Module net.finmath.lib

Package net.finmath.time.businessdaycalendar

Class BusinessdayCalendarExcludingTARGETHolidays

java.lang.Object

net.finmath.time.businessdaycalendar.AbstractBusinessdayCalendar

net.finmath.time.businessdaycalendar.BusinessdayCalendarExcludingTARGETHolidays

All Implemented Interfaces:

Serializable, BusinessdayCalendar

public class BusinessdayCalendarExcludingTARGETHolidays
extends AbstractBusinessdayCalendar

A business day calendar, where every day is a business day, expect the TARGET holidays.

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
BusinessdayCalendarExcludingTARGETHolidays()	Create TARGET business day calendar.
BusinessdayCalendarExcludingTARGETHolidays(BusinessdayCalendar baseCalendar)	Create TARGET business day calendar using a given business day calendar as basis.

Method Summary

Modifier and Type	Method	Description
boolean	isBusinessday(LocalDate date)	Test if a given date is a businessday.
static boolean	isEasterSunday(LocalDate date)	Test a given date for being easter sunday.
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

BusinessdayCalendarExcludingTARGETHolidays

public BusinessdayCalendarExcludingTARGETHolidays()

Create TARGET business day calendar.

BusinessdayCalendarExcludingTARGETHolidays

public BusinessdayCalendarExcludingTARGETHolidays(BusinessdayCalendar baseCalendar)

Create TARGET business day calendar using a given business day calendar as basis.

Parameters:

baseCalendar - Calendar of business days.

Method Details

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.

isEasterSunday

public static boolean isEasterSunday(LocalDate date)

Test a given date for being easter sunday. The method uses the algorithms sometimes cited as Meeus,Jones, Butcher Gregorian algorithm. Taken from http://en.wikipedia.org/wiki/Computus

Parameters:

date - The date to check.

Returns:

True, if date is easter sunday.

toString

public String toString()

Overrides:

toString in class AbstractBusinessdayCalendar