Package org.drip.analytics.date

Class DateUtil

java.lang.Object

org.drip.analytics.date.DateUtil

public class DateUtil
extends java.lang.Object

DateUtil contains Various Utilities for manipulating Date. The Julian Date - Gregorian Date Inter Conversion follows the following References:

• Fliegel, H. F., and T. C. van Flandern (1968): A Machine Algorithm for Processing Calendar Dates Communications of the ACM 11 657
• Fenton, D. (2001): Julian to Calendar Date Conversion http://mathforum.org/library/drmath/view/51907.html

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
• Package = Date and Time Creation, Manipulation, and Usage

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field	Description
static int	APRIL	Integer Month - April
static int	AUGUST	Integer Month - August
static int	DECEMBER	Integer Month - December
static int	FEBRUARY	Integer Month - February
static int	FRIDAY	Days of the week - Friday
static double	HALFSECOND	HALF_SECOND Constant for Julian Date Construction
static int	JANUARY	Integer Month - January
static int	JGREG	JGREG Constant for Julian Date Construction
static int	JULY	Integer Month - July
static int	JUNE	Integer Month - June
static int	LEFT_INCLUDE	LEFT_INCLUDE includes the start date in the Feb29 check
static int	MARCH	Integer Month - March
static int	MAY	Integer Month - May
static int	MONDAY	Days of the week - Monday
static int	NOVEMBER	Integer Month - November
static int	OCTOBER	Integer Month - October
static int	RIGHT_INCLUDE	RIGHT_INCLUDE includes the end date in the Feb29 check
static int	SATURDAY	Days of the week - Saturday
static int	SEPTEMBER	Integer Month - September
static int	SUNDAY	Days of the week - Sunday
static int	THURSDAY	Days of the week - Thursday
static int	TUESDAY	Days of the week - Tuesday
static int	WEDNESDAY	Days of the week - Wednesday

Constructor Summary

Constructors

Constructor	Description
DateUtil()

