Documentation of 'org.jfin.date.daycount.DaycountCalculatorFactory' Java class
DaycountCalculatorFactory
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org.jfin.date.daycount

Class DaycountCalculatorFactory

  • Direct Known Subclasses:
    DaycountCalculatorFactoryImpl

    public abstract class DaycountCalculatorFactory
extends java.lang.Object
    Factory class for providing a layer of abstraction from the actual implementation of the DaycountCalculator. The default DaycountCalculator is being designed to be an authoratative reference implementation. You may, however, wish to use your own implementation if you need to replicate a different implementation for testing. Use -Djfin.DaycountCalculatorFactory=ImplementationClass to use a different implementation from the default. If you wish to use more than one concrete implementation of the DaycountCalculatorFactory within the same JVM use the static newInstance(String daycountCalculatorFactoryClassName) method.

    • Field Detail

      • daycountCalculatorFactoryClassNameParameter

        public static java.lang.String daycountCalculatorFactoryClassNameParameter

      • defaultDaycountCalculatorFactoryClassName

        public static java.lang.String defaultDaycountCalculatorFactoryClassName

    • Constructor Detail

      • DaycountCalculatorFactory

        public DaycountCalculatorFactory()

    • Method Detail

      • newInstance

        public static DaycountCalculatorFactory newInstance()
        Get a new instance of the concrete implementation of the DaycountCalculatorFactory based upon the System parameter jfin.DaycountCalculatorFactory. If this parameter does not exist then it returns the default concrete implementation org.jfin.date.daycount.defaultimpl.DaycountCalculatorFactoryImpl.
        Returns:
        The new DaycountCalculatorFactory instance

      • newInstance

        public static DaycountCalculatorFactory newInstance(java.lang.String daycountCalculatorFactoryClassName)
        Get a new instance of the concrete implementation of the DaycountCalculatorFactory based upon the daycountCalculatorFactoryClassName parameter.
        Parameters:
        daycountCalculatorFactoryClassName - the class name of the DaycountCalculatorFactory to instantiate
        Returns:
        The new DaycountCalculatorFactory instance

      • getISDAActualActual

        public abstract DaycountCalculator getISDAActualActual()
        Retrieve an instance of an ISDA Actual/Actual daycount calculator. Also known as Actual/Actual Historical.
        Returns:
        The DaycountCalculator

      • getISMAActualActual

        public abstract DaycountCalculator getISMAActualActual()
        Retrieve an instance of an ISMA Actual/Actual daycount calculator. Usually used for Euro denominated bonds and US Treasury bonds hence also known as Actual/Actual Bond.
        Returns:
        The DaycountCalculator

      • getAFBActualActual

        public abstract DaycountCalculator getAFBActualActual()
        Retrieve an instance of an AFB Actual/Actual daycount calculator. Also known as the AFB Method.
        Returns:
        The DaycountCalculator

      • getUS30360

        public abstract DaycountCalculator getUS30360()
        Retrieve an instance of an US 30/360 daycount calculator. Also known as 30/360.
        Returns:
        The DaycountCalculator

      • getEU30360

        public abstract DaycountCalculator getEU30360()
        Retrieve an instance of an European 30/360 daycount calculator. Also known as 30E/360
        Returns:
        The DaycountCalculator

      • getIT30360

        public abstract DaycountCalculator getIT30360()
        Retrieve an instance of an Italian 30/360 daycount calculator.
        Returns:
        The DaycountCalculator

      • getActual360

        public abstract DaycountCalculator getActual360()
        Retrieve an instance of an Actual/360 daycount calculator.
        Returns:
        The DaycountCalculator

      • getActual365Fixed

        public abstract DaycountCalculator getActual365Fixed()
        Retrieve an instance of an Actual/365 Fixed daycount calculator. Also known just as Actual/365.
        Returns:
        The DaycountCalculator

      • getActual366

        public abstract DaycountCalculator getActual366()
        Retrieve an instance of an Actual/366 Fixed daycount calculator. Also known just as Actual/365.
        Returns:
        The DaycountCalculator

      • getBusiness252

        public abstract DaycountCalculator getBusiness252(HolidayCalendar holidayCalendar)
        Retrieve an instance of an Business/252 daycount calculator for the provided HolidayCalendar. Also sometimes referred to as Brazilian.
        Returns:
        The DaycountCalculator

      • getDaycountCalculator

        public DaycountCalculator getDaycountCalculator(java.lang.String name)

      • getAvailableDaycountCalculators

        public abstract java.lang.String[] getAvailableDaycountCalculators()
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