/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.convention.rolldate; import org.threeten.bp.DayOfWeek; import org.threeten.bp.temporal.ChronoField; import org.threeten.bp.temporal.ChronoUnit; import org.threeten.bp.temporal.Temporal; import org.threeten.bp.temporal.TemporalAdjuster; import org.threeten.bp.temporal.TemporalAdjusters; import com.opengamma.util.ArgumentChecker; /** * Return the next quarterly IMM roll date for a date, which is the third Wednesday in March, June, * September or December. If the date falls on an IMM date, it is returned unadjusted. Sample output * for dates is: * <p> * 2013-01-01 will return 2013-03-20<br> * 2013-03-01 will return 2013-03-20<br> * 2013-03-19 will return 2013-03-20<br> * 2013-03-20 will return 2013-03-20<br> * 2013-03-21 will return 2013-06-19<br> * 2013-03-31 will return 2013-06-19<br> * 2014-12-31 will return 2014-03-19 */ public final class QuarterlyIMMRollDateAdjuster implements RollDateAdjuster { /** Adjusts a date to the third Wednesday of a month */ private static final TemporalAdjuster THIRD_WEDNESDAY = TemporalAdjusters.dayOfWeekInMonth(3, DayOfWeek.WEDNESDAY); /** The single instance */ private static final QuarterlyIMMRollDateAdjuster INSTANCE = new QuarterlyIMMRollDateAdjuster(); /** * Returns the single instance of this adjuster. * @return The adjuster */ public static RollDateAdjuster getAdjuster() { return INSTANCE; } /** * Private constructor. */ private QuarterlyIMMRollDateAdjuster() { } @Override public Temporal adjustInto(final Temporal temporal) { ArgumentChecker.notNull(temporal, "temporal"); final long month = temporal.getLong(ChronoField.MONTH_OF_YEAR); final long offset = month % 3L == 0L ? 0 : 3L - month % 3L; final Temporal temp = temporal.plus(offset, ChronoUnit.MONTHS); final Temporal immDateInMonth = temp.with(THIRD_WEDNESDAY); if (offset == 0L) { if (temp.getLong(ChronoField.DAY_OF_MONTH) > immDateInMonth.getLong(ChronoField.DAY_OF_MONTH)) { return temp.with(TemporalAdjusters.firstDayOfMonth()).plus(3L, ChronoUnit.MONTHS).with(THIRD_WEDNESDAY); } } return immDateInMonth; } @Override public long getMonthsToAdjust() { return 3L; } @Override public String getName() { return RollDateAdjusterFactory.QUARTERLY_IMM_ROLL_STRING; } }