Package com.activeviam.risk.core.dates

Interface ITenorConverter

All Known Implementing Classes:

LegacyTenorConverter, PeriodActualTenorConverter, SmileTenorConverter, TenorConverter30360

public interface ITenorConverter

Interface used for converting tenors to dates.

Method Summary

Modifier and Type	Method	Description
LocalDate	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	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).

Method Detail

convert

LocalDate convert(com.qfs.store.IDatastoreVersion datastore,
                  LocalDate asOfDate,
                  BucketType bucketType,
                  String tenorSet,
                  String tenor,
                  IBusinessDayConvention businessDayConvention,
                  IBusinessDayCalendar calendar)
           throws ParseException

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).

Parameters:

datastore - The datastore version.

asOfDate - The initial as-of-date.

bucketType - The tenor store.

tenorSet - The tenor set.

tenor - The String representation of a tenor.

businessDayConvention - The business day convention to use.

calendar - the business day calendar.

Returns:

The LocalDate represented by the input tenor or date, given the as-of-date.

Throws:

ParseException - the tenor is not recognized.

convert

LocalDate convert(LocalDate asOfDate,
                  String tenor,
                  IBusinessDayConvention businessDayConvention,
                  IBusinessDayCalendar calendar)
           throws ParseException

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).

Parameters:

asOfDate - The initial as-of-date.

tenor - The String representation of a tenor.

businessDayConvention - The business day convention to use.

calendar - the business day calendar.

Returns:

The LocalDate represented by the input tenor or date, given the as-of-date.

Throws:

ParseException - the tenor is not recognized.