Method Summary

Modifier and Type	Method	Description
static char	CodeFromMonth(int iMonth)	Retrieve the Digit Code corresponding to the Month
static boolean	ContainsFeb29(int iStartDate, int iEndDate, int iIncludeSide)	Indicate whether there is at least One Leap Day between 2 given Dates
static JulianDate	CreateFromDDMMMYYYY(java.lang.String strDate)	Create a JulianDate from a String containing the Date in the DDMMMYYYY Format
static JulianDate	CreateFromMDY(java.lang.String strMDY, java.lang.String strDelim)	Create a JulianDate from a String containing Date in the DDMMYYYY Format
static JulianDate	CreateFromYMD(int iYear, int iMonth, int iDate)	Create a JulianDate from the Year/Month/Date
static JulianDate	CreateFromYMD(java.lang.String strYMD, java.lang.String strDelim)	Create a JulianDate from a String containing Date in the YYYYMMDD Format
static int	Date(int iJulian)	Return the Date given the Julian Date represented by the Integer.
static int	Day(java.util.Date dt)	Return the Day corresponding to the java.util.Date Instance
static java.lang.String	DayChars(int iDay)	Get the English word for day corresponding to the input integer
static int	DayOfTheWeek(java.util.Date dt)	Return the Day of the Week corresponding to the java.util.Date Instance
static int	DaysElapsed(int iDate)	Number of Days elapsed in the Year represented by the given Julian Date
static int	DaysInMonth(int iMonth, int iYear)	Get the maximum number of days in the given month and year
static int	DaysRemaining(int iDate)	Number of Days remaining in the Year represented by the given Julian Date
static java.lang.String	DDMMMYYYY(int iJulian)	Create an DD/MMM/YYYY String from the Input Julian Integer
static JulianDate	FromMDY(java.lang.String strMDY, java.lang.String strDelim)	Create a JulianDate from the MDY
static boolean	IsEOM(int iDate)	Indicate if the given Date corresponds to a Month End
static boolean	IsLeapYear(int iDate)	Indicate if the Year of the given Julian Date is a Leap Year
static java.util.Date	JavaDateFromJulianDate(JulianDate dt)	Retrieve a Java Date Instance from the Julian Date Instance
static JulianDate	MakeJulianDateFromBBGDate(java.lang.String strBBGDate)	Create a JulianDate from Bloomberg date string
static JulianDate	MakeJulianFromDDMMMYY(java.lang.String strDDMMMYY, java.lang.String strDelim)	Create a JulianDate from the DD MMM YY
static JulianDate	MakeJulianFromRSEntry(java.util.Date dt)	Create a JulianDate from the java Date
static JulianDate	MakeJulianFromYYYYMMDD(java.lang.String strYYYYMMDD, java.lang.String strDelim)	Create a JulianDate from the YYYY MM DD
static java.lang.String	MakeOracleDateFromBBGDate(java.lang.String strBBGDate)	Create an Oracle date trigram from a Bloomberg date string
static java.lang.String	MakeOracleDateFromYYYYMMDD(java.lang.String strYYYYMMDD)	Create an Oracle Date Trigram from a YYYYMMDD String
static int	Month(int iJulian)	Return the Month given the Julian Date represented by the Integer.
static int	Month(java.util.Date dt)	Return the Month corresponding to the java.util.Date Instance.
static java.lang.String	MonthChar(int iMonth)	Return the English word corresponding to the input integer month
static int	MonthFromCode(char ch)	Retrieve the Month corresponding to the Month Digit Code
static int	MonthFromMonthChars(java.lang.String strMonth)	Convert the month trigram/word to the corresponding month integer
static java.lang.String	MonthTrigram(int iMonth)	Return the Month Trigram corresponding to the Input Integer Month
static int	NumFeb29(int iStartDate, int iEndDate, int iIncludeSide)	Calculate how many Leap Days exist between the 2 given Dates
static JulianDate	Today()	Return a Julian Date corresponding to Today
static int	ToJulian(int iYear, int iMonth, int iDay)	Convert YMD to an Integer Julian Date.
static java.lang.String	Vintage(int iJulian)	Return the Vintage corresponding to the Julian Date
static int	Year(int iJulian)	Return the Year corresponding to the Julian Date
static int	Year(java.util.Date dt)	Return the Year corresponding to the java.util.Date Instance
static java.lang.String	YYYYMMDD(int iJulian)	Create an YYYY/MM/DD String from the Input Julian Integer

Methods inherited from class java.lang.Object

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

Field Details

HALFSECOND

public static double HALFSECOND

HALF_SECOND Constant for Julian Date Construction

JGREG

public static int JGREG

JGREG Constant for Julian Date Construction

LEFT_INCLUDE

public static final int LEFT_INCLUDE

LEFT_INCLUDE includes the start date in the Feb29 check

See Also:

Constant Field Values

RIGHT_INCLUDE

public static final int RIGHT_INCLUDE

RIGHT_INCLUDE includes the end date in the Feb29 check

See Also:

Constant Field Values

MONDAY

public static final int MONDAY

Days of the week - Monday

See Also:

Constant Field Values

TUESDAY

public static final int TUESDAY

Days of the week - Tuesday

See Also:

Constant Field Values

WEDNESDAY

public static final int WEDNESDAY

Days of the week - Wednesday

See Also:

Constant Field Values

THURSDAY

public static final int THURSDAY

Days of the week - Thursday

See Also:

Constant Field Values

FRIDAY

public static final int FRIDAY

Days of the week - Friday

See Also:

Constant Field Values

SATURDAY

public static final int SATURDAY

Days of the week - Saturday

See Also:

Constant Field Values

SUNDAY

public static final int SUNDAY

Days of the week - Sunday

See Also:

Constant Field Values

JANUARY

public static final int JANUARY

Integer Month - January

See Also:

Constant Field Values

FEBRUARY

public static final int FEBRUARY

Integer Month - February

See Also:

