Uses of Class
com.opengamma.strata.basics.date.DaysAdjustment

Packages that use DaysAdjustment

Package	Description
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.basics.index	Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.loader.csv	Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.market.curve	Definitions of curves.
com.opengamma.strata.measure.fxopt	Calculation functions for FX option products.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.capfloor	Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms	Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit	Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type	Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.fra	Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type	Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx.type	Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.swap	Entity objects describing a swap.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption	Entity objects describing options on swaps, known as swaptions.

Uses of DaysAdjustment in com.opengamma.strata.basics.date

Fields in com.opengamma.strata.basics.date declared as DaysAdjustment

Modifier and Type	Field	Description
static DaysAdjustment	DaysAdjustment.NONE	An instance that performs no adjustment.

Methods in com.opengamma.strata.basics.date that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	MarketTenor.adjustSpotLag(DaysAdjustment marketConventionalSpotLag)	Adjusts the market conventional spot lag to match the market tenor.
DaysAdjustment	DaysAdjustment.Builder.build()
DaysAdjustment	DaysAdjustment.normalized()	Normalizes the adjustment.
static DaysAdjustment	DaysAdjustment.ofBusinessDays(int numberOfDays, HolidayCalendarId holidayCalendar)	Obtains an instance that can adjust a date by a specific number of business days.
static DaysAdjustment	DaysAdjustment.ofBusinessDays(int numberOfDays, HolidayCalendarId holidayCalendar, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by a specific number of business days.
static DaysAdjustment	DaysAdjustment.ofCalendarDays(int numberOfDays)	Obtains an instance that can adjust a date by a specific number of calendar days.
static DaysAdjustment	DaysAdjustment.ofCalendarDays(int numberOfDays, BusinessDayAdjustment adjustment)	Obtains an instance that can adjust a date by a specific number of calendar days.

Methods in com.opengamma.strata.basics.date that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
Class<? extends DaysAdjustment>	DaysAdjustment.Meta.beanType()

Methods in com.opengamma.strata.basics.date with parameters of type DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	MarketTenor.adjustSpotLag(DaysAdjustment marketConventionalSpotLag)	Adjusts the market conventional spot lag to match the market tenor.

Uses of DaysAdjustment in com.opengamma.strata.basics.index

Methods in com.opengamma.strata.basics.index that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	IborIndex.getEffectiveDateOffset()	Gets the adjustment applied to the fixing date to obtain the effective date.
DaysAdjustment	ImmutableIborIndex.getEffectiveDateOffset()	Gets the adjustment applied to the fixing date to obtain the effective date.
DaysAdjustment	FxIndex.getFixingDateOffset()	Gets the adjustment applied to the maturity date to obtain the fixing date.
DaysAdjustment	IborIndex.getFixingDateOffset()	Gets the adjustment applied to the effective date to obtain the fixing date.
DaysAdjustment	ImmutableFxIndex.getFixingDateOffset()	Gets the adjustment applied to the maturity date to obtain the fixing date.
DaysAdjustment	ImmutableIborIndex.getFixingDateOffset()	Gets the adjustment applied to the effective date to obtain the fixing date.
DaysAdjustment	FxIndex.getMaturityDateOffset()	Gets the adjustment applied to the fixing date to obtain the maturity date.
DaysAdjustment	ImmutableFxIndex.getMaturityDateOffset()	Gets the adjustment applied to the fixing date to obtain the maturity date.
default DaysAdjustment	FloatingRateName.toIborIndexFixingOffset()	Checks and returns the fixing offset associated with the Ibor index.
DaysAdjustment	ImmutableFloatingRateName.toIborIndexFixingOffset()

Methods in com.opengamma.strata.basics.index that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableIborIndex.Meta.effectiveDateOffset()	The meta-property for the effectiveDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFxIndex.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableIborIndex.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFxIndex.Meta.maturityDateOffset()	The meta-property for the maturityDateOffset property.

