public class LocalDateIMMDateCalculator extends net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator<LocalDate>
LocalDate based implementation of the
IMMDateCalculator.| Constructor and Description |
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LocalDateIMMDateCalculator() |
| Modifier and Type | Method and Description |
|---|---|
private static LocalDate |
calculate3rdWednesday(LocalDate original)
Assumes that the month is correct, get the day for the 2rd wednesday.
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private LocalDate |
calculateIMMMonth(boolean requestNextIMM,
LocalDate startDate,
Month month) |
List<LocalDate> |
getIMMDates(LocalDate start,
LocalDate end,
net.objectlab.kit.datecalc.common.IMMPeriod period)
Returns a list of IMM dates between 2 dates, it will exclude the start
date if it is an IMM date but would include the end date if it is an IMM.
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protected LocalDate |
getNextIMMDate(boolean requestNextIMM,
LocalDate start,
net.objectlab.kit.datecalc.common.IMMPeriod period) |
boolean |
isIMMDate(LocalDate date)
Checks if a given date is an official IMM Date (3rd Wednesdays of
March/June/Sept/Dec.
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public LocalDateIMMDateCalculator()
public List<LocalDate> getIMMDates(LocalDate start, LocalDate end, net.objectlab.kit.datecalc.common.IMMPeriod period)
start - start of the interval, excludedend - end of the interval, may be included.period - specify when the "next" IMM is, if quarterly then it is the
conventional algorithm.protected LocalDate getNextIMMDate(boolean requestNextIMM, LocalDate start, net.objectlab.kit.datecalc.common.IMMPeriod period)
getNextIMMDate in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator<LocalDate>private LocalDate calculateIMMMonth(boolean requestNextIMM, LocalDate startDate, Month month)
private static LocalDate calculate3rdWednesday(LocalDate original)
original - the start dateCopyright © 2006–2022 Appendium - Portfolio Financing Platform. All rights reserved.