/*
* jFin, open source derivatives trade processing
*
* Copyright (C) 2005-2011 Morgan Brown Consultancy Ltd.
*
* This file is part of jFin.
*
* jFin is free software; you can redistribute it and/or modify it under the
* terms of the GNU General Public License as published by the Free Software
* Foundation; either version 2 of the License, or (at your option) any later
* version.
*
* jFin is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
* License for more details.
*
* You should have received a copy of the GNU General Public License along
* with jFin; if not, write to the Free Software Foundation, Inc., 51 Franklin
* St, Fifth Floor, Boston, MA 02110-1301 USA.
*/
package com.mbc.jfin.schedule.impl;
import com.mbc.jfin.schedule.Schedule;
import com.mbc.jfin.schedule.ScheduleException;
import com.mbc.jfin.schedule.SchedulePeriod;
import org.joda.time.LocalDate;
import org.joda.time.ReadablePeriod;
import java.util.ArrayList;
/**
* Created by IntelliJ IDEA.
* User: dmb
* Date: 24/04/2011
* Time: 15:31
*/
public class ShortFirstStubScheduleGenerator extends AbstractBaseScheduleGenerator {
public ShortFirstStubScheduleGenerator() {
super(-1);
}
public ShortFirstStubScheduleGenerator(int maxPeriods) {
super(maxPeriods);
}
public Schedule generate(LocalDate start, LocalDate end, ReadablePeriod frequency) throws ScheduleException {
ArrayList schedulePeriods = new ArrayList();
LocalDate holdDate = end;
int periodCount = 1;
while (holdDate.isAfter(start))
{
LocalDate nextDate = end.minus(multiplyPeriod(frequency, periodCount));
LocalDate notionalStartDate = null;
LocalDate notionalEndDate = null;
if (nextDate.isBefore(start))
{
notionalStartDate = nextDate;
notionalEndDate = holdDate;
nextDate = start;
}
SchedulePeriod schedulePeriod = new SchedulePeriod(nextDate, holdDate, notionalStartDate, notionalEndDate);
schedulePeriods.add(0,schedulePeriod);
holdDate = nextDate;
periodCount++;
if(maxPeriods>0 && periodCount>maxPeriods) {
throw new ScheduleTooLongException(maxPeriods);
}
}
return new Schedule(schedulePeriods);
}
}
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