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

Packages that use SequenceDate

Package	Description
com.opengamma.strata.basics.date	Tools for working with dates.
com.opengamma.strata.product.index.type	Conventions and templates to aid the construction of rate index products.

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

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

Modifier and Type	Method	Description
static SequenceDate	SequenceDate.base(int sequenceNumber)	Obtains an instance that selects the nth base sequence date on or after the input date.
static SequenceDate	SequenceDate.base(Period minimumPeriod, int sequenceNumber)	Obtains an instance that selects the nth base sequence date on or after the input date once the minimum period is added.
static SequenceDate	SequenceDate.base(YearMonth yearMonth)	Obtains an instance that selects the next base sequence date on or after the start of the specified month.
static SequenceDate	SequenceDate.base(YearMonth yearMonth, int sequenceNumber)	Obtains an instance that selects the nth base sequence date on or after the start of the specified month.
static SequenceDate	SequenceDate.full(int sequenceNumber)	Obtains an instance that selects the nth full sequence date on or after the input date.
static SequenceDate	SequenceDate.full(Period minimumPeriod, int sequenceNumber)	Obtains an instance that selects the nth full sequence date on or after the input date once the minimum period is added.
static SequenceDate	SequenceDate.full(YearMonth yearMonth)	Obtains an instance that selects the next full sequence date on or after the start of the specified month.
static SequenceDate	SequenceDate.full(YearMonth yearMonth, int sequenceNumber)	Obtains an instance that selects the nth full sequence date on or after the start of the specified month.

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

Modifier and Type	Method	Description
static org.joda.beans.TypedMetaBean<SequenceDate>	SequenceDate.meta()	The meta-bean for SequenceDate.
org.joda.beans.TypedMetaBean<SequenceDate>	SequenceDate.metaBean()

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

Modifier and Type	Method	Description
default LocalDate	DateSequence.selectDate(LocalDate inputDate, SequenceDate sequenceDate)	Selects a date from the sequence.
default LocalDate	DateSequence.selectDateOrSame(LocalDate inputDate, SequenceDate sequenceDate)	Selects a date from the sequence.

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

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

Modifier and Type	Method	Description
SequenceDate	IborFutureTemplate.getSequenceDate()	Gets the instructions that define which future is desired.
SequenceDate	OvernightFutureTemplate.getSequenceDate()	Gets the instructions that define which future is desired.

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

Modifier and Type	Method	Description
LocalDate	IborFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)	Calculates the reference date from the trade date.
LocalDate	ImmutableIborFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)
LocalDate	ImmutableOvernightFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)
LocalDate	OvernightFutureContractSpec.calculateReferenceDate(LocalDate tradeDate, SequenceDate sequenceDate, ReferenceData refData)	Calculates the reference date from the trade date.
IborFutureTrade	IborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)	Creates a trade based on this convention.
IborFutureTrade	ImmutableIborFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
OvernightFutureTrade	ImmutableOvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)
OvernightFutureTrade	OvernightFutureContractSpec.createTrade(LocalDate tradeDate, SecurityId securityId, SequenceDate sequenceDate, double quantity, double price, ReferenceData refData)	Creates a trade based on this convention.
static IborFutureTemplate	IborFutureTemplate.of(SequenceDate sequenceDate, IborFutureContractSpec contractSpec)	Obtains a template based on the specified contract specification and sequence date.
static OvernightFutureTemplate	OvernightFutureTemplate.of(SequenceDate sequenceDate, OvernightFutureContractSpec contractSpec)	Obtains a template based on the specified contract specification and sequence date.