Convention.java

package org.drip.analytics.daycount;

/*
 * -*- 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>Convention</i> contains flags that indicate where the holidays are loaded from, as well as the holiday
 * types and load rules. It exports the following date related functionality:
 *
 *  <br><br>
 *  <ul>
 *      <li>
 *          Add business days according to the specified calendar
 *      </li>
 *      <li>
 *          The Year Fraction between any 2 days given the day count type and the holiday calendar
 *      </li>
 *      <li>
 *          Adjust/roll to the next working day according to the adjustment rule
 *      </li>
 *      <li>
 *          Holiday Functions; is the given day a holiday/business day, the number and the set of
 *              holidays/business days between 2 days.
 *      </li>
 *      <li>
 *          Calendars and Day counts; Available set of day count conventions and calendars, and the weekend
 *              days corresponding to a given calendar.
 *      </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/daycount/README.md">Day Count Year Fraction Utilities</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class Convention {

    /**
     * Date Roll Actual
     */

    public static final int DATE_ROLL_ACTUAL = 0;

    /**
     * Date Roll Following
     */

    public static final int DATE_ROLL_FOLLOWING = 1;

    /**
     * Date Roll Modified Following
     */

    public static final int DATE_ROLL_MODIFIED_FOLLOWING = 2;

    /**
     * Date Roll Modified Following Bi-monthly
     */

    public static final int DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY = 4;

    /**
     * Date Roll Previous
     */

    public static final int DATE_ROLL_PREVIOUS = 8;

    /**
     * Date Roll Modified Previous
     */

    public static final int DATE_ROLL_MODIFIED_PREVIOUS = 16;

    /**
     * Week Day Holiday
     */

    public static final int WEEKDAY_HOLS = 1;

    /**
     * Week End Holiday
     */

    public static final int WEEKEND_HOLS = 2;

    private static final int INIT_FROM_HOLS_DB = 1;
    private static final int INIT_FROM_HOLS_XML = 2;
    private static final int INIT_FROM_HOLS_SOURCE = 4;

    private static int s_iInitHols = INIT_FROM_HOLS_SOURCE;
    private static org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>
        s_mapLocHols = null;

    private static
        org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.daycount.DCFCalculator>
            s_mapDCCalc = new
                org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.daycount.DCFCalculator>();

    private static final boolean UpdateDCCalcMap (
        final org.drip.analytics.daycount.DCFCalculator dcfCalc)
    {
        for (java.lang.String strDC : dcfCalc.alternateNames())
            s_mapDCCalc.put (strDC, dcfCalc);

        return true;
    }

    private static final boolean SetDCCalc()
    {
        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC1_1())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC28_360())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC30_360())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC30_365())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC30_Act())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC30E_360())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC30E_360_ISDA())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DC30EPLUS_360_ISDA())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_360())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_364())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_365())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_365L())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_Act())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_Act_ISDA())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCAct_Act_UST())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCNL_360())) return false;

        if (!UpdateDCCalcMap (new org.drip.analytics.daycount.DCNL_365())) return false;

        return UpdateDCCalcMap (new org.drip.analytics.daycount.DCNL_Act());
    }

    private static final boolean AddLH (
        final org.drip.analytics.holset.LocationHoliday lh,
        final org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale> mapHols)
    {
        if (null == lh || null == mapHols) return false;

        java.lang.String strLocation = lh.getHolidayLoc();

        org.drip.analytics.eventday.Locale locHols = lh.getHolidaySet();

        if (null == locHols || null == strLocation || strLocation.isEmpty()) return false;

        mapHols.put (strLocation, locHols);

        return true;
    }

    private static final org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>
        SetHolsFromSource()
    {
        org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale> mapHols = new
            org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.eventday.Locale>();

