Examples of Brazil

org.jquantlib.time.calendars.Brazil
! Banking holidays:
- Saturdays
- Sundays
- New Year's Day, January 1st
- Tiradentes's Day, April 21th
- Labour Day, May 1st
- Independence Day, September 21th
- Nossa Sra. Aparecida Day, October 12th
- All Souls Day, November 2nd
- Republic Day, November 15th
- Black Awareness Day, November 20th
- Christmas, December 25th
- Passion of Christ
- Carnival
- Corpus Christi
Holidays for the Bovespa stock exchange
- Saturdays
- Sundays
- New Year's Day, January 1st
- Sao Paulo City Day, January 25th
- Tiradentes's Day, April 21th
- Labour Day, May 1st
- Revolution Day, July 9th
- Independence Day, September 21th
- Nossa Sra. Aparecida Day, October 12th
- All Souls Day, November 2nd
- Republic Day, November 15th
- Black Awareness Day, November 20th (since 2007)
- Christmas, December 25th
- Passion of Christ
- Carnival
- Corpus Christi
- the last business day of the year
@author Srinivas Hasti @author Dominik Holenstein

Examples of org.jquantlib.time.calendars.Brazil


      for (int bondIndex = 0; bondIndex < maturityDates.length; bondIndex++) {


          // plain
          final InterestRate yield = new InterestRate(yields[bondIndex],
                             new Business252(new Brazil()),
                             Compounding.Compounded, Frequency.Annual);


          final Schedule schedule = new Schedule(new Date(1,Month.January,2007),
                            maturityDates[bondIndex], new Period(Frequency.Semiannual),
                            new Brazil(Brazil.Market.SETTLEMENT),
                            BusinessDayConvention.Unadjusted, BusinessDayConvention.Unadjusted,
                            DateGeneration.Rule.Backward, false);


          // fixed coupons
          final Leg cashflows =
              new FixedRateLeg(schedule, new Actual360())
              .withNotionals(faceAmount)
              .withCouponRates(couponRates)
              .withPaymentAdjustment(BusinessDayConvention.ModifiedFollowing).Leg();
          // redemption
          cashflows.add(new SimpleCashFlow(faceAmount, cashflows.last().date()));


          final Bond bond = new Bond(settlementDays, new Brazil(Brazil.Market.SETTLEMENT),
                    faceAmount, cashflows.last().date(),
                    new Date(1,Month.January,2007), cashflows);


          final double cachedPrice = prices[bondIndex];

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Examples of org.jquantlib.time.calendars.Brazil

                -0.1507936507937,
                0.1507936507937,
                0.2023809523810
        };


        final DayCounter dayCounter = new Business252(new Brazil(Brazil.Market.SETTLEMENT));


        for (int i=1; i<testDates.length-1; i++) {
            final Date start = testDates[i-1];
            final Date end = testDates[i];
            /*@Time*/ final double  calculated = dayCounter.yearFraction(start, end);

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Examples of org.jquantlib.time.calendars.Brazil

@QualityAssurance(quality=Quality.Q4_UNIT, version=Version.V097, reviewers="Richard Gomes")
public class Business252 extends DayCounter {




    public Business252() {
        this(new Brazil());
    }

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Examples of org.jquantlib.time.calendars.Brazil

                -0.1507936507937,
                0.1507936507937,
                0.2023809523810
        };


        final DayCounter dayCounter = new Business252(new Brazil(Brazil.Market.SETTLEMENT));


        for (int i=1; i<testDates.length-1; i++) {
            final Date start = testDates[i-1];
            final Date end = testDates[i];
            /*@Time*/ final double  calculated = dayCounter.yearFraction(start, end);

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Examples of org.jquantlib.time.calendars.Brazil

    
    @Test
    public void testEqualityHashCode() {


        QL.info("Testing Equality and HashCode ...");
        final DayCounter business252Brazil = new Business252(new Brazil(Brazil.Market.SETTLEMENT));
        final DayCounter business252Brazil1 = new Business252(new Brazil(Brazil.Market.SETTLEMENT));


        
        final DayCounter business252China = new Business252(new China(China.Market.SSE));
        final DayCounter simpleDayCounter = new SimpleDayCounter();      
        final DayCounter actual360 = new Actual360();

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Examples of org.jquantlib.time.calendars.Brazil


      for (int bondIndex = 0; bondIndex < maturityDates.length; bondIndex++) {


          // plain
          final InterestRate yield = new InterestRate(yields[bondIndex],
                             new Business252(new Brazil()),
                             Compounding.Compounded, Frequency.Annual);


          final Schedule schedule = new Schedule(new Date(1,Month.January,2007),
                            maturityDates[bondIndex], new Period(Frequency.Semiannual),
                            new Brazil(Brazil.Market.SETTLEMENT),
                            BusinessDayConvention.Unadjusted, BusinessDayConvention.Unadjusted,
                            DateGeneration.Rule.Backward, false);


          // fixed coupons
          final Leg cashflows =
              new FixedRateLeg(schedule, new Actual360())
              .withNotionals(faceAmount)
              .withCouponRates(couponRates)
              .withPaymentAdjustment(BusinessDayConvention.ModifiedFollowing).Leg();
          // redemption
          cashflows.add(new SimpleCashFlow(faceAmount, cashflows.last().date()));


          final Bond bond = new Bond(settlementDays, new Brazil(Brazil.Market.SETTLEMENT),
                    faceAmount, cashflows.last().date(),
                    new Date(1,Month.January,2007), cashflows);


          final double cachedPrice = prices[bondIndex];

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Examples of org.jquantlib.time.calendars.Brazil

  private final Calendar exchange;
  private final Calendar settlement;


  public BrazilCalendarTest() {
    QL.info("::::: "+this.getClass().getSimpleName()+" :::::");
      exchange = new Brazil(Brazil.Market.BOVESPA);
      settlement = new Brazil(Brazil.Market.SETTLEMENT);
  }

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