DateTime.java
- package org.drip.analytics.date;
- /*
- * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
- */
- /*!
- * Copyright (C) 2020 Lakshmi Krishnamurthy
- * Copyright (C) 2019 Lakshmi Krishnamurthy
- * Copyright (C) 2018 Lakshmi Krishnamurthy
- * Copyright (C) 2017 Lakshmi Krishnamurthy
- * Copyright (C) 2016 Lakshmi Krishnamurthy
- * Copyright (C) 2015 Lakshmi Krishnamurthy
- * Copyright (C) 2014 Lakshmi Krishnamurthy
- * Copyright (C) 2013 Lakshmi Krishnamurthy
- * Copyright (C) 2012 Lakshmi Krishnamurthy
- * Copyright (C) 2011 Lakshmi Krishnamurthy
- *
- * This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
- * asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
- * analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
- * equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
- * numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
- * and computational support.
- *
- * https://lakshmidrip.github.io/DROP/
- *
- * DROP is composed of three modules:
- *
- * - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
- * - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
- * - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
- *
- * DROP Product Core implements libraries for the following:
- * - Fixed Income Analytics
- * - Loan Analytics
- * - Transaction Cost Analytics
- *
- * DROP Portfolio Core implements libraries for the following:
- * - Asset Allocation Analytics
- * - Asset Liability Management Analytics
- * - Capital Estimation Analytics
- * - Exposure Analytics
- * - Margin Analytics
- * - XVA Analytics
- *
- * DROP Computational Core implements libraries for the following:
- * - Algorithm Support
- * - Computation Support
- * - Function Analysis
- * - Model Validation
- * - Numerical Analysis
- * - Numerical Optimizer
- * - Spline Builder
- * - Statistical Learning
- *
- * Documentation for DROP is Spread Over:
- *
- * - Main => https://lakshmidrip.github.io/DROP/
- * - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
- * - GitHub => https://github.com/lakshmiDRIP/DROP
- * - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
- * - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
- * - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
- * - Release Versions => https://lakshmidrip.github.io/DROP/version.html
- * - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
- * - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
- * - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
- * - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- *
- * You may obtain a copy of the License at
- * http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- *
- * See the License for the specific language governing permissions and
- * limitations under the License.
- */
- /**
- * <i>DateTime</i> provides the representation of the instantiation-time date and time objects. It provides
- * the following functionality:
- *
- * <br><br>
- * <ul>
- * <li>
- * Instantiation-time and Explicit Date/Time Construction
- * </li>
- * <li>
- * Retrieval of Date/Time Fields
- * </li>
- * <li>
- * Serialization/De-serialization to and from Byte Arrays
- * </li>
- * </ul>
- *
- * <br><br>
- *
- * The References are:
- * <ul>
- * <li>
- * Fliegel, H. F., and T. C. van Flandern (1968): A Machine Algorithm for Processing Calendar Dates
- * <i>Communications of the ACM</i> <b>11</b> 657
- * </li>
- * <li>
- * Fenton, D. (2001): Julian to Calendar Date Conversion
- * http://mathforum.org/library/drmath/view/51907.html
- * </li>
- * </ul>
- *
- * <br><br>
- * <ul>
- * <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
- * <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
- * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/analytics/README.md">Date, Cash Flow, and Cash Flow Period Measure Generation Utilities</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/analytics/date/README.md">Date and Time Creation, Manipulation, and Usage</a></li>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class DateTime {
- private long _lTime = 0L;
- private double _dblDate = java.lang.Double.NaN;
- /**
- * Default constructor initializes the time and date to the current time and current date.
- *
- * @throws java.lang.Exception Thrown if the DateTime Instance cannot be created
- */
- public DateTime()
- throws java.lang.Exception
- {
- _lTime = System.nanoTime();
- java.util.Date dtNow = new java.util.Date();
- _dblDate = org.drip.analytics.date.DateUtil.ToJulian (org.drip.analytics.date.DateUtil.Year (dtNow),
- org.drip.analytics.date.DateUtil.Month (dtNow), org.drip.analytics.date.DateUtil.Day (dtNow));
- }
- /**
- * Constructs DateTime from separate date and time inputs
- *
- * @param dblDate Date
- * @param lTime Time
- *
- * @throws java.lang.Exception Thrown on Invalid Inputs
- */
- public DateTime (
- final double dblDate,
- final long lTime)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (dblDate))
- throw new java.lang.Exception ("DateTime ctr: Invalid Inputs!");
- _lTime = lTime;
- _dblDate = dblDate;
- }
- /**
- * Retrieve the Date
- *
- * @return date
- */
- public double date()
- {
- return _dblDate;
- }
- /**
- * Retrieve the time
- *
- * @return time
- */
- public long time()
- {
- return _lTime;
- }
- }