Locale.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>Locale</i> contains the set of regular holidays and the weekend holidays for a location. It also
* provides the functionality to add custom holidays and weekends.
*
* <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 Locale {
private Weekend _wkend = null;
private java.util.Set<Base> _setHolidays = new java.util.HashSet<Base>();
/**
* Construct an empty LocHolidays instance
*/
public Locale()
{
}
/**
* Add the array of weekend days
*
* @param aiDays Array of weekend days
*
* @return Succeeded (true), failure (false)
*/
public boolean addWeekend (
final int[] aiDays)
{
try {
return null != (_wkend = new Weekend (aiDays));
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return false;
}
/**
* Add the regular SATURDAY/SUNDAY weekend
*
* @return Succeeded (true), failure (false)
*/
public boolean addStandardWeekend()
{
_wkend = Weekend.StandardWeekend();
return true;
}
/**
* Add the given date as a static holiday
*
* @param dt Date
* @param strDescription Description
*
* @return Succeeded (true), failure (false)
*/
public boolean addStaticHoliday (
final org.drip.analytics.date.JulianDate dt,
final java.lang.String strDescription)
{
if (null == dt) return false;
try {
_setHolidays.add (new Static (dt, strDescription));
return true;
} catch (java.lang.Exception e) {
System.out.println (e.getMessage());
}
return false;
}
/**
* Add the given string date as a static holiday
*
* @param strDate Date string
* @param strDescription Description
*
* @return Succeeded (true), failure (false)
*/
public boolean addStaticHoliday (
final java.lang.String strDate,
final java.lang.String strDescription)
{
if (null == strDate || strDate.isEmpty()) return false;
org.drip.analytics.date.JulianDate dtStaticHoliday =
org.drip.analytics.date.DateUtil.CreateFromDDMMMYYYY (strDate);
if (null == dtStaticHoliday) return false;
return addStaticHoliday (dtStaticHoliday, strDescription);
}
/**
* Add a fixed holiday from the day and month
*
* @param iDay Day
* @param iMonth Month
* @param strDescription Description
*
* @return Succeeded (true), failure (false)
*/
public boolean addFixedHoliday (
final int iDay,
final int iMonth,
final java.lang.String strDescription)
{
_setHolidays.add (new Fixed (iDay, iMonth, _wkend, strDescription));
return true;
}
/**
* Add a floating holiday from the week in month, the day in week, the month, and whether holidays are
* calculated from front/back.
*
* @param iWeekInMonth Week in the Month
* @param iWeekDay Day in the week
* @param iMonth Month
* @param bFromFront Holidays are calculated from the start of the month (True)
* @param strDescription Description
*
* @return Succeeded (true), failure (false)
*/
public boolean addFloatingHoliday (
final int iWeekInMonth,
final int iWeekDay,
final int iMonth,
final boolean bFromFront,
final java.lang.String strDescription)
{
_setHolidays.add (new Variable (iWeekInMonth, iWeekDay, iMonth, bFromFront, _wkend,
strDescription));
return true;
}
/**
* Return the weekend
*
* @return Weekend
*/
public Weekend weekendDays()
{
return _wkend;
}
/**
* Return the set of week day holidays
*
* @return Set of hoidays
*/
public java.util.Set<Base> holidays()
{
return _setHolidays;
}
}