Class RollConventions


  • public final class RollConventions
    extends java.lang.Object
    Constants and implementations for standard roll conventions.

    The purpose of this convention is to define how to roll dates when building a schedule. The standard approach to building a schedule is based on unadjusted dates, which do not have a business day convention applied. To get the next date in the schedule, take the base date and the periodic frequency. Once this date is calculated, the roll convention is applied to produce the next schedule date.

    In most cases the specific values for day-of-month and day-of-week are not needed. A one month periodic frequency will naturally select the same day-of-month as the input date, thus the day-of-month does not need to be additionally specified.

    • Field Summary

      Fields 
      Modifier and Type Field Description
      static RollConvention DAY_1
      The 'Day1' roll convention which adjusts the date to day-of-month 1.
      static RollConvention DAY_10
      The 'Day10' roll convention which adjusts the date to day-of-month 10.
      static RollConvention DAY_11
      The 'Day11' roll convention which adjusts the date to day-of-month 11.
      static RollConvention DAY_12
      The 'Day12' roll convention which adjusts the date to day-of-month 12.
      static RollConvention DAY_13
      The 'Day13' roll convention which adjusts the date to day-of-month 13
      static RollConvention DAY_14
      The 'Day14' roll convention which adjusts the date to day-of-month 14.
      static RollConvention DAY_15
      The 'Day15' roll convention which adjusts the date to day-of-month 15.
      static RollConvention DAY_16
      The 'Day16' roll convention which adjusts the date to day-of-month 16.
      static RollConvention DAY_17
      The 'Day17' roll convention which adjusts the date to day-of-month 17.
      static RollConvention DAY_18
      The 'Day18' roll convention which adjusts the date to day-of-month 18.
      static RollConvention DAY_19
      The 'Day19' roll convention which adjusts the date to day-of-month 19.
      static RollConvention DAY_2
      The 'Day2' roll convention which adjusts the date to day-of-month 2.
      static RollConvention DAY_20
      The 'Day20' roll convention which adjusts the date to day-of-month 20.
      static RollConvention DAY_21
      The 'Day21' roll convention which adjusts the date to day-of-month 21.
      static RollConvention DAY_22
      The 'Day22' roll convention which adjusts the date to day-of-month 22.
      static RollConvention DAY_23
      The 'Day23' roll convention which adjusts the date to day-of-month 23.
      static RollConvention DAY_24
      The 'Day24' roll convention which adjusts the date to day-of-month 24.
      static RollConvention DAY_25
      The 'Day25' roll convention which adjusts the date to day-of-month 25.
      static RollConvention DAY_26
      The 'Day26' roll convention which adjusts the date to day-of-month 26.
      static RollConvention DAY_27
      The 'Day27' roll convention which adjusts the date to day-of-month 27.
      static RollConvention DAY_28
      The 'Day28' roll convention which adjusts the date to day-of-month 28.
      static RollConvention DAY_29
      The 'Day29' roll convention which adjusts the date to day-of-month 29.
      static RollConvention DAY_3
      The 'Day3' roll convention which adjusts the date to day-of-month 3.
      static RollConvention DAY_30
      The 'Day30' roll convention which adjusts the date to day-of-month 30.
      static RollConvention DAY_4
      The 'Day4' roll convention which adjusts the date to day-of-month 4.
      static RollConvention DAY_5
      The 'Day5' roll convention which adjusts the date to day-of-month 5.
      static RollConvention DAY_6
      The 'Day6' roll convention which adjusts the date to day-of-month 6.
      static RollConvention DAY_7
      The 'Day7' roll convention which adjusts the date to day-of-month 7.
      static RollConvention DAY_8
      The 'Day8' roll convention which adjusts the date to day-of-month 8.
      static RollConvention DAY_9
      The 'Day9' roll convention which adjusts the date to day-of-month 9.
      static RollConvention DAY_FRI
      The 'DayFri' roll convention which adjusts the date to be Friday.
      static RollConvention DAY_MON
      The 'DayMon' roll convention which adjusts the date to be Monday.
      static RollConvention DAY_SAT
      The 'DaySat' roll convention which adjusts the date to be Saturday.
      static RollConvention DAY_SUN
      The 'DaySun' roll convention which adjusts the date to be Sunday.
      static RollConvention DAY_THU
      The 'DayThu' roll convention which adjusts the date to be Thursday.
      static RollConvention DAY_TUE
      The 'DayTue' roll convention which adjusts the date to be Tuesday.
      static RollConvention DAY_WED
      The 'DayWed' roll convention which adjusts the date to be Wednesday.
      static RollConvention EOM
      The 'EOM' roll convention which adjusts the date to the end of the month.
      static RollConvention IMM
      The 'IMM' roll convention which adjusts the date to the third Wednesday.
      static RollConvention IMMAUD
      The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
      static RollConvention IMMCAD
      The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.
      static RollConvention IMMNZD
      The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
      static RollConvention NONE
      The 'None' roll convention.
      static RollConvention SFE
      The 'SFE' roll convention which adjusts the date to the second Friday.
      static RollConvention TBILL
      The 'TBILL' roll convention which adjusts the date to next Monday.
    • Method Summary

      • Methods inherited from class java.lang.Object

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

      • NONE

        public static final RollConvention NONE
        The 'None' roll convention.

