/**
* Exactly divides this frequency by another.
*
* <p>This calculates the integer division of this frequency by the specified frequency. If the
* result is not an integer, an exception is thrown.
*
* <p>Month-based and year-based periodic frequencies are calculated by dividing the total number
* of months. For example, P6M divided by P3M results in 2, and P2Y divided by P6M returns 4.
*
* <p>Day-based and week-based periodic frequencies are calculated by dividing the total number of
* days. For example, P26W divided by P13W results in 2, and P2W divided by P1D returns 14.
*
* <p>The 'Term' frequency throws an exception.
*
* @param other the other frequency to divide into this one
* @return this frequency divided by the other frequency
* @throws IllegalArgumentException if the frequency does not exactly divide into this one
*/
public int exactDivide(Frequency other) {
ArgChecker.notNull(other, "other");
if (isMonthBased() && other.isMonthBased()) {
long paymentMonths = getPeriod().toTotalMonths();
long accrualMonths = other.getPeriod().toTotalMonths();
if ((paymentMonths % accrualMonths) == 0) {
return Math.toIntExact(paymentMonths / accrualMonths);
}
} else if (period.toTotalMonths() == 0 && other.period.toTotalMonths() == 0) {
long paymentDays = getPeriod().getDays();
long accrualDays = other.getPeriod().getDays();
if ((paymentDays % accrualDays) == 0) {
return Math.toIntExact(paymentDays / accrualDays);
}
}
throw new IllegalArgumentException(
Messages.format("Frequency '{}' is not a multiple of '{}'", this, other));
}
/**
* Make a set of standard CDS represented as a MultiCdsAnalytic instance. The first CDS with have
* a tenor of firstTenor, while the last CDS will have a tenor of lastTenor; the remaining CDS
* will consist of all the (multiple of 3 month) tenors between the first and last tenor, e.g. if
* firstTenor = 6M and lastTenor = 5Y, there will be a total of 22 CDS with tenors of 6M, 9M,
* 1Y,....4Y9M, 5Y.
*
* @param tradeDate the trade date
* @param firstTenor the first tenor
* @param lastTenor the last tenor
* @return a set of CDS represented as a MultiCdsAnalytic
*/
public MultiCdsAnalytic makeMultiImmCds(
LocalDate tradeDate, Period firstTenor, Period lastTenor) {
ArgChecker.notNull(firstTenor, "firstTenor");
ArgChecker.notNull(lastTenor, "lastTenor");
int immNMonths = (int) DEFAULT_COUPON_INT.toTotalMonths();
int m1 = (int) firstTenor.toTotalMonths();
int m2 = (int) lastTenor.toTotalMonths();
if (m1 % immNMonths != 0 || m2 % immNMonths != 0) {
throw new IllegalArgumentException(
"tenors is not a multiple of " + DEFAULT_COUPON_INT.toString());
}
int firstIndex = m1 / immNMonths;
int lastIndex = m2 / immNMonths;
return makeMultiImmCds(tradeDate, firstIndex, lastIndex);
}
/**
* Subtracts the period of this frequency from the specified date.
*
* <p>This method implements {@link TemporalAmount}. It is not intended to be called directly. Use
* {@link LocalDate#minus(TemporalAmount)} instead.
*
* @param temporal the temporal object to subtract from
* @return the result with this frequency subtracted
* @throws DateTimeException if unable to subtract
* @throws ArithmeticException if numeric overflow occurs
*/
@Override
public Temporal subtractFrom(Temporal temporal) {
// special case for performance
if (temporal instanceof LocalDate) {
LocalDate date = (LocalDate) temporal;
return date.minusMonths(period.toTotalMonths()).minusDays(period.getDays());
}
return period.subtractFrom(temporal);
}
/**
* Adds the period of this frequency to the specified date.
*
* <p>This method implements {@link TemporalAmount}. It is not intended to be called directly. Use
* {@link LocalDate#plus(TemporalAmount)} instead.
*
* @param temporal the temporal object to add to
* @return the result with this frequency added
* @throws DateTimeException if unable to add
* @throws ArithmeticException if numeric overflow occurs
*/
@Override
public Temporal addTo(Temporal temporal) {
// special case for performance
if (temporal instanceof LocalDate) {
LocalDate date = (LocalDate) temporal;
return date.plusMonths(period.toTotalMonths()).plusDays(period.getDays());
}
return period.addTo(temporal);
}
/**
* Obtains a periodic frequency from a {@code Period}.
*
* <p>The period normally consists of either days and weeks, or months and years. It must also be
* positive and non-zero.
