org.jfin.date

Class ScheduleGenerator

java.lang.Object

org.jfin.date.ScheduleGenerator

public class ScheduleGenerator
extends java.lang.Object

Utility class for creating an UNADJUSTED schedule between two dates using a given stub type and frequency.

Constructor Summary

Constructors

Constructor and Description
ScheduleGenerator()

Method Summary

Modifier and Type	Method and Description
static java.util.Calendar	copyAndReset(java.util.Calendar calendar) Copy a calendar and reset it's time to midnight to avoid problems relating to generating schedules around midnight.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, Frequency frequency, StubType stubType) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, Frequency frequency, StubType stubType, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, Frequency frequency, StubType stubType, Period prototype) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, Frequency frequency, StubType stubType, Period prototype, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, int frequencyAmount, int frequencyUnit, StubType stubType) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, int frequencyAmount, int frequencyUnit, StubType stubType, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, int frequencyAmount, int frequencyUnit, StubType stubType, Period prototype) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.util.Calendar endDate, int frequencyAmount, int frequencyUnit, StubType stubType, Period prototype, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.lang.String maturityString, Frequency frequency, StubType stubType) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.lang.String maturityString, Frequency frequency, StubType stubType, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.lang.String maturityString, Frequency frequency, StubType stubType, Period prototype) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, java.lang.String maturityString, Frequency frequency, StubType stubType, Period prototype, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, Tenor maturity, Frequency frequency, StubType stubType) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, Tenor maturity, Frequency frequency, StubType stubType, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, Tenor maturity, Frequency frequency, StubType stubType, Period prototype) Used to generate a List containing an schedule ordered by period dates.
static java.util.List<Period>	generateSchedule(java.util.Calendar startDate, Tenor maturity, Frequency frequency, StubType stubType, Period prototype, int maxPeriods) Used to generate a List containing an schedule ordered by period dates.
static java.lang.String	getCalendarUnitDescriptor(int calendarUnit)

Methods inherited from class java.lang.Object

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

Constructor Detail

ScheduleGenerator

public ScheduleGenerator()

Method Detail

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.lang.String maturityString,
                                                      Frequency frequency,
                                                      StubType stubType)
                                               throws ScheduleException,
                                                      java.text.ParseException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturityString - Parsed by Tenor, e.g. "10Y", "6M", etc

frequency -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

java.text.ParseException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.lang.String maturityString,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      int maxPeriods)
                                               throws ScheduleException,
                                                      java.text.ParseException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturityString - Parsed by Tenor, e.g. "10Y", "6M", etc

frequency -

stubType -

maxPeriods -

Returns:

A List containing the schedule

Throws:

ScheduleException

java.text.ParseException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.lang.String maturityString,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      Period prototype)
                                               throws ScheduleException,
                                                      java.text.ParseException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturityString - Parsed by Tenor, e.g. "10Y", "6M", etc

frequency -

stubType -

prototype -

Returns:

A List containing the schedule

Throws:

ScheduleException

java.text.ParseException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.lang.String maturityString,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      Period prototype,
                                                      int maxPeriods)
                                               throws ScheduleException,
                                                      java.text.ParseException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturityString - Parsed by Tenor, e.g. "10Y", "6M", etc

frequency -

stubType -

prototype -

Returns:

A List containing the schedule

Throws:

ScheduleException

java.text.ParseException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      Tenor maturity,
                                                      Frequency frequency,
                                                      StubType stubType)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturity -

frequency -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      Tenor maturity,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      int maxPeriods)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturity -

frequency -

stubType -

maxPeriods -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      Tenor maturity,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      Period prototype)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturity -

frequency -

stubType -

prototype -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      Tenor maturity,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      Period prototype,
                                                      int maxPeriods)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

maturity -

frequency -

stubType -

prototype -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      Frequency frequency,
                                                      StubType stubType)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequency -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      int maxPeriods)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequency -

stubType -

maxPeriods -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      Period prototype)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequency -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      Frequency frequency,
                                                      StubType stubType,
                                                      Period prototype,
                                                      int maxPeriods)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequency -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      int frequencyAmount,
                                                      int frequencyUnit,
                                                      StubType stubType)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequencyAmount -

frequencyUnit -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      int frequencyAmount,
                                                      int frequencyUnit,
                                                      StubType stubType,
                                                      int maxPeriods)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequencyAmount -

frequencyUnit -

stubType -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      int frequencyAmount,
                                                      int frequencyUnit,
                                                      StubType stubType,
                                                      Period prototype)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequencyAmount -

frequencyUnit -

stubType -

prototype -

Returns:

A List containing the schedule

Throws:

ScheduleException

generateSchedule

public static java.util.List<Period> generateSchedule(java.util.Calendar startDate,
                                                      java.util.Calendar endDate,
                                                      int frequencyAmount,
                                                      int frequencyUnit,
                                                      StubType stubType,
                                                      Period prototype,
                                                      int maxPeriods)
                                               throws ScheduleException

Used to generate a List containing an schedule ordered by period dates. The periods will be adjacent to each other, e.g: d1,d2 d2,d3 d3,d4

Parameters:

startDate -

endDate -

frequencyAmount -

frequencyUnit -

stubType -

prototype -

maxPeriods -

Returns:

A List containing the schedule

Throws:

ScheduleException

copyAndReset

public static java.util.Calendar copyAndReset(java.util.Calendar calendar)

Copy a calendar and reset it's time to midnight to avoid problems relating to generating schedules around midnight.

Parameters:

calendar - The calendar to copy and reset

Returns:

Calendar the calendar which has been copied and reset

getCalendarUnitDescriptor

public static java.lang.String getCalendarUnitDescriptor(int calendarUnit)