Constant Field Values

MARCH

public static final int MARCH

Integer Month - March

See Also:

Constant Field Values

APRIL

public static final int APRIL

Integer Month - April

See Also:

Constant Field Values

MAY

public static final int MAY

Integer Month - May

See Also:

Constant Field Values

JUNE

public static final int JUNE

Integer Month - June

See Also:

Constant Field Values

JULY

public static final int JULY

Integer Month - July

See Also:

Constant Field Values

AUGUST

public static final int AUGUST

Integer Month - August

See Also:

Constant Field Values

SEPTEMBER

public static final int SEPTEMBER

Integer Month - September

See Also:

Constant Field Values

OCTOBER

public static final int OCTOBER

Integer Month - October

See Also:

Constant Field Values

NOVEMBER

public static final int NOVEMBER

Integer Month - November

See Also:

Constant Field Values

DECEMBER

public static final int DECEMBER

Integer Month - December

See Also:

Constant Field Values

Constructor Details

DateUtil

public DateUtil()

Method Details

ToJulian

public static int ToJulian(int iYear,
int iMonth,
int iDay)
                    throws java.lang.Exception

Convert YMD to an Integer Julian Date.

Parameters:

iYear - Year

iMonth - Month

iDay - Day

Returns:

Integer representing the Julian Date

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

YYYYMMDD

public static java.lang.String YYYYMMDD(int iJulian)

Create an YYYY/MM/DD String from the Input Julian Integer

Parameters:

iJulian - Integer representing Julian Date

Returns:

YYYY/MM/DD Date String

DDMMMYYYY

public static java.lang.String DDMMMYYYY(int iJulian)

Create an DD/MMM/YYYY String from the Input Julian Integer

Parameters:

iJulian - Integer representing Julian Date

Returns:

DD/MMM/YYYY Date String

Year

public static int Year(int iJulian)
                throws java.lang.Exception

Return the Year corresponding to the Julian Date

Parameters:

iJulian - Integer representing Julian Date

Returns:

integer representing the month

Throws:

java.lang.Exception - Thrown if the Input Date in invalid

Month

public static int Month(int iJulian)
                 throws java.lang.Exception

Return the Month given the Julian Date represented by the Integer.

Parameters:

iJulian - Integer representing Julian Date

Returns:

Integer representing the Month

Throws:

java.lang.Exception - Thrown if the Input Date is invalid

Date

public static int Date(int iJulian)
                throws java.lang.Exception

Return the Date given the Julian Date represented by the Integer.

Parameters:

iJulian - Integer representing Julian Date

Returns:

Integer representing the Date

Throws:

java.lang.Exception - Thrown if the Input Date is invalid

Vintage

public static java.lang.String Vintage(int iJulian)

Return the Vintage corresponding to the Julian Date

Parameters:

iJulian - Integer representing Julian Date

Returns:

String Representing the Vintage

DaysElapsed

public static final int DaysElapsed(int iDate)
                             throws java.lang.Exception

Number of Days elapsed in the Year represented by the given Julian Date

Parameters:

iDate - Integer representing Julian Date

Returns:

Integer representing the Number of Days in the Current Year

Throws:

java.lang.Exception - Thrown if the Input Date is invalid

DaysRemaining

public static final int DaysRemaining(int iDate)
                               throws java.lang.Exception

Number of Days remaining in the Year represented by the given Julian Date

Parameters:

iDate - Integer representing Julian Date

Returns:

Integer representing the Number of Days remaining in the Current Year

Throws:

java.lang.Exception - Thrown if the Input Date is invalid

IsLeapYear

public static final boolean IsLeapYear(int iDate)
                                throws java.lang.Exception

Indicate if the Year of the given Julian Date is a Leap Year

Parameters:

iDate - Input Date

Returns:

TRUE - Date falls on a Leap Year

Throws:

java.lang.Exception - Thrown if Input is invalid

ContainsFeb29

public static final boolean ContainsFeb29(int iStartDate,
int iEndDate,
int iIncludeSide)
                                   throws java.lang.Exception

