org.jquantlib.time

Class Calendar

java.lang.Object

org.jquantlib.time.Calendar

Direct Known Subclasses:

Argentina, Australia, Brazil, Canada, China, CzechRepublic, Denmark, Finland, Germany, HongKong, Hungary, Iceland, India, Indonesia, Italy, Japan, JointCalendar, Mexico, NewZealand, Norway, NullCalendar, Poland, SaudiArabia, Singapore, Slovakia, SouthAfrica, SouthKorea, Sweden, Switzerland, Taiwan, Target, Turkey, Ukraine, UnitedKingdom, UnitedStates

public class Calendar
extends java.lang.Object

This class provides methods for determining whether a date is a business day or a holiday for a given market, and for incrementing/decrementing a date of a given number of business days.

A calendar should be defined for specific exchange holiday schedule or for general country holiday schedule. Legacy city holiday schedule calendars will be moved to the exchange/country convention.

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	UKNOWN_BUSINESS_DAY_CONVENTION
static java.lang.String	UNKNOWN_MARKET

Constructor Summary

Constructors

Constructor and Description
Calendar()

Method Summary

Modifier and Type	Method and Description
void	addHoliday(Date d) Adds a date to the set of holidays for the given calendar.
Date	adjust(Date date) Adjusts a non-business day to the appropriate near business day with respect to the given convention.
Date	adjust(Date d, BusinessDayConvention c) Adjusts a non-business day to the appropriate near business day with respect to the given convention.
Date	advance(Date date, int n, TimeUnit unit) Advances the given date of the given number of business days and returns the result.
Date	advance(Date d, int n, TimeUnit unit, BusinessDayConvention c, boolean endOfMonth) Advances the given date of the given number of business days and returns the result.
Date	advance(Date date, Period period) Advances the given date as specified by the given period and returns the result.
Date	advance(Date date, Period period, BusinessDayConvention convention) Advances the given date as specified by the given period and returns the result.
Date	advance(Date date, Period period, BusinessDayConvention convention, boolean endOfMonth) Advances the given date as specified by the given period and returns the result.
int	businessDaysBetween(Date from, Date to) Calculates the number of business days between two given dates and returns the result.
int	businessDaysBetween(Date from, Date to, boolean includeFirst, boolean includeLast)
boolean	empty() Returns whether or not the calendar is initialized
Date	endOfMonth(Date d) Returns last business day of the month to which the given date belongs
static boolean	eq(Calendar c1, Calendar c2)
static java.util.List<Date>	holidayList(Calendar c, Date from, Date to, boolean includeWeekEnds) Returns the holidays between two dates
boolean	isBusinessDay(Date d) Returns true if the date is a business day for the given market.
boolean	isEndOfMonth(Date d) Returns true if the date is last business day for the month in given market.
boolean	isHoliday(Date d) Returns true if the date is a holiday for the given market.
boolean	isWeekend(Weekday w) Returns true iff the weekday is part of the weekend for the given market.
java.lang.String	name() Returns the name of the calendar.
static boolean	ne(Calendar c1, Calendar c2)
void	removeHoliday(Date d) Removes a date from the set of holidays for the given calendar.

Methods inherited from class java.lang.Object

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

Field Detail

UNKNOWN_MARKET

public static final java.lang.String UNKNOWN_MARKET

See Also:

Constant Field Values

UKNOWN_BUSINESS_DAY_CONVENTION

public static final java.lang.String UKNOWN_BUSINESS_DAY_CONVENTION

See Also:

Constant Field Values

Constructor Detail

Calendar

public Calendar()

Method Detail

empty

public boolean empty()

Returns whether or not the calendar is initialized

name

public java.lang.String name()

Returns the name of the calendar. warning This method is used for output and comparison between calendars. It is not meant to be used for writing switch-on-type code.

Returns:

String - name of calendar

isBusinessDay

public boolean isBusinessDay(Date d)

Returns true if the date is a business day for the given market.

isHoliday

public boolean isHoliday(Date d)

Returns true if the date is a holiday for the given market.

isWeekend

public boolean isWeekend(Weekday w)

Returns true iff the weekday is part of the weekend for the given market.

isEndOfMonth

public boolean isEndOfMonth(Date d)

Returns true if the date is last business day for the month in given market.

endOfMonth

public Date endOfMonth(Date d)

Returns last business day of the month to which the given date belongs

Parameters:

d -

Returns:

last business Date based on passed date

addHoliday

public void addHoliday(Date d)

Adds a date to the set of holidays for the given calendar.

NOTE: This method does not affect pre-defined calendars, returning silently.

removeHoliday

public void removeHoliday(Date d)

Removes a date from the set of holidays for the given calendar.

NOTE: This method does not affect pre-defined calendars, returning silently.

holidayList

public static java.util.List<Date> holidayList(Calendar c,
                                               Date from,
                                               Date to,
                                               boolean includeWeekEnds)

Returns the holidays between two dates

adjust

public Date adjust(Date date)

Adjusts a non-business day to the appropriate near business day with respect to the given convention.

Assumes convention BusinessDayConvention.Following

adjust

public Date adjust(Date d,
                   BusinessDayConvention c)

Adjusts a non-business day to the appropriate near business day with respect to the given convention.

advance

public Date advance(Date date,
                    Period period,
                    BusinessDayConvention convention)

Advances the given date as specified by the given period and returns the result.

advance

public Date advance(Date date,
                    Period period,
                    BusinessDayConvention convention,
                    boolean endOfMonth)

Advances the given date as specified by the given period and returns the result.

advance

public Date advance(Date date,
                    int n,
                    TimeUnit unit)

Advances the given date of the given number of business days and returns the result.

advance

public Date advance(Date date,
                    Period period)

Advances the given date as specified by the given period and returns the result.

advance

public Date advance(Date d,
                    int n,
                    TimeUnit unit,
                    BusinessDayConvention c,
                    boolean endOfMonth)

Advances the given date of the given number of business days and returns the result.

businessDaysBetween

public int businessDaysBetween(Date from,
                               Date to)

Calculates the number of business days between two given dates and returns the result.

businessDaysBetween

public int businessDaysBetween(Date from,
                               Date to,
                               boolean includeFirst,
                               boolean includeLast)

eq

public static boolean eq(Calendar c1,
                         Calendar c2)

ne

public static boolean ne(Calendar c1,
                         Calendar c2)