Methods in com.opengamma.strata.basics.index with parameters of type DaysAdjustment

Modifier and Type	Method	Description
ImmutableIborIndex.Builder	ImmutableIborIndex.Builder.effectiveDateOffset(DaysAdjustment effectiveDateOffset)	Sets the adjustment applied to the fixing date to obtain the effective date.
ImmutableFxIndex.Builder	ImmutableFxIndex.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the adjustment applied to the maturity date to obtain the fixing date.
ImmutableIborIndex.Builder	ImmutableIborIndex.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the adjustment applied to the effective date to obtain the fixing date.
ImmutableFxIndex.Builder	ImmutableFxIndex.Builder.maturityDateOffset(DaysAdjustment maturityDateOffset)	Sets the adjustment applied to the fixing date to obtain the maturity date.

Uses of DaysAdjustment in com.opengamma.strata.loader.csv

Methods in com.opengamma.strata.loader.csv that return DaysAdjustment

Modifier and Type	Method	Description
static DaysAdjustment	CsvLoaderUtils.parseDaysAdjustment(CsvRow row, String daysField, String daysCalField, String cnvField, String calField)	Parses days adjustment from CSV.

Uses of DaysAdjustment in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	FpmlDocument.parseRelativeDateOffsetDays(XmlElement baseEl)	Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.

Uses of DaysAdjustment in com.opengamma.strata.market.curve

Methods in com.opengamma.strata.market.curve that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	DepositIsdaCreditCurveNode.getSpotDateOffset()	Gets the offset of the start date from the trade date.
DaysAdjustment	SwapIsdaCreditCurveNode.getSpotDateOffset()	Gets the offset of the start date from the trade date.

Methods in com.opengamma.strata.market.curve that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	DepositIsdaCreditCurveNode.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	SwapIsdaCreditCurveNode.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.

Methods in com.opengamma.strata.market.curve with parameters of type DaysAdjustment

Modifier and Type	Method	Description
static DepositIsdaCreditCurveNode	DepositIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount)	Returns a curve node for a term deposit.
static SwapIsdaCreditCurveNode	SwapIsdaCreditCurveNode.of(ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount, Frequency paymentFrequency)	Returns a curve node for a standard fixed-Ibor swap.
DepositIsdaCreditCurveNode.Builder	DepositIsdaCreditCurveNode.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the start date from the trade date.
SwapIsdaCreditCurveNode.Builder	SwapIsdaCreditCurveNode.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the start date from the trade date.

Uses of DaysAdjustment in com.opengamma.strata.measure.fxopt

Methods in com.opengamma.strata.measure.fxopt that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	FxOptionVolatilitiesNode.getExpiryDateOffset()	Gets the offset of the expiry date from the delivery date.
DaysAdjustment	FxOptionVolatilitiesNode.getSpotDateOffset()	Gets the offset of the spot value date from the valuation date.

Methods in com.opengamma.strata.measure.fxopt that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	FxOptionVolatilitiesNode.Meta.expiryDateOffset()	The meta-property for the expiryDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	FxOptionVolatilitiesNode.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.

Methods in com.opengamma.strata.measure.fxopt with parameters of type DaysAdjustment

Modifier and Type	Method	Description
FxOptionVolatilitiesNode.Builder	FxOptionVolatilitiesNode.Builder.expiryDateOffset(DaysAdjustment expiryDateOffset)	Sets the offset of the expiry date from the delivery date.
static FxOptionVolatilitiesNode	FxOptionVolatilitiesNode.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, ValueType quoteValueType, QuoteId quoteId, Tenor tenor, Strike strike)	Creates an instance.
FxOptionVolatilitiesNode.Builder	FxOptionVolatilitiesNode.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the valuation date.

