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

Packages that use HolidayCalendarId

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.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.product.credit	Entity objects describing Credit Default Swap (CDS) and CDS index.

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

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

Modifier and Type	Field	Description
static HolidayCalendarId	HolidayCalendarIds.AUSY	An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.
static HolidayCalendarId	HolidayCalendarIds.BRBD	An identifier for the holiday calendar of Brazil, with code 'BRBD'.
static HolidayCalendarId	HolidayCalendarIds.CAMO	An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.
static HolidayCalendarId	HolidayCalendarIds.CATO	An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
static HolidayCalendarId	HolidayCalendarIds.CHZU	An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
static HolidayCalendarId	HolidayCalendarIds.CZPR	An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.
static HolidayCalendarId	HolidayCalendarIds.DEFR	An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.
static HolidayCalendarId	HolidayCalendarIds.DKCO	An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.
static HolidayCalendarId	HolidayCalendarIds.EUTA	An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.
static HolidayCalendarId	HolidayCalendarIds.FRI_SAT	An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.
static HolidayCalendarId	HolidayCalendarIds.FRPA	An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
static HolidayCalendarId	HolidayCalendarIds.GBLO	An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
static HolidayCalendarId	HolidayCalendarIds.HUBU	An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.
static HolidayCalendarId	HolidayCalendarIds.JPTO	An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.
static HolidayCalendarId	HolidayCalendarIds.MXMC	An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.
static HolidayCalendarId	HolidayCalendarIds.NO_HOLIDAYS	An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
static HolidayCalendarId	HolidayCalendarIds.NOOS	An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.
static HolidayCalendarId	HolidayCalendarIds.NYFD	An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.
static HolidayCalendarId	HolidayCalendarIds.NYSE	An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.
static HolidayCalendarId	HolidayCalendarIds.NZAU	An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.
static HolidayCalendarId	HolidayCalendarIds.NZWE	An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.
static HolidayCalendarId	HolidayCalendarIds.PLWA	An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.
static HolidayCalendarId	HolidayCalendarIds.SAT_SUN	An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.
static HolidayCalendarId	HolidayCalendarIds.SEST	An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.
static HolidayCalendarId	HolidayCalendarIds.THU_FRI	An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.
static HolidayCalendarId	HolidayCalendarIds.USGS	An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.
static HolidayCalendarId	HolidayCalendarIds.USNY	An identifier for the holiday calendar of New York, United States, with code 'USNY'.
static HolidayCalendarId	HolidayCalendarIds.ZAJO	An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.

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

Modifier and Type	Method	Description
HolidayCalendarId	HolidayCalendarId.combinedWith(HolidayCalendarId other)	Combines this holiday calendar identifier with another.
static HolidayCalendarId	HolidayCalendarId.defaultByCurrency(Currency currency)	Gets the default calendar for a currency.
static HolidayCalendarId	HolidayCalendarId.defaultByCurrencyPair(CurrencyPair currencyPair)	Gets the default calendar for a pair of currencies.
HolidayCalendarId	BusinessDayAdjustment.getCalendar()	Gets the calendar that defines holidays and business days.
HolidayCalendarId	DaysAdjustment.getCalendar()	Gets the holiday calendar that defines the meaning of a day when performing the addition.
HolidayCalendarId	HolidayCalendar.getId()	Gets the identifier for the calendar.
HolidayCalendarId	ImmutableHolidayCalendar.getId()	Gets the identifier, such as 'GBLO'.
HolidayCalendarId	DaysAdjustment.getResultCalendar()	Gets the holiday calendar that will be applied to the result.
HolidayCalendarId	HolidayCalendarId.linkedWith(HolidayCalendarId other)	Combines this holiday calendar identifier with another.
static HolidayCalendarId	HolidayCalendarId.of(String uniqueName)	Obtains an instance from the specified unique name.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<HolidayCalendarId>	BusinessDayAdjustment.Meta.calendar()	The meta-property for the calendar property.
org.joda.beans.MetaProperty<HolidayCalendarId>	DaysAdjustment.Meta.calendar()	The meta-property for the calendar property.
static Optional<HolidayCalendarId>	HolidayCalendarId.findDefaultByCurrency(Currency currency)	Tries to find a default calendar for a currency.
org.joda.beans.MetaProperty<HolidayCalendarId>	ImmutableHolidayCalendar.Meta.id()	The meta-property for the id property.

