/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.basics.schedule;
import java.time.DayOfWeek;
import java.time.LocalDate;
import org.joda.convert.FromString;
import org.joda.convert.ToString;
import com.opengamma.strata.basics.schedule.DayRollConventions.Dom;
import com.opengamma.strata.basics.schedule.DayRollConventions.Dow;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.named.ExtendedEnum;
import com.opengamma.strata.collect.named.Named;
/**
* A convention defining how to roll dates.
* <p>
* A {@linkplain PeriodicSchedule periodic schedule} is determined using a periodic frequency.
* When applying the frequency, the roll convention is used to fine tune the dates.
* This might involve selecting the last day of the month, or the third Wednesday.
* <p>
* To get the next date in the schedule, take the base date and the
* {@linkplain Frequency periodic frequency}. Once this date is calculated,
* the roll convention is applied to produce the next schedule date.
* <p>
* The most common implementations are provided as constants on {@link RollConventions}.
* Additional implementations may be added by implementing this interface.
* <p>
* All implementations of this interface must be immutable and thread-safe.
*/
public interface RollConvention
extends Named {
/**
* Obtains an instance from the specified unique name.
*
* @param uniqueName the unique name
* @return the roll convention
* @throws IllegalArgumentException if the name is not known
*/
@FromString
public static RollConvention of(String uniqueName) {
ArgChecker.notNull(uniqueName, "uniqueName");
return extendedEnum().lookup(uniqueName);
}
/**
* Obtains an instance from the day-of-month.
* <p>
* This convention will adjust the input date to the specified day-of-month.
* The year and month of the result date will be the same as the input date.
* It is intended for use with periods that are a multiple of months.
* <p>
* If the month being adjusted has a length less than the requested day-of-month
* then the last valid day-of-month will be chosen. As such, passing 31 to this
* method is equivalent to selecting the end-of-month convention.
*
* @param dayOfMonth the day-of-month, from 1 to 31
* @return the roll convention
* @throws IllegalArgumentException if the day-of-month is invalid
*/
public static RollConvention ofDayOfMonth(int dayOfMonth) {
return Dom.of(dayOfMonth);
}
/**
* Obtains an instance from the day-of-week.
* <p>
* This convention will adjust the input date to the specified day-of-week.
* It is intended for use with periods that are a multiple of weeks.
* <p>
* In {@code adjust()}, if the input date is not the required day-of-week,
* then the next occurrence of the day-of-week is selected, up to 6 days later.
* <p>
* In {@code next()}, the day-of-week is selected after the frequency is added.
* If the calculated date is not the required day-of-week, then the next occurrence
* of the day-of-week is selected, up to 6 days later.
* <p>
* In {@code previous()}, the day-of-week is selected after the frequency is subtracted.
* If the calculated date is not the required day-of-week, then the previous occurrence
* of the day-of-week is selected, up to 6 days earlier.
*
* @param dayOfWeek the day-of-week
* @return the roll convention
*/
public static RollConvention ofDayOfWeek(DayOfWeek dayOfWeek) {
return Dow.of(dayOfWeek);
}
/**
* Gets the extended enum helper.
* <p>
* This helper allows instances of the convention to be looked up.
* It also provides the complete set of available instances.
*
* @return the extended enum helper
*/
public static ExtendedEnum<RollConvention> extendedEnum() {
return RollConventions.ENUM_LOOKUP;
}
//-------------------------------------------------------------------------
/**
* Adjusts the date according to the rules of the roll convention.
* <p>
* See the description of each roll convention to understand the rule applied.
* <p>
* It is recommended to use {@code next()} and {@code previous()} rather than
* directly using this method.
*
* @param date the date to adjust
* @return the adjusted temporal
*/
public abstract LocalDate adjust(LocalDate date);
/**
* Checks if the date matches the rules of the roll convention.
* <p>
* See the description of each roll convention to understand the rule applied.
*
* @param date the date to check
* @return true if the date matches this convention
*/
public default boolean matches(LocalDate date) {
ArgChecker.notNull(date, "date");
return date.equals(adjust(date));
}
//-------------------------------------------------------------------------
/**
* Calculates the next date in the sequence after the input date.
* <p>
* This takes the input date, adds the periodic frequency and adjusts the date
* as necessary to match the roll convention rules.
* The result will always be after the input date.
* <p>
* The default implementation is suitable for month-based conventions.
*
* @param date the date to adjust
* @param periodicFrequency the periodic frequency of the schedule
* @return the adjusted date
*/
public default LocalDate next(LocalDate date, Frequency periodicFrequency) {
ArgChecker.notNull(date, "date");
ArgChecker.notNull(periodicFrequency, "periodicFrequency");
LocalDate calculated = adjust(date.plus(periodicFrequency));
if (calculated.isAfter(date) == false) {
calculated = adjust(date.plusMonths(1));
}
return calculated;
}
//-------------------------------------------------------------------------
/**
* Calculates the previous date in the sequence after the input date.
* <p>
* This takes the input date, subtracts the periodic frequency and adjusts the date
* as necessary to match the roll convention rules.
* The result will always be before the input date.
* <p>
* The default implementation is suitable for month-based conventions.
*
* @param date the date to adjust
* @param periodicFrequency the periodic frequency of the schedule
* @return the adjusted date
*/
public default LocalDate previous(LocalDate date, Frequency periodicFrequency) {
ArgChecker.notNull(date, "date");
ArgChecker.notNull(periodicFrequency, "periodicFrequency");
LocalDate calculated = adjust(date.minus(periodicFrequency));
if (calculated.isBefore(date) == false) {
calculated = adjust(date.minusMonths(1));
}
return calculated;
}
//-------------------------------------------------------------------------
/**
* Gets the day-of-month that the roll convention implies.
* <p>
* This extracts the day-of-month for simple roll conventions.
* The numeric roll conventions will return their day-of-month.
* The 'EOM' convention will return 31.
* All other conventions will return zero.
*
* @return the day-of-month that the roll convention implies, zero if not applicable
*/
public default int getDayOfMonth() {
return 0;
}
/**
* Gets the name that uniquely identifies this convention.
* <p>
* This name is used in serialization and can be parsed using {@link #of(String)}.
*
* @return the unique name
*/
@ToString
@Override
public abstract String getName();
}