Uses of Interface
com.activeviam.risk.core.dates.IBusinessDayCalendar
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Packages that use IBusinessDayCalendar Package Description com.activeviam.risk.core.dates com.activeviam.risk.core.dates.impl -
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Uses of IBusinessDayCalendar in com.activeviam.risk.core.dates
Methods in com.activeviam.risk.core.dates with parameters of type IBusinessDayCalendar Modifier and Type Method Description LocalDate
IBusinessDayConvention. businessDay(LocalDate date, IBusinessDayCalendar calendar)
Rolls the input date to the appropriate business day.LocalDate
ITenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention).LocalDate
ITenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention). -
Uses of IBusinessDayCalendar in com.activeviam.risk.core.dates.impl
Methods in com.activeviam.risk.core.dates.impl that return IBusinessDayCalendar Modifier and Type Method Description protected abstract IBusinessDayCalendar
AMaturityConverter. getBusinessDayCalendar(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
protected IBusinessDayCalendar
SimpleMaturityConverter. getBusinessDayCalendar(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
Methods in com.activeviam.risk.core.dates.impl with parameters of type IBusinessDayCalendar Modifier and Type Method Description LocalDate
BusinessDayFollowing. businessDay(LocalDate date, IBusinessDayCalendar calendar)
LocalDate
BusinessDayModifiedFollowing. businessDay(LocalDate date, IBusinessDayCalendar calendar)
LocalDate
BusinessDayModifiedPrevious. businessDay(LocalDate date, IBusinessDayCalendar calendar)
LocalDate
BusinessDayNoAdjustment. businessDay(LocalDate date, IBusinessDayCalendar calendar)
LocalDate
BusinessDayPrevious. businessDay(LocalDate date, IBusinessDayCalendar calendar)
LocalDate
LegacyTenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
LegacyTenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Implementation ofITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar)
which first converts the tenor into a number of days usingLegacyTenorConverter.calculateNbDays(String, String)
.LocalDate
PeriodActualTenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
PeriodActualTenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
SmileTenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
SmileTenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Implementation ofITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar)
which first converts the tenor into a number of days usingSmileTenorConverter.calculateNbDays(String)
.LocalDate
TenorConverter30360. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
TenorConverter30360. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Implementation ofITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar)
which first converts the tenor into a number of days usingTenorConverter30360.calculateNbDays(LocalDate, String)
.protected LocalDate
PeriodActualTenorConverter. nextBusinessDay(LocalDate asOfDate, IBusinessDayCalendar calendar)
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