Uses of DaysAdjustment in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	CapitalIndexedBond.getExCouponPeriod()	Gets ex-coupon period.
DaysAdjustment	CapitalIndexedBondSecurity.getExCouponPeriod()	Gets ex-coupon period.
DaysAdjustment	FixedCouponBond.getExCouponPeriod()	Gets ex-coupon period.
DaysAdjustment	FixedCouponBondSecurity.getExCouponPeriod()	Gets ex-coupon period.
DaysAdjustment	Bill.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	BillSecurity.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	CapitalIndexedBond.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	CapitalIndexedBondSecurity.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	FixedCouponBond.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	FixedCouponBondSecurity.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	ResolvedBill.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	ResolvedCapitalIndexedBond.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	ResolvedFixedCouponBond.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.

Methods in com.opengamma.strata.product.bond that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	CapitalIndexedBond.Meta.exCouponPeriod()	The meta-property for the exCouponPeriod property.
org.joda.beans.MetaProperty<DaysAdjustment>	CapitalIndexedBondSecurity.Meta.exCouponPeriod()	The meta-property for the exCouponPeriod property.
org.joda.beans.MetaProperty<DaysAdjustment>	FixedCouponBond.Meta.exCouponPeriod()	The meta-property for the exCouponPeriod property.
org.joda.beans.MetaProperty<DaysAdjustment>	FixedCouponBondSecurity.Meta.exCouponPeriod()	The meta-property for the exCouponPeriod property.
org.joda.beans.MetaProperty<DaysAdjustment>	Bill.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	BillSecurity.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	CapitalIndexedBond.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	CapitalIndexedBondSecurity.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	FixedCouponBond.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	FixedCouponBondSecurity.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedBill.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedCapitalIndexedBond.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedFixedCouponBond.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.

Methods in com.opengamma.strata.product.bond with parameters of type DaysAdjustment

Modifier and Type	Method	Description
CapitalIndexedBond.Builder	CapitalIndexedBond.Builder.exCouponPeriod(DaysAdjustment exCouponPeriod)	Sets ex-coupon period.
CapitalIndexedBondSecurity.Builder	CapitalIndexedBondSecurity.Builder.exCouponPeriod(DaysAdjustment exCouponPeriod)	Sets ex-coupon period.
FixedCouponBond.Builder	FixedCouponBond.Builder.exCouponPeriod(DaysAdjustment exCouponPeriod)	Sets ex-coupon period.
FixedCouponBondSecurity.Builder	FixedCouponBondSecurity.Builder.exCouponPeriod(DaysAdjustment exCouponPeriod)	Sets ex-coupon period.
Bill.Builder	Bill.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
BillSecurity.Builder	BillSecurity.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
CapitalIndexedBond.Builder	CapitalIndexedBond.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
CapitalIndexedBondSecurity.Builder	CapitalIndexedBondSecurity.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
FixedCouponBond.Builder	FixedCouponBond.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
FixedCouponBondSecurity.Builder	FixedCouponBondSecurity.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
ResolvedBill.Builder	ResolvedBill.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
ResolvedCapitalIndexedBond.Builder	ResolvedCapitalIndexedBond.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
ResolvedFixedCouponBond.Builder	ResolvedFixedCouponBond.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.

Uses of DaysAdjustment in com.opengamma.strata.product.capfloor

Methods in com.opengamma.strata.product.capfloor that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	IborCapFloorLeg.getPaymentDateOffset()	Gets the offset of payment from the base calculation period date, defaulted to 'None'.

Methods in com.opengamma.strata.product.capfloor that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	IborCapFloorLeg.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.

Methods in com.opengamma.strata.product.capfloor with parameters of type DaysAdjustment

Modifier and Type	Method	Description
IborCapFloorLeg.Builder	IborCapFloorLeg.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base calculation period date, defaulted to 'None'.

Uses of DaysAdjustment in com.opengamma.strata.product.cms

Methods in com.opengamma.strata.product.cms that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	CmsLeg.getFixingDateOffset()	Gets the offset of the fixing date from each adjusted reset date.
DaysAdjustment	CmsLeg.getPaymentDateOffset()	Gets the offset of payment from the base calculation period date.

Methods in com.opengamma.strata.product.cms that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	CmsLeg.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	CmsLeg.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.

