org.jfree.date

Class SerialDateUtilities

java.lang.Object

org.jfree.date.SerialDateUtilities

public class SerialDateUtilities
extends Object

A utility class that provides a number of useful methods (some static). Many of these are used in the implementation of the day-count convention classes. I recognise some limitations in this implementation:

[1] some of the methods assume that the default Calendar is a GregorianCalendar (used mostly to determine leap years) - so the code won’t work if some other Calendar is the default. I'm not sure how to handle this properly?

[2] a whole bunch of static methods isn't very object-oriented - but I couldn't think of a good way to extend the Date and Calendar classes to add the functions I required, so static methods are doing the job for now.

Author:

David Gilbert

Constructor Summary

Constructors

Constructor and Description
SerialDateUtilities() Creates a new utility class for the default locale.

Method Summary

Methods

Modifier and Type	Method and Description
static int	countFeb29s(SerialDate start, SerialDate end) Returns the number of times that February 29 falls within the specified date range.
static int	dayCount30(SerialDate start, SerialDate end) Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month (that is, corresponding to the 30/360 day-count convention).
static int	dayCount30E(SerialDate start, SerialDate end) Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month, and applying the European adjustment (that is, corresponding to the 30E/360 day-count convention).
static int	dayCount30ISDA(SerialDate start, SerialDate end) Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month, and applying the ISDA adjustments (that is, corresponding to the 30/360 (ISDA) day-count convention).
static int	dayCount30PSA(SerialDate start, SerialDate end) Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month, and applying the PSA adjustments (that is, corresponding to the 30/360 (PSA) day-count convention).
static int	dayCountActual(SerialDate start, SerialDate end) Returns the actual number of days between two dates.
String[]	getMonths() Returns an array of strings representing the months.
String[]	getWeekdays() Returns an array of strings representing the days-of-the-week.
static boolean	isLastDayOfFebruary(SerialDate d) Returns true if the specified date is the last day in February (that is, the 28th in non-leap years, and the 29th in leap years).
int	stringToWeekday(String s) Converts the specified string to a weekday, using the default locale.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SerialDateUtilities

public SerialDateUtilities()

Creates a new utility class for the default locale.

Method Detail

getWeekdays

public String[] getWeekdays()

Returns an array of strings representing the days-of-the-week.

Returns:

an array of strings representing the days-of-the-week.

getMonths

public String[] getMonths()

Returns an array of strings representing the months.

Returns:

an array of strings representing the months.

stringToWeekday

public int stringToWeekday(String s)

Converts the specified string to a weekday, using the default locale.

Parameters:

s - a string representing the day-of-the-week.

Returns:

an integer representing the day-of-the-week.

dayCountActual

public static int dayCountActual(SerialDate start,
                 SerialDate end)

Returns the actual number of days between two dates.

Parameters:

start - the start date.

end - the end date.

Returns:

the number of days between the start date and the end date.

dayCount30

public static int dayCount30(SerialDate start,
             SerialDate end)

Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month (that is, corresponding to the 30/360 day-count convention).

The method handles cases where the start date is before the end date (by switching the dates and returning a negative result).

Parameters:

start - the start date.

end - the end date.

Returns:

the number of days between the two dates, assuming the 30/360 day-count convention.

dayCount30ISDA

public static int dayCount30ISDA(SerialDate start,
                 SerialDate end)

Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month, and applying the ISDA adjustments (that is, corresponding to the 30/360 (ISDA) day-count convention).

The method handles cases where the start date is before the end date (by switching the dates around and returning a negative result).

Parameters:

start - the start date.

end - the end date.

Returns:

The number of days between the two dates, assuming the 30/360 (ISDA) day-count convention.

dayCount30PSA

public static int dayCount30PSA(SerialDate start,
                SerialDate end)

Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month, and applying the PSA adjustments (that is, corresponding to the 30/360 (PSA) day-count convention). The method handles cases where the start date is before the end date (by switching the dates around and returning a negative result).

Parameters:

start - the start date.

end - the end date.

Returns:

The number of days between the two dates, assuming the 30/360 (PSA) day-count convention.

dayCount30E

public static int dayCount30E(SerialDate start,
              SerialDate end)

Returns the number of days between the specified start and end dates, assuming that there are thirty days in every month, and applying the European adjustment (that is, corresponding to the 30E/360 day-count convention).

The method handles cases where the start date is before the end date (by switching the dates around and returning a negative result).

Parameters:

start - the start date.

end - the end date.

Returns:

the number of days between the two dates, assuming the 30E/360 day-count convention.

isLastDayOfFebruary

public static boolean isLastDayOfFebruary(SerialDate d)

Returns true if the specified date is the last day in February (that is, the 28th in non-leap years, and the 29th in leap years).

Parameters:

d - the date to be tested.

Returns:

a boolean that indicates whether or not the specified date is the last day of February.

countFeb29s

public static int countFeb29s(SerialDate start,
              SerialDate end)

Returns the number of times that February 29 falls within the specified date range. The result needs to correspond to the ACT/365 (Japanese) day-count convention. The difficult cases are where the start or the end date is Feb 29 (include or not?). Need to find out how JGBs do this (since this is where the ACT/365 (Japanese) convention comes from ...

Parameters:

start - the start date.

end - the end date.

Returns:

the number of times that February 29 occurs within the date range.