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

Class SimpleMaturityConverter

java.lang.Object

com.activeviam.risk.core.dates.impl.AMaturityConverter

com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

All Implemented Interfaces:

IMaturityConverter

public class SimpleMaturityConverter
extends AMaturityConverter

Implementation of a maturity converter using fixed day count convention and tenor conversion (does not include support for support business day convention or calendar).

Field Summary

Fields

Modifier and Type	Field	Description
protected IDayCountConvention	dayCountConvention
protected Map<BucketType,ITenorConverter>	tenorConverter

Fields inherited from class com.activeviam.risk.core.dates.impl.AMaturityConverter

NOT_DOUBLE

Constructor Summary

Constructors

Constructor	Description
SimpleMaturityConverter(IDayCountConvention dayCountConvention, Map<BucketType,ITenorConverter> tenorConverter)

Method Summary

Modifier and Type	Method	Description
protected IBusinessDayCalendar	getBusinessDayCalendar(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
protected IBusinessDayConvention	getBusinessDayConvention(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
protected IDayCountConvention	getDayCountConvention(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
protected ITenorConverter	getTenorConverter(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates, BucketType bucketType)

Methods inherited from class com.activeviam.risk.core.dates.impl.AMaturityConverter

convert, dayCount, getQueryCache, toDate, toFraction, tryParseAsDate, tryParseAsDaysBetween

Methods inherited from class java.lang.Object

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

Field Detail

dayCountConvention

protected IDayCountConvention dayCountConvention

tenorConverter

protected Map<BucketType,ITenorConverter> tenorConverter

Constructor Detail

SimpleMaturityConverter

public SimpleMaturityConverter(IDayCountConvention dayCountConvention,
                               Map<BucketType,ITenorConverter> tenorConverter)

Method Detail

getDayCountConvention

protected IDayCountConvention getDayCountConvention(com.quartetfs.biz.pivot.IActivePivot pivot,
                                                    List<Object> leafCoordinates)

Specified by:

getDayCountConvention in class AMaturityConverter

getTenorConverter

protected ITenorConverter getTenorConverter(com.quartetfs.biz.pivot.IActivePivot pivot,
                                            List<Object> leafCoordinates,
                                            BucketType bucketType)

Specified by:

getTenorConverter in class AMaturityConverter

getBusinessDayConvention

protected IBusinessDayConvention getBusinessDayConvention(com.quartetfs.biz.pivot.IActivePivot pivot,
                                                          List<Object> leafCoordinates)

Specified by:

getBusinessDayConvention in class AMaturityConverter

getBusinessDayCalendar

protected IBusinessDayCalendar getBusinessDayCalendar(com.quartetfs.biz.pivot.IActivePivot pivot,
                                                      List<Object> leafCoordinates)

Specified by:

getBusinessDayCalendar in class AMaturityConverter