Package com.activeviam.risk.core.dates.impl

Class BusinessDayModifiedPrevious

java.lang.Object

com.activeviam.risk.core.dates.impl.BusinessDayModifiedPrevious

All Implemented Interfaces:

IBusinessDayConvention

public class BusinessDayModifiedPrevious
extends Object
implements IBusinessDayConvention

Implementation of the "modified previous" business day convention

Constructor Summary

Constructors

Constructor	Description
BusinessDayModifiedPrevious()

Method Summary

Modifier and Type	Method	Description
LocalDate	businessDay(LocalDate date, IBusinessDayCalendar calendar)	Rolls the input date to the appropriate business day.

Methods inherited from class java.lang.Object

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

Constructor Detail

BusinessDayModifiedPrevious

public BusinessDayModifiedPrevious()

Method Detail

businessDay

public LocalDate businessDay(LocalDate date,
                             IBusinessDayCalendar calendar)

Description copied from interface: IBusinessDayConvention

Rolls the input date to the appropriate business day.

Specified by:

businessDay in interface IBusinessDayConvention

Parameters:

date - The initial date (not necessarily a business day).

calendar - Calendar to identify business days

Returns:

The business day.