        AddLH (new org.drip.analytics.holset.AEDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ANGHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ARAHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ARFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ARNHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ARPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ARSHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ATSHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.AUDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.AZMHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BAKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BBDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BEFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BGLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BHDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BMDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BRCHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BRLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.BSDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CADHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CAEHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CERHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CFFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CHFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CLFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CLUHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CNYHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.COFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CONHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.COPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CRCHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CYPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.CZKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.DEMHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.DKKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.DOPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.DTFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ECSHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.EEKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.EGPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ESBHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ESPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ESTHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.EUBHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.EURHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.GBPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.GELHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.GFRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.GRDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.HKDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.HRKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.HUFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.IBRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.IDRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.IEPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.IGPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ILSHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.INRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.IPCHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ITLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.JMDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.JPYHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.KPWHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.KRWHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.KWDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.KYDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.KZTHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.LKRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.LTLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.LUFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.LUXHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.LVLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MDLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MIXHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MKDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MXCHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MXNHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MXPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MXVHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.MYRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.NLGHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.NOKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.NZDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PABHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PEFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PENHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PESHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PHPHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PLNHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PLZHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.PTEHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.QEFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.RUBHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.RURHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.SARHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.SEKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.SGDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.SITHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.SKKHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.SVCHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.TABHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.TGTHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.THBHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.TRLHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.TRYHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.TWDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.UAHHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.USDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.USVHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.UVRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.UYUHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.UYUHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.VACHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.VEBHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.VEFHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.VNDHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.XDRHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.XEUHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ZALHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ZARHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ZUSHoliday(), mapHols);

        AddLH (new org.drip.analytics.holset.ZWDHoliday(), mapHols);

        return mapHols;
    }

    private static final boolean LocationHoliday (
        final java.lang.String strCalendarSet,
        final int iDate,
        final int iHolType)
    {
        if (null == strCalendarSet || strCalendarSet.isEmpty() || 0 >= iDate) return false;

        java.lang.String[] astrCalendars = strCalendarSet.split (",");

        for (java.lang.String strCalendar : astrCalendars) {
            if (null != strCalendar && null != s_mapLocHols.get (strCalendar)) {
                org.drip.analytics.eventday.Locale lh = s_mapLocHols.get (strCalendar);

                if (null == lh) continue;

                if (0 != (WEEKEND_HOLS & iHolType) && null != lh.weekendDays() && lh.weekendDays().isWeekend
                    (iDate))
                    return true;

                if (null == lh.holidays() || 0 == (WEEKDAY_HOLS & iHolType)) continue;

                for (org.drip.analytics.eventday.Base hol : lh.holidays()) {
                    try {
                        if (null != hol && iDate == hol.dateInYear (org.drip.analytics.date.DateUtil.Year
                            (iDate), true))
                            return true;
                    } catch (java.lang.Exception e) {
                        e.printStackTrace();
                    }
                }
            }
        }

        return false;
    }

    /**
     * Initialize the day count basis object from the calendar set
     * 
     * @param strCalendarSetLoc The calendar set
     * 
     * @return Success (true) Failure (false)
     */

    public static final boolean Init (
        final java.lang.String strCalendarSetLoc)
    {
        if (null != s_mapLocHols) return true;

        if (!SetDCCalc()) return false;

        if (INIT_FROM_HOLS_SOURCE == s_iInitHols) {
            if (null == (s_mapLocHols = SetHolsFromSource())) return false;

            return true;
        }

        try {
            if (INIT_FROM_HOLS_XML == s_iInitHols)
                s_mapLocHols = org.drip.param.config.ConfigLoader.LoadHolidayCalendars (strCalendarSetLoc);
            else if (INIT_FROM_HOLS_DB == s_iInitHols)
                s_mapLocHols = org.drip.param.config.ConfigLoader.LoadHolidayCalendarsFromDB
                    (strCalendarSetLoc);

            return true;
        } catch (java.lang.Exception e) {
            e.printStackTrace();
        }

        if (null == s_mapLocHols && null == (s_mapLocHols = SetHolsFromSource()))  return false;

        return false;
    }

    /**
     * Retrieve the set of holiday locations
     * 
     * @return Set of holiday locations
     */

    public static final java.util.Set<java.lang.String> HolidayLocations()
    {
        return s_mapLocHols.keySet();
    }