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

Modifier and Type	Method	Description
BusinessDayAdjustment.Builder	BusinessDayAdjustment.Builder.calendar(HolidayCalendarId calendar)	Sets the calendar that defines holidays and business days.
DaysAdjustment.Builder	DaysAdjustment.Builder.calendar(HolidayCalendarId calendar)	Sets the holiday calendar that defines the meaning of a day when performing the addition.
HolidayCalendarId	HolidayCalendarId.combinedWith(HolidayCalendarId other)	Combines this holiday calendar identifier with another.
static boolean	HolidayCalendarId.isCompositeCalendar(HolidayCalendarId id)	Checks if the holiday calendar is a combined or linked calendar.
HolidayCalendarId	HolidayCalendarId.linkedWith(HolidayCalendarId other)	Combines this holiday calendar identifier with another.
static BusinessDayAdjustment	BusinessDayAdjustment.of(BusinessDayConvention convention, HolidayCalendarId calendar)	Obtains an instance using the specified convention and calendar.
static ImmutableHolidayCalendar	ImmutableHolidayCalendar.of(HolidayCalendarId id, Iterable<LocalDate> holidays, Iterable<DayOfWeek> weekendDays)	Obtains an instance from a set of holiday dates and weekend days.
static ImmutableHolidayCalendar	ImmutableHolidayCalendar.of(HolidayCalendarId id, Iterable<LocalDate> holidays, Iterable<DayOfWeek> weekendDays, Iterable<LocalDate> workingDays)	Obtains an instance from a set of holiday dates and weekend days.
static ImmutableHolidayCalendar	ImmutableHolidayCalendar.of(HolidayCalendarId id, Iterable<LocalDate> holidays, DayOfWeek firstWeekendDay, DayOfWeek secondWeekendDay)	Obtains an instance from a set of holiday dates and weekend days.
static DayCount	DayCount.ofBus252(HolidayCalendarId calendar)	Obtains an instance of the 'Bus/252' day count based on a specific calendar.
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.

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

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

Modifier and Type	Method	Description
HolidayCalendarId	FxIndex.getFixingCalendar()	Gets the calendar that determines which dates are fixing dates.
HolidayCalendarId	ImmutableFxIndex.getFixingCalendar()	Gets the calendar that determines which dates are fixing dates.
HolidayCalendarId	ImmutableIborIndex.getFixingCalendar()	Gets the calendar that determines which dates are fixing dates.
HolidayCalendarId	ImmutableOvernightIndex.getFixingCalendar()	Gets the calendar that the index uses.
HolidayCalendarId	RateIndex.getFixingCalendar()	Gets the calendar that determines which dates are fixing dates.

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

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<HolidayCalendarId>	ImmutableFxIndex.Meta.fixingCalendar()	The meta-property for the fixingCalendar property.
org.joda.beans.MetaProperty<HolidayCalendarId>	ImmutableIborIndex.Meta.fixingCalendar()	The meta-property for the fixingCalendar property.
org.joda.beans.MetaProperty<HolidayCalendarId>	ImmutableOvernightIndex.Meta.fixingCalendar()	The meta-property for the fixingCalendar property.

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

Modifier and Type	Method	Description
ImmutableFxIndex.Builder	ImmutableFxIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)	Sets the calendar that determines which dates are fixing dates.
ImmutableIborIndex.Builder	ImmutableIborIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)	Sets the calendar that determines which dates are fixing dates.
ImmutableOvernightIndex.Builder	ImmutableOvernightIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)	Sets the calendar that the index uses.

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

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

Modifier and Type	Method	Description
HolidayCalendarId	FpmlDocument.convertHolidayCalendar(String fpmlBusinessCenter)	Converts an FpML business center string to a HolidayCalendar.
HolidayCalendarId	FpmlDocument.parseBusinessCenter(XmlElement baseEl)	Converts an FpML 'BusinessCenter' to a HolidayCalendar.
HolidayCalendarId	FpmlDocument.parseBusinessCenters(XmlElement baseEl)	Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.

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

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

Modifier and Type	Method	Description
static Cds	Cds.of(BuySell buySell, StandardId legalEntityId, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)	Creates an instance of a standardized CDS.
static CdsIndex	CdsIndex.of(BuySell buySell, StandardId cdsIndexId, List<StandardId> legalEntityIds, Currency currency, double notional, LocalDate startDate, LocalDate endDate, Frequency paymentFrequency, HolidayCalendarId calendar, double fixedRate)	Creates an instance of a standardized CDS index.