/*
* ObjectLab, http://www.objectlab.co.uk/open is sponsoring the ObjectLab Kit.
*
* Based in London, we are world leaders in the design and development
* of bespoke applications for the securities financing markets.
*
* <a href="http://www.objectlab.co.uk/open">Click here to learn more</a>
* ___ _ _ _ _ _
* / _ \| |__ (_) ___ ___| |_| | __ _| |__
* | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
* | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
* \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
* |__/
*
* www.ObjectLab.co.uk
*
* $Id$
*
* Copyright 2006 the original author or authors.
*
* 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.
*/
package net.objectlab.kit.datecalc.common;
import java.util.List;
/**
* The IMMDates are defined as the 3rd Wednesday of March, June, September and
* December.
*
* @author Benoit Xhenseval
* @param <E>
* a representation of a date, typically JDK: Date, Calendar;
* Joda:LocalDate, YearMonthDay
*
*/
public interface IMMDateCalculator<E> {
/**
* Checks if a given date is an official IMM Date (3rd Wednesdays of
* March/June/Sept/Dec.
*
* @param date
* @return true if that date is an IMM date.
*/
boolean isIMMDate(final E date);
/**
* Given a start date, it will return the next IMM Date, even if the start
* date is an IMM date (same as calling
* getNextIMMDate(IMMPeriod.QUARTERLY)).
*
* @param startDate
* @return the next IMMDate based on current business date.
*/
E getNextIMMDate(final E startDate);
/**
* Given a start date, it will return the next IMM Date based on the
* IMMPeriod, even if the start date is an IMM date.
*
* @param startDate
* @param period
* specify when the "next" IMM is, if quarterly then it is the
* conventional algorithm.
* @return the next IMMDate based on current date.
*/
E getNextIMMDate(final E startDate, final IMMPeriod period);
// -----------------------------------------------------------------------
//
// ObjectLab, world leaders in the design and development of bespoke
// applications for the securities financing markets.
// www.ObjectLab.co.uk
//
// -----------------------------------------------------------------------
/**
* Given a start date, it will return the previous IMM Date, even if the
* start date is an IMM date.
*
* @param startDate
* @return the previous IMMDate based on current date.
*/
E getPreviousIMMDate(final E startDate);
/**
* Given a start date, it will return the previous IMM Date based on the
* IMMPeriod, even if the start date is an IMM date.
*
* @param period
* specify when the "previous" IMM is, if quarterly then it is
* the conventional algorithm.
* @return the previous IMMDate based on current date.
*/
E getPreviousIMMDate(final E startDate, final IMMPeriod period);
/**
* Returns a list of IMM dates between 2 dates, it will exclude the start
* date if it is an IMM date but would include the end date if it is an IMM
* (same as as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).
*
* @param start
* start of the interval, excluded
* @param end
* end of the interval, may be included.
* @return list of IMM dates
*/
List<E> getIMMDates(final E start, final E end);
/**
* Returns a list of N IMM dates from a given date, it will exclude the start
* date if it is an IMM date
* (same as as calling getIMMDates(start,end,IMMPeriod.QUARTERLY)).
*
* @param start
* start of the interval, excluded
* @param numberOfDates
* number of IMM dates to return.
* @return list of IMM dates
* @since 1.4.0
*/
List<E> getNextIMMDates(final E start, final int numberOfDates);
/**
* Returns a list of IMM dates between 2 dates, it will exclude the start
* date if it is an IMM date but would include the end date if it is an IMM.
*
* @param start
* start of the interval, excluded
* @param end
* end of the interval, may be included.
* @param period
* specify when the "next" IMM is, if quarterly then it is the
* conventional algorithm.
* @return list of IMM dates
*/
List<E> getIMMDates(final E start, final E end, final IMMPeriod period);
}
/*
* ObjectLab, http://www.objectlab.co.uk/open is sponsoring the ObjectLab Kit.
*
* Based in London, we are world leaders in the design and development
* of bespoke applications for the securities financing markets.
*
* <a href="http://www.objectlab.co.uk/open">Click here to learn more about us</a>
* ___ _ _ _ _ _
* / _ \| |__ (_) ___ ___| |_| | __ _| |__
* | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
* | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
* \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
* |__/
*
* www.ObjectLab.co.uk
*/