Package org.jquantlib.time

Examples of org.jquantlib.time.Calendar.adjust()


        if (unitedStatesCalendar.isBusinessDay(nextFollowingBusinessDay)) {
            System. out.println("NextFollowingBusinessDate = "+ nextFollowingBusinessDay+ " from today is a business date");
        }

        // Using MODIFIED_FOLLOWING as a business day convention
        final Date nextModified_FollowingBusinessDay = unitedStatesCalendar.adjust(dateToday, BusinessDayConvention.ModifiedFollowing);
        if (unitedStatesCalendar.isBusinessDay(nextModified_FollowingBusinessDay)) {
            System.out.println("NextModified_FollowingBusinessDate = "+ nextModified_FollowingBusinessDay+ " from today is a business date");
        }

        // Using PRECEDING as a business day convention
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        if (unitedStatesCalendar.isBusinessDay(nextModified_FollowingBusinessDay)) {
            System.out.println("NextModified_FollowingBusinessDate = "+ nextModified_FollowingBusinessDay+ " from today is a business date");
        }

        // Using PRECEDING as a business day convention
        final Date nextPrecidingBusinessDay = unitedStatesCalendar.adjust(dateToday,BusinessDayConvention.Preceding);
        if (unitedStatesCalendar.isBusinessDay(nextPrecidingBusinessDay)) {
            System.out.println("NextPrecidingBusinessDay = "+ nextPrecidingBusinessDay+ " from today is a business date");
        }

        // Using MODIFIED_PRECEDING as a business day convention
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        if (unitedStatesCalendar.isBusinessDay(nextPrecidingBusinessDay)) {
            System.out.println("NextPrecidingBusinessDay = "+ nextPrecidingBusinessDay+ " from today is a business date");
        }

        // Using MODIFIED_PRECEDING as a business day convention
        final Date nextModified_PrecidingBusinessDay = unitedStatesCalendar.adjust(dateToday, BusinessDayConvention.ModifiedPreceding);
        if (unitedStatesCalendar.isBusinessDay(nextModified_PrecidingBusinessDay)) {
            System.out.println("NextModified_PrecidingBusinessDay = "+ nextModified_PrecidingBusinessDay+ " from today is a business date");
        }

        // Using UNADJUSTED as a business day convention
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        if (unitedStatesCalendar.isBusinessDay(nextModified_PrecidingBusinessDay)) {
            System.out.println("NextModified_PrecidingBusinessDay = "+ nextModified_PrecidingBusinessDay+ " from today is a business date");
        }

        // Using UNADJUSTED as a business day convention
        final Date nextUnadjustedBusinessDay = unitedStatesCalendar.adjust(dateToday,BusinessDayConvention.Unadjusted);
        if (unitedStatesCalendar.isBusinessDay(nextModified_PrecidingBusinessDay)) {
            System.out.println("NextUnadjustedBusinessDay = "+ nextUnadjustedBusinessDay+ " from today is a business date and is same as today");
        }

        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=DAYS
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        final double redemption = 100.0;
        final double conversionRatio = redemption/underlying;

        final Calendar calendar = new Target();
        //adjust today to the next business day...
        final Date today = calendar.adjust(Date.todaysDate());
        QL.info("Today's date is adjusted by the default business day convention is: " + today.shortDate());
        // set the evaluation date to the adjusted today's date
        new Settings().setEvaluationDate(today);
        QL.info("Set the global evaluation date to the adjusted today's date: " + today.shortDate());
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                new Entry( new Date(26, 1, 1973), new Date(26, 1, 1973) ),
            };

        final Calendar unitedStatesCalendar = new UnitedStates(UnitedStates.Market.NYSE);
        for (final Entry entry : entries) {
            final Date result = unitedStatesCalendar.adjust(entry.date, BusinessDayConvention.ModifiedFollowing);
            System.out.println("adjusted is " + result.isoDate() + "  ::  expected is " + entry.expected.isoDate());
            assertEquals(result, entry.expected);
        }
    }
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                new Entry( new Date(26, 1, 1973), new Date(26, 1, 1973) ),
            };

        final Calendar unitedStatesCalendar = new UnitedStates(UnitedStates.Market.NYSE);
        for (final Entry entry : entries) {
            final Date result = unitedStatesCalendar.adjust(entry.date, BusinessDayConvention.ModifiedPreceding);
            System.out.println("adjusted is " + result.isoDate() + "  ::  expected is " + entry.expected.isoDate());
            assertEquals(result, entry.expected);
        }
    }
   
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    public void testCalendarAdjust(){
        final Calendar calendar = new Target();
        final Date today = new Date(20, Month.June, 2008);

        // check advance should return same reference
        final Date nextDate = calendar.adjust(today, BusinessDayConvention.Following);
//        assertSame(today, nextDate);
        assertEquals(today, nextDate);
    }
}
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  //FIXME: http://bugs.jquantlib.org/view.php?id=472
  public void testYield() {
    QL.info("Testing consistency of bond price/yield calculation....");

        final Calendar calendar = new org.jquantlib.time.calendars.Target();
        final Date today = calendar.adjust(Date.todaysDate());
        final double faceAmount = 1000000.0;

    final double tolerance = 1.0e-7;
    final int maxEvaluations = 100;
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  @Test
  public void testTheoretical() {
    QL.info("Testing theoretical bond price/yield calculation...");

        final Calendar calendar = new org.jquantlib.time.calendars.Target();
        final Date today = calendar.adjust(Date.todaysDate());
        final double faceAmount = 1000000.0;

    final double tolerance = 1.0e-7;
    final int maxEvaluations = 100;
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