Locale.java

  1. package org.drip.analytics.eventday;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  18.  * 
  19.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  20.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  21.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  22.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  23.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  24.  *      and computational support.
  25.  *  
  26.  *      https://lakshmidrip.github.io/DROP/
  27.  *  
  28.  *  DROP is composed of three modules:
  29.  *  
  30.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  31.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  32.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  33.  * 
  34.  *  DROP Product Core implements libraries for the following:
  35.  *  - Fixed Income Analytics
  36.  *  - Loan Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Portfolio Core implements libraries for the following:
  40.  *  - Asset Allocation Analytics
  41.  *  - Asset Liability Management Analytics
  42.  *  - Capital Estimation Analytics
  43.  *  - Exposure Analytics
  44.  *  - Margin Analytics
  45.  *  - XVA Analytics
  46.  * 
  47.  *  DROP Computational Core implements libraries for the following:
  48.  *  - Algorithm Support
  49.  *  - Computation Support
  50.  *  - Function Analysis
  51.  *  - Model Validation
  52.  *  - Numerical Analysis
  53.  *  - Numerical Optimizer
  54.  *  - Spline Builder
  55.  *  - Statistical Learning
  56.  * 
  57.  *  Documentation for DROP is Spread Over:
  58.  * 
  59.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  60.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  61.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  62.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  63.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  64.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  65.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  66.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  67.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  68.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  69.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  70.  * 
  71.  *  Licensed under the Apache License, Version 2.0 (the "License");
  72.  *      you may not use this file except in compliance with the License.
  73.  *   
  74.  *  You may obtain a copy of the License at
  75.  *      http://www.apache.org/licenses/LICENSE-2.0
  76.  *  
  77.  *  Unless required by applicable law or agreed to in writing, software
  78.  *      distributed under the License is distributed on an "AS IS" BASIS,
  79.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  80.  *  
  81.  *  See the License for the specific language governing permissions and
  82.  *      limitations under the License.
  83.  */

  85. /**
  86.  * <i>Locale</i> contains the set of regular holidays and the weekend holidays for a location. It also
  87.  * provides the functionality to add custom holidays and weekends.
  88.  *
  89.  *  <br><br>
  90.  *  <ul>
  91.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  92.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  93.  *      <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>
  94.  *      <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>
  95.  *  </ul>
  96.  *
  97.  * @author Lakshmi Krishnamurthy
  98.  */

  100. public class Locale {
  101.     private Weekend _wkend = null;

  103.     private java.util.Set<Base> _setHolidays = new java.util.HashSet<Base>();

  105.     /**
  106.      * Construct an empty LocHolidays instance
  107.      */

  109.     public Locale()
  110.     {
  111.     }

  113.     /**
  114.      * Add the array of weekend days
  115.      * 
  116.      * @param aiDays Array of weekend days
  117.      * 
  118.      * @return Succeeded (true), failure (false)
  119.      */

  121.     public boolean addWeekend (
  122.         final int[] aiDays)
  123.     {
  124.         try {
  125.             return null != (_wkend = new Weekend (aiDays));
  126.         } catch (java.lang.Exception e) {
  127.             e.printStackTrace();
  128.         }

  130.         return false;
  131.     }

  133.     /**
  134.      * Add the regular SATURDAY/SUNDAY weekend
  135.      * 
  136.      * @return Succeeded (true), failure (false)
  137.      */

  139.     public boolean addStandardWeekend()
  140.     {
  141.         _wkend = Weekend.StandardWeekend();

  143.         return true;
  144.     }

  146.     /**
  147.      * Add the given date as a static holiday
  148.      * 
  149.      * @param dt Date
  150.      * @param strDescription Description
  151.      * 
  152.      * @return Succeeded (true), failure (false)
  153.      */

  155.     public boolean addStaticHoliday (
  156.         final org.drip.analytics.date.JulianDate dt,
  157.         final java.lang.String strDescription)
  158.     {
  159.         if (null == dt) return false;

  161.         try {
  162.             _setHolidays.add (new Static (dt, strDescription));

  164.             return true;
  165.         } catch (java.lang.Exception e) {
  166.             System.out.println (e.getMessage());
  167.         }

  169.         return false;
  170.     }

  172.     /**
  173.      * Add the given string date as a static holiday
  174.      * 
  175.      * @param strDate Date string
  176.      * @param strDescription Description
  177.      * 
  178.      * @return Succeeded (true), failure (false)
  179.      */

  181.     public boolean addStaticHoliday (
  182.         final java.lang.String strDate,
  183.         final java.lang.String strDescription)
  184.     {
  185.         if (null == strDate || strDate.isEmpty()) return false;

  187.         org.drip.analytics.date.JulianDate dtStaticHoliday =
  188.             org.drip.analytics.date.DateUtil.CreateFromDDMMMYYYY (strDate);

  190.         if (null == dtStaticHoliday) return false;

  192.         return addStaticHoliday (dtStaticHoliday, strDescription);
  193.     }

  195.     /**
  196.      * Add a fixed holiday from the day and month
  197.      * 
  198.      * @param iDay Day
  199.      * @param iMonth Month
  200.      * @param strDescription Description
  201.      * 
  202.      * @return Succeeded (true), failure (false)
  203.      */

  205.     public boolean addFixedHoliday (
  206.         final int iDay,
  207.         final int iMonth,
  208.         final java.lang.String strDescription)
  209.     {
  210.         _setHolidays.add (new Fixed (iDay, iMonth, _wkend, strDescription));

  212.         return true;
  213.     }

  215.     /**
  216.      * Add a floating holiday from the week in month, the day in week, the month, and whether holidays are
  217.      *      calculated from front/back.
  218.      * 
  219.      * @param iWeekInMonth Week in the Month
  220.      * @param iWeekDay Day in the week
  221.      * @param iMonth Month
  222.      * @param bFromFront Holidays are calculated from the start of the month (True)
  223.      * @param strDescription Description
  224.      * 
  225.      * @return Succeeded (true), failure (false)
  226.      */

  228.     public boolean addFloatingHoliday (
  229.         final int iWeekInMonth,
  230.         final int iWeekDay,
  231.         final int iMonth,
  232.         final boolean bFromFront,
  233.         final java.lang.String strDescription)
  234.     {
  235.         _setHolidays.add (new Variable (iWeekInMonth, iWeekDay, iMonth, bFromFront, _wkend,
  236.             strDescription));

  238.         return true;
  239.     }

  241.     /**
  242.      * Return the weekend
  243.      * 
  244.      * @return Weekend
  245.      */

  247.     public Weekend weekendDays()
  248.     {
  249.         return _wkend;
  250.     }

  252.     /**
  253.      * Return the set of week day holidays
  254.      * 
  255.      * @return Set of hoidays
  256.      */

  258.     public java.util.Set<Base> holidays()
  259.     {
  260.         return _setHolidays;
  261.     }
  262. }
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