CurrencyDateCalculatorBuilder (Date Calculator Common 1.4.1 API)

java.lang.Object
- net.objectlab.kit.datecalc.common.CurrencyDateCalculatorBuilder<E>

Type Parameters:: E - JDK Date/Calendar, JDK8 LocalDate or Joda LocalDate

public class CurrencyDateCalculatorBuilder<E extends Serializable>
extends Object

Provides enough information to create an immutable CurrencyDateCalculator.

    CurrencyDateCalculatorBuilder<LocalDate> builder = new CurrencyDateCalculatorBuilder<LocalDate>() //
            .currencyPair("EUR", "GBP", SpotLag.T_2) //
            .ccy1Calendar(new DefaultHolidayCalendar<LocalDate>()) // empty
            .ccy1Week(WorkingWeek.DEFAULT) // Mon-Fri
            .ccy2Calendar(gbpCalendar) //
            .ccy2Week(WorkingWeek.DEFAULT) // Mon-Fri
            .crossCcy("USD") // the usual suspect
            .crossCcyCalendar(usdCalendar) //
            .crossCcyWeek(WorkingWeek.DEFAULT) // Mon-Fri;
            .adjustStartDateWithCurrencyPair(true) // default is true, Move the startDate to a working date for ccy1 and ccy2
            .tenorHolidayHandler(new LocalDateForwardHandler()) // Forward (or equivalent for your implementation)
            .brokenDateAllowed(false) // use the CrossCcy holidays on Spot and Tenor Date
            .currencyCalculatorConfig(new DefaultCurrencyCalculatorConfig()) // Will be used for finding Working Weeks IF NOT PROVIDED and Latin
                                                                             // American ccy USD handling.

Since:: 1.4.0

Field Summary

Fields
Modifier and Type	Field and Description
`private boolean`	`adjustStartDateWithCurrencyPair`
`private boolean`	`brokenDateAllowed`
`private String`	`ccy1`
`private HolidayCalendar<E>`	`ccy1Calendar`
`private WorkingWeek`	`ccy1Week`
`private String`	`ccy2`
`private HolidayCalendar<E>`	`ccy2Calendar`
`private WorkingWeek`	`ccy2Week`
`private String`	`crossCcy`
`private HolidayCalendar<E>`	`crossCcyCalendar`
`private WorkingWeek`	`crossCcyWeek`
`private CurrencyCalculatorConfig`	`currencyCalculatorConfig`
`private SpotLag`	`spotLag`
`private HolidayHandler<E>`	`tenorHolidayHandler`

Constructor Summary

Constructors
Constructor and Description
`CurrencyDateCalculatorBuilder()` Default values are: crossCcy = USD ccy1Calendar = Empty Calendar ccy2Calendar = Empty Calendar crossCcyCalendar = Empty Calendar brokenDateAllowed = false adjustStartDateWithCurrencyPair = true spotLag = SpotLag.T_2

