Package org.jquantlib.time

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

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        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=DAYS
        Date advancedDate = unitedStatesCalendar.advance(dateToday, 10,TimeUnit.Days);
        System.out.println("Next business date when today's date is advanced by 10 days = "+ advancedDate);

        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=WEEKS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Weeks);
        System.out.println("Next business date when today's date is advanced by 10 weeks = "+ advancedDate);

        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=MONTHS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Months);
        System.out.println("Next business date when today's date is advanced by 10 months = "+ advancedDate);
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        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=WEEKS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Weeks);
        System.out.println("Next business date when today's date is advanced by 10 weeks = "+ advancedDate);

        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=MONTHS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Months);
        System.out.println("Next business date when today's date is advanced by 10 months = "+ advancedDate);

        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=YEARS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Years);
        System.out.println("Next business date when today's date is advanced by 10 years = "+ advancedDate);
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        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=MONTHS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Months);
        System.out.println("Next business date when today's date is advanced by 10 months = "+ advancedDate);

        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=YEARS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Years);
        System.out.println("Next business date when today's date is advanced by 10 years = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=Days,BusinessDayConvention=FOLLOWING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Days), BusinessDayConvention.Following);
        System.out.println("Next business date when today's date is advanced 1 day = "+ advancedDate);
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        // Advance the current date using calendars's advance(date,n,unit) where n = 10 and unit=YEARS
        advancedDate = unitedStatesCalendar.advance(dateToday, 10, TimeUnit.Years);
        System.out.println("Next business date when today's date is advanced by 10 years = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=Days,BusinessDayConvention=FOLLOWING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Days), BusinessDayConvention.Following);
        System.out.println("Next business date when today's date is advanced 1 day = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=WEEKS,BusinessDayConvention=MODIFIED_FOLLOWING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Weeks),BusinessDayConvention.ModifiedFollowing);
        System.out.println("Next business date when today's date is advanced 1 week = "+ advancedDate);
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        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=Days,BusinessDayConvention=FOLLOWING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Days), BusinessDayConvention.Following);
        System.out.println("Next business date when today's date is advanced 1 day = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=WEEKS,BusinessDayConvention=MODIFIED_FOLLOWING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Weeks),BusinessDayConvention.ModifiedFollowing);
        System.out.println("Next business date when today's date is advanced 1 week = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=MONTHS,BusinessDayConvention=MODIFIED_PRECEDING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Months),BusinessDayConvention.ModifiedPreceding);
        System.out.println("Next business date when today's date is advanced 1 month = "+ advancedDate);
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        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=WEEKS,BusinessDayConvention=MODIFIED_FOLLOWING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Weeks),BusinessDayConvention.ModifiedFollowing);
        System.out.println("Next business date when today's date is advanced 1 week = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=MONTHS,BusinessDayConvention=MODIFIED_PRECEDING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Months),BusinessDayConvention.ModifiedPreceding);
        System.out.println("Next business date when today's date is advanced 1 month = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=YEARS,BusinessDayConvention=PRECEDING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Years), BusinessDayConvention.Preceding);
        System.out.println("Next business date when today's date is advanced 1 year = "+ advancedDate);
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        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=MONTHS,BusinessDayConvention=MODIFIED_PRECEDING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Months),BusinessDayConvention.ModifiedPreceding);
        System.out.println("Next business date when today's date is advanced 1 month = "+ advancedDate);

        // Advance the current date using calendars's advance(date,period-->lenth=1,Unit=YEARS,BusinessDayConvention=PRECEDING)
        advancedDate = unitedStatesCalendar.advance(dateToday,new Period(1, TimeUnit.Years), BusinessDayConvention.Preceding);
        System.out.println("Next business date when today's date is advanced 1 year = "+ advancedDate);

        //<==================Joining Calendars===============================>
        final Calendar unitedStatesCalendarGvtBondCalendar = new UnitedStates(Market.GOVERNMENTBOND);
        final Calendar jointCalendar = new JointCalendar(unitedStatesCalendar,unitedStatesCalendarGvtBondCalendar,JointCalendarRule.JoinBusinessDays);
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        // 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());

        //Set up settlement, exercise and issue dates
        final Date settlementDate = calendar.advance(today, settlementDays, TimeUnit.Days);
        QL.info("SettlementDate is: " + settlementDate.shortDate());
        QL.info("Check that we haven't messed up with references --> today's date is still: " + today.shortDate());
        final Date exerciseDate = calendar.advance(settlementDate, length, TimeUnit.Years);
        QL.info("Excercise date is: " + exerciseDate.shortDate());
        final Date issueDate = calendar.advance(exerciseDate, -length, TimeUnit.Years);
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        //Set up settlement, exercise and issue dates
        final Date settlementDate = calendar.advance(today, settlementDays, TimeUnit.Days);
        QL.info("SettlementDate is: " + settlementDate.shortDate());
        QL.info("Check that we haven't messed up with references --> today's date is still: " + today.shortDate());
        final Date exerciseDate = calendar.advance(settlementDate, length, TimeUnit.Years);
        QL.info("Excercise date is: " + exerciseDate.shortDate());
        final Date issueDate = calendar.advance(exerciseDate, -length, TimeUnit.Years);
        QL.info("Issue date is: " + issueDate.shortDate());

        //Fix business day convention and compounding?? frequency
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        final Date settlementDate = calendar.advance(today, settlementDays, TimeUnit.Days);
        QL.info("SettlementDate is: " + settlementDate.shortDate());
        QL.info("Check that we haven't messed up with references --> today's date is still: " + today.shortDate());
        final Date exerciseDate = calendar.advance(settlementDate, length, TimeUnit.Years);
        QL.info("Excercise date is: " + exerciseDate.shortDate());
        final Date issueDate = calendar.advance(exerciseDate, -length, TimeUnit.Years);
        QL.info("Issue date is: " + issueDate.shortDate());

        //Fix business day convention and compounding?? frequency
        final BusinessDayConvention convention = BusinessDayConvention.ModifiedFollowing;
        final Frequency frequency = Frequency.Annual;
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