Methods in com.opengamma.strata.product.cms with parameters of type DaysAdjustment

Modifier and Type	Method	Description
CmsLeg.Builder	CmsLeg.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from each adjusted reset date.
CmsLeg.Builder	CmsLeg.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base calculation period date.

Uses of DaysAdjustment in com.opengamma.strata.product.credit

Methods in com.opengamma.strata.product.credit that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	Cds.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	CdsIndex.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	ResolvedCds.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	ResolvedCdsIndex.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	Cds.getStepinDateOffset()	Gets the number of days between valuation date and step-in date.
DaysAdjustment	CdsIndex.getStepinDateOffset()	Gets the number of days between valuation date and step-in date.
DaysAdjustment	ResolvedCds.getStepinDateOffset()	Gets the number of days between valuation date and step-in date.
DaysAdjustment	ResolvedCdsIndex.getStepinDateOffset()	Gets the number of days between valuation date and step-in date.

Methods in com.opengamma.strata.product.credit that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	Cds.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	CdsIndex.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedCds.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedCdsIndex.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	Cds.Meta.stepinDateOffset()	The meta-property for the stepinDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	CdsIndex.Meta.stepinDateOffset()	The meta-property for the stepinDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedCds.Meta.stepinDateOffset()	The meta-property for the stepinDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ResolvedCdsIndex.Meta.stepinDateOffset()	The meta-property for the stepinDateOffset property.

Methods in com.opengamma.strata.product.credit with parameters of type DaysAdjustment

Modifier and Type	Method	Description
Cds.Builder	Cds.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
CdsIndex.Builder	CdsIndex.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
ResolvedCds.Builder	ResolvedCds.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
ResolvedCdsIndex.Builder	ResolvedCdsIndex.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
Cds.Builder	Cds.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)	Sets the number of days between valuation date and step-in date.
CdsIndex.Builder	CdsIndex.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)	Sets the number of days between valuation date and step-in date.
ResolvedCds.Builder	ResolvedCds.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)	Sets the number of days between valuation date and step-in date.
ResolvedCdsIndex.Builder	ResolvedCdsIndex.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)	Sets the number of days between valuation date and step-in date.

Uses of DaysAdjustment in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	CdsConvention.getSettlementDateOffset()	Get the number of days between valuation date and settlement date.
DaysAdjustment	ImmutableCdsConvention.getSettlementDateOffset()	Gets the number of days between valuation date and settlement date.
DaysAdjustment	ImmutableCdsConvention.getStepinDateOffset()	Gets the number of days between valuation date and step-in date.

Methods in com.opengamma.strata.product.credit.type that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableCdsConvention.Meta.settlementDateOffset()	The meta-property for the settlementDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableCdsConvention.Meta.stepinDateOffset()	The meta-property for the stepinDateOffset property.

Methods in com.opengamma.strata.product.credit.type with parameters of type DaysAdjustment

Modifier and Type	Method	Description
static ImmutableCdsConvention	ImmutableCdsConvention.of(String name, Currency currency, DayCount dayCount, Frequency paymentFrequency, BusinessDayAdjustment businessDayAdjustment, DaysAdjustment settlementDateOffset)	Obtains a convention based on the specified parameters.
ImmutableCdsConvention.Builder	ImmutableCdsConvention.Builder.settlementDateOffset(DaysAdjustment settlementDateOffset)	Sets the number of days between valuation date and settlement date.
ImmutableCdsConvention.Builder	ImmutableCdsConvention.Builder.stepinDateOffset(DaysAdjustment stepinDateOffset)	Sets the number of days between valuation date and step-in date.

Uses of DaysAdjustment in com.opengamma.strata.product.deposit

Methods in com.opengamma.strata.product.deposit that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	IborFixingDeposit.getFixingDateOffset()	Gets the offset of the fixing date from the start date.

Methods in com.opengamma.strata.product.deposit that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	IborFixingDeposit.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.

Methods in com.opengamma.strata.product.deposit with parameters of type DaysAdjustment

Modifier and Type	Method	Description
IborFixingDeposit.Builder	IborFixingDeposit.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from the start date.

