| Package | Description |
|---|---|
| net.objectlab.kit.datecalc.common |
This package provides functionalities that are used by both JDK and Joda implementation,
it is not released alone but included in the datecalc-jdk, datecalc-jdk8 or datecalc-joda JARs.
|
| net.objectlab.kit.datecalc.common.ccy |
This package implements the abstract CurrencyDateCalculator interfaces; it is not released alone but included in the datecalc-jdk, datecalc-jdk8 or datecalc-joda JARs.
|
| Modifier and Type | Field and Description |
|---|---|
static WorkingWeek |
WorkingWeek.ARABIC_WEEK |
private WorkingWeek |
CurrencyDateCalculatorBuilder.ccy1Week |
private WorkingWeek |
CurrencyDateCalculatorBuilder.ccy2Week |
private WorkingWeek |
CurrencyDateCalculatorBuilder.crossCcyWeek |
static WorkingWeek |
WorkingWeek.DEFAULT |
| Modifier and Type | Method and Description |
|---|---|
WorkingWeek |
CurrencyDateCalculatorBuilder.getCcy1Week() |
WorkingWeek |
CurrencyDateCalculator.getCcy1Week() |
WorkingWeek |
CurrencyDateCalculatorBuilder.getCcy2Week() |
WorkingWeek |
CurrencyDateCalculator.getCcy2Week() |
WorkingWeek |
CurrencyDateCalculatorBuilder.getCrossCcyWeek() |
WorkingWeek |
CurrencyDateCalculator.getCrossCcyWeek() |
WorkingWeek |
WorkingWeek.intersection(WorkingWeek ww)
Create a new calendar with the intersection of WORKING days.
|
WorkingWeek |
WorkingWeek.withWorkingDayFromCalendar(boolean working,
int dayOfWeek)
If the value for the given day has changed, return a NEW WorkingWeek.
|
| Modifier and Type | Method and Description |
|---|---|
CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.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> |
CurrencyDateCalculatorBuilder.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.
|
CurrencyDateCalculatorBuilder<E> |
CurrencyDateCalculatorBuilder.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.
|
WorkingWeek |
WorkingWeek.intersection(WorkingWeek ww)
Create a new calendar with the intersection of WORKING days.
|
DateCalculator<E> |
DateCalculator.setWorkingWeek(WorkingWeek week)
Allows user to define what their Working Week should be (default is
Mon-Fri).
|
| Modifier and Type | Field and Description |
|---|---|
private WorkingWeek |
AbstractCurrencyDateCalculator.ccy1Week |
private WorkingWeek |
AbstractCurrencyDateCalculator.ccy2Week |
private WorkingWeek |
AbstractCurrencyDateCalculator.crossCcyWeek |
| Modifier and Type | Field and Description |
|---|---|
private Map<String,WorkingWeek> |
DefaultCurrencyCalculatorConfig.workingWeeks |
| Modifier and Type | Method and Description |
|---|---|
WorkingWeek |
AbstractCurrencyDateCalculator.getCcy1Week() |
WorkingWeek |
AbstractCurrencyDateCalculator.getCcy2Week() |
WorkingWeek |
AbstractCurrencyDateCalculator.getCrossCcyWeek() |
WorkingWeek |
CurrencyCalculatorConfig.getWorkingWeek(String currency)
Return a default Mon-Fri for most, but some might be Sun-Thu (Arabic countries).
|
WorkingWeek |
DefaultCurrencyCalculatorConfig.getWorkingWeek(String currency)
Return a default Mon-Fri for most, but some might be Sun-Thu (Arabic countries).
|
| Modifier and Type | Method and Description |
|---|---|
private E |
AbstractCurrencyDateCalculator.calculateCcySpot(String ccy,
E date,
WorkingWeek workingWeek,
HolidayCalendar<E> calendar) |
private E |
AbstractCurrencyDateCalculator.calculateNextWorkingDay(E startDate,
WorkingWeek ww,
HolidayCalendar<E> calendar) |
private E |
AbstractCurrencyDateCalculator.calculateNextWorkingDayIfRequired(E startDate,
WorkingWeek ww,
HolidayCalendar<E> calendar) |
private boolean |
AbstractCurrencyDateCalculator.isNonWorkingDay(E date,
WorkingWeek ww,
HolidayCalendar<E> calendar) |
| Modifier and Type | Method and Description |
|---|---|
void |
DefaultCurrencyCalculatorConfig.setWorkingWeeks(Map<String,WorkingWeek> workingWeeks)
Will take a copy of a non null map but doing so by replacing the internal one in one go for consistency.
|
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