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`CurrencyDateCalculatorBuilder<E>`	`adjustStartDateWithCurrencyPair(boolean adjustStartDateWithCurrencyPair)` If true, the startDate given to the calculator will be move to the NEXT working day for both currencies (e.g. it will skip weekends and any holidays).
`private static void`	`append(StringBuilder b, String string)`
`CurrencyDateCalculatorBuilder<E>`	`brokenDateAllowed(boolean brokenDateAllowed)` If true, then the calculator can return a SpotDate/TenorDate where the cross currency is NOT a trading date (e.g.
`CurrencyDateCalculatorBuilder<E>`	`ccy1Calendar(HolidayCalendar<E> ccy1Calendar)` The holiday calendar for ccy1, if null or not set, then a default calendar will be used with NO holidays.
`CurrencyDateCalculatorBuilder<E>`	`ccy1Week(WorkingWeek ccy1Week)` Provides the definition of a working week for the currency; if not provided and the currencyCalculatorConfig is given, it will do a look up for this currency.
`CurrencyDateCalculatorBuilder<E>`	`ccy2Calendar(HolidayCalendar<E> ccy2Calendar)` The holiday calendar for ccy2, if null or not set, then a default calendar will be used with NO holidays.
`CurrencyDateCalculatorBuilder<E>`	`ccy2Week(WorkingWeek ccy2Week)` Provides the definition of a working week for the currency; if not provided and the currencyCalculatorConfig is given, it will do a look up for this currency.
`private void`	`checkBrokenDate(StringBuilder b)`
`void`	`checkValidity()` Checks the builder and throws an IllegalArgumentException if there are issues e.g.
`CurrencyDateCalculatorBuilder<E>`	`crossCcy(String crossCcy)` If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when validating the SpotDate or a Tenor date; if null or not set, then a default calendar will be used with NO holidays.
`CurrencyDateCalculatorBuilder<E>`	`crossCcyCalendar(HolidayCalendar<E> crossCcyCalendar)` If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when validating the SpotDate or a Tenor date.
`CurrencyDateCalculatorBuilder<E>`	`crossCcyWeek(WorkingWeek crossCcyWeek)` If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when validating the SpotDate or a Tenor date.
`CurrencyDateCalculatorBuilder<E>`	`currencyCalculatorConfig(CurrencyCalculatorConfig currencyCalculatorConfig)` Provides information about currencies subject to USD on T+1 and WorkingWeeks if not specified individually.
`CurrencyDateCalculatorBuilder<E>`	`currencyPair(String ccy1, String ccy2, SpotLag spotLag)` This specialises the calculator to the given currency pair and the SpotLag (0, 1, 2).
`String`	`getCcy1()`
`HolidayCalendar<E>`	`getCcy1Calendar()`
`WorkingWeek`	`getCcy1Week()`
`String`	`getCcy2()`
`HolidayCalendar<E>`	`getCcy2Calendar()`
`WorkingWeek`	`getCcy2Week()`
`String`	`getCrossCcy()`
`HolidayCalendar<E>`	`getCrossCcyCalendar()`
`WorkingWeek`	`getCrossCcyWeek()`
`CurrencyCalculatorConfig`	`getCurrencyCalculatorConfig()`
`SpotLag`	`getSpotLag()`
`HolidayHandler<E>`	`getTenorHolidayHandler()`
`boolean`	`isAdjustStartDateWithCurrencyPair()`
`boolean`	`isBrokenDateAllowed()`
`CurrencyDateCalculatorBuilder<E>`	`tenorHolidayHandler(HolidayHandler<E> holidayHandler)` Provides the holiday handler for the Tenor Date, note that Spot is ALWAYS using Forward.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - ccy1
```
private String ccy1
```
  - ccy2
```
private String ccy2
```
  - crossCcy
```
private String crossCcy
```
  - ccy1Calendar
```
private HolidayCalendar<E extends Serializable> ccy1Calendar
```
  - ccy2Calendar
```
private HolidayCalendar<E extends Serializable> ccy2Calendar
```
  - crossCcyCalendar
```
private HolidayCalendar<E extends Serializable> crossCcyCalendar
```
  - tenorHolidayHandler
```
private HolidayHandler<E extends Serializable> tenorHolidayHandler
```
  - ccy1Week
```
private WorkingWeek ccy1Week
```
  - ccy2Week
```
private WorkingWeek ccy2Week
```
  - crossCcyWeek
```
private WorkingWeek crossCcyWeek
```
  - currencyCalculatorConfig
```
private CurrencyCalculatorConfig currencyCalculatorConfig
```
  - brokenDateAllowed
```
private boolean brokenDateAllowed
```
  - adjustStartDateWithCurrencyPair
```
private boolean adjustStartDateWithCurrencyPair
```
  - spotLag
```
private SpotLag spotLag
```
- Constructor Detail
  - CurrencyDateCalculatorBuilder
```
public CurrencyDateCalculatorBuilder()
```
    Default values are:
    - crossCcy = USD
    - ccy1Calendar = Empty Calendar
    - ccy2Calendar = Empty Calendar
    - crossCcyCalendar = Empty Calendar
    - brokenDateAllowed = false
    - adjustStartDateWithCurrencyPair = true
    - spotLag = SpotLag.T_2
- Method Detail
  - checkValidity
```
public void checkValidity()
```
    Checks the builder and throws an IllegalArgumentException if there are issues e.g.
    - ccy1 or ccy2 missing
    - ccy1Week or ccy2Week missing
    - spotLag is missing
    - tenorHolidayHandler is missing
    - If brokenDate is not allowed, we need crossCcy, crossCcyWeek and crossCcyCalendar.
  - checkBrokenDate
```
private void checkBrokenDate(StringBuilder b)
```
  - append
```
private static void append(StringBuilder b,
                           String string)
```
  - getCcy1
```
public String getCcy1()
```
  - getCcy2
```
public String getCcy2()
```
  - getCrossCcy
```
public String getCrossCcy()
```
  - getCcy1Calendar
```
public HolidayCalendar<E> getCcy1Calendar()
```
  - getCcy2Calendar
```
public HolidayCalendar<E> getCcy2Calendar()
```
  - getCrossCcyCalendar
```
public HolidayCalendar<E> getCrossCcyCalendar()
```
  - getTenorHolidayHandler
```
public HolidayHandler<E> getTenorHolidayHandler()
```
  - getCcy1Week
```
public WorkingWeek getCcy1Week()
```
  - getCcy2Week
```
public WorkingWeek getCcy2Week()
```
  - getCrossCcyWeek
```
public WorkingWeek getCrossCcyWeek()
```
  - getCurrencyCalculatorConfig
```
public CurrencyCalculatorConfig getCurrencyCalculatorConfig()
```
  - isBrokenDateAllowed
```
public boolean isBrokenDateAllowed()
```
  - currencyPair
```
public CurrencyDateCalculatorBuilder<E> currencyPair(String ccy1,
                                                     String ccy2,
                                                     SpotLag spotLag)
```
    This specialises the calculator to the given currency pair and the SpotLag (0, 1, 2). Given than some currencies can have different SpotLag depending on the business, this is something that the user will have to provide.
    
