[Objectlabkit-svn] SF.net SVN: objectlabkit:[283] trunk/datecalc-common/src/main/java/net/ objectlab/kit/datecalc/common

[<be...@us...>]

Revision: 283
          http://objectlabkit.svn.sourceforge.net/objectlabkit/?rev=283&view=rev
Author:   benoitx
Date:     2009-09-03 14:31:09 +0000 (Thu, 03 Sep 2009)

Log Message:
-----------
Added a couple of Tenors.

Modified Paths:
--------------
    trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java
    trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/TenorCode.java

Modified: trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java
===================================================================
--- trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java	2009-08-27 11:59:11 UTC (rev 282)
+++ trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/AbstractDateCalculator.java	2009-09-03 14:31:09 UTC (rev 283)
@@ -164,7 +164,7 @@
         }
 
         TenorCode tenorCode = tenor.getCode();
-        if (tenorCode != TenorCode.OVERNIGHT && spotLag != 0) {
+        if (tenorCode != TenorCode.OVERNIGHT && tenorCode != TenorCode.TOM_NEXT && spotLag != 0) {
             // get to the Spot date first:
             moveByBusinessDays(spotLag);
         }
@@ -186,6 +186,13 @@
         case OVERNIGHT:
             calc = moveByDays(1);
             break;
+        case TOM_NEXT: // it would have NOT moved by 
+            calc = moveByDays(1); // calculate Tomorrow
+            calc = moveByDays(1); // then the next!
+            break;
+        case SPOT_NEXT:
+            calc = moveByDays(1);
+            break;
         case SPOT:
             calc = this;
             break;
@@ -306,9 +313,7 @@
     }
 
     public DateCalculator<E> moveByBusinessDays(final int businessDays) {
-        if (businessDays > 0
-                && holidayHandler != null
-                && (holidayHandler.getType().equals(BACKWARD) || holidayHandler.getType().equals(MODIFIED_PRECEDING))) {
+        if (businessDays > 0 && holidayHandler != null && (holidayHandler.getType().equals(BACKWARD) || holidayHandler.getType().equals(MODIFIED_PRECEDING))) {
             throw new IllegalArgumentException("A " + MODIFIED_PRECEDING + " or " + BACKWARD + " does not allow positive steps for moveByBusinessDays");
         } else if (businessDays < 0 && holidayHandler != null
                 && (holidayHandler.getType().equals(FORWARD) || holidayHandler.getType().equals(MODIFIED_FOLLOWING))) {

Modified: trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/TenorCode.java
===================================================================
--- trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/TenorCode.java	2009-08-27 11:59:11 UTC (rev 282)
+++ trunk/datecalc-common/src/main/java/net/objectlab/kit/datecalc/common/TenorCode.java	2009-09-03 14:31:09 UTC (rev 283)
@@ -41,7 +41,7 @@
  * 
  */
 public enum TenorCode {
-    OVERNIGHT("ON", false), SPOT("SP", false), DAY("D", true), WEEK("W", true), MONTH("M", true), YEAR("Y", true);
+    OVERNIGHT("ON", false), SPOT("SP", false), TOM_NEXT("TN", false), SPOT_NEXT("SN", false), DAY("D", true), WEEK("W", true), MONTH("M", true), YEAR("Y", true);
 
     private final String code;
 


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