public static List<Descriptor> getDescriptors(
@NotNull ReportPeriod reportPeriod,
@NotNull LocalDate startDate,
@NotNull LocalDate endDate) {
final List<Descriptor> descriptors = new ArrayList<>();
LocalDate start = startDate;
LocalDate end = startDate;
switch (reportPeriod) {
case YEARLY:
while (end.isBefore(endDate)) {
end = end.with(TemporalAdjusters.lastDayOfYear());
descriptors.add(new Descriptor(start, end, " " + start.getYear()));
start = end.plusDays(1);
}
break;
case QUARTERLY:
int i = DateUtils.getQuarterNumber(start) - 1;
while (end.isBefore(endDate)) {
end = DateUtils.getLastDayOfTheQuarter(start);
descriptors.add(new Descriptor(start, end, " " + start.getYear() + "-Q" + (1 + i++ % 4)));
start = end.plusDays(1);
}
break;
case MONTHLY:
while (end.isBefore(endDate)) {
end = DateUtils.getLastDayOfTheMonth(start);
final int month = start.getMonthValue();
descriptors.add(
new Descriptor(
start, end, " " + start.getYear() + (month < 10 ? "/0" + month : "/" + month)));
start = end.plusDays(1);
}
break;
default:
}
return descriptors;
}
@Override
public double yearDiff(final LocalDate start, final LocalDate end, final PeriodCountBasis basis) {
double diff = 0.0;
switch (basis) {
case ACT_ACT:
final int startYear = start.getYear();
final int endYear = end.getYear();
if (startYear != endYear) {
final LocalDate endOfStartYear = start.with(TemporalAdjusters.lastDayOfYear());
final LocalDate startOfEndYear = end.withDayOfYear(1);
final long diff1 = ChronoUnit.DAYS.between(start, endOfStartYear);
final long diff2 = ChronoUnit.DAYS.between(startOfEndYear, end);
diff =
(diff1 + 1.0) / start.lengthOfYear()
+ (endYear - startYear - 1.0)
+ (double) diff2 / (double) end.lengthOfYear();
}
break;
case CONV_30_360:
case CONV_360E_ISDA:
case CONV_360E_ISMA:
case ACT_360:
diff = dayDiff(start, end, basis) / YEAR_360_0;
break;
case ACT_365:
diff = dayDiff(start, end, basis) / YEAR_365_0;
break;
default:
throw new UnsupportedOperationException("Sorry ACT_UST is not supported");
}
return diff;
}