Base.java
- package org.drip.analytics.eventday;
- /*
- * -*- 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>Base</i> is an abstraction around holiday and description. Abstract function generates an optional
- * adjustment for weekends in a given year.
- *
- * <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/eventday/README.md">Fixed, Variable, and Custom Holiday Creation</a></li>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public abstract class Base {
- private java.lang.String _strDescription = "";
- /**
- * Constructs the Base instance from the description
- *
- * @param strDescription Holiday Description
- */
- public Base (
- final java.lang.String strDescription)
- {
- _strDescription = strDescription;
- }
- /**
- * Roll the date to a non-holiday according to the rule specified
- *
- * @param iDate Date to be rolled
- * @param bBalkOnYearShift Throw an exception if the year change happens
- * @param wkend Object representing the weekend days
- *
- * @return The Adjusted Date
- *
- * @throws java.lang.Exception Thrown if the holiday cannot be rolled
- */
- public static final int rollHoliday (
- final int iDate,
- final boolean bBalkOnYearShift,
- final Weekend wkend)
- throws java.lang.Exception
- {
- int iRolledDate = iDate;
- if (null != wkend && wkend.isLeftWeekend (iDate)) iRolledDate = iDate - 1;
- if (null != wkend && wkend.isRightWeekend (iDate)) iRolledDate = iDate + 1;
- if (bBalkOnYearShift & org.drip.analytics.date.DateUtil.Year (iDate) !=
- org.drip.analytics.date.DateUtil.Year (iRolledDate))
- throw new java.lang.Exception ("Base::rollHoliday => Invalid Inputs");
- return iRolledDate;
- }
- /**
- * Return the description
- *
- * @return Description
- */
- public java.lang.String description()
- {
- return _strDescription;
- }
- /**
- * Generate the full date specific to the input year
- *
- * @param iYear Input Year
- * @param bAdjusted Whether adjustment is desired
- *
- * @return The full date
- */
- public abstract int dateInYear (
- final int iYear,
- final boolean bAdjusted);
- }