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Minor: style fixes

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This commit is contained in:
Mike Hearn 2016-03-15 19:40:03 +01:00
parent 8ab5efe4a7
commit 5161b2b085
1 changed files with 63 additions and 31 deletions
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94
core/src/main/kotlin/core/FinanceTypes.kt
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@ -104,23 +104,35 @@ enum class DateRollDirection(val value: Long) { FORWARD(1), BACKWARD(-1) }
*/
enum class DateRollConvention {
// direction() cannot be a val due to the throw in the Actual instance
Actual { // Don't roll the date, use the one supplied.
/** Don't roll the date, use the one supplied. */
Actual {
override fun direction(): DateRollDirection = throw UnsupportedOperationException("Direction is not relevant for convention Actual")
override val isModified: Boolean = false
},
Following { // Following is the next business date from this one.
/** Following is the next business date from this one. */
Following {
override fun direction(): DateRollDirection = DateRollDirection.FORWARD
override val isModified: Boolean = false
},
ModifiedFollowing { // Modified following is the next business date, unless it's in the next month, in which case use the preceeding business date
/**
* "Modified following" is the next business date, unless it's in the next month, in which case use the preceeding
* business date.
*/
ModifiedFollowing {
override fun direction(): DateRollDirection = DateRollDirection.FORWARD
override val isModified: Boolean = true
},
Previous { // Previous is the previous business date from this one
/** Previous is the previous business date from this one. */
Previous {
override fun direction(): DateRollDirection = DateRollDirection.BACKWARD
override val isModified: Boolean = false
},
ModifiedPrevious { // Modified previous is the previous business date, unless it's in the previous month, in which case use the next business date
/**
* Modified previous is the previous business date, unless it's in the previous month, in which case use the next
* business date.
*/
ModifiedPrevious {
override fun direction(): DateRollDirection = DateRollDirection.BACKWARD
override val isModified: Boolean = true
};
@ -130,35 +142,38 @@ enum class DateRollConvention {
}
/** This forms the day part of the "Day Count Basis" used for interest calculation
*/
enum class DayCountBasisDay { // We have to prefix 30 etc with a letter due to enum naming constraints.
/** This forms the day part of the "Day Count Basis" used for interest calculation. */
enum class DayCountBasisDay {
// We have to prefix 30 etc with a letter due to enum naming constraints.
D30, D30N, D30P, D30E, D30G, Actual, ActualJ, D30Z, D30F, Bus_SaoPaulo
}
/** This forms the year part of the "Day Count Basis" used for interest calculation
*/
enum class DayCountBasisYear { // Ditto above comment for years.
/** This forms the year part of the "Day Count Basis" used for interest calculation. */
enum class DayCountBasisYear {
// Ditto above comment for years.
Y360, Y365F, Y365L, Y365Q, Y366, Actual, ActualA, Y365B, Y365, ISMA, ICMA, Y252
}
/** Should the payment be made in advance or in arrears */
/** Whether the payment should be made before the due date, or after it. */
enum class PaymentRule {
InAdvance, InArrears,
}
/** Date offset that the fixing is done prior to the accrual start date
* Currently not used in the calculation
/**
* Date offset that the fixing is done prior to the accrual start date.
* Currently not used in the calculation.
*/
enum class DateOffset { // TODO: Definitely shouldn't be an enum, but let's leave it for now at T-2 is a convention.
enum class DateOffset {
// TODO: Definitely shouldn't be an enum, but let's leave it for now at T-2 is a convention.
ZERO, TWODAYS,
}
/** Frequency in which an event occurs - the enumerator also casts to an integer specifying the number of times per year
* that would divide into (eg annually = 1, semiannual = 2, monthly = 12 etc)
/**
* Frequency at which an event occurs - the enumerator also casts to an integer specifying the number of times per year
* that would divide into (eg annually = 1, semiannual = 2, monthly = 12 etc).
