Package com.opengamma.strata.basics.date

Class ImmutableHolidayCalendar

java.lang.Object

com.opengamma.strata.basics.date.ImmutableHolidayCalendar

All Implemented Interfaces:

HolidayCalendar, Named, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class ImmutableHolidayCalendar
extends Object
implements HolidayCalendar, org.joda.beans.ImmutableBean, Serializable

An immutable holiday calendar implementation.

A standard immutable implementation of HolidayCalendar that stores all dates that are holidays, plus a list of weekend days.

Internally, the class uses a range to determine the range of known holiday dates. Beyond the range of known holiday dates, weekend days are used to determine business days. Dates may be queried from year zero to year 10,000.

Applications should refer to holidays using HolidayCalendarId. The identifier must be resolved to a HolidayCalendar before the holiday data methods can be accessed. See HolidayCalendarIds for a standard set of identifiers available in ReferenceData.standard().

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ImmutableHolidayCalendar.Meta	The meta-bean for ImmutableHolidayCalendar.

Field Summary

Fields

Modifier and Type	Field	Description
static org.joda.beans.ser.SerDeserializer	DESERIALIZER	The deserializer, for compatibility.

Method Summary

Modifier and Type	Method	Description
static ImmutableHolidayCalendar	combined(ImmutableHolidayCalendar cal1, ImmutableHolidayCalendar cal2)	Obtains a combined holiday calendar instance.
int	daysBetween(LocalDate startInclusive, LocalDate endExclusive)	Calculates the number of business days between two dates.
boolean	equals(Object obj)
HolidayCalendarId	getId()	Gets the identifier, such as 'GBLO'.
int	hashCode()
boolean	isHoliday(LocalDate date)	Checks if the specified date is a holiday.
boolean	isLastBusinessDayOfMonth(LocalDate date)	Checks if the specified date is the last business day of the month.
LocalDate	lastBusinessDayOfMonth(LocalDate date)	Calculates the last business day of the month.
static ImmutableHolidayCalendar.Meta	meta()	The meta-bean for ImmutableHolidayCalendar.
ImmutableHolidayCalendar.Meta	metaBean()
LocalDate	next(LocalDate date)	Finds the next business day, always returning a later date.
LocalDate	nextSameOrLastInMonth(LocalDate date)	Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
static ImmutableHolidayCalendar	of(HolidayCalendarId id, Iterable<LocalDate> holidays, Iterable<DayOfWeek> weekendDays)	Obtains an instance from a set of holiday dates and weekend days.
static ImmutableHolidayCalendar	of(HolidayCalendarId id, Iterable<LocalDate> holidays, Iterable<DayOfWeek> weekendDays, Iterable<LocalDate> workingDays)	Obtains an instance from a set of holiday dates and weekend days.
static ImmutableHolidayCalendar	of(HolidayCalendarId id, Iterable<LocalDate> holidays, DayOfWeek firstWeekendDay, DayOfWeek secondWeekendDay)	Obtains an instance from a set of holiday dates and weekend days.
LocalDate	previous(LocalDate date)	Finds the previous business day, always returning an earlier date.
LocalDate	shift(LocalDate date, int amount)	Shifts the date by the specified number of business days.
String	toString()	Returns the name of the calendar.

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Methods inherited from interface com.opengamma.strata.basics.date.HolidayCalendar

adjustBy, businessDays, combinedWith, getName, holidays, isBusinessDay, linkedWith, nextOrSame, previousOrSame

Field Detail

DESERIALIZER

public static final org.joda.beans.ser.SerDeserializer DESERIALIZER

The deserializer, for compatibility.

Method Detail

of

public static ImmutableHolidayCalendar of(HolidayCalendarId id,
                                          Iterable<LocalDate> holidays,
                                          DayOfWeek firstWeekendDay,
                                          DayOfWeek secondWeekendDay)

Obtains an instance from a set of holiday dates and weekend days.

The holiday dates will be extracted into a set with duplicates ignored. The minimum supported date for query is the start of the year of the earliest holiday. The maximum supported date for query is the end of the year of the latest holiday.

The weekend days may both be the same.

Parameters:

id - the identifier

holidays - the set of holiday dates

firstWeekendDay - the first weekend day

secondWeekendDay - the second weekend day, may be same as first

Returns:

the holiday calendar

of

public static ImmutableHolidayCalendar of(HolidayCalendarId id,
                                          Iterable<LocalDate> holidays,
                                          Iterable<DayOfWeek> weekendDays)

Obtains an instance from a set of holiday dates and weekend days.

The holiday dates will be extracted into a set with duplicates ignored. The minimum supported date for query is the start of the year of the earliest holiday. The maximum supported date for query is the end of the year of the latest holiday.

The weekend days may be empty, in which case the holiday dates should contain any weekends.