Indicate whether there is at least One Leap Day between 2 given Dates

Parameters:

iStartDate - The Start Date

iEndDate - The End Date

iIncludeSide - INCLUDE_LEFT or INCLUDE_RIGHT indicating whether the starting date, the ending date, or both dates are to be included

Returns:

TRUE - There is at least One Feb29 between the Dates

Throws:

java.lang.Exception - If inputs are invalid

NumFeb29

public static final int NumFeb29(int iStartDate,
int iEndDate,
int iIncludeSide)
                          throws java.lang.Exception

Calculate how many Leap Days exist between the 2 given Dates

Parameters:

iStartDate - The Start Date

iEndDate - The End Date

iIncludeSide - INCLUDE_LEFT or INCLUDE_RIGHT indicating whether the starting date, the ending date, or both dates are to be included

Returns:

Number of Leap Days

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

MonthChar

public static final java.lang.String MonthChar(int iMonth)

Return the English word corresponding to the input integer month

Parameters:

iMonth - Integer representing the month

Returns:

String of the English word

MonthTrigram

public static java.lang.String MonthTrigram(int iMonth)

Return the Month Trigram corresponding to the Input Integer Month

Parameters:

iMonth - Integer representing the Month

Returns:

String representing the Month Trigram (used, e.g., in Oracle DB)

MonthFromMonthChars

public static final int MonthFromMonthChars(java.lang.String strMonth)
                                     throws java.lang.Exception

Convert the month trigram/word to the corresponding month integer

Parameters:

strMonth - Month trigram or English Word

Returns:

Integer representing the Month

Throws:

java.lang.Exception - Thrown on Invalid Input Month

DayChars

public static java.lang.String DayChars(int iDay)

Get the English word for day corresponding to the input integer

Parameters:

iDay - Integer representing the day

Returns:

String representing the English word for the day

DaysInMonth

public static final int DaysInMonth(int iMonth,
int iYear)
                             throws java.lang.Exception

Get the maximum number of days in the given month and year

Parameters:

iMonth - Integer representing the month

iYear - Integer representing the year

Returns:

Integer representing the maximum days

Throws:

java.lang.Exception - Thrown if inputs are invalid

IsEOM

public static final boolean IsEOM(int iDate)
                           throws java.lang.Exception

Indicate if the given Date corresponds to a Month End

Parameters:

iDate - The Date

Returns:

TRUE - Date Corresponds to EOM

Throws:

java.lang.Exception - Thrown if input date is invalid

CreateFromYMD

public static final JulianDate CreateFromYMD(int iYear,
int iMonth,
int iDate)

Create a JulianDate from the Year/Month/Date

Parameters:

iYear - Year

iMonth - Month

iDate - Date

Returns:

Julian Date corresponding to the specified Year/Month/Date

Today

public static final JulianDate Today()

Return a Julian Date corresponding to Today

Returns:

JulianDate corresponding to Today

CreateFromDDMMMYYYY

public static final JulianDate CreateFromDDMMMYYYY(java.lang.String strDate)

Create a JulianDate from a String containing the Date in the DDMMMYYYY Format

Parameters:

strDate - String containing the Date in the DDMMMYYYY Format

Returns:

The JulianDate Instance

CreateFromMDY

public static final JulianDate CreateFromMDY(java.lang.String strMDY,
java.lang.String strDelim)

Create a JulianDate from a String containing Date in the DDMMYYYY Format

Parameters:

strMDY - String containing Date in the MM/DD/YYYY Format

strDelim - String Delimiter

Returns:

The JulianDate Instance

CreateFromYMD

public static final JulianDate CreateFromYMD(java.lang.String strYMD,
java.lang.String strDelim)

Create a JulianDate from a String containing Date in the YYYYMMDD Format

Parameters:

strYMD - String containing Date in the YYYYMMDD Format

strDelim - String Delimiter

Returns:

The JulianDate Instance

DayOfTheWeek

public static final int DayOfTheWeek(java.util.Date dt)
                              throws java.lang.Exception

