Class CurveNodeDateOrder

  • All Implemented Interfaces:
    Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class CurveNodeDateOrder
    extends Object
    implements org.joda.beans.ImmutableBean, Serializable
    The date order rules to apply to a pair of curve nodes.

    In any curve, two nodes may not have the same date. In addition, it is typically desirable to ensure that there is a minimum gap between two nodes, such as 7 days. An instance of CurveNodeDateOrder specifies the minimum gap and what to do if the clash occurs.

    See Also:
    Serialized Form
    • Field Detail

      • DEFAULT

        public static final CurveNodeDateOrder DEFAULT
        The default instance, that throws an exception if the node is on the same date or before another node.
    • Method Detail

      • of

        public static CurveNodeDateOrder of​(int minGapInDays,
                                            CurveNodeClashAction action)
        Obtains an instance from the minimum gap, allowing reordering flag and clash action.
        Parameters:
        minGapInDays - the minimum gap between this node and the previous node in days, one or greater
        action - the action to perform if a clash occurs
        Returns:
        an instance specifying a fixed date
      • meta

        public static CurveNodeDateOrder.Meta meta()
        The meta-bean for CurveNodeDateOrder.
        Returns:
        the meta-bean, not null
      • getMinGapInDays

        public int getMinGapInDays()
        Gets the minimum gap between two curve nodes, measured in calendar days. A gap of one day is the smallest allowed. A clash occurs if the period between the two nodes is less than the minimum. The gap applies to the node before this one and the node after this one.
        Returns:
        the value of the property
      • getAction

        public CurveNodeClashAction getAction()
        Gets the action to perform if a clash occurs.
        Returns:
        the value of the property, not null
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object