Uses of DaysAdjustment in com.opengamma.strata.product.deposit.type

Methods in com.opengamma.strata.product.deposit.type that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	ImmutableIborFixingDepositConvention.getFixingDateOffset()	Gets the offset of the fixing date from the start date, providing a default result if no override specified.
DaysAdjustment	IborFixingDepositConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableIborFixingDepositConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
DaysAdjustment	ImmutableTermDepositConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	TermDepositConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.

Methods in com.opengamma.strata.product.deposit.type that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableIborFixingDepositConvention.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableIborFixingDepositConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableTermDepositConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.

Methods in com.opengamma.strata.product.deposit.type with parameters of type DaysAdjustment

Modifier and Type	Method	Description
ImmutableIborFixingDepositConvention.Builder	ImmutableIborFixingDepositConvention.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from the start date, optional with defaulting getter.
static ImmutableTermDepositConvention	ImmutableTermDepositConvention.of(String name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
ImmutableIborFixingDepositConvention.Builder	ImmutableIborFixingDepositConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date, optional with defaulting getter.
ImmutableTermDepositConvention.Builder	ImmutableTermDepositConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.

Uses of DaysAdjustment in com.opengamma.strata.product.fra

Methods in com.opengamma.strata.product.fra that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	Fra.getFixingDateOffset()	Gets the offset of the fixing date from the start date.

Methods in com.opengamma.strata.product.fra that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	Fra.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.

Methods in com.opengamma.strata.product.fra with parameters of type DaysAdjustment

Modifier and Type	Method	Description
Fra.Builder	Fra.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from the start date.

Uses of DaysAdjustment in com.opengamma.strata.product.fra.type

Methods in com.opengamma.strata.product.fra.type that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	ImmutableFraConvention.getFixingDateOffset()	Gets the offset of the fixing date from the start date, providing a default result if no override specified.
DaysAdjustment	ImmutableFraConvention.getPaymentDateOffset()	Gets the offset of the payment date from the start date, providing a default result if no override specified.
DaysAdjustment	FraConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableFraConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

Methods in com.opengamma.strata.product.fra.type that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFraConvention.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFraConvention.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFraConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.

Methods in com.opengamma.strata.product.fra.type with parameters of type DaysAdjustment

Modifier and Type	Method	Description
ImmutableFraConvention.Builder	ImmutableFraConvention.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from the start date, optional with defaulting getter.
ImmutableFraConvention.Builder	ImmutableFraConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of the payment date from the start date, optional with defaulting getter.
ImmutableFraConvention.Builder	ImmutableFraConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date, optional with defaulting getter.

Uses of DaysAdjustment in com.opengamma.strata.product.fx.type

Methods in com.opengamma.strata.product.fx.type that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	FxSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableFxSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.

Methods in com.opengamma.strata.product.fx.type that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFxSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.

Methods in com.opengamma.strata.product.fx.type with parameters of type DaysAdjustment

Modifier and Type	Method	Description
static ImmutableFxSwapConvention	ImmutableFxSwapConvention.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified currency pair and spot date offset.
static ImmutableFxSwapConvention	ImmutableFxSwapConvention.of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment)	Obtains a convention based on the specified currency pair, spot date offset and adjustment.
ImmutableFxSwapConvention.Builder	ImmutableFxSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.

Uses of DaysAdjustment in com.opengamma.strata.product.index.type

Methods in com.opengamma.strata.product.index.type that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	ImmutableOvernightFutureContractSpec.getEndDateAdjustment()	Gets the days adjustment to apply to get the end date.
DaysAdjustment	ImmutableOvernightFutureContractSpec.getLastTradeDateAdjustment()	Gets the days adjustment to apply to get the last trade date.

