Package com.walkfares.calendar

Class CurveDate

java.lang.Object

com.walkfares.calendar.UTCDate

com.walkfares.calendar.CurveDate

All Implemented Interfaces:

Comparable<UTCDate>

public class CurveDate
extends UTCDate

CurveDate is an extension of UTCDate with an attached Expiry Calendar

Constructor Summary

Constructors

Constructor	Description
CurveDate(ExpiryCalendar calendar, UTCDate date)
CurveDate(ExpiryCalendar calendar, UTCDate date, String timezone)

Method Summary

Modifier and Type	Method	Description
AbsolutePeriodCode	getAbsolute(PeriodCode pc)	Convert a relative period code to an absolute period code.
UTCDate	getEnd(PeriodCode pc)
UTCDate	getExpiry(PeriodCode pc)	Get the expiry date of a contract.
ExpiryCalendar	getExpiryCalendar()
UTCDate	getPeriodStart(PeriodCode pc)
RelativePeriodCode	getRelative(PeriodCode pc)	Convert an absolute period code into a relative period code.
UTCDate	getStart(PeriodCode pc)
String	getTimezone()
Calendar	getTradingCalendar()
ZonedDateTime	getZonedDateTime()
UTCDate	minus(long amount, TemporalUnit unit)
UTCDate	minus(Duration duration)
UTCDate	minus(Period period)
UTCDate	plus(long amount, TemporalUnit unit)
UTCDate	plus(Duration duration)
UTCDate	plus(Period period)
CurveDate	setTimezone(String timezone)
String	toONDATE()

Methods inherited from class com.walkfares.calendar.UTCDate

compareTo, equals, get, getDatePart, getDayOfWeek, getDayOfYear, getLocalDate, getLocalDateTime, getTimePart, getZonedDateTime, getZonedDateTime, inTimezone, isAfter, isBefore, of, of, of, of, setUseTime, toDouble, toEpochMilli, toString, useTime, with, with, withString, withTimezone

Methods inherited from class java.lang.Object

getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

CurveDate

public CurveDate(ExpiryCalendar calendar, UTCDate date)

CurveDate

public CurveDate(ExpiryCalendar calendar, UTCDate date, String timezone)

Method Details

getExpiryCalendar

public ExpiryCalendar getExpiryCalendar()

getTradingCalendar

public Calendar getTradingCalendar()

getTimezone

public String getTimezone()

setTimezone

public CurveDate setTimezone(String timezone)

getZonedDateTime

public ZonedDateTime getZonedDateTime()

getRelative

public RelativePeriodCode getRelative(PeriodCode pc)

Convert an absolute period code into a relative period code. This uses the expiry date and counts back until the curve date is met

Parameters:

pc - The period code to convert

Returns:

The relative version of pc

getAbsolute

public AbsolutePeriodCode getAbsolute(PeriodCode pc)

Convert a relative period code to an absolute period code. This method has to make a guess at the absolute period and use getRelative to verify it

Parameters:

pc - The period code to convert

Returns:

The absolute version of pc

getExpiry

public UTCDate getExpiry(PeriodCode pc)

Get the expiry date of a contract.

Parameters:

pc - The contract period code

Returns:

The expiry or last trading day of the contract

getPeriodStart

public UTCDate getPeriodStart(PeriodCode pc)

getStart

public UTCDate getStart(PeriodCode pc)

getEnd

public UTCDate getEnd(PeriodCode pc)

plus

public UTCDate plus(long amount, TemporalUnit unit)

Overrides:

plus in class UTCDate

plus

public UTCDate plus(Duration duration)

Overrides:

plus in class UTCDate

plus

public UTCDate plus(Period period)

Overrides:

plus in class UTCDate

minus

public UTCDate minus(long amount, TemporalUnit unit)

Overrides:

minus in class UTCDate

minus

public UTCDate minus(Duration duration)

Overrides:

minus in class UTCDate

minus

public UTCDate minus(Period period)

Overrides:

minus in class UTCDate

toONDATE

public String toONDATE()

Overrides:

toONDATE in class UTCDate