A B C D E F G H I K M N O P R S T U V W Y

A

AbstractDateCalculator<E> - Class in net.objectlab.kit.datecalc.common

Abstract implementation in order to encapsulate all the common functionality between Jdk and Joda implementations.

AbstractDateCalculator(String, HolidayCalendar<E>, HolidayHandler<E>) - Constructor for class net.objectlab.kit.datecalc.common.AbstractDateCalculator

AbstractIMMDateCalculator<E> - Class in net.objectlab.kit.datecalc.common

Abstract implementation in order to encapsulate all the common functionality between Jdk and Joda implementations.

AbstractIMMDateCalculator() - Constructor for class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

AbstractKitCalculatorsFactory<E> - Class in net.objectlab.kit.datecalc.common

Base class for all calculator factories, it handles the holiday registration.

AbstractKitCalculatorsFactory() - Constructor for class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

acceptUnits() - Method in enum net.objectlab.kit.datecalc.common.TenorCode

adjustDay(int) - Method in class net.objectlab.kit.datecalc.common.WorkingWeek

B

BACKWARD - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType

A backward handler will move the date backward if it falls on a non working day.

blastTime(Calendar) - Static method in class net.objectlab.kit.datecalc.common.Utils

Removes set's all "time" fields to zero, leaving only the date portion of the Calendar.

C

calculateTenorDates(List<Tenor>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

Calculate a series of Tenor codes in one go based on current day, this does NOT change the current business date.

calculateTenorDates(List<Tenor>, int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

Calculate a series of Tenor codes in one go based on SPOT day (calculated with the spot lag), this does NOT change the current business date.

calculateTenorDates(List<Tenor>) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Calculate a series of Tenor codes in one go based on current day, this does NOT change the current business date.

calculateTenorDates(List<Tenor>, int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Calculate a series of Tenor codes in one go based on SPOT day (calculated with the spot lag), this does NOT change the current business date.

checkBoundary(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

This may throw an IndexOutOfBoundsException if the date is not within the boundaries.

clone(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

combine(DateCalculator<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

Allows DateCalculators to be combined into a new one, the startDate and currentBusinessDate will be the ones from the existing calendar (not the parameter one).

combine(DateCalculator<E>) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Allows DateCalculators to be combined into a new one, the startDate and currentBusinessDate will be the ones from the existing calendar (not the parameter one).

compareDate(E, E, boolean) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

createCalendar(String) - Static method in class net.objectlab.kit.datecalc.common.Utils

get a new Calendar based on the string date.

createDate(String) - Static method in class net.objectlab.kit.datecalc.common.Utils

Creates a Date object given a string representation of it

createNewCalculator(String, E, HolidayCalendar<E>, HolidayHandler<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

D

DateCalculator<E> - Interface in net.objectlab.kit.datecalc.common

A DateCalculator is a lightweight container with an optional reference to a set of holidays, a WorkingWeek (Mon-Fri by default), a startDate and a current business date.

dayDiff(E, E, PeriodCountBasis) - Method in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

This calculates the number of days between 2 dates, it follows the given basis which means that the result could vary between the same 2 dates if the basis is different.

DAYS_IN_WEEK - Static variable in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

DAYS_IN_WEEK - Static variable in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

DEFAULT - Static variable in class net.objectlab.kit.datecalc.common.WorkingWeek

DefaultHolidayCalendar<E> - Class in net.objectlab.kit.datecalc.common

DefaultHolidayCalendar() - Constructor for class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

DefaultHolidayCalendar(Set<E>, E, E) - Constructor for class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

DefaultHolidayCalendar(Set<E>) - Constructor for class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

E

equals(Object) - Method in class net.objectlab.kit.datecalc.common.Tenor

ExcelDateUtil - Class in net.objectlab.kit.datecalc.common

Convert Excel Date to Jdk Date or Calendar.

F

FORWARD - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType

A Forward handler will move the date forward if it falls on a non working day.

FORWARD_UNLESS_MOVING_BACK - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType

A handler that moves the date forward unless the increment is negative (eg moveByDays(-2)) in which case it behaves like a Backward handler.

fromCode(String) - Static method in enum net.objectlab.kit.datecalc.common.TenorCode

G

getAll() - Static method in class net.objectlab.kit.datecalc.common.StandardTenor

getCal(String) - Static method in class net.objectlab.kit.datecalc.common.Utils

getCal(Date) - Static method in class net.objectlab.kit.datecalc.common.Utils

Get a Calendar object for a given Date representation.

getCode() - Method in class net.objectlab.kit.datecalc.common.Tenor

getCode() - Method in enum net.objectlab.kit.datecalc.common.TenorCode

getCurrentBusinessDate() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getCurrentBusinessDate() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Gives the current business date held by the calculator.

getCurrentIncrement() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getCurrentIncrement() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

return the current increment in the calculator, this is used by the handler.

