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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 java.time.LocalDate;
import java.time.Month;
import java.time.temporal.ChronoUnit;
import java.time.temporal.TemporalAdjusters;
import net.objectlab.kit.datecalc.common.CalculatorConstants;
import net.objectlab.kit.datecalc.common.PeriodCountBasis;
import net.objectlab.kit.datecalc.common.PeriodCountCalculator;
/**
* Joda LocalDatePeriod based implementation of the
* {@link net.objectlab.kit.datecalc.common.PeriodCountCalculator}.
*
* @author Benoit Xhenseval
*
*/
public class LocalDatePeriodCountCalculator implements PeriodCountCalculator {
@Override
public int dayDiff(final LocalDate start, final LocalDate end, final PeriodCountBasis basis) {
int diff;
switch (basis) {
case CONV_30_360:
diff = diffConv30v360(start, end);
break;
case CONV_360E_ISDA:
diff = diff360EIsda(start, end);
break;
case CONV_360E_ISMA:
diff = diff360EIsma(start, end);
break;
default:
diff = (int) ChronoUnit.DAYS.between(start, end);
}
return diff;
}
private int diff360EIsma(final LocalDate start, final LocalDate end) {
int dayStart = start.getDayOfMonth();
int dayEnd = end.getDayOfMonth();
if (dayEnd == CalculatorConstants.MONTH_31_DAYS) {
dayEnd = CalculatorConstants.MONTH_30_DAYS;
}
if (dayStart == CalculatorConstants.MONTH_31_DAYS) {
dayStart = CalculatorConstants.MONTH_30_DAYS;
}
return (end.getYear() - start.getYear()) * CalculatorConstants.YEAR_360 + (end.getMonthValue() - start.getMonthValue()) * CalculatorConstants.MONTH_30_DAYS + dayEnd - dayStart;
}
// See https://en.wikipedia.org/wiki/Day_count_convention#30E.2F360_ISDA
private int diff360EIsda(final LocalDate start, final LocalDate end) {
if (start.equals(end)) {
return 0;
}
int dayStart = start.getDayOfMonth();
int dayEnd = end.getDayOfMonth();
if (start.getMonth().length(start.isLeapYear()) == dayStart) {
dayStart = CalculatorConstants.MONTH_30_DAYS;
}
if (end.getMonth() != Month.FEBRUARY && end.getMonth().length(end.isLeapYear()) == dayEnd) {
dayEnd = CalculatorConstants.MONTH_30_DAYS;
}
return (end.getYear() - start.getYear()) * CalculatorConstants.YEAR_360 + (end.getMonthValue() - start.getMonthValue()) * CalculatorConstants.MONTH_30_DAYS + dayEnd - dayStart;
}
private int diffConv30v360(final LocalDate start, final LocalDate end) {
int dayStart = start.getDayOfMonth();
int dayEnd = end.getDayOfMonth();
if (dayEnd == CalculatorConstants.MONTH_31_DAYS && dayStart >= CalculatorConstants.MONTH_30_DAYS) {
dayEnd = CalculatorConstants.MONTH_30_DAYS;
}
if (dayStart == CalculatorConstants.MONTH_31_DAYS) {
dayStart = CalculatorConstants.MONTH_30_DAYS;
}
return (end.getYear() - start.getYear()) * CalculatorConstants.YEAR_360 + (end.getMonthValue() - start.getMonthValue()) * CalculatorConstants.MONTH_30_DAYS + dayEnd - dayStart;
}
// -----------------------------------------------------------------------
//
// ObjectLab, world leaders in the design and development of bespoke
// applications for the securities financing markets.
// www.ObjectLab.co.uk
//
// -----------------------------------------------------------------------
@Override
public double monthDiff(final LocalDate start, final LocalDate end, final PeriodCountBasis basis) {
return yearDiff(start, end, basis) * CalculatorConstants.MONTHS_IN_YEAR;
}
@Override
public double yearDiff(final LocalDate start, final LocalDate end, final PeriodCountBasis basis) {
double diff = 0.0;
switch (basis) {
case ACT_ACT:
final int startYear = start.getYear();
final int endYear = end.getYear();
if (startYear != endYear) {
final LocalDate endOfStartYear = start.with(TemporalAdjusters.lastDayOfYear());
final LocalDate startOfEndYear = end.withDayOfYear(1);
final long diff1 = ChronoUnit.DAYS.between(start, endOfStartYear);
final long diff2 = ChronoUnit.DAYS.between(startOfEndYear, end);
diff = (diff1 + 1.0) / start.lengthOfYear() + (endYear - startYear - 1.0) + (double) diff2 / (double) end.lengthOfYear();
}
break;
case CONV_30_360:
case CONV_360E_ISDA:
case CONV_360E_ISMA:
case ACT_360:
diff = dayDiff(start, end, basis) / CalculatorConstants.YEAR_360_0;
break;
case ACT_365:
diff = dayDiff(start, end, basis) / CalculatorConstants.YEAR_365_0;
break;
default:
throw new UnsupportedOperationException("Sorry ACT_UST is not supported");
}
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
*/