Package com.opengamma.strata.basics.date
This package contains data objects and tools for manipulating dates.
DayCount
provides the standard
mechanism used to convert dates to fractions of a year.
HolidayCalendar
provides
data on whether a date is a holiday or business day.
BusinessDayConvention
provides standard rules for converting a holiday to the nearest business day,
such as 'Following', 'ModifiedFollowing' and 'Preceding'.
PeriodAdditionConvention
provides rules for adding months, such as 'LastDay' and 'LastBusinessDay'.
Tenor
is used to represent
the length of time that a financial instrument takes to reach maturity.
AdjustableDate
,
BusinessDayAdjustment
,
DaysAdjustment
,
PeriodAdjustment
and
TenorAdjustment
provide
entity objects to represent different kinds of adjustment.
-
Interface Summary Interface Description BusinessDayConvention A convention defining how to adjust a date if it falls on a day other than a business day.DateAdjuster Functional interface that can adjust a date.DateSequence A series of dates identified by name.DayCount A convention defining how to calculate fractions of a year.DayCount.ScheduleInfo Information about the schedule necessary to calculate the day count.HolidayCalendar A holiday calendar, classifying dates as holidays or business days.PeriodAdditionConvention A convention defining how a period is added to a date. -
Class Summary Class Description AdjustableDate An adjustable date.AdjustableDate.Meta The meta-bean forAdjustableDate
.AdjustableDates An adjustable list of dates.AdjustableDates.Meta The meta-bean forAdjustableDates
.BusinessDayAdjustment An adjustment that alters a date if it falls on a day other than a business day.BusinessDayAdjustment.Builder The bean-builder forBusinessDayAdjustment
.BusinessDayAdjustment.Meta The meta-bean forBusinessDayAdjustment
.BusinessDayConventions Constants and implementations for standard business day conventions.DateAdjusters Date adjusters that perform useful operations onLocalDate
.DateSequences Constants and implementations for standard date sequences.DayCounts Constants and implementations for standard day count conventions.DaysAdjustment An adjustment that alters a date by adding a period of days.DaysAdjustment.Builder The bean-builder forDaysAdjustment
.DaysAdjustment.Meta The meta-bean forDaysAdjustment
.HolidayCalendarId An identifier for a holiday calendar.HolidayCalendarIds Identifiers for common holiday calendars.HolidayCalendars Constants and implementations for standard holiday calendars.ImmutableHolidayCalendar An immutable holiday calendar implementation.ImmutableHolidayCalendar.Meta The meta-bean forImmutableHolidayCalendar
.MarketTenor A code used in the market to indicate both the start date and tenor of a financial instrument.PeriodAdditionConventions Constants and implementations for standard period addition conventions.PeriodAdjustment An adjustment that alters a date by adding a period of calendar days, months and years.PeriodAdjustment.Builder The bean-builder forPeriodAdjustment
.PeriodAdjustment.Meta The meta-bean forPeriodAdjustment
.SequenceDate Instructions to obtain a specific date from a sequence of dates.Tenor A tenor indicating how long it will take for a financial instrument to reach maturity.TenorAdjustment An adjustment that alters a date by adding a tenor.TenorAdjustment.Builder The bean-builder forTenorAdjustment
.TenorAdjustment.Meta The meta-bean forTenorAdjustment
.