Package org.drip.analytics.daycount

Class DateEOMAdjustment

java.lang.Object
org.drip.analytics.daycount.DateEOMAdjustment
public class DateEOMAdjustment
extends java.lang.Object
DateEOMAdjustment 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 Description
    DateEOMAdjustment()  

  • Method Summary

    Modifier and Type Method 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​(int iStartDate, int iEndDate, boolean bApplyEOMAdj)
    Construct a DateEOMAdjustment Instance for the 30E/360 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 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 Details

    • DateEOMAdjustment

      public DateEOMAdjustment()

  • Method Details

    • 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