*
* <p>If the number of days is an exact multiple of 7 it will be converted to weeks. Months are
* not normalized into years.
*
* <p>The maximum tenor length is 1,000 years.
*
* @param period the period to convert to a periodic frequency
* @return the periodic frequency
* @throws IllegalArgumentException if the period is negative, zero or too large
*/
public static Frequency of(Period period) {
ArgChecker.notNull(period, "period");
int days = period.getDays();
long months = period.toTotalMonths();
if (months == 0 && days != 0) {
return ofDays(days);
}
if (months > MAX_MONTHS) {
throw new IllegalArgumentException("Period must not exceed 1000 years");
}
return new Frequency(period);
}
private String readablePeriod(Period period) {
if (period.isZero()) return "Hoy";
String startsWith = period.isNegative() ? "Hace " : "En ";
long months = Math.abs(period.toTotalMonths());
int days = Math.abs(period.getDays());
if (Math.abs(months) > 0) {
String endsWith = (months > 1) ? "es" : "";
return startsWith + months + " mes" + endsWith;
} else {
String endsWith = (days > 1) ? "s" : "";
return startsWith + days + " dia" + endsWith;
}
}
/**
* Calculates the number of events that occur in a year.
*
* <p>The number of events per year is the number of times that the period occurs per year. Not
* all periodic frequency instances can be converted to an integer events per year. All constants
* declared on this class will return a result.
*
* <p>Month-based and year-based periodic frequencies are converted by dividing 12 by the number
* of months. Only the following periodic frequencies return a value - P1M, P2M, P3M, P4M, P6M,
* P1Y.
*
* <p>Day-based and week-based periodic frequencies are converted by dividing 364 by the number of
* days. Only the following periodic frequencies return a value - P1D, P2D, P4D, P1W, P2W, P4W,
* P13W, P26W, P52W.
*
* <p>The 'Term' periodic frequency returns zero.
*
* @return the number of events per year
* @throws IllegalArgumentException if unable to calculate the number of events per year
*/
public int eventsPerYear() {
if (isTerm()) {
return 0;
}
long months = period.toTotalMonths();
int days = period.getDays();
if (isMonthBased()) {
if (12 % months == 0) {
return (int) (12 / months);
}
} else if (months == 0 && 364 % days == 0) {
return (int) (364 / days);
}
throw new IllegalArgumentException("Unable to calculate events per year: " + this);
}
/**
* Make a set of standard CDS represented as a MultiCdsAnalytic instance.
*
* @param tradeDate the trade date
* @param accStartDate the accrual start date
* @param tenors the tenors (length) of the CDS
* @return a set of CDS represented as a MultiCdsAnalytic
*/
public MultiCdsAnalytic makeMultiImmCds(
LocalDate tradeDate, LocalDate accStartDate, Period[] tenors) {
ArgChecker.noNulls(tenors, "tenors");
int n = tenors.length;
int immNMonths = (int) DEFAULT_COUPON_INT.toTotalMonths();
int[] matIndices = new int[n];
for (int i = 0; i < n; i++) {
int months = (int) tenors[i].toTotalMonths();
if (months % immNMonths != 0) {
throw new IllegalArgumentException(
"tenors index " + i + " is not a multiple of " + DEFAULT_COUPON_INT.toString());
}
matIndices[i] = months / immNMonths;
}
return makeMultiImmCds(tradeDate, accStartDate, matIndices);
}
private LocalDate getMaxMonthsThresholdDate(ExcelRow item) {
LocalDate result = null;
if (item.getDate() != null) {
if (firstDate == null || firstDate.isAfter(item.getDate())) {
firstDate = item.getDate();
}
final LocalDate startDate = firstDate;
final LocalDate endDate = LocalDate.now();
final Period period = Period.between(startDate, endDate);
/** If the period between the first date and today is greater or equal to maxNumberOfMonth */
if (period.toTotalMonths() >= maxNumberOfMonth) {
result = endDate;
}
}
return result;
}
/**
* Checks if the periodic frequency is month-based.
*
* <p>A month-based frequency consists of an integral number of months. Any year-based frequency
* is also counted as month-based. There must be no day or week element.
*
* @return true if this is month-based
*/
public boolean isMonthBased() {
return period.toTotalMonths() > 0 && period.getDays() == 0 && isTerm() == false;
}
/**
* Checks if the periodic frequency is week-based.
*
* <p>A week-based frequency consists of an integral number of weeks. There must be no day, month
* or year element.
*
* @return true if this is week-based
*/
public boolean isWeekBased() {
return period.toTotalMonths() == 0 && period.getDays() % 7 == 0;
}