Package com.opengamma.strata.basics.date

Class TenorAdjustment

java.lang.Object

com.opengamma.strata.basics.date.TenorAdjustment

All Implemented Interfaces:

Resolvable<DateAdjuster>, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class TenorAdjustment
extends Object
implements Resolvable<DateAdjuster>, org.joda.beans.ImmutableBean, Serializable

An adjustment that alters a date by adding a tenor.

This adjustment adds a Tenor to the input date using an addition convention, followed by an adjustment to ensure the result is a valid business day.

Addition is performed using standard calendar addition. It is not possible to add a number of business days using this class. See DaysAdjustment for an alternative that can handle addition of business days.

There are two steps in the calculation:

In step one, the period is added using the specified PeriodAdditionConvention.

In step two, the result of step one is optionally adjusted to be a business day using a BusinessDayAdjustment.

For example, a rule represented by this class might be: "the end date is 5 years after the start date, with end-of-month rule based on the last business day of the month, adjusted to be a valid London business day using the 'ModifiedFollowing' convention".

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	TenorAdjustment.Builder	The bean-builder for TenorAdjustment.
static class	TenorAdjustment.Meta	The meta-bean for TenorAdjustment.

Method Summary

Modifier and Type	Method	Description
LocalDate	adjust(LocalDate date, ReferenceData refData)	Adjusts the date, adding the tenor and then applying the business day adjustment.
static TenorAdjustment.Builder	builder()	Returns a builder used to create an instance of the bean.
boolean	equals(Object obj)
PeriodAdditionConvention	getAdditionConvention()	Gets the addition convention to apply.
BusinessDayAdjustment	getAdjustment()	Gets the business day adjustment that is performed to the result of the addition.
Tenor	getTenor()	Gets the tenor to be added.
int	hashCode()
static TenorAdjustment.Meta	meta()	The meta-bean for TenorAdjustment.
TenorAdjustment.Meta	metaBean()
static TenorAdjustment	of(Tenor tenor, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by the specified tenor.
static TenorAdjustment	ofLastBusinessDay(Tenor tenor, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.
static TenorAdjustment	ofLastDay(Tenor tenor, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.
DateAdjuster	resolve(ReferenceData refData)	Resolves this adjustment using the specified reference data, returning an adjuster.
TenorAdjustment.Builder	toBuilder()	Returns a builder that allows this bean to be mutated.
String	toString()	Returns a string describing the adjustment.

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

Method Detail

of

public static TenorAdjustment of(Tenor tenor,
                                 PeriodAdditionConvention additionConvention,
                                 BusinessDayAdjustment adjustment)

Obtains an instance that can adjust a date by the specified tenor.

When adjusting a date, the specified tenor is added to the input date. The business day adjustment will then be used to ensure the result is a valid business day.

Parameters:

tenor - the tenor to add to the input date

additionConvention - the convention used to perform the addition

adjustment - the business day adjustment to apply to the result of the addition

Returns:

the tenor adjustment

ofLastDay

public static TenorAdjustment ofLastDay(Tenor tenor,
                                        BusinessDayAdjustment adjustment)

Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.

When adjusting a date, the specified tenor is added to the input date. The business day adjustment will then be used to ensure the result is a valid business day.

The period must consist only of months and/or years.

Parameters:

tenor - the tenor to add to the input date

adjustment - the business day adjustment to apply to the result of the addition

Returns:

the tenor adjustment

ofLastBusinessDay

public static TenorAdjustment ofLastBusinessDay(Tenor tenor,
                                                BusinessDayAdjustment adjustment)

Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.

When adjusting a date, the specified tenor is added to the input date. The business day adjustment will then be used to ensure the result is a valid business day.

The period must consist only of months and/or years.

Parameters:

tenor - the tenor to add to the input date

adjustment - the business day adjustment to apply to the result of the addition

Returns:

the tenor adjustment

adjust

public LocalDate adjust(LocalDate date,
                        ReferenceData refData)

Adjusts the date, adding the tenor and then applying the business day adjustment.

The calculation is performed in two steps.

Step one, use PeriodAdditionConvention.adjust(LocalDate, Period, HolidayCalendar) to add the period.

Step two, use BusinessDayAdjustment.adjust(LocalDate, ReferenceData) to adjust the result of step one.

Parameters:

date - the date to adjust

refData - the reference data, used to find the holiday calendar

Returns:

the adjusted date

resolve

public DateAdjuster resolve(ReferenceData refData)

Resolves this adjustment using the specified reference data, returning an adjuster.

This returns a DateAdjuster that performs the same calculation as this adjustment. It binds the holiday calendar, looked up from the reference data, into the result. As such, there is no need to pass the reference data in again.

Specified by:

resolve in interface Resolvable<DateAdjuster>

Parameters:

refData - the reference data, used to find the holiday calendar

Returns:

the adjuster, bound to a specific holiday calendar

toString

public String toString()

Returns a string describing the adjustment.

Overrides:

toString in class Object

Returns:

the descriptive string

meta

public static TenorAdjustment.Meta meta()

The meta-bean for TenorAdjustment.

Returns:

the meta-bean, not null

builder

public static TenorAdjustment.Builder builder()

Returns a builder used to create an instance of the bean.

Returns:

the builder, not null

metaBean

public TenorAdjustment.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

getTenor

public Tenor getTenor()

Gets the tenor to be added.

When the adjustment is performed, this tenor will be added to the input date.

Returns:

the value of the property, not null

getAdditionConvention

public PeriodAdditionConvention getAdditionConvention()

Gets the addition convention to apply.

When the adjustment is performed, this convention is used to refine the adjusted date. The most common convention is to move the end date to the last business day of the month if the start date is the last business day of the month.

Returns:

the value of the property, not null

getAdjustment

public BusinessDayAdjustment getAdjustment()

Gets the business day adjustment that is performed to the result of the addition.

This adjustment is applied to the result of the addition calculation.

If no adjustment is required, use the 'None' business day adjustment.

Returns:

the value of the property, not null

toBuilder

public TenorAdjustment.Builder toBuilder()

Returns a builder that allows this bean to be mutated.

Returns:

the mutable builder, not null

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object