Methods in com.opengamma.strata.product.index.type with parameters of type DaysAdjustment

Modifier and Type	Method	Description
ImmutableOvernightFutureContractSpec.Builder	ImmutableOvernightFutureContractSpec.Builder.endDateAdjustment(DaysAdjustment endDateAdjustment)	Sets the days adjustment to apply to get the end date.
ImmutableOvernightFutureContractSpec.Builder	ImmutableOvernightFutureContractSpec.Builder.lastTradeDateAdjustment(DaysAdjustment lastTradeDateAdjustment)	Sets the days adjustment to apply to get the last trade date.

Uses of DaysAdjustment in com.opengamma.strata.product.swap

Methods in com.opengamma.strata.product.swap that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	FxResetCalculation.getFixingDateOffset()	Gets the offset of the FX reset fixing date from each adjusted accrual date.
DaysAdjustment	IborRateCalculation.getFixingDateOffset()	Gets the offset of the fixing date from each adjusted reset date.
DaysAdjustment	PaymentSchedule.getPaymentDateOffset()	Gets the offset of payment from the base calculation period date.

Methods in com.opengamma.strata.product.swap that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	IborRateCalculation.Meta.firstFixingDateOffset()	The meta-property for the firstFixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	FxResetCalculation.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	IborRateCalculation.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
Optional<DaysAdjustment>	IborRateCalculation.getFirstFixingDateOffset()	Gets the offset of the first fixing date from the first adjusted reset date, optional.
org.joda.beans.MetaProperty<DaysAdjustment>	PaymentSchedule.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.

Methods in com.opengamma.strata.product.swap with parameters of type DaysAdjustment

Modifier and Type	Method	Description
IborRateCalculation.Builder	IborRateCalculation.Builder.firstFixingDateOffset(DaysAdjustment firstFixingDateOffset)	Sets the offset of the first fixing date from the first adjusted reset date, optional.
FxResetCalculation.Builder	FxResetCalculation.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the FX reset fixing date from each adjusted accrual date.
IborRateCalculation.Builder	IborRateCalculation.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from each adjusted reset date.
PaymentSchedule.Builder	PaymentSchedule.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base calculation period date.

Uses of DaysAdjustment in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	IborRateSwapLegConvention.getFixingDateOffset()	The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
DaysAdjustment	FixedRateSwapLegConvention.getPaymentDateOffset()	Gets the offset of payment from the base date, providing a default result if no override specified.
DaysAdjustment	FloatRateSwapLegConvention.getPaymentDateOffset()	Gets the offset of the payment date from the base date.
DaysAdjustment	IborRateSwapLegConvention.getPaymentDateOffset()	Gets the offset of payment from the base date, providing a default result if no override specified.
DaysAdjustment	OvernightRateSwapLegConvention.getPaymentDateOffset()	Gets the offset of payment from the base date, providing a default result if no override specified.
DaysAdjustment	ImmutableFixedIborSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableFixedInflationSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableFixedOvernightSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableIborIborSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableOvernightIborSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableThreeLegBasisSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	ImmutableXCcyIborIborSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	SingleCurrencySwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.
DaysAdjustment	XCcyIborIborSwapConvention.getSpotDateOffset()	Gets the offset of the spot value date from the trade date.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	IborRateSwapLegConvention.Meta.fixingDateOffset()	The meta-property for the fixingDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	FixedRateSwapLegConvention.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	IborRateSwapLegConvention.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	InflationRateSwapLegConvention.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	OvernightRateSwapLegConvention.Meta.paymentDateOffset()	The meta-property for the paymentDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFixedIborSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFixedInflationSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableFixedOvernightSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableIborIborSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableOvernightIborSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableThreeLegBasisSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.
org.joda.beans.MetaProperty<DaysAdjustment>	ImmutableXCcyIborIborSwapConvention.Meta.spotDateOffset()	The meta-property for the spotDateOffset property.

