Uses of Package
net.objectlab.kit.datecalc.common

Classes in net.objectlab.kit.datecalc.common used by net.objectlab.kit.datecalc.common

DateCalculator
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.

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

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

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

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

KitCalculatorsFactory
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.

PeriodCountBasis
Defines some standard Day Count bases.

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

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

TenorCode
enum of Tenor Codes held by a Tenor

WorkingWeek
Immutable Working Week, default is Mon->Friday.