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Date Calculator methods for JDK
/*
* 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.
*
* Click here to learn more
* ___ _ _ _ _ _
* / _ \| |__ (_) ___ ___| |_| | __ _| |__
* | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
* | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
* \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
* |__/
*
* www.ObjectLab.co.uk
*
* $Id$
*
* 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.jdk;
import java.util.Calendar;
import net.objectlab.kit.datecalc.common.PeriodCountBasis;
import net.objectlab.kit.datecalc.common.PeriodCountCalculator;
/**
* Jdk Calendar based implementation of the
* {@link net.objectlab.kit.datecalc.common.PeriodCountCalculator}.
*
* @author Marcin Jekot
*
*/
public class CalendarPeriodCountCalculator implements PeriodCountCalculator {
private static final long MILLIS_IN_DAY = 1000L * 60L * 60L * 24L;
public int dayDiff(final Calendar start, final Calendar end, final PeriodCountBasis basis) {
int diff = 0;
switch (basis) {
case CONV_30_360:
diff = calculateConv30360(start, end);
break;
case CONV_360E_ISDA:
diff = calculateConv360EIsda(start, end);
break;
case CONV_360E_ISMA:
diff = calculateConv360EIsma(start, end);
break;
default:
diff = dayDiff(start, end);
}
return diff;
}
private int calculateConv360EIsma(final Calendar start, final Calendar end) {
int diff;
int dayStart = start.get(Calendar.DAY_OF_MONTH);
int dayEnd = end.get(Calendar.DAY_OF_MONTH);
if (dayEnd == MONTH_31_DAYS) {
dayEnd = MONTH_30_DAYS;
}
if (dayStart == MONTH_31_DAYS) {
dayStart = MONTH_30_DAYS;
}
diff = (end.get(Calendar.YEAR) - start.get(Calendar.YEAR)) * YEAR_360 + (end.get(Calendar.MONTH) - start.get(Calendar.MONTH)) * MONTH_30_DAYS
+ dayEnd - dayStart;
return diff;
}
private int calculateConv360EIsda(final Calendar start, final Calendar end) {
if (start.equals(end)) {
return 0;
}
int diff;
int dayStart = start.get(Calendar.DAY_OF_MONTH);
int dayEnd = end.get(Calendar.DAY_OF_MONTH);
if (start.getActualMaximum(Calendar.DAY_OF_MONTH) == dayStart) {
dayStart = MONTH_30_DAYS;
}
if (end.get(Calendar.MONTH) != Calendar.FEBRUARY && end.getActualMaximum(Calendar.DAY_OF_MONTH) == dayEnd) {
dayEnd = MONTH_30_DAYS;
}
diff = (end.get(Calendar.YEAR) - start.get(Calendar.YEAR)) * YEAR_360 + (end.get(Calendar.MONTH) - start.get(Calendar.MONTH)) * MONTH_30_DAYS
+ dayEnd - dayStart;
return diff;
}
private int calculateConv30360(final Calendar start, final Calendar end) {
int diff;
int dayStart = start.get(Calendar.DAY_OF_MONTH);
int dayEnd = end.get(Calendar.DAY_OF_MONTH);
if (dayEnd == MONTH_31_DAYS && dayStart >= MONTH_30_DAYS) {
dayEnd = MONTH_30_DAYS;
}
if (dayStart == MONTH_31_DAYS) {
dayStart = MONTH_30_DAYS;
}
diff = (end.get(Calendar.YEAR) - start.get(Calendar.YEAR)) * YEAR_360 + (end.get(Calendar.MONTH) - start.get(Calendar.MONTH)) * MONTH_30_DAYS
+ dayEnd - dayStart;
return diff;
}
// -----------------------------------------------------------------------
//
// ObjectLab, world leaders in the design and development of bespoke
// applications for the securities financing markets.
// www.ObjectLab.co.uk
//
// -----------------------------------------------------------------------
private int dayDiff(final Calendar start, final Calendar end) {
final long diff = Math.abs(start.getTimeInMillis() - end.getTimeInMillis());
final double dayDiff = (double) diff / MILLIS_IN_DAY;
return (int) Math.round(dayDiff);
}
public double monthDiff(final Calendar start, final Calendar end, final PeriodCountBasis basis) {
return yearDiff(start, end, basis) * MONTHS_IN_YEAR;
}
public double yearDiff(final Calendar start, final Calendar end, final PeriodCountBasis basis) {
double diff = 0.0;
switch (basis) {
case ACT_ACT:
final int startYear = start.get(Calendar.YEAR);
final int endYear = end.get(Calendar.YEAR);
if (startYear != endYear) {
final Calendar endOfStartYear = (Calendar) start.clone();
endOfStartYear.set(Calendar.DAY_OF_YEAR, endOfStartYear.getActualMaximum(Calendar.DAY_OF_YEAR));
final Calendar startOfEndYear = (Calendar) end.clone();
startOfEndYear.set(Calendar.DAY_OF_YEAR, startOfEndYear.getActualMinimum(Calendar.DAY_OF_YEAR));
final int diff1 = dayDiff(start, endOfStartYear);
final int diff2 = dayDiff(startOfEndYear, end);
diff = (diff1 + 1.0) / start.getActualMaximum(Calendar.DAY_OF_YEAR) + (endYear - startYear - 1.0) + diff2
/ (double) end.getActualMaximum(Calendar.DAY_OF_YEAR);
}
break;
case CONV_30_360:
case CONV_360E_ISDA:
case CONV_360E_ISMA:
case ACT_360:
diff = dayDiff(start, end, basis) / YEAR_360_0;
break;
case ACT_365:
diff = dayDiff(start, end, basis) / YEAR_365_0;
break;
default:
throw new UnsupportedOperationException("Sorry no ACT_UST yet");
}
return diff;
}
}
/*
* 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.
*
* Click here to learn more about us
* ___ _ _ _ _ _
* / _ \| |__ (_) ___ ___| |_| | __ _| |__
* | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
* | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
* \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
* |__/
*
* www.ObjectLab.co.uk
*/
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