Module net.finmath.lib

Package net.finmath.time.businessdaycalendar

Class BusinessdayCalendarExcludingGivenHolidays

java.lang.Object

net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingGivenHolidays

All Implemented Interfaces:

Serializable, BusinessdayCalendar

Direct Known Subclasses:

BusinessdayCalendarExcludingGivenSetOfHolidays, BusinessdayCalendarExcludingLONHolidays, BusinessdayCalendarExcludingNYCHolidays

public abstract class BusinessdayCalendarExcludingGivenHolidays
extends AbstractBusinessdayCalendar

An abstract base class for a business day calendar, where every day is a business day, except weekends days provided by a Set provided by the method getHolidays.

Version:

1.0

Author:

Christian Fries

See Also:

• Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface net.finmath.time.businessdaycalendar.BusinessdayCalendar

BusinessdayCalendar.DateOffsetUnit, BusinessdayCalendar.DateRollConvention

Constructor Summary

Constructors

Constructor	Description
BusinessdayCalendarExcludingGivenHolidays(String name, BusinessdayCalendar baseCalendar, boolean isExcludeWeekends)

Method Summary

Modifier and Type	Method	Description
BusinessdayCalendar	getBaseCalendar()
abstract Set<LocalDate>	getHolidays()
String	getName()
boolean	isBusinessday(LocalDate date)	Test if a given date is a businessday.
boolean	isExcludingWeekends()
String	toString()

Methods inherited from class net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

convertOffsetCodesToTimes, createDateFromDateAndOffsetCodes, getAdjustedDate, getAdjustedDate, getDateFromDateAndOffsetCode, getRolledDate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

BusinessdayCalendarExcludingGivenHolidays

public BusinessdayCalendarExcludingGivenHolidays(String name,
 BusinessdayCalendar baseCalendar,
 boolean isExcludeWeekends)

Method Details

getName

public String getName()

Returns:

A name of the calendar (e.g. to identify the calendar).

getBaseCalendar

public BusinessdayCalendar getBaseCalendar()

Returns:

A base calendar, if any. May be null.

isExcludingWeekends

public boolean isExcludingWeekends()

Returns:

If true, DayOfWeek.SATURDAY and DayOfWeek.SUNDAY are excluded (no-business days)

getHolidays

public abstract Set<LocalDate> getHolidays()

Returns:

A set of (additional) holidays.

isBusinessday

public boolean isBusinessday(LocalDate date)

Description copied from interface: BusinessdayCalendar

Test if a given date is a businessday.

Parameters:

date - The given date.

Returns:

True, if the given date is a businessday, otherwise false.

toString

public String toString()

Overrides:

toString in class AbstractBusinessdayCalendar