    Parameters:
    
    ccy1 -
    
    ccy2 -
    
    spotLag -
    
    Returns:
    
    the builder
  - getSpotLag
```
public SpotLag getSpotLag()
```
  - isAdjustStartDateWithCurrencyPair
```
public boolean isAdjustStartDateWithCurrencyPair()
```
  - adjustStartDateWithCurrencyPair
```
public CurrencyDateCalculatorBuilder<E> adjustStartDateWithCurrencyPair(boolean adjustStartDateWithCurrencyPair)
```
    If true, the startDate given to the calculator will be move to the NEXT working day for both currencies (e.g. it will skip weekends and any holidays).
    
    Parameters:
    
    adjustStartDateWithCurrencyPair - default true
    
    Returns:
    
    the builder
  - brokenDateAllowed
```
public CurrencyDateCalculatorBuilder<E> brokenDateAllowed(boolean brokenDateAllowed)
```
    If true, then the calculator can return a SpotDate/TenorDate where the cross currency is NOT a trading date (e.g. July 4 for EUR/GBP which usually would be skipped).
    
    Parameters:
    
    brokenDateAllowed - default false
    
    Returns:
    
    the builder
  - currencyCalculatorConfig
```
public CurrencyDateCalculatorBuilder<E> currencyCalculatorConfig(CurrencyCalculatorConfig currencyCalculatorConfig)
```
    Provides information about currencies subject to USD on T+1 and WorkingWeeks if not specified individually.
    
    Parameters:
    
    currencyCalculatorConfig - the config
    
    Returns:
  - ccy1Calendar
```
public CurrencyDateCalculatorBuilder<E> ccy1Calendar(HolidayCalendar<E> ccy1Calendar)
```
    The holiday calendar for ccy1, if null or not set, then a default calendar will be used with NO holidays.
    
