/*
 * 

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: 15:28 */ public class ShortLastStubScheduleGenerator extends AbstractBaseScheduleGenerator { public ShortLastStubScheduleGenerator() { super(-1); } public ShortLastStubScheduleGenerator(int maxPeriods) { super(maxPeriods); } public Schedule generate(LocalDate start, LocalDate end, ReadablePeriod frequency) throws ScheduleException { ArrayList schedulePeriods = new ArrayList(); LocalDate holdDate = start; int periodCount = 1; while (holdDate.isBefore(end)) { LocalDate nextDate = start.plus(multiplyPeriod(frequency,periodCount)); LocalDate notionalStartDate = null; LocalDate notionalEndDate = null; if (nextDate.isAfter(end)) { notionalStartDate = holdDate; notionalEndDate = nextDate; nextDate = end; } SchedulePeriod schedulePeriod = new SchedulePeriod(holdDate, nextDate, notionalStartDate, notionalEndDate); schedulePeriods.add(schedulePeriod); holdDate = nextDate; periodCount++; if(maxPeriods>0 && periodCount>maxPeriods) { throw new ScheduleTooLongException(maxPeriods); } } return new Schedule(schedulePeriods); } }

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