Class DateSequences


  • public final class DateSequences
    extends java.lang.Object
    Constants and implementations for standard date sequences.

    This class provides instances of DateSequence representing standard financial industry sequences of dates. The most common are the quarterly IMM dates, which are on the third Wednesday of March, June, September and December.

    Additional date sequences may be registered by name using DateSequence.ini.

    • Method Summary

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Field Detail

      • QUARTERLY_IMM

        public static final DateSequence QUARTERLY_IMM
        The 'Quarterly-IMM' date sequence.

        An instance defining the sequence of quarterly IMM dates. The quarterly IMM dates are the third Wednesday of March, June, September and December.

      • MONTHLY_IMM

        public static final DateSequence MONTHLY_IMM
        The 'Monthly-IMM' date sequence.

        An instance defining the sequence of monthly IMM dates. The monthly IMM dates are the third Wednesday of each month.

      • QUARTERLY_10TH

        public static final DateSequence QUARTERLY_10TH
        The 'Quarterly-10th' date sequence.

        An instance defining the sequence of quarterly dates on the 10th of each month. The quarterly months are March, June, September and December.