create a new date by "adding" a year fraction to a given base date.
*
*
* The date offset may be given by codes like 1D, 2D, 1W, 2W, 1M, 2M, 3M,
* 1Y, 2Y, etc., where the letters denote the units of the corresponding offset.
*
* If the date offset does not carry a letter code at the end, it will
* be interpreted as ACT/365 year fraction.
*
*
* Date offsets can be given as (mapping to the corresponding DateOffsetUnit):
*
* - days
- "D", "DAYS"
* - business days
- "B", "BD", "BUSINESS_DAYS"
* - weeks
- "W", "WEEKS"
* - months
- "M", "MONTHS"
* - years
- "Y", "YEARS"
*
*
*
* The function may be used to ease the creation of maturities in spreadsheets.
*
*
* @param baseDate The start date.
* @param dateOffsetCode String containing date offset codes (like 2D, 1W, 3M, etc.) or combination of them separated by spaces.
* @return A date corresponding the date adding the offset to the start date.
*/
LocalDate getDateFromDateAndOffsetCode(LocalDate baseDate, String dateOffsetCode);
}