Methods in com.opengamma.strata.product.swap.type with parameters of type DaysAdjustment

Modifier and Type	Method	Description
IborRateSwapLegConvention.Builder	IborRateSwapLegConvention.Builder.fixingDateOffset(DaysAdjustment fixingDateOffset)	Sets the offset of the fixing date from each adjusted reset date.
static ImmutableFixedIborSwapConvention	ImmutableFixedIborSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, IborRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableFixedInflationSwapConvention	ImmutableFixedInflationSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableFixedOvernightSwapConvention	ImmutableFixedOvernightSwapConvention.of(String name, FixedRateSwapLegConvention fixedLeg, OvernightRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableIborIborSwapConvention	ImmutableIborIborSwapConvention.of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableOvernightIborSwapConvention	ImmutableOvernightIborSwapConvention.of(String name, OvernightRateSwapLegConvention overnightLeg, IborRateSwapLegConvention iborLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableThreeLegBasisSwapConvention	ImmutableThreeLegBasisSwapConvention.of(String name, FixedRateSwapLegConvention spreadLeg, IborRateSwapLegConvention spreadFloatingLeg, IborRateSwapLegConvention flatFloatingLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
static ImmutableXCcyIborIborSwapConvention	ImmutableXCcyIborIborSwapConvention.of(String name, IborRateSwapLegConvention spreadLeg, IborRateSwapLegConvention flatLeg, DaysAdjustment spotDateOffset)	Obtains a convention based on the specified name and leg conventions.
FixedRateSwapLegConvention.Builder	FixedRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base date, optional with defaulting getter.
IborRateSwapLegConvention.Builder	IborRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base date, optional with defaulting getter.
InflationRateSwapLegConvention.Builder	InflationRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base date, optional with defaulting getter.
OvernightRateSwapLegConvention.Builder	OvernightRateSwapLegConvention.Builder.paymentDateOffset(DaysAdjustment paymentDateOffset)	Sets the offset of payment from the base date, optional with defaulting getter.
ImmutableFixedIborSwapConvention.Builder	ImmutableFixedIborSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.
ImmutableFixedInflationSwapConvention.Builder	ImmutableFixedInflationSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.
ImmutableFixedOvernightSwapConvention.Builder	ImmutableFixedOvernightSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.
ImmutableIborIborSwapConvention.Builder	ImmutableIborIborSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.
ImmutableOvernightIborSwapConvention.Builder	ImmutableOvernightIborSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.
ImmutableThreeLegBasisSwapConvention.Builder	ImmutableThreeLegBasisSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.
ImmutableXCcyIborIborSwapConvention.Builder	ImmutableXCcyIborIborSwapConvention.Builder.spotDateOffset(DaysAdjustment spotDateOffset)	Sets the offset of the spot value date from the trade date.

Uses of DaysAdjustment in com.opengamma.strata.product.swaption

Methods in com.opengamma.strata.product.swaption that return DaysAdjustment

Modifier and Type	Method	Description
DaysAdjustment	SwaptionExercise.getSwapStartDateOffset()	Gets the offset to the swap start date.

Methods in com.opengamma.strata.product.swaption that return types with arguments of type DaysAdjustment

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<DaysAdjustment>	SwaptionExercise.Meta.swapStartDateOffset()	The meta-property for the swapStartDateOffset property.

Methods in com.opengamma.strata.product.swaption with parameters of type DaysAdjustment

Modifier and Type	Method	Description
static SwaptionExercise	SwaptionExercise.ofAmerican(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, DaysAdjustment swapStartDateOffset)	Obtains an instance for an American swaption.
static SwaptionExercise	SwaptionExercise.ofBermudan(AdjustableDates exerciseDates, DaysAdjustment swapStartDateOffset)	Obtains an instance for a Bermudan swaption.
static SwaptionExercise	SwaptionExercise.ofBermudan(LocalDate earliestExerciseDate, LocalDate latestExerciseDate, BusinessDayAdjustment dateAdjustment, Frequency frequency, DaysAdjustment swapStartDateOffset)	Obtains an instance for a Bermudan swaption where the dates are calculated.
static SwaptionExercise	SwaptionExercise.ofEuropean(AdjustableDate exerciseDate, DaysAdjustment swapStartDateOffset)	Obtains an instance for a European swaption.