Examples of org.jquantlib.time.Date

org.jquantlib.time.Date
Date class to represent time in days. @author Richard Gomes

    @Test
    public void consistencyCheck() {


        QL.info("Testing dates...");


        final Date minD = Date.minDate();
        final Date maxD = Date.maxDate();


        int dyold = minD.dayOfYear();
        int dold  = minD.dayOfMonth();
        int mold  = minD.month().value();
        int yold  = minD.year();
        Weekday wdold = minD.weekday();


        final Date minDate = minD.clone().inc();
        final Date maxDate = maxD.clone().dec();


        for (final Date t = minDate; t.le(maxDate); t.inc()) {
            final int dy = t.dayOfYear();
            final int d  = t.dayOfMonth();
            final int m  = t.month().value();

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    @Test
    public void isoDates() {
        QL.info("Testing ISO dates...");
        final String input_date = "2006-01-15";
        final Date d = DateParser.parseISO(input_date);
        if ((d.dayOfMonth() != 15) || (d.month() != Month.January) || (d.year() != 2006)) {
            fail("Iso date failed\n"
                    + " input date:    " + input_date + "\n"
                    + " day of month:  " + d.dayOfMonth() + "\n"
                    + " month:         " + d.month() + "\n"
                    + " year:          " + d.year());
        }
    }

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        public SingleCase(
                final ActualActual.Convention convention,
                final Date start,
                final Date end,
                final /*@Time*/ double result) {
            this(convention, start, end, new Date(), new Date(), result);
        }

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    @Test
    public void testLowerUpperBound() {
        final List<Date> dates = new ArrayList<Date>();


        dates.add(new Date(1,1,2009));
        dates.add(new Date(2,1,2009));
        dates.add(new Date(3,1,2009));
        dates.add(new Date(3,1,2009));
        dates.add(new Date(4,1,2009));
        dates.add(new Date(5,1,2009));
        dates.add(new Date(7,1,2009));
        dates.add(new Date(7,1,2009));
        dates.add(new Date(8,1,2009));


        final Date lowerDate = new Date(3,1,2009);
        final Date upperDate = new Date(7,1,2009);
        final int expectedLowerBound = 2;
        final int expectedUpperBound = 8;
        final int lowerBound = Date.lowerBound(dates, lowerDate);
        final int upperBound = Date.upperBound(dates, upperDate);

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     * @see org.jquantlib.indexes.InterestRateIndex#forecastFixing(org.jquantlib.util.Date)
     */
    @Override
    protected double forecastFixing(final Date fixingDate) {
        QL.require(! handle.empty() , "no forecasting term structure set to " + name());  // QA:[RG]::verified // TODO: message
        final Date fixingValueDate = valueDate(fixingDate);
        final Date endValueDate = maturityDate(fixingValueDate);
        final double fixingDiscount = handle.currentLink().discount(fixingValueDate);
        final double endDiscount = handle.currentLink().discount(endValueDate);
        final double fixingPeriod = dayCounter().yearFraction(fixingValueDate, endValueDate);
        return (fixingDiscount / endDiscount - 1.0) / fixingPeriod;
    }

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    @Test
    public void testNotificationSubAssign() {


        QL.info("Testing observability of dates using operation Date#subAssign()");


        final Date me = Date.todaysDate();
        final Flag f = new Flag();
        me.addObserver(f);
        me.subAssign(1);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }
    }

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    @Test
    public void testNotificationSub() {


        QL.info("Testing observability of dates using operation Date#sub()");


        final Date me = Date.todaysDate();
        final Flag f = new Flag();
        me.addObserver(f);
        me.sub(1);
        if (f.isUp()) {
            fail("Observer was notified of date change whilst it was not expected");
        }
    }

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    @Test
    public void testNotificationHandle() {


        QL.info("Testing notification of date handles...");


        final Date me1 = Date.todaysDate();
        final RelinkableHandle<Date> h = new RelinkableHandle<Date>(me1);


        final Flag f = new Flag();
        h.addObserver(f);


        final Date weekAgo = Date.todaysDate().sub(7);
        final Date me2 = weekAgo;


        h.linkTo(me2);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }

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    @Test
    public void testNotificationHandleSubAssign() {


        QL.info("Testing notification of date handles using operation Date#subAssign().");


        final Date me1 = Date.todaysDate();
        final RelinkableHandle<Date> h = new RelinkableHandle<Date>(me1);


        final Flag f = new Flag();
        h.addObserver(f);


        me1.subAssign(1);
        if (!f.isUp()) {
            fail("Observer was not notified of date change");
        }
    }

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    @Test
    public void testNotificationHandleSub() {


        QL.info("Testing ntification of date handles using operation Date#sub().");


        final Date me1 = Date.todaysDate();
        final RelinkableHandle<Date> h = new RelinkableHandle<Date>(me1);


        final Flag f = new Flag();
        h.addObserver(f);


        me1.sub(1);
        if (f.isUp()) {
            fail("Observer was notified of date change whilst it was not expected");
        }
    }

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