net.finmath.time.businessdaycalendar

Class BusinessdayCalendarExcludingTARGETHolidays

java.lang.Object

net.finmath.time.businessdaycalendar.BusinessdayCalendar

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingTARGETHolidays

All Implemented Interfaces:

BusinessdayCalendarInterface

public class BusinessdayCalendarExcludingTARGETHolidays
extends BusinessdayCalendar

A business day calendar, where every day is a business day, expect the TARGET holidays.

Nested Class Summary

Nested classes/interfaces inherited from interface net.finmath.time.businessdaycalendar.BusinessdayCalendarInterface

BusinessdayCalendarInterface.DateRollConvention

Constructor Summary

Constructors

Constructor and Description
BusinessdayCalendarExcludingTARGETHolidays() Create business day calendar.
BusinessdayCalendarExcludingTARGETHolidays(BusinessdayCalendarInterface baseCalendar) Create business day calendar using a given business day calendar as basis.

Method Summary

Modifier and Type	Method and Description
boolean	isBusinessday(java.util.Calendar date) Test if a given date is a businessday.
static boolean	isEasterSunday(java.util.Calendar date) Test a given date for being easter sunday.

Methods inherited from class net.finmath.time.businessdaycalendar.BusinessdayCalendar

createDateFromDateAndOffsetCode, getAdjustedDate, getAdjustedDate, getAdjustedDate, getRolledDate

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BusinessdayCalendarExcludingTARGETHolidays

public BusinessdayCalendarExcludingTARGETHolidays()

Create business day calendar.

BusinessdayCalendarExcludingTARGETHolidays

public BusinessdayCalendarExcludingTARGETHolidays(BusinessdayCalendarInterface baseCalendar)

Create business day calendar using a given business day calendar as basis.

Parameters:

baseCalendar - Calendar of business days.

Method Detail

isBusinessday

public boolean isBusinessday(java.util.Calendar date)

Description copied from interface: BusinessdayCalendarInterface

Test if a given date is a businessday.

Parameters:

date - The given date.

Returns:

True, if the given date is a businessday, otherwise false.

isEasterSunday

public static boolean isEasterSunday(java.util.Calendar date)

Test a given date for being easter sunday. The method uses the algorithms sometimes cited as Meeus,Jones, Butcher Gregorian algorithm. Take from http://en.wikipedia.org/wiki/Computus

Parameters:

date - The date to check.

Returns:

True, if date is easter sunday.