    /**
     * Get the week end days for the given holiday calendar set
     * 
     * @param strCalendarSet Holiday calendar set
     * 
     * @return Array of days indicating the week day union
     */

    public static final int[] WeekendDays (
        final java.lang.String strCalendarSet)
    {
        if (null == strCalendarSet || strCalendarSet.isEmpty()) return null;

        java.lang.String[] astrCalendars = strCalendarSet.split (",");

        java.util.Set<java.lang.Integer> si = new java.util.HashSet<java.lang.Integer>();

        for (java.lang.String strCalendar : astrCalendars) {
            if (null != strCalendar && null != s_mapLocHols.get (strCalendar)) {
                org.drip.analytics.eventday.Locale lh = s_mapLocHols.get (strCalendar);

                if (null == lh || null == lh.weekendDays() || null == lh.weekendDays().days()) continue;

                for (int i : lh.weekendDays().days())
                    si.add (i);
            }
        }

        int j = 0;

        int[] aiWkend = new int[si.size()];

        for (int iHol : si)
            aiWkend[j++] = iHol;

        return aiWkend;
    }

    /**
     * Get all available DRIP day count conventions
     * 
     * @return Available DRIP day count conventions
     */

    public static final java.lang.String AvailableDC()
    {
        java.lang.StringBuffer sbDCSet = new java.lang.StringBuffer();

        for (java.lang.String strDC : s_mapDCCalc.keySet())
            sbDCSet.append (strDC + " | ");

        return sbDCSet.toString();
    }

    /**
     * Calculate the Accrual Fraction in Years between 2 given Dates for the given Day Count Convention and
     *  the other Parameters
     * 
     * @param iStartDate Start Date
     * @param iEndDate End Date
     * @param strDayCount Day Count Convention
     * @param bApplyEOMAdj Apply End-of-Month Adjustment (TRUE)
     * @param actactParams ActActParams
     * @param strCalendar Holiday Calendar
     * 
     * @return Accrual Fraction in Years
     * 
     * @throws java.lang.Exception Thrown if the Accrual Fraction cannot be calculated
     */

    public static final double YearFraction (
        final int iStartDate,
        final int iEndDate,
        final java.lang.String strDayCount,
        final boolean bApplyEOMAdj,
        final ActActDCParams actactParams,
        final java.lang.String strCalendar)
        throws java.lang.Exception
    {
        if ("BUS252".equalsIgnoreCase (strDayCount) || "BUS DAYS252".equalsIgnoreCase (strDayCount) ||
            "BUS/252".equalsIgnoreCase (strDayCount))
            return BusinessDays (iStartDate, iEndDate, strCalendar) / 252.;

        org.drip.analytics.daycount.DCFCalculator dcfCalc = s_mapDCCalc.get (strDayCount);

        if (null != dcfCalc)
            return dcfCalc.yearFraction (iStartDate, iEndDate, bApplyEOMAdj, actactParams, strCalendar);

        System.out.println ("Convention::YearFraction => Unknown DC: " + strDayCount +
            "; defaulting to Actual/365.25");

        return 1. * (iEndDate - iStartDate) / 365.25;
    }

    /**
     * Calculate the Days Accrued between 2 given Dates for the given Day Count Convention and the other
     *  Parameters
     * 
     * @param iStartDate Start Date
     * @param iEndDate End Date
     * @param strDayCount Day Count Convention
     * @param bApplyEOMAdj Apply End-of-Month Adjustment (TRUE)
     * @param actactParams ActActParams
     * @param strCalendar Holiday Calendar
     * 
     * @return Number of Days Accrued
     * 
     * @throws java.lang.Exception Thrown if the Accrual Days cannot be calculated
     */

    public static final int DaysAccrued (
        final int iStartDate,
        final int iEndDate,
        final java.lang.String strDayCount,
        final boolean bApplyEOMAdj,
        final ActActDCParams actactParams,
        final java.lang.String strCalendar)
        throws java.lang.Exception
    {
        if ("BUS252".equalsIgnoreCase (strDayCount) || "BUS DAYS252".equalsIgnoreCase (strDayCount) ||
            "BUS/252".equalsIgnoreCase (strDayCount))
            return BusinessDays (iStartDate, iEndDate, strCalendar);

        org.drip.analytics.daycount.DCFCalculator dcfCalc = s_mapDCCalc.get (strDayCount);

        if (null != dcfCalc)
            return dcfCalc.daysAccrued (iStartDate, iEndDate, bApplyEOMAdj, actactParams, strCalendar);

        return iEndDate - iStartDate;
    }

    /**
     * Roll the given Date in accordance with the Roll Mode and the Calendar Set
     * 
     * @param iDate Date to be Rolled
     * @param iRollMode Roll Mode (one of DR_ACT, DR_FOLL, DR_MOD_FOLL, DR_PREV, or DR_MOD_PREV)
     * @param strCalendarSet Calendar Set to calculate the Holidays by
     * @param iNumDaysToRoll The Number of Days to Roll
     * 
     * @return The Rolled Date
     * 
     * @throws java.lang.Exception Thrown if the date cannot be rolled
     */

