net.finmath.time.businessdaycalendar

Interface BusinessdayCalendarInterface

All Known Implementing Classes:

BusinessdayCalendar, BusinessdayCalendarAny, BusinessdayCalendarExcludingTARGETHolidays, BusinessdayCalendarExcludingWeekends

public interface BusinessdayCalendarInterface

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	BusinessdayCalendarInterface.DateRollConvention

Method Summary

Modifier and Type	Method and Description
java.util.Calendar	getAdjustedDate(java.util.Calendar date, BusinessdayCalendarInterface.DateRollConvention dateRollConvention) Get an adjusted date for a given date.
java.util.Calendar	getAdjustedDate(java.util.Calendar baseDate, java.lang.String dateOffsetCode, BusinessdayCalendarInterface.DateRollConvention dateRollConvention) Get an adjusted date for a given date and offset code.
java.util.Calendar	getRolledDate(java.util.Calendar baseDate, int businessDays) Find a new date by adding the given number of business days to a given base date.
boolean	isBusinessday(java.util.Calendar date) Test if a given date is a businessday.

Method Detail

isBusinessday

boolean isBusinessday(java.util.Calendar date)

Test if a given date is a businessday.

Parameters:

date - The given date.

Returns:

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

getAdjustedDate

java.util.Calendar getAdjustedDate(java.util.Calendar date,
                                   BusinessdayCalendarInterface.DateRollConvention dateRollConvention)

Get an adjusted date for a given date. Since java.util.Calendar is not immutable this method has to return a clone of date, even if the roll convention is not resulting in an adjustment.

Parameters:

date - Given date to be adjusted.

dateRollConvention - The date roll convention to be used for the adjustment.

Returns:

The adjusted date applying dateRollConvention to the given date.

getAdjustedDate

java.util.Calendar getAdjustedDate(java.util.Calendar baseDate,
                                   java.lang.String dateOffsetCode,
                                   BusinessdayCalendarInterface.DateRollConvention dateRollConvention)

Get an adjusted date for a given date and offset code. Since java.util.Calendar is not immutable this method has to return a clone of baseDate, even if the roll convention is not resulting in an adjustment. First we create a new date by "adding" an offset to the base date. The offset may be given by codes like 1D, 2D, 1W, 2W, 1M, 2M, 3M, 1Y, 2Y, etc., where the letters denote the units as follows: D denotes days, W denotes weeks, M denotes month Y denotes years. Next the result is adjusted according to the given dateRollConvention.

Parameters:

baseDate - The start date.

dateOffsetCode - String containing date offset codes (like 2D, 1W, 3M, etc.) or combination of them separated by spaces.

dateRollConvention - The date roll convention to be used for the adjustment.

Returns:

The adjusted date applying dateRollConvention to the given date.

getRolledDate

java.util.Calendar getRolledDate(java.util.Calendar baseDate,
                                 int businessDays)

Find a new date by adding the given number of business days to a given base date. Since java.util.Calendar is not immutable this method has to return a clone of baseDate, even if the roll convention is not resulting in an adjustment. If baseDate is not a business date and businessDays is zero, the method returns the next business day.

Parameters:

baseDate - The starting date.

businessDays - The number of business days from the starting date (negative values are allowed).

Returns:

A date of a business day such that the number of business days between this one (including) and the start date (excluding) is businessDays.