Return the Day of the Week corresponding to the java.util.Date Instance

Parameters:

dt - The java.util.Date Instance

Returns:

The Day Of The Week

Throws:

java.lang.Exception - Thrown if Input Date is invalid

Day

public static final int Day(java.util.Date dt)
                     throws java.lang.Exception

Return the Day corresponding to the java.util.Date Instance

Parameters:

dt - The java.util.Date Instance

Returns:

The Day

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Month

public static final int Month(java.util.Date dt)
                       throws java.lang.Exception

Return the Month corresponding to the java.util.Date Instance. 1 is January, and 12 is December

Parameters:

dt - The java.util.Date Instance

Returns:

The Month

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

Year

public static final int Year(java.util.Date dt)
                      throws java.lang.Exception

Return the Year corresponding to the java.util.Date Instance

Parameters:

dt - The java.util.Date Instance

Returns:

The Year

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

MakeOracleDateFromYYYYMMDD

public static java.lang.String MakeOracleDateFromYYYYMMDD(java.lang.String strYYYYMMDD)

Create an Oracle Date Trigram from a YYYYMMDD String

Parameters:

strYYYYMMDD - Date String in the YYYYMMDD Format.

Returns:

Oracle Date Trigram String

MakeOracleDateFromBBGDate

public static java.lang.String MakeOracleDateFromBBGDate(java.lang.String strBBGDate)

Create an Oracle date trigram from a Bloomberg date string

Parameters:

strBBGDate - Bloomberg date string

Returns:

Oracle date trigram string

MakeJulianFromRSEntry

public static final JulianDate MakeJulianFromRSEntry(java.util.Date dt)

Create a JulianDate from the java Date

Parameters:

dt - Java Date input

Returns:

JulianDate output

JavaDateFromJulianDate

public static final java.util.Date JavaDateFromJulianDate(JulianDate dt)

Retrieve a Java Date Instance from the Julian Date Instance

Parameters:

dt - Julian Date Instance

Returns:

The Java Date Instance

MakeJulianFromDDMMMYY

public static final JulianDate MakeJulianFromDDMMMYY(java.lang.String strDDMMMYY,
java.lang.String strDelim)

Create a JulianDate from the DD MMM YY

Parameters:

strDDMMMYY - Java Date input as delimited DD MMM YY

strDelim - Delimiter

Returns:

JulianDate output

MakeJulianFromYYYYMMDD

public static final JulianDate MakeJulianFromYYYYMMDD(java.lang.String strYYYYMMDD,
java.lang.String strDelim)

Create a JulianDate from the YYYY MM DD

Parameters:

strYYYYMMDD - Java Date input as delimited YYYY MM DD

strDelim - Delimiter

Returns:

JulianDate output

FromMDY

public static final JulianDate FromMDY(java.lang.String strMDY,
java.lang.String strDelim)

Create a JulianDate from the MDY

Parameters:

strMDY - Java Date input as delimited M/D/Y

strDelim - Delimiter

Returns:

JulianDate output

MakeJulianDateFromBBGDate

public static final JulianDate MakeJulianDateFromBBGDate(java.lang.String strBBGDate)

Create a JulianDate from Bloomberg date string

Parameters:

strBBGDate - Bloomberg date string

Returns:

The new JulianDate

MonthFromCode

public static final int MonthFromCode(char ch)
                               throws java.lang.Exception

Retrieve the Month corresponding to the Month Digit Code

Parameters:

ch - The Month Digit Code

Returns:

The Month corresponding to the Month Digit Code

Throws:

java.lang.Exception - Thrown if the Digit Code is Invalid

CodeFromMonth

public static final char CodeFromMonth(int iMonth)
                                throws java.lang.Exception

Retrieve the Digit Code corresponding to the Month

Parameters:

iMonth - The Month

Returns:

The Digit Code corresponding to the Month

Throws:

java.lang.Exception - Thrown if the Digit Code cannot be computed