public final class DateSequences extends Object
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
|Modifier and Type||Field and Description|
The 'Monthly-IMM' date sequence.
The 'Quarterly-IMM' date sequence.
public static final DateSequence QUARTERLY_IMM
An instance defining the sequence of quarterly IMM dates. The quarterly IMM dates are the third Wednesday of March, June, September and December.
public static final DateSequence MONTHLY_IMM
An instance defining the sequence of monthly IMM dates. The monthly IMM dates are the third Wednesday of each month.
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