getDateCalculator(String, String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

Create a new DateCalculator for a given name and type of handling.

getEarlyBoundary() - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

getEarlyBoundary() - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Returns the earliest date covered by this HolidayCalendar.

getEarlyBoundary() - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

getHolidayCalendar() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getHolidayCalendar(String) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

getHolidayCalendar() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Returns an immutable version of the HolidayCalendar.

getHolidayCalendar(String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

getHolidayHandler() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getHolidayHandlerType() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getHolidayHandlerType() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Gives the name of the holiday handler algorithm, see HolidayHandlerType for some standard values.

getHolidays() - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

getHolidays() - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Returns an immutable set of holidays.

getHolidays() - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

getIMMDateCalculator() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

Create a new IMMDateCalculator.

getIMMDates(E, E) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

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 (same as IMMPeriod.QUARTERLY).

getIMMDates(E, E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

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 (same as as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).

getIMMDates(E, E, IMMPeriod) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

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.

getJavaCalendar(double, boolean) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil

Given an Excel date with either 1900 or 1904 date windowing, converts it to a java.util.Date.

getJavaDate(double, boolean) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil

Given an Excel date with either 1900 or 1904 date windowing, converts it to a java.util.Date.

getJavaDateOnly(double, boolean) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil

Given an Excel date with either 1900 or 1904 date windowing, converts it to a java.util.Date.

getLateBoundary() - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

getLateBoundary() - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Returns the latest date covered by this HolidayCalendar.

getLateBoundary() - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

getName() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getName() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

This is typically the name of the associated set of holidays.

getNextIMMDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

getNextIMMDate(E, IMMPeriod) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

getNextIMMDate(boolean, E, IMMPeriod) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

getNextIMMDate(E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

Given a start date, it will return the next IMM Date, even if the start date is an IMM date (same as calling getNextIMMDate(IMMPeriod.QUARTERLY)).

getNextIMMDate(E, IMMPeriod) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

Given a start date, it will return the next IMM Date based on the IMMPeriod, even if the start date is an IMM date.

getPeriodCountCalculator() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

Create a new PeriodCountCalculator.

getPreviousIMMDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

getPreviousIMMDate(E, IMMPeriod) - Method in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

getPreviousIMMDate(E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

Given a start date, it will return the previous IMM Date, even if the start date is an IMM date.

getPreviousIMMDate(E, IMMPeriod) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

Given a start date, it will return the previous IMM Date based on the IMMPeriod, even if the start date is an IMM date.

getRegisteredHolidayCalendarNames() - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

getRegisteredHolidayCalendarNames() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

getStartDate() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getStartDate() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Gives the startDate of this calculator (immutable once set via setStartDate).

getToday() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

getType() - Method in interface net.objectlab.kit.datecalc.common.HolidayHandler

Give the type name for this algorithm.

getUnits() - Method in class net.objectlab.kit.datecalc.common.Tenor

getWorkingDays() - Method in class net.objectlab.kit.datecalc.common.WorkingWeek

H

hashCode() - Method in class net.objectlab.kit.datecalc.common.Tenor

hasUnits() - Method in class net.objectlab.kit.datecalc.common.Tenor

HolidayCalendar<E> - Interface in net.objectlab.kit.datecalc.common

A Holiday Calendar not only defines a set of holiday dates but an early and late boundary for these dates, e.g.

HolidayHandler<E> - Interface in net.objectlab.kit.datecalc.common

This will be called to determine whether the date should be moved according to the special algorithm used.

HolidayHandlerType - Class in net.objectlab.kit.datecalc.common

Define a series of standard way to handle holidays.

I

IMMDateCalculator<E> - Interface in net.objectlab.kit.datecalc.common

The IMMDates are defined as the 3rd Wednesday of March, June, September and December.

IMMPeriod - Enum in net.objectlab.kit.datecalc.common

Some instruments require a period different from the usual Quarterly but still following IMM, e.g.

ImmutableHolidayCalendar<E> - Class in net.objectlab.kit.datecalc.common

This is an immutable holiday calendar, once given to a DateCalculator, a HolidayCalendar cannot be modified, it will throw UnsupportedOperationException.

