DateInMonth.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
 * 
 *  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>DateInMonth</i> exports Functionality that generates the specific Event Date inside of the specified
 *  Month/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 class DateInMonth {

    /**
     * Instance Date Generation Rules - Generate from Lag from Front/Back
     */

    public static final int INSTANCE_GENERATOR_RULE_EDGE_LAG = 1;

    /**
     * Instance Date Generation Rule - Generate from Specified Day in Week/Week in Month
     */

    public static final int INSTANCE_GENERATOR_RULE_WEEK_DAY = 2;

    /**
     * Instance Date Generation Rule - Generate Using the Specific Day of the Month
     */

    public static final int INSTANCE_GENERATOR_RULE_SPECIFIC_DAY_OF_MONTH = 3;

    private int _iLag = -1;
    private int _iDayOfWeek = -1;
    private int _iWeekInMonth = -1;
    private boolean _bFromBack = false;
    private int _iSpecificDayInMonth = -1;
    private int _iInstanceGeneratorRule = -1;

    /**
     * DateInMonth Constructor
     * 
     * @param iInstanceGeneratorRule Instance Generation Rule
     * @param bFromBack TRUE - Apply Rules from Back of EOM
     * @param iLag The Lag
     * @param iDayOfWeek Day of Week
     * @param iWeekInMonth Week in the Month
     * @param iSpecificDayInMonth Specific Daye In Month
     * 
     * @throws java.lang.Exception Thrown if Inputs are Invalid
     */

    public DateInMonth (
        final int iInstanceGeneratorRule,
        final boolean bFromBack,
        final int iLag,
        final int iDayOfWeek,
        final int iWeekInMonth,
        final int iSpecificDayInMonth)
        throws java.lang.Exception
    {
        _bFromBack = bFromBack;

        if (INSTANCE_GENERATOR_RULE_EDGE_LAG == (_iInstanceGeneratorRule = iInstanceGeneratorRule)) {
            if (0 > (_iLag = iLag)) throw new java.lang.Exception ("DateInMonth ctr: Invalid Inputs");
        } else if (INSTANCE_GENERATOR_RULE_WEEK_DAY == _iInstanceGeneratorRule) {
            _iDayOfWeek = iDayOfWeek;
            _iWeekInMonth = iWeekInMonth;
        } else
            _iSpecificDayInMonth = iSpecificDayInMonth;
    }

    /**
     * Retrieve the Instance Generation Rule
     * 
     * @return The Instance Generation Rule
     */

    public int instanceGenerator()
    {
        return _iInstanceGeneratorRule;
    }

    /**
     * Retrieve the Flag indicating whether the Lag is from the Front/Back
     * 
     * @return TRUE - The Lag is from the Back.
     */

    public boolean fromBack()
    {
        return _bFromBack;
    }

    /**
     * Retrieve the Date Lag
     * 
     * @return The Date Lag
     */

    public int lag()
    {
        return _iLag;
    }

    /**
     * Retrieve the Week In Month
     * 
     * @return The Week In Month
     */

    public int weekInMonth()
    {
        return _iWeekInMonth;
    }

    /**
     * Retrieve the Day Of Week
     * 
     * @return The Day Of Week
     */

    public int dayOfWeek()
    {
        return _iDayOfWeek;
    }

    /**
     * Retrieve the Specific Day in Month
     * 
     * @return The Specific Day in Month
     */

    public int specificDayInMonth()
    {
        return _iSpecificDayInMonth;
    }

    /**
     * Generate the Particular Day of the Year, the Month, according to the Calendar
     * 
     * @param iYear Target Year
     * @param iMonth Target Month
     * @param strCalendar Target Calendar
     * 
     * @return The Particular Day
     */

    public org.drip.analytics.date.JulianDate instanceDay (
        final int iYear,
        final int iMonth,
        final java.lang.String strCalendar)
    {
        try {
            if (INSTANCE_GENERATOR_RULE_EDGE_LAG == _iInstanceGeneratorRule) {
                if (_bFromBack) {
                    org.drip.analytics.date.JulianDate dtBase =
                        org.drip.analytics.date.DateUtil.CreateFromYMD (iYear, iMonth,
                            org.drip.analytics.date.DateUtil.DaysInMonth (iMonth, iYear));

                    return null == dtBase ? null : dtBase.subtractBusDays (_iLag, strCalendar);
                }

                org.drip.analytics.date.JulianDate dtBase = org.drip.analytics.date.DateUtil.CreateFromYMD
                    (iYear, iMonth, 1);

                return null == dtBase ? null : dtBase.addBusDays (_iLag, strCalendar);
            }

            if (INSTANCE_GENERATOR_RULE_WEEK_DAY == _iInstanceGeneratorRule) {
                if (_bFromBack) {
                    org.drip.analytics.date.JulianDate dtEOM = org.drip.analytics.date.DateUtil.CreateFromYMD
                        (iYear, iMonth, org.drip.analytics.date.DateUtil.DaysInMonth (iMonth, iYear));

                    if (null == dtEOM) return null;

                    while (_iDayOfWeek != org.drip.analytics.date.DateUtil.Day
                        (org.drip.analytics.date.DateUtil.JavaDateFromJulianDate (dtEOM)))
                        dtEOM = dtEOM.subtractDays (1);

                    org.drip.analytics.date.JulianDate dtUnadjusted = dtEOM.subtractDays (_iWeekInMonth * 7);

                    return null == dtUnadjusted ? null : dtUnadjusted.subtractBusDays (0, strCalendar);
                }

                org.drip.analytics.date.JulianDate dtSOM = org.drip.analytics.date.DateUtil.CreateFromYMD
                    (iYear, iMonth, 1);

                if (null == dtSOM) return null;

                while (_iDayOfWeek != org.drip.analytics.date.DateUtil.Day
                    (org.drip.analytics.date.DateUtil.JavaDateFromJulianDate (dtSOM)))
                    dtSOM = dtSOM.addDays (1);

                org.drip.analytics.date.JulianDate dtUnadjusted = dtSOM.addDays (_iWeekInMonth * 7);

                return null == dtUnadjusted ? null : dtUnadjusted.addBusDays (0, strCalendar);
            }
        } catch (java.lang.Exception e) {
            e.printStackTrace();

            return null;
        }

        org.drip.analytics.date.JulianDate dtBase = org.drip.analytics.date.DateUtil.CreateFromYMD (iYear,
            iMonth, _iSpecificDayInMonth);

        if (null == dtBase) return null;

        return _bFromBack ? dtBase.subtractBusDays (0, strCalendar) : dtBase.addBusDays (0, strCalendar);
    }

    @Override public java.lang.String toString()
    {
        return "[DateInMonth => Instance Generator Rule: " + _iInstanceGeneratorRule + " | From Back Flag: "
            + _bFromBack + " | Day Of Week: " + _iDayOfWeek + " | Week In Month: " + _iWeekInMonth +
                " | Specific Day In Month: " + _iSpecificDayInMonth + " | Lag: " + _iLag + "]";
    }
}