        The input date will not be adjusted.

        When calculating a schedule, there will be no further adjustment after the periodic frequency is added or subtracted.

      • EOM

        public static final RollConvention EOM
        The 'EOM' roll convention which adjusts the date to the end of the month.

        The input date will be adjusted ensure it is the last valid day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • IMM

        public static final RollConvention IMM
        The 'IMM' roll convention which adjusts the date to the third Wednesday.

        The input date will be adjusted ensure it is the third Wednesday of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • IMMCAD

        public static final RollConvention IMMCAD
        The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.

        The input date will be adjusted ensure it is two GBLO business days before the third Wednesday of the month. The date is further adjusted earlier by a combination of the CATO and CAMO calendars. Standard reference data is used to resolve the holiday calendars. (Note that all current GBLO, CATO and CAMO holiday dates will not impact the result.) The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • IMMAUD

        public static final RollConvention IMMAUD
        The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.

        The input date will be adjusted ensure it is the Thursday before the second Friday of the month. Standard reference data is used to resolve the AUSY holiday calendar to subtract the day. (Note that all current AUSY holiday dates will not impact the result.) The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • IMMNZD

        public static final RollConvention IMMNZD
        The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.

        The input date will be adjusted to the ninth day of the month, and then it will be adjusted to be a Wednesday. If the ninth is a Wednesday, then that is returned. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • SFE

        public static final RollConvention SFE
        The 'SFE' roll convention which adjusts the date to the second Friday.

        The input date will be adjusted ensure it is the second Friday of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • TBILL

        public static final RollConvention TBILL
        The 'TBILL' roll convention which adjusts the date to next Monday.

        The input date will be adjusted ensure it is the next Monday. The USNY holiday calendar is used in case the Monday is a holiday. Standard reference data is used to resolve the holiday calendar.

      • DAY_1

        public static final RollConvention DAY_1
        The 'Day1' roll convention which adjusts the date to day-of-month 1.

        The input date will be adjusted ensure it is the 1st day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_2

        public static final RollConvention DAY_2
        The 'Day2' roll convention which adjusts the date to day-of-month 2.

        The input date will be adjusted ensure it is the 2nd day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_3

        public static final RollConvention DAY_3
        The 'Day3' roll convention which adjusts the date to day-of-month 3.

        The input date will be adjusted ensure it is the 3rd day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_4

        public static final RollConvention DAY_4
        The 'Day4' roll convention which adjusts the date to day-of-month 4.

        The input date will be adjusted ensure it is the 4th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_5

        public static final RollConvention DAY_5
        The 'Day5' roll convention which adjusts the date to day-of-month 5.

        The input date will be adjusted ensure it is the 5th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_6

        public static final RollConvention DAY_6
        The 'Day6' roll convention which adjusts the date to day-of-month 6.

        The input date will be adjusted ensure it is the 6th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_7

        public static final RollConvention DAY_7
        The 'Day7' roll convention which adjusts the date to day-of-month 7.

        The input date will be adjusted ensure it is the 7th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_8

        public static final RollConvention DAY_8
        The 'Day8' roll convention which adjusts the date to day-of-month 8.

        The input date will be adjusted ensure it is the 8th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_9

        public static final RollConvention DAY_9
        The 'Day9' roll convention which adjusts the date to day-of-month 9.

        The input date will be adjusted ensure it is the 9th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_10

        public static final RollConvention DAY_10
        The 'Day10' roll convention which adjusts the date to day-of-month 10.

        The input date will be adjusted ensure it is the 10th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_11

        public static final RollConvention DAY_11
        The 'Day11' roll convention which adjusts the date to day-of-month 11.

        The input date will be adjusted ensure it is the 11th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_12

        public static final RollConvention DAY_12
        The 'Day12' roll convention which adjusts the date to day-of-month 12.

        The input date will be adjusted ensure it is the 12th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_13

        public static final RollConvention DAY_13
        The 'Day13' roll convention which adjusts the date to day-of-month 13

        The input date will be adjusted ensure it is the 13th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_14

        public static final RollConvention DAY_14
        The 'Day14' roll convention which adjusts the date to day-of-month 14.

