Class RollConventions
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- com.opengamma.strata.basics.schedule.RollConventions
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public final class RollConventions extends 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.
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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 13static 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.
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Field Detail
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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DAY_13
public static final RollConvention DAY_13
The 'Day13' roll convention which adjusts the date to day-of-month 13The 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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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