org.drip.analytics.daycount

Class DateEOMAdjustment

java.lang.Object

org.drip.analytics.daycount.DateEOMAdjustment

public class DateEOMAdjustment
extends java.lang.Object

This class holds the applicable adjustments for a given date pair. It exposes the following functionality: - Static Methods for creating 30/360, 30/365, and EOMA Date Adjustments - Export Anterior and Posterior EOM Adjustments

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DateEOMAdjustment()

Method Summary

Modifier and Type	Method and Description
int	anterior() Retrieve the Anterior Date Adjustment
static DateEOMAdjustment	MakeDEOMA(int iStartDate, int iEndDate, boolean bApplyEOMAdj) Construct a DateEOMAdjustment Instance for all other Day Counts
static DateEOMAdjustment	MakeDEOMA30_360(int iStartDate, int iEndDate, boolean bApplyEOMAdj) Construct a DateEOMAdjustment Instance for the 30/360 Day Count
static DateEOMAdjustment	MakeDEOMA30_365(int iStartDate, int iEndDate, boolean bApplyEOMAdj) Construct a DateEOMAdjustment Instance for the 30/365 Day Count
static DateEOMAdjustment	MakeDEOMA30E_360_ISDA(int iStartDate, int iEndDate, boolean bApplyEOMAdj) Construct a DateEOMAdjustment Instance for the 30E/360 ISDA Day Count
static DateEOMAdjustment	MakeDEOMA30E_360(int iStartDate, int iEndDate, boolean bApplyEOMAdj) Construct a DateEOMAdjustment Instance for the 30E/360 Day Count
static DateEOMAdjustment	MakeDEOMA30EPLUS_360_ISDA(int iStartDate, int iEndDate, boolean bApplyEOMAdj) Construct a DateEOMAdjustment Instance for the 30E+/360 ISDA Day Count
int	posterior() Retrieve the Posterior Date Adjustment

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DateEOMAdjustment

public DateEOMAdjustment()

Method Detail

MakeDEOMA30_365

public static final DateEOMAdjustment MakeDEOMA30_365(int iStartDate,
                                                      int iEndDate,
                                                      boolean bApplyEOMAdj)

Construct a DateEOMAdjustment Instance for the 30/365 Day Count

Parameters:

iStartDate - Start Date

iEndDate - End Date

bApplyEOMAdj - TRUE - Apply EOM Adjustment

Returns:

DateEOMAdjustment Instance

MakeDEOMA30_360

public static final DateEOMAdjustment MakeDEOMA30_360(int iStartDate,
                                                      int iEndDate,
                                                      boolean bApplyEOMAdj)

Construct a DateEOMAdjustment Instance for the 30/360 Day Count

Parameters:

iStartDate - Start Date

iEndDate - End Date

bApplyEOMAdj - TRUE - Apply EOM Adjustment

Returns:

DateEOMAdjustment Instance

MakeDEOMA

public static final DateEOMAdjustment MakeDEOMA(int iStartDate,
                                                int iEndDate,
                                                boolean bApplyEOMAdj)

Construct a DateEOMAdjustment Instance for all other Day Counts

Parameters:

iStartDate - Start Date

iEndDate - End Date

bApplyEOMAdj - TRUE - Apply EOM Adjustment

Returns:

DateEOMAdjustment Instance

MakeDEOMA30E_360

public static final DateEOMAdjustment MakeDEOMA30E_360(int iStartDate,
                                                       int iEndDate,
                                                       boolean bApplyEOMAdj)

Construct a DateEOMAdjustment Instance for the 30E/360 Day Count

Parameters:

iStartDate - Start Date

iEndDate - End Date

bApplyEOMAdj - TRUE - Apply EOM Adjustment

Returns:

DateEOMAdjustment Instance

MakeDEOMA30E_360_ISDA

public static final DateEOMAdjustment MakeDEOMA30E_360_ISDA(int iStartDate,
                                                            int iEndDate,
                                                            boolean bApplyEOMAdj)

Construct a DateEOMAdjustment Instance for the 30E/360 ISDA Day Count

Parameters:

iStartDate - Start Date

iEndDate - End Date

bApplyEOMAdj - TRUE - Apply EOM Adjustment

Returns:

DateEOMAdjustment instance

MakeDEOMA30EPLUS_360_ISDA

public static final DateEOMAdjustment MakeDEOMA30EPLUS_360_ISDA(int iStartDate,
                                                                int iEndDate,
                                                                boolean bApplyEOMAdj)

Construct a DateEOMAdjustment Instance for the 30E+/360 ISDA Day Count

Parameters:

iStartDate - Start Date

iEndDate - End Date

bApplyEOMAdj - TRUE - Apply EOM Adjustment

Returns:

DateEOMAdjustment instance

anterior

public int anterior()

Retrieve the Anterior Date Adjustment

Returns:

The Anterior Date Adjustment

posterior

public int posterior()

Retrieve the Posterior Date Adjustment

Returns:

The Posterior Date Adjustment