Package com.opengamma.strata.basics.date

Class SequenceDate

  • All Implemented Interfaces:
    Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean
    public final class SequenceDate
extends Object
implements org.joda.beans.ImmutableBean, Serializable
    Instructions to obtain a specific date from a sequence of dates.

    A DateSequence can be complex, with interlinked sub-sequences. This class allows the instructions for specifying a single date from the sequence to be expressed.

    For example, the "base sequence" of a future is often March, June, September and December. But additionally, the nearest two "serial" months are also listed. Together these make the "full sequence".

    This class can be setup to select from either the base or full sequence, and starting from a specific year-month or from the input date plus a period.

    See Also:
    Serialized Form

    • Method Detail

      • base

        public static SequenceDate base​(YearMonth yearMonth)
        Obtains an instance that selects the next base sequence date on or after the start of the specified month.
        Parameters:
        yearMonth - the month to start from
        Returns:
        the sequence date

      • base

        public static SequenceDate base​(YearMonth yearMonth,
                                int sequenceNumber)
        Obtains an instance that selects the nth base sequence date on or after the start of the specified month.
        Parameters:
        yearMonth - the month to start from
        sequenceNumber - the 1-based sequence number of the futures, not zero or negative
        Returns:
        the sequence date

      • base

        public static SequenceDate base​(int sequenceNumber)
        Obtains an instance that selects the nth base sequence date on or after the input date.
        Parameters:
        sequenceNumber - the 1-based sequence number of the futures
        Returns:
        the sequence date

      • base

        public static SequenceDate base​(Period minimumPeriod,
                                int sequenceNumber)
        Obtains an instance that selects the nth base sequence date on or after the input date once the minimum period is added.
        Parameters:
        minimumPeriod - minimum period between the input date and the first sequence date
        sequenceNumber - the 1-based sequence number of the futures, not zero or negative
        Returns:
        the sequence date

      • full

        public static SequenceDate full​(YearMonth yearMonth)
        Obtains an instance that selects the next full sequence date on or after the start of the specified month.
        Parameters:
        yearMonth - the month to start from
        Returns:
        the sequence date

      • full

        public static SequenceDate full​(YearMonth yearMonth,
                                int sequenceNumber)
        Obtains an instance that selects the nth full sequence date on or after the start of the specified month.
        Parameters:
        yearMonth - the month to start from
        sequenceNumber - the 1-based sequence number of the futures, not zero or negative
        Returns:
        the sequence date

      • full

        public static SequenceDate full​(int sequenceNumber)
        Obtains an instance that selects the nth full sequence date on or after the input date.
        Parameters:
        sequenceNumber - the 1-based sequence number of the futures
        Returns:
        the sequence date

      • full

        public static SequenceDate full​(Period minimumPeriod,
                                int sequenceNumber)
        Obtains an instance that selects the nth full sequence date on or after the input date once the minimum period is added.
        Parameters:
        minimumPeriod - minimum period between the input date and the first sequence date
        sequenceNumber - the 1-based sequence number of the futures, not zero or negative
        Returns:
        the sequence date

      • meta

        public static org.joda.beans.TypedMetaBean<SequenceDate> meta()
        The meta-bean for SequenceDate.
        Returns:
        the meta-bean, not null

      • metaBean

        public org.joda.beans.TypedMetaBean<SequenceDate> metaBean()
        Specified by:
        metaBean in interface org.joda.beans.Bean

      • getYearMonth

        public Optional<YearMonth> getYearMonth()
        Gets the base year-month.

        The start of this month is used instead of the input date when starting to count the sequence.

        Returns:
        the optional value of the property, not null

      • getMinimumPeriod

        public Optional<Period> getMinimumPeriod()
        Gets the minimum period before using the sequence number.

        This is added to the input date before starting to count the sequence.

        Returns:
        the optional value of the property, not null

      • getSequenceNumber

        public int getSequenceNumber()
        Gets the 1-based sequence number.

        A value of 1 obtains the first date in the sequence.

        Returns:
        the value of the property

      • isFullSequence

        public boolean isFullSequence()
        Gets whether to use the full sequence (true) or base sequence (false).

        Many date sequences have two interlinked sequences. One is considered to be the base sequence, selected by setting this to false. The other is considered to be the full sequence, selected by setting this to true.

        For example, the "base sequence" of a future is often March, June, September and December. But additionally, the nearest two "serial" months are also listed. Together these make the "full sequence".

        Returns:
        the value of the property

      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object