ImmutableHolidayCalendar(HolidayCalendar<E>) - Constructor for class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

isCurrentDateNonWorking() - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

isCurrentDateNonWorking() - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Is the current business day a non-working day, this is useful if the calculator does not have any algorithm to change the date when it falls on a non-working day.

isHoliday(E) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

isHoliday(E) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Check if a date is a holiday.

isHoliday(E) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

isHolidayCalendarRegistered(String) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

isHolidayCalendarRegistered(String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

isIMMDate(E) - Method in interface net.objectlab.kit.datecalc.common.IMMDateCalculator

Checks if a given date is an official IMM Date (3rd Wednesdays of March/June/Sept/Dec.

isNonWorkingDay(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

is the given date a non working day?

isNonWorkingDay(E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Is the given date a non working day, i.e.

isValidExcelDate(double) - Static method in class net.objectlab.kit.datecalc.common.ExcelDateUtil

Given a double, checks if it is a valid Excel date.

isWeekend(E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Is the given date falling on a weekend, according to the WorkingWeek.

isWorkingDay(Date) - Method in class net.objectlab.kit.datecalc.common.WorkingWeek

isWorkingDay(Calendar) - Method in class net.objectlab.kit.datecalc.common.WorkingWeek

isWorkingDayFromCalendar(int) - Method in class net.objectlab.kit.datecalc.common.WorkingWeek

K

KitCalculatorsFactory<E> - Interface in net.objectlab.kit.datecalc.common

Factory will create new instances of calculators, these are lightweight, each thread should use the factory as a given calculator should NOT be shared across thread (unless you know what you're doing) as the startDate, current date and working week would be shared.

M

MODIFIED_FOLLOWING - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType

A modified following handler will move the date forward if it falls on a non working day BUT, if the new date falls into another month, it will revert to moving backward until it finds a working day.

MODIFIED_PRECEDING - Static variable in class net.objectlab.kit.datecalc.common.HolidayHandlerType

A modified preceding handler will move the date backward if it falls on a non working day BUT, if the new date falls into another month, it will revert to moving forward until it finds a working day.

MONTH_30_DAYS - Static variable in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

MONTH_31_DAYS - Static variable in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

MONTH_IN_YEAR - Static variable in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

monthDiff(E, E, PeriodCountBasis) - Method in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

This calculates the number of months (or fraction) between 2 dates, it follows the given basis which means that the result could vary between the same 2 dates if the basis is different.

MONTHS_IN_QUARTER - Static variable in class net.objectlab.kit.datecalc.common.AbstractIMMDateCalculator

MONTHS_IN_YEAR - Static variable in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

moveByBusinessDays(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

moveByBusinessDays(int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

This changes the current business date held in the calculator, it moves the current date by a number of business days, this means that if a date is either a 'weekend' or holiday along the way, it will be skipped acording to the holiday handler and not count towards the number of days to move.

moveByDays(int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

This changes the current business date held in the calculator, it moves the new current business date by the number of days and, if it falls on a weekend or holiday, moves it further according to the HolidayHandler given in this DateCalculator.

moveByMonths(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

moveByTenor(Tenor, int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

move the current date by a given tenor, this means that if a date is either a 'weekend' or holiday, it will be skipped acording to the holiday handler and not count towards the number of days to move.

moveByTenor(Tenor) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

Move the current date by a given tenor, please note that all tenors are relative to the CURRENT day (and NOT from spot).

moveByTenor(Tenor, int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Move the current date by a given tenor, please note that all tenors are relative to the SPOT day which is a number of days from the current date.

moveByTenor(Tenor) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Move the current date by a given tenor, please note that all tenors are relative to the CURRENT day (and NOT from spot).

moveCurrentDate(DateCalculator<E>) - Method in interface net.objectlab.kit.datecalc.common.HolidayHandler

If the current date of the give calculator is a non-working day, it will be moved according to the algorithm implemented.

N

net.objectlab.kit.datecalc.common - package 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 or datecalc-joda JARs.

O

OVERNIGHT - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

P

PeriodCountBasis - Enum in net.objectlab.kit.datecalc.common

Defines some standard Day Count bases.

PeriodCountCalculator<E> - Interface in net.objectlab.kit.datecalc.common

Interface that defines a financial market way of calculating difference in days, month (or part of) and year (or part of).

R

registerHolidays(String, HolidayCalendar<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

Use this method to register a given calendar, it will replace any existing one with the same name.

registerHolidays(String, HolidayCalendar<E>) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

Use this method to register a holidays calendar.

S

setCurrentBusinessDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

setCurrentBusinessDate(E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Gives a current business date, it may be moved acording to the HolidayHandler algorithm if it falls on a non-working day.

setCurrentIncrement(int) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

setCurrentIncrement(int) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

This would be used by delegate methods to detect if the increment if positive or negative (this will allow us to define a Handler that can act as Forward if positive and Backward if negative).

setEarlyBoundary(E) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

setEarlyBoundary(E) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Sets the earliest date (must be <= first date in holiday set)

setEarlyBoundary(E) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

setHolidayCalendar(HolidayCalendar<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

setHolidayCalendar(HolidayCalendar<E>) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

This is typically used at the construction of a DateCalculator to give a reference to a Holiday Calendar, if not the case, the calculator will make an immutable copy of the HolidayCalendar.

setHolidayHandler(HolidayHandler<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

setHolidays(String, DateCalculator<E>) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

