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Date Calculator methods for JDK8
/*
* 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.jdk8;
import static net.objectlab.kit.datecalc.common.IMMPeriod.QUARTERLY;
import java.time.DayOfWeek;
import java.time.LocalDate;
import java.time.Month;
import java.time.temporal.TemporalAdjusters;
import java.util.ArrayList;
import java.util.List;
import net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator;
import net.objectlab.kit.datecalc.common.IMMPeriod;
/**
* Joda LocalDate based implementation of the
* {@link net.objectlab.kit.datecalc.common.IMMDateCalculator}.
*
* @author Benoit Xhenseval
*
*/
public class LocalDateIMMDateCalculator extends AbstractIMMDateCalculator {
/**
* 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
*/
@Override
public List getIMMDates(final LocalDate start, final LocalDate end, final IMMPeriod period) {
final List dates = new ArrayList<>();
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;
date = calculateIMMMonth(requestNextIMM, date, date.getMonth());
LocalDate imm = calculate3rdWednesday(date);
final Month immMonth = imm.getMonth();
final boolean isMarchSept = immMonth == Month.MARCH || immMonth == Month.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;
case QUARTERLY:
default:
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 Month month) {
int monthOffset;
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.getValue()) % MONTHS_IN_QUARTER;
date = date.plusMonths(monthOffset);
} else {
monthOffset = month.getValue() % 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 static LocalDate calculate3rdWednesday(final LocalDate original) {
return original.with(TemporalAdjusters.firstInMonth(DayOfWeek.WEDNESDAY)).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.
*/
@Override
public boolean isIMMDate(final LocalDate date) {
boolean same = false;
final List 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.
*
* Click here to learn more about us
* ___ _ _ _ _ _
* / _ \| |__ (_) ___ ___| |_| | __ _| |__
* | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
* | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
* \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
* |__/
*
* www.ObjectLab.co.uk
*/