Package org.jquantlib.time

Examples of org.jquantlib.time.Weekday

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        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();
            final int y  = t.year();
            final Weekday wd = t.weekday();

            // check if skipping any date
            if (!((dy == dyold + 1)
                    || (dy == 1 && dyold == 365 && !Date.isLeap(yold))
                    || (dy == 1 && dyold == 366 && Date.isLeap(yold)))) {
                fail("wrong day of year increment: \n"
                        + "    date: " + t + "\n"
                        + "    day of year: " + dy + "\n"
                        + "    previous:    " + dyold);
            }

            dyold = dy;

            if (!((d == dold + 1 && m == mold && y == yold) || (d == 1 && m == mold + 1 && y == yold) || (d == 1 && m == 1 && y == yold + 1)) ) {
                fail("wrong day,month,year increment: \n"
                        + "    date: " + t + "\n"
                        + "    day,month,year: " + d + "," + m + "," + y + "\n"
                        + "    previous:       " + dold + "," + mold + "," + yold);
            }

            dold = d;
            mold = m;
            yold = y;

            // check month definition
            if ((m < 1 || m > 12)) {
                fail("invalid month: \n" + "    date:  " + t + "\n" + "    month: " + m);
            }

            // check day definition
            if ((d < 1)) {
                fail("invalid day of month: \n" + "    date:  " + t + "\n" + "    day: " + d);
            }

            if (!((m == 1 && d <= 31)
                    || (m == 2 && d <= 28) || (m == 2 && d == 29 && Date.isLeap(y))
                    || (m == 3 && d <= 31) || (m == 4 && d <= 30) || (m == 5 && d <= 31) || (m == 6 && d <= 30)
                    || (m == 7 && d <= 31) || (m == 8 && d <= 31) || (m == 9 && d <= 30) || (m == 10 && d <= 31)
                    || (m == 11 && d <= 30) || (m == 12 && d <= 31))) {
                fail("invalid day of month: \n" + "    date:  " + t + "\n" + "    day: " + d);
            }

            // check weekday definition
            if (!((wd.value() == wdold.value() + 1) || (wd.value() == 1 && wdold.value() == 7))) {
                fail("invalid weekday: \n"
                        + "    date:  " + t + "\n"
                        + "    weekday:  " + wd + "\n"
                        + "    previous: " + wdold);
            }
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  public String getName() {
    return "Italian settlement";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth(), dd = date.getDayOfYear();
    Month m = date.getMonthEnum();
    int y = date.getYear();
    int em = easterMonday(y);
    if (isWeekend(w)
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  public String getName() {
    return "Milan stock exchange";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth(), dd = date.getDayOfYear();
    Month m = date.getMonthEnum();
    int y = date.getYear();
    int em = easterMonday(y);
    if (isWeekend(w)
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  public String getName() {
    return "Ukraine stock-exchange";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth(), dd = date.getDayOfYear();
    int m = date.getMonth();
    int y = date.getYear();
    int em = easterMonday(y); 
    if (isWeekend(w)
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  public String getName() {
    return "Iceland";
  }
 
  public boolean isBusinessDay(final Date date){
        Weekday w = date.getWeekday();
        
        int d = date.getDayOfMonth(), dd = date.getDayOfYear();
        int m = date.getMonth();
        int y = date.getYear();
        int em = easterMonday(y);
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              David Gilbert for IDB (http://www.jrefinery.com/ibd/)

        \ingroup calendars
    */ 
  public boolean isBusinessDay(final Date date /* @ReadOnly */) /* @ReadOnly */{
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth(), dd = date.getDayOfYear();
    Month m = date.getMonthEnum();
    int y = date.getYear();
    int em = easterMonday(y);
    if (isWeekend(w)
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        public String getName() {
            return "Korea exchange";
        }

        public boolean isBusinessDay(final Date date /* @ReadOnly */) /* @ReadOnly */{
            Weekday w = date.getWeekday();
            int d = date.getDayOfMonth();
            Month m = date.getMonthEnum();
            int y = date.getYear();

            if (isWeekend(w)
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  public String getName() {
    return "Brazil";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth();
    Month m = date.getMonthEnum();
    int y = date.getYear();
    int dd = date.getDayOfYear();
    int em = easterMonday(y);
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  public String getName() {
    return "BOVESPA";
  }

  public boolean isBusinessDay(Date date) {
    Weekday w = date.getWeekday();
    int d = date.getDayOfMonth();
    Month m = date.getMonthEnum();
    int y = date.getYear();
    int dd = date.getDayOfYear();
    int em = easterMonday(y);
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        public String getName() {
            return "Shanghai stock exchange";
        }

        public final boolean isBusinessDay(Date date) {
            Weekday w = date.getWeekday();
            int d = date.getDayOfMonth();
            Month m = date.getMonthEnum();
            int y = date.getYear();

            if (isWeekend(w)
View Full Code Here
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Related Classes of org.jquantlib.time.Weekday

  • org.jquantlib.indexes.BMAIndex
  • org.jquantlib.samples.Dates
  • org.jquantlib.termstructures.yieldcurves.BMASwapRateHelper
  • org.jquantlib.testsuite.date.DatesTest
  • org.jquantlib.testsuite.termstructures.yieldcurves.PiecewiseYieldCurveTest
  • org.jquantlib.testsuite.time.DatesTest
  • org.jquantlib.time.calendars.Argentina$MervalImpl
  • org.jquantlib.time.calendars.ArgentinaSettlementCalendar
  • org.jquantlib.time.calendars.Australia
  • org.jquantlib.time.calendars.Australia$AustraliaImpl
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