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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
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package net.finmath.time.businessdaycalendar;
import java.time.DayOfWeek;
import java.time.LocalDate;
import java.util.Set;
/**
* An abstract base class for a business day calendar, where every day is a business day, except
* weekends days provided by a Set
provided by the method getHolidays
.
*
* @author Christian Fries
* @version 1.0
*/
public abstract class BusinessdayCalendarExcludingGivenHolidays extends AbstractBusinessdayCalendar {
private static final long serialVersionUID = -7060298609732249650L;
private final String name;
private final BusinessdayCalendar baseCalendar;
private final boolean isExcludeWeekends;
public BusinessdayCalendarExcludingGivenHolidays(final String name, final BusinessdayCalendar baseCalendar, final boolean isExcludeWeekends) {
super();
this.name = name;
this.baseCalendar = baseCalendar;
this.isExcludeWeekends = isExcludeWeekends;
}
/**
* @return A name of the calendar (e.g. to identify the calendar).
*/
public String getName() {
return name;
}
/**
* @return A base calendar, if any. May be null.
*/
public BusinessdayCalendar getBaseCalendar() {
return baseCalendar;
}
/**
* @return If true, DayOfWeek.SATURDAY and DayOfWeek.SUNDAY are excluded (no-business days)
*/
public boolean isExcludingWeekends() { return isExcludeWeekends; }
/**
* @return A set of (additional) holidays.
*/
public abstract Set getHolidays();
@Override
public boolean isBusinessday(final LocalDate date) {
return (baseCalendar == null || baseCalendar.isBusinessday(date))
&& (isExcludingWeekends()
&& date.getDayOfWeek() != DayOfWeek.SATURDAY
&& date.getDayOfWeek() != DayOfWeek.SUNDAY
)
&& !getHolidays().contains(date);
}
@Override
public String toString() {
return getClass().getSimpleName() + " [baseCalendar=" + getBaseCalendar() + "]";
}
}