Parameters:

id - the identifier

holidays - the set of holiday dates

weekendDays - the days that define the weekend, if empty then weekends are treated as business days

Returns:

the holiday calendar

of

public static ImmutableHolidayCalendar of(HolidayCalendarId id,
                                          Iterable<LocalDate> holidays,
                                          Iterable<DayOfWeek> weekendDays,
                                          Iterable<LocalDate> workingDays)

Obtains an instance from a set of holiday dates and weekend days.

The holiday dates will be extracted into a set with duplicates ignored. The minimum supported date for query is the start of the year of the earliest holiday. The maximum supported date for query is the end of the year of the latest holiday.

The weekend days may be empty, in which case the holiday dates should contain any weekends. The working days are processed last, changing holidays and weekends back to business days, but only within the range of supported years.

Parameters:

id - the identifier

holidays - the set of holiday dates

weekendDays - the days that define the weekend, if empty then weekends are treated as business days

workingDays - the working days that override holidays and weekends

Returns:

the holiday calendar

combined

public static ImmutableHolidayCalendar combined(ImmutableHolidayCalendar cal1,
                                                ImmutableHolidayCalendar cal2)

Obtains a combined holiday calendar instance.

This combines the two input calendars. It is intended for up-front occasional use rather than continuous use, as it can be relatively slow.

Parameters:

cal1 - the first calendar

cal2 - the second calendar

Returns:

the combined calendar

isHoliday

public boolean isHoliday(LocalDate date)

Description copied from interface: HolidayCalendar

Checks if the specified date is a holiday.

This is the opposite of HolidayCalendar.isBusinessDay(LocalDate). A weekend is treated as a holiday.

Specified by:

isHoliday in interface HolidayCalendar

Parameters:

date - the date to check

Returns:

true if the specified date is a holiday

shift

public LocalDate shift(LocalDate date,
                       int amount)

Description copied from interface: HolidayCalendar

Shifts the date by the specified number of business days.

If the amount is zero, the input date is returned. If the amount is positive, later business days are chosen. If the amount is negative, earlier business days are chosen.

Specified by:

shift in interface HolidayCalendar

Parameters:

date - the date to adjust

amount - the number of business days to adjust by

Returns:

the shifted date

next

public LocalDate next(LocalDate date)

Description copied from interface: HolidayCalendar

Finds the next business day, always returning a later date.

Given a date, this method returns the next business day.

Specified by:

next in interface HolidayCalendar

Parameters:

date - the date to adjust

Returns:

the first business day after the input date

previous

public LocalDate previous(LocalDate date)

Description copied from interface: HolidayCalendar

Finds the previous business day, always returning an earlier date.

Given a date, this method returns the previous business day.

Specified by:

previous in interface HolidayCalendar

Parameters:

date - the date to adjust

Returns:

the first business day before the input date

nextSameOrLastInMonth

public LocalDate nextSameOrLastInMonth(LocalDate date)

Description copied from interface: HolidayCalendar

Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.

Given a date, this method returns a business day. If the input date is a business day, it is returned. If the next business day is within the same month, it is returned. Otherwise, the last business day of the month is returned.

Note that the result of this method may be earlier than the input date.

This corresponds to the modified following business day convention.

Specified by:

nextSameOrLastInMonth in interface HolidayCalendar

Parameters:

date - the date to adjust

Returns:

the input date if it is a business day, the next business day if within the same month or the last business day of the month

isLastBusinessDayOfMonth

public boolean isLastBusinessDayOfMonth(LocalDate date)

Description copied from interface: HolidayCalendar

Checks if the specified date is the last business day of the month.

This returns true if the date specified is the last valid business day of the month.

Specified by:

isLastBusinessDayOfMonth in interface HolidayCalendar

Parameters:

date - the date to check

Returns:

true if the specified date is the last business day of the month

lastBusinessDayOfMonth

public LocalDate lastBusinessDayOfMonth(LocalDate date)

Description copied from interface: HolidayCalendar

Calculates the last business day of the month.

Given a date, this method returns the date of the last business day of the month.

Specified by:

lastBusinessDayOfMonth in interface HolidayCalendar

Parameters:

date - the date to check

Returns:

the date of the last business day of the month

daysBetween

public int daysBetween(LocalDate startInclusive,
                       LocalDate endExclusive)

Description copied from interface: HolidayCalendar

Calculates the number of business days between two dates.

This calculates the number of business days within the range. If the dates are equal, zero is returned. If the end is before the start, an exception is thrown.

Specified by:

daysBetween in interface HolidayCalendar

Parameters:

startInclusive - the start date

endExclusive - the end date

Returns:

the total number of business days between the start and end date

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Returns the name of the calendar.

Overrides:

toString in class Object

Returns:

the descriptive string

meta

public static ImmutableHolidayCalendar.Meta meta()

The meta-bean for ImmutableHolidayCalendar.

Returns:

the meta-bean, not null

metaBean

public ImmutableHolidayCalendar.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getId

public HolidayCalendarId getId()

Gets the identifier, such as 'GBLO'.

Specified by:

getId in interface HolidayCalendar

Returns:

the value of the property, not null