Base.java

  1. package org.drip.analytics.eventday;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  16.  *
  17.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  18.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  19.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  20.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  21.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  22.  *      and computational support.
  23.  *  
  24.  *      https://lakshmidrip.github.io/DROP/
  25.  *  
  26.  *  DROP is composed of three modules:
  27.  *  
  28.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  29.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  30.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  31.  *
  32.  *  DROP Product Core implements libraries for the following:
  33.  *  - Fixed Income Analytics
  34.  *  - Loan Analytics
  35.  *  - Transaction Cost Analytics
  36.  *
  37.  *  DROP Portfolio Core implements libraries for the following:
  38.  *  - Asset Allocation Analytics
  39.  *  - Asset Liability Management Analytics
  40.  *  - Capital Estimation Analytics
  41.  *  - Exposure Analytics
  42.  *  - Margin Analytics
  43.  *  - XVA Analytics
  44.  *
  45.  *  DROP Computational Core implements libraries for the following:
  46.  *  - Algorithm Support
  47.  *  - Computation Support
  48.  *  - Function Analysis
  49.  *  - Model Validation
  50.  *  - Numerical Analysis
  51.  *  - Numerical Optimizer
  52.  *  - Spline Builder
  53.  *  - Statistical Learning
  54.  *
  55.  *  Documentation for DROP is Spread Over:
  56.  *
  57.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  58.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  59.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  60.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  61.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  62.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  63.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  64.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  65.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  66.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  67.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  68.  *
  69.  *  Licensed under the Apache License, Version 2.0 (the "License");
  70.  *      you may not use this file except in compliance with the License.
  71.  *  
  72.  *  You may obtain a copy of the License at
  73.  *      http://www.apache.org/licenses/LICENSE-2.0
  74.  *  
  75.  *  Unless required by applicable law or agreed to in writing, software
  76.  *      distributed under the License is distributed on an "AS IS" BASIS,
  77.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  78.  *  
  79.  *  See the License for the specific language governing permissions and
  80.  *      limitations under the License.
  81.  */

  82. /**
  83.  * <i>Base</i> is an abstraction around holiday and description. Abstract function generates an optional
  84.  * adjustment for weekends in a given year.
  85.  *
  86.  *  <br><br>
  87.  *  <ul>
  88.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  89.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  90.  *      <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>
  91.  *      <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>
  92.  *  </ul>
  93.  *
  94.  * @author Lakshmi Krishnamurthy
  95.  */

  96. public abstract class Base {
  97.     private java.lang.String _strDescription = "";

  98.     /**
  99.      * Constructs the Base instance from the description
  100.      *
  101.      * @param strDescription Holiday Description
  102.      */

  103.     public Base (
  104.         final java.lang.String strDescription)
  105.     {
  106.         _strDescription = strDescription;
  107.     }

  108.     /**
  109.      * Roll the date to a non-holiday according to the rule specified
  110.      *
  111.      * @param iDate Date to be rolled
  112.      * @param bBalkOnYearShift Throw an exception if the year change happens
  113.      * @param wkend Object representing the weekend days
  114.      *
  115.      * @return The Adjusted Date
  116.      *
  117.      * @throws java.lang.Exception Thrown if the holiday cannot be rolled
  118.      */

  119.     public static final int rollHoliday (
  120.         final int iDate,
  121.         final boolean bBalkOnYearShift,
  122.         final Weekend wkend)
  123.         throws java.lang.Exception
  124.     {
  125.         int iRolledDate = iDate;

  126.         if (null != wkend && wkend.isLeftWeekend (iDate)) iRolledDate = iDate - 1;

  127.         if (null != wkend && wkend.isRightWeekend (iDate)) iRolledDate = iDate + 1;

  128.         if (bBalkOnYearShift & org.drip.analytics.date.DateUtil.Year (iDate) !=
  129.             org.drip.analytics.date.DateUtil.Year (iRolledDate))
  130.             throw new java.lang.Exception ("Base::rollHoliday => Invalid Inputs");

  131.         return iRolledDate;
  132.     }

  133.     /**
  134.      * Return the description
  135.      *
  136.      * @return Description
  137.      */

  138.     public java.lang.String description()
  139.     {
  140.         return _strDescription;
  141.     }

  142.     /**
  143.      * Generate the full date specific to the input year
  144.      *
  145.      * @param iYear Input Year
  146.      * @param bAdjusted Whether adjustment is desired
  147.      *
  148.      * @return The full date
  149.      */

  150.     public abstract int dateInYear (
  151.         final int iYear,
  152.         final boolean bAdjusted);
  153. }