Weekend.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>Weekend</i> holds the left and the right weekend days. It provides functionality to retrieve them,
* check if the given day is a weekend, and serialize/de-serialize weekend days.
*
* <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 Weekend {
private int[] _aiDay = null;
/**
* Create a Weekend Instance with SATURDAY and SUNDAY
*
* @return Weekend object
*/
public static final Weekend StandardWeekend()
{
try {
return new Weekend (new int[] {org.drip.analytics.date.DateUtil.SUNDAY,
org.drip.analytics.date.DateUtil.SATURDAY});
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Create the weekend instance object from the array of the weekend days
*
* @param aiDay Array of the weekend days
*
* @throws java.lang.Exception Thrown if cannot properly de-serialize Weekend
*/
public Weekend (
final int[] aiDay)
throws java.lang.Exception
{
if (null == aiDay) throw new java.lang.Exception ("Weekend ctr: Invalid Inputs");
int iNumWeekendDays = aiDay.length;;
if (0 == iNumWeekendDays) throw new java.lang.Exception ("Weekend ctr: Invalid Inputs");
_aiDay = new int[iNumWeekendDays];
for (int i = 0; i < iNumWeekendDays; ++i)
_aiDay[i] = aiDay[i];
}
/**
* Retrieve the weekend days
*
* @return Array of the weekend days
*/
public int[] days()
{
return _aiDay;
}
/**
* Is the given date a left weekend day
*
* @param iDate Date
*
* @return True (Left weekend day)
*/
public boolean isLeftWeekend (
final int iDate)
{
if (null == _aiDay || 0 == _aiDay.length) return false;
if (_aiDay[0] == (iDate % 7)) return true;
return false;
}
/**
* Is the given date a right weekend day
*
* @param dblDate Date
*
* @return True (Right weekend day)
*/
public boolean isRightWeekend (
final double dblDate)
{
if (null == _aiDay || 1 >= _aiDay.length) return false;
if (_aiDay[1] == (dblDate % 7)) return true;
return false;
}
/**
* Is the given date a weekend day
*
* @param iDate Date
*
* @return True (Weekend day)
*/
public boolean isWeekend (
final int iDate)
{
return isLeftWeekend (iDate) || isRightWeekend (iDate);
}
}