        The input date will be adjusted ensure it is the 14th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_15

        public static final RollConvention DAY_15
        The 'Day15' roll convention which adjusts the date to day-of-month 15.

        The input date will be adjusted ensure it is the 15th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_16

        public static final RollConvention DAY_16
        The 'Day16' roll convention which adjusts the date to day-of-month 16.

        The input date will be adjusted ensure it is the 16th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_17

        public static final RollConvention DAY_17
        The 'Day17' roll convention which adjusts the date to day-of-month 17.

        The input date will be adjusted ensure it is the 17th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_18

        public static final RollConvention DAY_18
        The 'Day18' roll convention which adjusts the date to day-of-month 18.

        The input date will be adjusted ensure it is the 18th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_19

        public static final RollConvention DAY_19
        The 'Day19' roll convention which adjusts the date to day-of-month 19.

        The input date will be adjusted ensure it is the 19th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_20

        public static final RollConvention DAY_20
        The 'Day20' roll convention which adjusts the date to day-of-month 20.

        The input date will be adjusted ensure it is the 20th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_21

        public static final RollConvention DAY_21
        The 'Day21' roll convention which adjusts the date to day-of-month 21.

        The input date will be adjusted ensure it is the 21st day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_22

        public static final RollConvention DAY_22
        The 'Day22' roll convention which adjusts the date to day-of-month 22.

        The input date will be adjusted ensure it is the 22nd day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_23

        public static final RollConvention DAY_23
        The 'Day23' roll convention which adjusts the date to day-of-month 23.

        The input date will be adjusted ensure it is the 23rd day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_24

        public static final RollConvention DAY_24
        The 'Day24' roll convention which adjusts the date to day-of-month 24.

        The input date will be adjusted ensure it is the 24th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_25

        public static final RollConvention DAY_25
        The 'Day25' roll convention which adjusts the date to day-of-month 25.

        The input date will be adjusted ensure it is the 25th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_26

        public static final RollConvention DAY_26
        The 'Day26' roll convention which adjusts the date to day-of-month 26.

        The input date will be adjusted ensure it is the 26th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_27

        public static final RollConvention DAY_27
        The 'Day27' roll convention which adjusts the date to day-of-month 27.

        The input date will be adjusted ensure it is the 27th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_28

        public static final RollConvention DAY_28
        The 'Day28' roll convention which adjusts the date to day-of-month 28.

        The input date will be adjusted ensure it is the 28th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_29

        public static final RollConvention DAY_29
        The 'Day29' roll convention which adjusts the date to day-of-month 29.

        The input date will be adjusted ensure it is the 29th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_30

        public static final RollConvention DAY_30
        The 'Day30' roll convention which adjusts the date to day-of-month 30.

        The input date will be adjusted ensure it is the 30th day of the month. The year and month of the result date will be the same as the input date.

        This convention is intended for use with periods that are a multiple of months.

      • DAY_MON

        public static final RollConvention DAY_MON
        The 'DayMon' roll convention which adjusts the date to be Monday.

        The input date will be adjusted ensure it is a Monday. This convention is intended for use with periods that are a multiple of weeks.

      • DAY_TUE

        public static final RollConvention DAY_TUE
        The 'DayTue' roll convention which adjusts the date to be Tuesday.

        The input date will be adjusted ensure it is a Tuesday. This convention is intended for use with periods that are a multiple of weeks.

      • DAY_WED

        public static final RollConvention DAY_WED
        The 'DayWed' roll convention which adjusts the date to be Wednesday.

        The input date will be adjusted ensure it is a Wednesday. This convention is intended for use with periods that are a multiple of weeks.

      • DAY_THU

        public static final RollConvention DAY_THU
        The 'DayThu' roll convention which adjusts the date to be Thursday.

        The input date will be adjusted ensure it is a Thursday. This convention is intended for use with periods that are a multiple of weeks.

      • DAY_FRI

        public static final RollConvention DAY_FRI
        The 'DayFri' roll convention which adjusts the date to be Friday.

        The input date will be adjusted ensure it is a Friday. This convention is intended for use with periods that are a multiple of weeks.

      • DAY_SAT

        public static final RollConvention DAY_SAT
        The 'DaySat' roll convention which adjusts the date to be Saturday.

        The input date will be adjusted ensure it is a Saturday. This convention is intended for use with periods that are a multiple of weeks.

      • DAY_SUN

        public static final RollConvention DAY_SUN
        The 'DaySun' roll convention which adjusts the date to be Sunday.

        The input date will be adjusted ensure it is a Sunday. This convention is intended for use with periods that are a multiple of weeks.