Class HolidayCalendarIds
- java.lang.Object
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- com.opengamma.strata.basics.date.HolidayCalendarIds
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public final class HolidayCalendarIds extends Object
Identifiers for common holiday calendars.The constants defined here are identifiers, used to locate instances of
HolidayCalendar
fromReferenceData
.All the constants defined here will be available from
ReferenceData.standard()
. The associated holiday data may or may not be sufficient for your production needs.The standard holiday data was obtained by direct research - it was not derived from a vendor of holiday calendar data. Two approaches are available to add or change the data. Firstly, applications can provide their own
ReferenceData
implementation, mapping the identifier to any data desired. Secondly, the standard data can be amended by following the instructions inHolidayCalendar.ini
.
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Field Summary
Fields Modifier and Type Field Description static HolidayCalendarId
AUSY
An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.static HolidayCalendarId
BRBD
An identifier for the holiday calendar of Brazil, with code 'BRBD'.static HolidayCalendarId
CAMO
An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.static HolidayCalendarId
CATO
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.static HolidayCalendarId
CHZU
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.static HolidayCalendarId
CZPR
An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.static HolidayCalendarId
DEFR
An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.static HolidayCalendarId
DKCO
An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.static HolidayCalendarId
EUTA
An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.static HolidayCalendarId
FRI_SAT
An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.static HolidayCalendarId
FRPA
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.static HolidayCalendarId
GBLO
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.static HolidayCalendarId
HUBU
An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.static HolidayCalendarId
JPTO
An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.static HolidayCalendarId
MXMC
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.static HolidayCalendarId
NO_HOLIDAYS
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.static HolidayCalendarId
NOOS
An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.static HolidayCalendarId
NYFD
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.static HolidayCalendarId
NYSE
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.static HolidayCalendarId
NZAU
An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.static HolidayCalendarId
NZWE
An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.static HolidayCalendarId
PLWA
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.static HolidayCalendarId
SAT_SUN
An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.static HolidayCalendarId
SEST
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.static HolidayCalendarId
THU_FRI
An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.static HolidayCalendarId
USGS
An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.static HolidayCalendarId
USNY
An identifier for the holiday calendar of New York, United States, with code 'USNY'.static HolidayCalendarId
ZAJO
An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.
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Field Detail
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NO_HOLIDAYS
public static final HolidayCalendarId NO_HOLIDAYS
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.This calendar has the effect of making every day a business day. It is often used to indicate that a holiday calendar does not apply.
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SAT_SUN
public static final HolidayCalendarId SAT_SUN
An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.This calendar is mostly useful in testing scenarios. Note that not all countries use Saturday and Sunday weekends.
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FRI_SAT
public static final HolidayCalendarId FRI_SAT
An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.This calendar is mostly useful in testing scenarios.
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THU_FRI
public static final HolidayCalendarId THU_FRI
An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.This calendar is mostly useful in testing scenarios.
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GBLO
public static final HolidayCalendarId GBLO
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.This constant references the calendar for London bank holidays.
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FRPA
public static final HolidayCalendarId FRPA
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.This constant references the calendar for Paris public holidays.
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DEFR
public static final HolidayCalendarId DEFR
An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.This constant references the calendar for Frankfurt public holidays.
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CHZU
public static final HolidayCalendarId CHZU
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.This constant references the calendar for Zurich public holidays.
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EUTA
public static final HolidayCalendarId EUTA
An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.This constant references the calendar for the TARGET interbank payment system holidays.
Referenced by the 2006 ISDA definitions 1.8.
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USGS
public static final HolidayCalendarId USGS
An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.This constant references the calendar for United States Government Securities as per SIFMA.
Referenced by the 2006 ISDA definitions 1.11.
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USNY
public static final HolidayCalendarId USNY
An identifier for the holiday calendar of New York, United States, with code 'USNY'.This constant references the calendar for New York holidays.
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NYFD
public static final HolidayCalendarId NYFD
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.This constant references the calendar for the Federal Reserve Bank of New York holidays.
Referenced by the 2006 ISDA definitions 1.9.
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NYSE
public static final HolidayCalendarId NYSE
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.This constant references the calendar for the New York Stock Exchange.
Referenced by the 2006 ISDA definitions 1.10.
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JPTO
public static final HolidayCalendarId JPTO
An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.This constant references the calendar for Tokyo bank holidays.
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AUSY
public static final HolidayCalendarId AUSY
An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.This constant references the calendar for Sydney bank holidays.
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BRBD
public static final HolidayCalendarId BRBD
An identifier for the holiday calendar of Brazil, with code 'BRBD'.This constant references the combined calendar for Brazil bank holidays. This unites city-level calendars.
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CAMO
public static final HolidayCalendarId CAMO
An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.This constant references the calendar for Montreal bank holidays.
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CATO
public static final HolidayCalendarId CATO
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.This constant references the calendar for Toronto bank holidays.
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CZPR
public static final HolidayCalendarId CZPR
An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.This constant references the calendar for Prague bank holidays.
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DKCO
public static final HolidayCalendarId DKCO
An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.This constant references the calendar for Copenhagen bank holidays.
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HUBU
public static final HolidayCalendarId HUBU
An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.This constant references the calendar for Budapest bank holidays.
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MXMC
public static final HolidayCalendarId MXMC
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.This constant references the calendar for Mexico City bank holidays.
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NOOS
public static final HolidayCalendarId NOOS
An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.This constant references the calendar for Oslo bank holidays.
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NZAU
public static final HolidayCalendarId NZAU
An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.This constant references the calendar for Auckland bank holidays.
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NZWE
public static final HolidayCalendarId NZWE
An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.This constant references the calendar for Wellington bank holidays.
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PLWA
public static final HolidayCalendarId PLWA
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.This constant references the calendar for Warsaw bank holidays.
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SEST
public static final HolidayCalendarId SEST
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.This constant references the calendar for Stockholm bank holidays.
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ZAJO
public static final HolidayCalendarId ZAJO
An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.This constant references the calendar for Johannesburg bank holidays.
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