    Parameters:
    
    ccy1Calendar - the Calendar for ccy1
    
    Returns:
    
    the builder
  - ccy2Calendar
```
public CurrencyDateCalculatorBuilder<E> ccy2Calendar(HolidayCalendar<E> ccy2Calendar)
```
    The holiday calendar for ccy2, if null or not set, then a default calendar will be used with NO holidays.
    
    Parameters:
    
    ccy2Calendar - the Calendar for ccy2
    
    Returns:
    
    the builder
  - crossCcy
```
public CurrencyDateCalculatorBuilder<E> crossCcy(String crossCcy)
```
    If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when validating the SpotDate or a Tenor date; if null or not set, then a default calendar will be used with NO holidays.
    
    Parameters:
    
    crossCcy - the crossCcy (default USD).
    
    Returns:
    
    the builder
  - crossCcyCalendar
```
public CurrencyDateCalculatorBuilder<E> crossCcyCalendar(HolidayCalendar<E> crossCcyCalendar)
```
    If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when validating the SpotDate or a Tenor date.
    
    Parameters:
    
    crossCcyCalendar - the set of holidays for the crossCcy
    
    Returns:
    
    the builder
  - tenorHolidayHandler
```
public CurrencyDateCalculatorBuilder<E> tenorHolidayHandler(HolidayHandler<E> holidayHandler)
```
    Provides the holiday handler for the Tenor Date, note that Spot is ALWAYS using Forward.
    
    Parameters:
    
    holidayHandler - the Handler to work out what to do if a Tenor Date falls on a non WorkingDay.
    
    Returns:
    
    the builder
  - ccy1Week
```
public CurrencyDateCalculatorBuilder<E> ccy1Week(WorkingWeek ccy1Week)
```
    Provides the definition of a working week for the currency; if not provided and the currencyCalculatorConfig is given, it will do a look up for this currency.
    
    Parameters:
    
    ccy1Week - WorkingWeek definition
    
    Returns:
    
    the builder
  - ccy2Week
```
public CurrencyDateCalculatorBuilder<E> ccy2Week(WorkingWeek ccy2Week)
```
    Provides the definition of a working week for the currency; if not provided and the currencyCalculatorConfig is given, it will do a look up for this currency.
    
    Parameters:
    
    ccy2Week - WorkingWeek definition
    
    Returns:
    
    the builder
  - crossCcyWeek
```
public CurrencyDateCalculatorBuilder<E> crossCcyWeek(WorkingWeek crossCcyWeek)
```
    If brokenDate is not allowed, we do require to check the WorkingWeek and Holiday for the crossCcy when validating the SpotDate or a Tenor date.
    
    Parameters:
    
    crossCcyWeek - the crossCcy WorkingWeek.
    
    Returns:
    
    the builder

Class CurrencyDateCalculatorBuilder<E extends Serializable>

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

ccy1

ccy2

crossCcy

ccy1Calendar

ccy2Calendar

crossCcyCalendar

tenorHolidayHandler

ccy1Week

ccy2Week

crossCcyWeek

currencyCalculatorConfig

brokenDateAllowed

adjustStartDateWithCurrencyPair

spotLag

Constructor Detail

CurrencyDateCalculatorBuilder

Method Detail

checkValidity

checkBrokenDate

append

getCcy1

getCcy2

getCrossCcy

getCcy1Calendar

getCcy2Calendar

getCrossCcyCalendar

getTenorHolidayHandler

getCcy1Week

getCcy2Week

getCrossCcyWeek

getCurrencyCalculatorConfig

isBrokenDateAllowed

currencyPair

getSpotLag

isAdjustStartDateWithCurrencyPair

adjustStartDateWithCurrencyPair

brokenDateAllowed

currencyCalculatorConfig

ccy1Calendar

ccy2Calendar

crossCcy

crossCcyCalendar

tenorHolidayHandler

ccy1Week

ccy2Week

crossCcyWeek