CalendarAPI.java
package org.drip.sample.date;
import java.util.*;
import org.drip.analytics.date.*;
import org.drip.analytics.daycount.Convention;
import org.drip.service.env.EnvManager;
/*
* -*- 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
*
* 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>CalendarAPI</i> demonstrates Calendar API Functionality.
*
* <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/sample/README.md">DROP API Construction and Usage</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/date/README.md">Calendar Date Roll Day Count</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class CalendarAPI {
/**
* Sample demonstrating the calendar API
*
* USE WITH CARE: This sample ignores errors and does not handle exceptions.
*/
private static final void CalenderAPISample()
throws Exception
{
/*
* Get all the holiday locations in CreditAnalytics
*/
/* Set<String> setLoc = CreditAnalytics.GetHolLocations();
System.out.println ("Num Hol Locations: " + setLoc.size());
for (String strLoc : setLoc)
System.out.println (strLoc); */
/*
* Get all the holidays in the year according the calendar set
*/
/* JulianDate[] adtHols = CreditAnalytics.GetHolsInYear (
"USD,GBP",
2011
);
System.out.println ("USD,GBP has " + adtHols.length + " hols");
for (int i = 0; i < adtHols.length; ++i)
System.out.println (adtHols[i]); */
/*
* Get all the week day holidays in the year according the calendar set
*/
/* JulianDate[] adtWeekDayHols = CreditAnalytics.GetWeekDayHolsInYear (
"USD,GBP",
2011
);
System.out.println ("USD,GBP has " + adtWeekDayHols.length + " week day hols");
for (int i = 0; i < adtWeekDayHols.length; ++i)
System.out.println (adtWeekDayHols[i]); */
/*
* Get all the weekend holidays in the year according the calendar set
*/
/* JulianDate[] adtWeekendHols = CreditAnalytics.GetWeekendHolsInYear (
"USD,GBP",
2011
);
System.out.println ("USD,GBP has " + adtWeekendHols.length + " weekend hols");
for (int i = 0; i < adtWeekendHols.length; ++i)
System.out.println (adtWeekendHols[i]); */
/*
* Indicate which days correspond to the weekend for the given calendar set
*/
/* int[] aiWkendDays = CreditAnalytics.GetWeekendDays ("USD,GBP");
for (int i = 0; i < aiWkendDays.length; ++i)
System.out.println (DateUtil.DayChars (aiWkendDays[i]));
System.out.println ("USD,GBP has " + aiWkendDays.length + " weekend days"); */
/*
* Check if the given day is a holiday
*/
/* boolean bIsHoliday = CreditAnalytics.IsHoliday (
"USD,GBP",
DateUtil.CreateFromYMD (
2011,
12,
28
)
);
System.out.println (DateUtil.CreateFromYMD (2011, 12, 28) + " is a USD,GBP holiday? " + bIsHoliday); */
JulianDate dtToday = DateUtil.Today();
/*
* List all the holidays between the specified days according to the calendar set
*/
List<Integer> lsHols = Convention.HolidaySet
(dtToday.julian(), dtToday.addYears (1).julian(), "USD,GBP");
for (int iDate : lsHols)
System.out.println (new JulianDate (iDate).toOracleDate());
}
public static final void main (
final String astrArgs[])
throws Exception
{
// String strConfig = "c:\\Lakshmi\\BondAnal\\Config.xml";
String strConfig = "";
EnvManager.InitEnv (strConfig);
CalenderAPISample();
EnvManager.TerminateEnv();
}
}