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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