    public static final int RollDate (
        final int iDate,
        final int iRollMode,
        final java.lang.String strCalendarSet,
        int iNumDaysToRoll)
        throws java.lang.Exception
    {
        if (0 > iNumDaysToRoll) throw new java.lang.Exception ("Convention::RollDate => Invalid Inputs");

        if (null == strCalendarSet || strCalendarSet.isEmpty() || DATE_ROLL_ACTUAL == iRollMode)
            return iDate + iNumDaysToRoll;

        int iRolledDate = iDate;

        if (0 == iNumDaysToRoll) {
            if (DATE_ROLL_FOLLOWING == iRollMode || DATE_ROLL_MODIFIED_FOLLOWING == iRollMode ||
                DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY == iRollMode) {
                while (IsHoliday (iRolledDate, strCalendarSet))
                    ++iRolledDate;
            } else if (DATE_ROLL_PREVIOUS == iRollMode || DATE_ROLL_MODIFIED_PREVIOUS == iRollMode) {
                while (IsHoliday (iRolledDate, strCalendarSet))
                    --iRolledDate;
            }
        } else {
            while (0 != iNumDaysToRoll) {
                if (DATE_ROLL_FOLLOWING == iRollMode || DATE_ROLL_MODIFIED_FOLLOWING == iRollMode ||
                    DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY == iRollMode) {
                    while (IsHoliday (iRolledDate, strCalendarSet))
                        ++iRolledDate;
                } else if (DATE_ROLL_PREVIOUS == iRollMode || DATE_ROLL_MODIFIED_PREVIOUS == iRollMode) {
                    while (IsHoliday (iRolledDate, strCalendarSet))
                        --iRolledDate;
                }

                --iNumDaysToRoll;
            }
        }

        if (DATE_ROLL_MODIFIED_FOLLOWING == iRollMode) {
            if (org.drip.analytics.date.DateUtil.Month (iDate) != org.drip.analytics.date.DateUtil.Month
                (iRolledDate)) {
                while (IsHoliday (iRolledDate, strCalendarSet))
                    --iRolledDate;
            }
        }

        if (DATE_ROLL_MODIFIED_FOLLOWING_BIMONTHLY == iRollMode) {
            int iOriginalDay = org.drip.analytics.date.DateUtil.Date (iDate);

            int iRolledDay = org.drip.analytics.date.DateUtil.Date (iRolledDate);

            if ((15 < iOriginalDay && 15 > iRolledDay) || (15 > iOriginalDay && 15 < iRolledDay)) {
                while (IsHoliday (iRolledDate, strCalendarSet))
                    --iRolledDate;
            }
        }

        if (DATE_ROLL_MODIFIED_PREVIOUS == iRollMode) {
            if (org.drip.analytics.date.DateUtil.Month (iDate) != org.drip.analytics.date.DateUtil.Month
                (iRolledDate)) {
                while (IsHoliday (iRolledDate, strCalendarSet))
                    ++iRolledDate;
            }
        }

        return iRolledDate;
    }

    /**
     * Indicate whether the given Date is a Holiday in the specified Location(s)
     * 
     * @param iDate Date
     * @param strCalendar Location Calendar Set
     * @param iHolType WEEKDAY_HOLS or WEEKEND_HOLS
     * 
     * @return TRUE - it is a Holiday
     */

    public static final boolean IsHoliday (
        final int iDate,
        final java.lang.String strCalendar,
        final int iHolType)
    {
        return LocationHoliday ((null == strCalendar || strCalendar.isEmpty() || "".equalsIgnoreCase
            (strCalendar)) ? "USD" : strCalendar, iDate, iHolType);
    }

    /**
     * Indicates whether the given Date is a Holiday in the specified Location(s)
     * 
     * @param iDate Date
     * @param strCalendar Location Calendar Set
     * 
     * @return TRUE - it is a Holiday
     */

    public static final boolean IsHoliday (
        final int iDate,
        final java.lang.String strCalendar)
    {
        return IsHoliday (iDate, strCalendar, WEEKDAY_HOLS | WEEKEND_HOLS);
    }

