finMath lib documentation

• ### Nested Class Summary

Nested Classes
Modifier and Type Interface and Description
static class  BusinessdayCalendar.DateOffsetUnit
static class  BusinessdayCalendar.DateRollConvention
• ### Method Summary

All Methods
Modifier and Type Method and Description
LocalDate getAdjustedDate(LocalDate date, BusinessdayCalendar.DateRollConvention dateRollConvention)
Get an adjusted date for a given date.
LocalDate getAdjustedDate(LocalDate baseDate, String dateOffsetCode, BusinessdayCalendar.DateRollConvention dateRollConvention)
Get an adjusted date for a given date and offset code.
LocalDate getDateFromDateAndOffsetCode(LocalDate baseDate, String dateOffsetCode)
Create a new date by "adding" a year fraction to a given base date.
LocalDate getRolledDate(LocalDate baseDate, int businessDays)
Find a new date by adding the given number of business days to a given base date.
boolean isBusinessday(LocalDate date)
Test if a given date is a businessday.
• ### Method Detail

boolean isBusinessday(LocalDate date)
Test if a given date is a businessday.
Parameters:
date - The given date.
Returns:
True, if the given date is a businessday, otherwise false.

LocalDate getAdjustedDate(LocalDate date,
BusinessdayCalendar.DateRollConvention dateRollConvention)
Get an adjusted date for a given date.
Parameters:
date - Given date to be adjusted.
dateRollConvention - The date roll convention to be used for the adjustment.
Returns:
The adjusted date applying dateRollConvention to the given date.

LocalDate getAdjustedDate(LocalDate baseDate,
String dateOffsetCode,
BusinessdayCalendar.DateRollConvention dateRollConvention)
Get an adjusted date for a given date and offset code. First we create a new date by "adding" an offset to the base date. The offset may be given by codes like 1D, 2D, 1W, 2W, 1M, 2M, 3M, 1Y, 2Y, etc., where the letters denote the units as follows: D denotes days, W denotes weeks, M denotes month Y denotes years. Next the result is adjusted according to the given dateRollConvention.
Parameters:
baseDate - The start date.
dateOffsetCode - String containing date offset codes (like 2D, 1W, 3M, etc.) or combination of them separated by spaces.
dateRollConvention - The date roll convention to be used for the adjustment.
Returns:
The adjusted date applying dateRollConvention to the given date.
• #### getRolledDate

LocalDate getRolledDate(LocalDate baseDate,
int businessDays)
Find a new date by adding the given number of business days to a given base date. If baseDate is not a business date and businessDays is zero, the method returns the next business day.
Parameters:
baseDate - The starting date.
businessDays - The number of business days from the starting date (negative values are allowed).
Returns:
A date of a business day such that the number of business days between this one (including) and the start date (excluding) is businessDays.
• #### getDateFromDateAndOffsetCode

LocalDate getDateFromDateAndOffsetCode(LocalDate baseDate,
String dateOffsetCode)
Create a new date by "adding" a year fraction to a given base date.

The date offset may be given by codes like 1D, 2D, 1W, 2W, 1M, 2M, 3M, 1Y, 2Y, etc., where the letters denote the units of the corresponding offset. If the date offset does not carry a letter code at the end, it will be interpreted as ACT/365 year fraction.

Date offsets can be given as (mapping to the corresponding DateOffsetUnit):
days
"D", "DAYS"
weeks
"W", "WEEKS"
months
"M", "MONTHS"
years
"Y", "YEARS"

The function may be used to ease the creation of maturities in spreadsheets.

Parameters:
baseDate - The start date.
dateOffsetCode - String containing date offset codes (like 2D, 1W, 3M, etc.) or combination of them separated by spaces.
Returns:
A date corresponding the date adding the offset to the start date.