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 + "]";
}
}