Package org.drip.analytics.daycount

Class DateAdjustParams

java.lang.Object

org.drip.analytics.daycount.DateAdjustParams

public class DateAdjustParams
extends java.lang.Object

DateAdjustParams class contains the parameters needed for adjusting dates. It exports the following functionality:

• Accessor for holiday calendar and adjustment type
• Serialization/De-serialization to and from Byte Arrays

• Module = Product Core Module
• Library = Fixed Income Analytics
• Project = Date, Cash Flow, and Cash Flow Period Measure Generation Utilities
• Package = Day Count Year Fraction Utilities

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
DateAdjustParams(int iRollMode, int iNumDaysToRoll, java.lang.String strCalendar)	Create a DateAdjustParams instance from the roll mode and the calendar

Method Summary

Modifier and Type	Method	Description
java.lang.String	calendar()	Retrieve the Roll Holiday Calendar
int	roll(int iDate)	Roll the given Date
int	rollMode()	Retrieve the Roll Mode

Methods inherited from class java.lang.Object

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

Constructor Details

DateAdjustParams

public DateAdjustParams(int iRollMode,
int iNumDaysToRoll,
java.lang.String strCalendar)

Create a DateAdjustParams instance from the roll mode and the calendar

Parameters:

iRollMode - Roll Mode

iNumDaysToRoll - Number of Days to Roll

strCalendar - Calendar

Method Details

rollMode

public int rollMode()

Retrieve the Roll Mode

Returns:

The Roll Mode

calendar

public java.lang.String calendar()

Retrieve the Roll Holiday Calendar

Returns:

The Roll Holiday Calendar

roll

public int roll(int iDate)
         throws java.lang.Exception

Roll the given Date

Parameters:

iDate - date

Returns:

The Rolled Date

Throws:

java.lang.Exception - Thrown if the input day is invalid