*/
enum class Frequency(val annualCompoundCount:Int) {
enum class Frequency(val annualCompoundCount: Int) {
Annual(1) {
override fun offset(d: LocalDate) = d.plusYears(1)
},
@ -185,15 +200,34 @@ enum class Frequency(val annualCompoundCount:Int) {
fun LocalDate.isWorkingDay(accordingToCalendar: BusinessCalendar): Boolean = accordingToCalendar.isWorkingDay(this)
// TODO: Make Calendar data come from an oracle
/**
* A business calendar performs date calculations that take into account national holidays and weekends. This is a
* typical feature of financial contracts, in which a business may not want a payment event to fall on a day when
* no staff are around to handle problems.
*/
open class BusinessCalendar private constructor(val holidayDates: List<LocalDate>) {
class UnknownCalendar(calname: String): Exception("$calname not found")
class UnknownCalendar(name: String): Exception("$name not found")
companion object {
val calendars = listOf("London","NewYork")
val TEST_CALENDAR_DATA = calendars.map { it to BusinessCalendar::class.java.getResourceAsStream("${it}HolidayCalendar.txt").bufferedReader().readText() }.toMap()
fun parseDateFromString(it: String) = LocalDate.parse(it, DateTimeFormatter.ISO_LOCAL_DATE)
fun getInstance(vararg calname: String): BusinessCalendar = // This combines multiple calendars into one list of holiday dates.
BusinessCalendar( calname.flatMap { (TEST_CALENDAR_DATA.get(it) ?: throw UnknownCalendar(it)).split(",") }.toSet().map{ parseDateFromString(it) }.toList())
val TEST_CALENDAR_DATA = calendars.map {
it to BusinessCalendar::class.java.getResourceAsStream("${it}HolidayCalendar.txt").bufferedReader().readText()
}.toMap()
/** Parses a date of the form YYYY-MM-DD, like 2016-01-10 for 10th Jan. */
fun parseDateFromString(it: String) = LocalDate.parse(it, DateTimeFormatter.ISO_LOCAL_DATE)
/** Returns a business calendar that combines all the named holiday calendars into one list of holiday dates. */
fun getInstance(vararg calname: String) = BusinessCalendar(
calname.flatMap { (TEST_CALENDAR_DATA[it] ?: throw UnknownCalendar(it)).split(",") }.
toSet().
map{ parseDateFromString(it) }.
toList()
)
/** Calculates an event schedule that moves events around to ensure they fall on working days. */
fun createGenericSchedule(startDate: LocalDate,
period: Frequency,
calendar: BusinessCalendar = BusinessCalendar.getInstance(),
@ -207,16 +241,14 @@ open class BusinessCalendar private constructor(val holidayDates: List<LocalDate
while (true) {
currentDate = period.offset(currentDate)
var scheduleDate = currentDate
scheduleDate = calendar.applyRollConvention(scheduleDate, dateRollConvention)
val scheduleDate = calendar.applyRollConvention(currentDate, dateRollConvention)
if ((periodOffset == null) || (periodOffset <= ctr)) {
if (periodOffset == null || periodOffset <= ctr)
ret.add(scheduleDate)
}
ctr += 1
if ((ctr > noOfAdditionalPeriods ) || (currentDate >= endDate ?: currentDate )) { // TODO: Fix addl period logic
// TODO: Fix addl period logic
if ((ctr > noOfAdditionalPeriods ) || (currentDate >= endDate ?: currentDate ))
break
}
}
return ret
}
@ -235,7 +267,7 @@ open class BusinessCalendar private constructor(val holidayDates: List<LocalDate
var direction = dateRollConvention.direction().value
var trialDate = testDate
while (! isWorkingDay(trialDate)) {
while (!isWorkingDay(trialDate)) {
trialDate = trialDate.plusDays(direction)
}
@ -246,7 +278,7 @@ open class BusinessCalendar private constructor(val holidayDates: List<LocalDate
if (dateRollConvention.isModified && testDate.month != trialDate.month) {
direction = -direction
trialDate = testDate
while (! isWorkingDay(trialDate)) {
while (!isWorkingDay(trialDate)) {
trialDate = trialDate.plusDays(direction)
}
}