    /**
     * Calculate the Number of Business Days between the Start and the End Dates
     * 
     * @param iStartDate Start Date
     * @param iEndDate End Date
     * @param strCalendar Holiday Calendar Set
     * 
     * @return The Number of Business Days
     * 
     * @throws java.lang.Exception Thrown if it cannot be evaluated
     */

    public static final int BusinessDays (
        final int iStartDate,
        final int iEndDate,
        final java.lang.String strCalendar)
        throws java.lang.Exception
    {
        if (iStartDate > iEndDate)
            throw new java.lang.Exception ("Convention::BusinessDays => Invalid Inputs");

        if (iStartDate == iEndDate) return 0;

        int iNumBusDays = 0;
        int iDate = iStartDate + 1;

        while (iDate <= iEndDate) {
            if (!IsHoliday (iDate, strCalendar)) ++iNumBusDays;

            ++iDate;
        }

        return iNumBusDays;
    }

    /**
     * Calculate the Set of Holidays between the Start and the End Dates
     * 
     * @param iStartDate Start Date
     * @param iEndDate End Date
     * @param strCalendar Holiday Calendar Set
     * 
     * @return The Set of Holidays
     */

    public static final java.util.List<java.lang.Integer> HolidaySet (
        final int iStartDate,
        final int iEndDate,
        final java.lang.String strCalendar)
    {
        java.util.List<java.lang.Integer> lsHolidays = new java.util.ArrayList<java.lang.Integer>();

        int iLastDate = iEndDate;
        int iFirstDate = iStartDate;

        if (iFirstDate > iLastDate) {
            iLastDate = iStartDate;
            iFirstDate = iEndDate;
        }

        while (iFirstDate != iLastDate) {
            try {
                if (IsHoliday (iFirstDate, strCalendar)) lsHolidays.add (iFirstDate);

                ++iFirstDate;
            } catch (java.lang.Exception e) {
                e.printStackTrace();
            }
        }

        return lsHolidays;
    }

    /**
     * Calculate the Number of Holidays between the Start and the End Dates
     * 
     * @param iStartDate Start Date
     * @param iEndDate End Date
     * @param strCalendar Holiday Calendar Set
     * 
     * @return The Number of Holidays
     */

    public static final int Holidays (
        final int iStartDate,
        final int iEndDate,
        final java.lang.String strCalendar)
    {
        int iNumHolidays = 0;
        int iLastDate = iEndDate;
        int iFirstDate = iStartDate;

        if (iFirstDate > iLastDate) {
            iLastDate = iStartDate;
            iFirstDate = iEndDate;
        }

        while (iFirstDate != iLastDate) {
            if (IsHoliday (iFirstDate++, strCalendar)) ++iNumHolidays;
        }

        return iStartDate > iEndDate ? -1 * iNumHolidays : iNumHolidays;
    }

    /**
     * Adjust the given Date in Accordance with the Adjustment Mode and the Calendar Set
     * 
     * @param iDate Date to be Adjusted
     * @param strCalendar Calendar Set to calculate the Holidays by
     * @param iAdjustMode Adjustment Mode (one of DR_ACT, DR_FOLL, DR_MOD_FOLL, DR_PREV, or DR_MOD_PREV
     * 
     * @return The Adjusted Date
     */

    public static final int Adjust (
        final int iDate,
        final java.lang.String strCalendar,
        final int iAdjustMode)
    {
        int iDateAdjusted = iDate;

        while (IsHoliday (iDateAdjusted, strCalendar)) ++iDateAdjusted;

        return iDateAdjusted;
    }

    /**
     * Add the specified Number of Business Days and Adjust According to the Calendar Set
     * 
     * @param iDate Date to be Adjusted
     * @param iNumDays Number of Days to Add
     * @param strCalendar Calendar Set to calculate the Holidays by
     * 
     * @return The Adjusted Date
     */

    public static final int AddBusinessDays (
        final int iDate,
        final int iNumDays,
        final java.lang.String strCalendar)
    {
        int iAdjustedDate = iDate;
        int iNumDaysIncremented = 0;

        while (iNumDaysIncremented < iNumDays) {
            iAdjustedDate = Adjust (iAdjustedDate + 1, strCalendar, DATE_ROLL_FOLLOWING);

            iNumDaysIncremented += 1;
        }

        return iAdjustedDate;
    }
}