webcab.lib.calendar.cities
Class BusinessCalendarTimeConversions

java.lang.Object
  |
  +--webcab.lib.calendar.cities.BusinessCalendarTimeConversions

public class BusinessCalendarTimeConversions

extends Object

This utility class uses the functionality provided by any given BusinessCalendar implementation in order to compute the number of day or years between two given sets of dates. It also provides specialized methods for internal computations.

See Also:

BusinessCalendar

Method Summary

static double	accruedInterest(double marketPrice, Date previousCouponPaymentDate, Date evaluationDate, Date settlementDate, Date[] couponPaymentDates, Date maturityDate, double[] couponPayments, String dayCountConvention) This method recalculates the target price of a bond by taking into account the accrued interest.
static double	daysBetweenAsDouble(Date startDate, Date endDate, BusinessCalendar businessCalendar) This method returns the number of days between two given dates as a rational number ( a double value ).
static double	daysBetweenAsDouble(Date startDate, Date endDate, String businessCalendar) This method returns the number of days between two given dates as a rational number ( a double value ).
static double	yearsBetweenAsDouble(Date startDate, Date endDate, BusinessCalendar businessCalendar) This method returns the number of years between two given dates as a rational number ( a double value ).
static double	yearsBetweenAsDouble(Date startDate, Date endDate, String businessCalendar) This method returns the number of years between two given dates as a rational number ( a double value ).
static double[]	yearsBetweenAsDoubleArray(Date startDate, Date[] endDates, BusinessCalendar businessCalendar) This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a double[] array ).
static double[]	yearsBetweenAsDoubleArray(Date startDate, Date[] endDates, String businessCalendar) This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a double[] array ).
static int	yearsBetweenAsInteger(Date startDate, Date endDate, BusinessCalendar businessCalendar) This method returns the number of years between two given dates as an integer ( an int value ).
static int	yearsBetweenAsInteger(Date startDate, Date endDate, String businessCalendar) This method returns the number of years between two given dates as an integer ( an int value ).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

yearsBetweenAsDouble

public static double yearsBetweenAsDouble(Date startDate,
                                          Date endDate,
                                          BusinessCalendar businessCalendar)

This method returns the number of years between two given dates as a rational number ( a double value ).

yearsBetweenAsDouble

public static double yearsBetweenAsDouble(Date startDate,
                                          Date endDate,
                                          String businessCalendar)

This method returns the number of years between two given dates as a rational number ( a double value ).

yearsBetweenAsInteger

public static int yearsBetweenAsInteger(Date startDate,
                                        Date endDate,
                                        BusinessCalendar businessCalendar)

This method returns the number of years between two given dates as an integer ( an int value ).

yearsBetweenAsInteger

public static int yearsBetweenAsInteger(Date startDate,
                                        Date endDate,
                                        String businessCalendar)

This method returns the number of years between two given dates as an integer ( an int value ).

yearsBetweenAsDoubleArray

public static double[] yearsBetweenAsDoubleArray(Date startDate,
                                                 Date[] endDates,
                                                 BusinessCalendar businessCalendar)

This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a double[] array ). The set describes the end dates. This method tries to return an array of double values which correspond to the given fixed start date - end dates pairs.

yearsBetweenAsDoubleArray

public static double[] yearsBetweenAsDoubleArray(Date startDate,
                                                 Date[] endDates,
                                                 String businessCalendar)

This method returns the number of years between a fixed date and a set of dates as a set of rational numbers ( a double[] array ). The set describes the end dates. This method tries to return an array of double values which correspond to the given fixed start date - end dates pairs.

daysBetweenAsDouble

public static double daysBetweenAsDouble(Date startDate,
                                         Date endDate,
                                         BusinessCalendar businessCalendar)

This method returns the number of days between two given dates as a rational number ( a double value ).

daysBetweenAsDouble

public static double daysBetweenAsDouble(Date startDate,
                                         Date endDate,
                                         String businessCalendar)

This method returns the number of days between two given dates as a rational number ( a double value ).

accruedInterest

public static double accruedInterest(double marketPrice,
                                     Date previousCouponPaymentDate,
                                     Date evaluationDate,
                                     Date settlementDate,
                                     Date[] couponPaymentDates,
                                     Date maturityDate,
                                     double[] couponPayments,
                                     String dayCountConvention)

This method recalculates the target price of a bond by taking into account the accrued interest.