Used by extensions to set holidays in a DateCalculator.

setHolidays(Set<E>) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

setHolidays(Set<E>) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Takes a copy of the holidays and store it in an immutable set.

setHolidays(Set<E>) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

setLateBoundary(E) - Method in class net.objectlab.kit.datecalc.common.DefaultHolidayCalendar

setLateBoundary(E) - Method in interface net.objectlab.kit.datecalc.common.HolidayCalendar

Sets the latest date (must be <= first date in holiday set)

setLateBoundary(E) - Method in class net.objectlab.kit.datecalc.common.ImmutableHolidayCalendar

setName(String) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

setStartDate(E) - Method in class net.objectlab.kit.datecalc.common.AbstractDateCalculator

Set both start date and current date

setStartDate(E) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Setting the start date also sets the current business date (and if this is a non-working day, the current business date will be moved to the next business day acording to the HolidayHandler algorithm given).

setWorkingWeek(WorkingWeek) - Method in interface net.objectlab.kit.datecalc.common.DateCalculator

Allows user to define what their Working Week should be (default is Mon-Fri).

SPOT - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

StandardTenor - Class in net.objectlab.kit.datecalc.common

A series of Standard Tenors used by the financial industry.

T

T_10Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_15Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_1D - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_1M - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_1W - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_1Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_20Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_2D - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_2M - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_2Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_30Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_3M - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_3Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_4Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_50Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_5Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_6M - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_7Y - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

T_9M - Static variable in class net.objectlab.kit.datecalc.common.StandardTenor

Tenor - Class in net.objectlab.kit.datecalc.common

Holds only valid unit and TenorCode: Day, Week, Month, Year, IMM, Overnight, Spot.

Tenor(int, TenorCode) - Constructor for class net.objectlab.kit.datecalc.common.Tenor

TenorCode - Enum in net.objectlab.kit.datecalc.common

enum of Tenor Codes held by a Tenor

toCalendarSet(Set<Date>) - Static method in class net.objectlab.kit.datecalc.common.Utils

Converts a Set of Date objects to a Set of Calendar objects.

toDateList(List<Calendar>) - Static method in class net.objectlab.kit.datecalc.common.Utils

Converts a List of Calendar objects to a List of dates

toDateSet(Set<Calendar>) - Static method in class net.objectlab.kit.datecalc.common.Utils

Converts a Set of Calendar objects to a Set of Date objects

toHolidayCalendarSet(HolidayCalendar<Date>) - Static method in class net.objectlab.kit.datecalc.common.Utils

Converts a Set of Date objects to a Set of Calendar objects.

toString() - Method in class net.objectlab.kit.datecalc.common.Tenor

U

unregisterAllHolidayCalendars() - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

unregister all holiday calendars;

unregisterAllHolidayCalendars() - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

unregister all holiday calendars;

unregisterHolidayCalendar(String) - Method in class net.objectlab.kit.datecalc.common.AbstractKitCalculatorsFactory

Unregister a given holiday calendar

unregisterHolidayCalendar(String) - Method in interface net.objectlab.kit.datecalc.common.KitCalculatorsFactory

Unregister a given holiday calendar

Utils - Class in net.objectlab.kit.datecalc.common

Utilities class for Date/Calendar conversions

V

valueOf(String) - Static method in enum net.objectlab.kit.datecalc.common.IMMPeriod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum net.objectlab.kit.datecalc.common.PeriodCountBasis

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in class net.objectlab.kit.datecalc.common.Tenor

valueOf(String) - Static method in enum net.objectlab.kit.datecalc.common.TenorCode

Returns the enum constant of this type with the specified name.

values() - Static method in enum net.objectlab.kit.datecalc.common.IMMPeriod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum net.objectlab.kit.datecalc.common.PeriodCountBasis

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum net.objectlab.kit.datecalc.common.TenorCode

Returns an array containing the constants of this enum type, in the order they are declared.

W

withWorkingDayFromCalendar(boolean, int) - Method in class net.objectlab.kit.datecalc.common.WorkingWeek

If the value for the given day has changed, return a NEW WorkingWeek.

WorkingWeek - Class in net.objectlab.kit.datecalc.common

Immutable Working Week, default is Mon->Friday.

WorkingWeek() - Constructor for class net.objectlab.kit.datecalc.common.WorkingWeek

Default Working Week Monday -> Friday.

WorkingWeek(byte) - Constructor for class net.objectlab.kit.datecalc.common.WorkingWeek

Y

YEAR_360 - Static variable in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

YEAR_360_0 - Static variable in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

YEAR_365_0 - Static variable in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

yearDiff(E, E, PeriodCountBasis) - Method in interface net.objectlab.kit.datecalc.common.PeriodCountCalculator

This calculates the number of years (or fraction) between 2 dates, it follows the given basis which means that the result could vary between the same 2 dates if the basis is different.

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