Uses of Interface
com.opengamma.strata.basics.schedule.RollConvention

Packages that use RollConvention

Package	Description
com.opengamma.strata.basics.schedule	Basic financial tools for working with date-based schedules.
com.opengamma.strata.loader	Tools for loading data from files.
com.opengamma.strata.loader.fpml	Loader that can convert files to financial instruments.
com.opengamma.strata.product.bond	Entity objects describing bonds.
com.opengamma.strata.product.credit.type	Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.swap.type	Conventions and templates to aid the construction of rate swaps.

Uses of RollConvention in com.opengamma.strata.basics.schedule

Fields in com.opengamma.strata.basics.schedule declared as RollConvention

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

Methods in com.opengamma.strata.basics.schedule that return RollConvention

Modifier and Type	Method	Description
RollConvention	PeriodicSchedule.calculatedRollConvention()	Gets the applicable roll convention defining how to roll dates.
RollConvention	Schedule.getRollConvention()	Gets the roll convention used when building the schedule.
static RollConvention	RollConvention.of(String uniqueName)	Obtains an instance from the specified unique name.
static RollConvention	RollConvention.ofDayOfMonth(int dayOfMonth)	Obtains an instance from the day-of-month.
static RollConvention	RollConvention.ofDayOfWeek(DayOfWeek dayOfWeek)	Obtains an instance from the day-of-week.
RollConvention	StubConvention.toRollConvention(LocalDate start, LocalDate end, Frequency frequency, boolean preferEndOfMonth)	Converts this stub convention to the appropriate roll convention.

Methods in com.opengamma.strata.basics.schedule that return types with arguments of type RollConvention

Modifier and Type	Method	Description
static ExtendedEnum<RollConvention>	RollConvention.extendedEnum()	Gets the extended enum helper.
Optional<RollConvention>	PeriodicSchedule.getRollConvention()	Gets the optional convention defining how to roll dates.
org.joda.beans.MetaProperty<RollConvention>	PeriodicSchedule.Meta.rollConvention()	The meta-property for the rollConvention property.
org.joda.beans.MetaProperty<RollConvention>	Schedule.Meta.rollConvention()	The meta-property for the rollConvention property.

Methods in com.opengamma.strata.basics.schedule with parameters of type RollConvention

Modifier and Type	Method	Description
boolean	SchedulePeriod.isRegular(Frequency frequency, RollConvention rollConvention)	Checks if this period is regular according to the specified frequency and roll convention.
static PeriodicSchedule	PeriodicSchedule.of(LocalDate unadjustedStartDate, LocalDate unadjustedEndDate, Frequency frequency, BusinessDayAdjustment businessDayAdjustment, StubConvention stubConvention, RollConvention rollConvention)	Obtains an instance based on roll and stub conventions.
PeriodicSchedule.Builder	PeriodicSchedule.Builder.rollConvention(RollConvention rollConvention)	Sets the optional convention defining how to roll dates.
Schedule.Builder	Schedule.Builder.rollConvention(RollConvention rollConvention)	Sets the roll convention used when building the schedule.
PeriodicSchedule	SchedulePeriod.subSchedule(Frequency frequency, RollConvention rollConvention, StubConvention stubConvention, BusinessDayAdjustment adjustment)	Creates a sub-schedule within this period.

Uses of RollConvention in com.opengamma.strata.loader

Methods in com.opengamma.strata.loader that return RollConvention

Modifier and Type	Method	Description
static RollConvention	LoaderUtils.parseRollConvention(String str)	Parses roll convention from the input string.

Uses of RollConvention in com.opengamma.strata.loader.fpml

Methods in com.opengamma.strata.loader.fpml that return RollConvention

Modifier and Type	Method	Description
RollConvention	FpmlDocument.convertRollConvention(String fmplRollConventionName)	Converts an FpML roll convention string to a RollConvention.

Uses of RollConvention in com.opengamma.strata.product.bond

Methods in com.opengamma.strata.product.bond that return RollConvention

Modifier and Type	Method	Description
RollConvention	ResolvedCapitalIndexedBond.getRollConvention()	Gets the roll convention of the bond payments.
RollConvention	ResolvedFixedCouponBond.getRollConvention()	Gets the roll convention of the bond payments.

Methods in com.opengamma.strata.product.bond that return types with arguments of type RollConvention

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<RollConvention>	ResolvedCapitalIndexedBond.Meta.rollConvention()	The meta-property for the rollConvention property.
org.joda.beans.MetaProperty<RollConvention>	ResolvedFixedCouponBond.Meta.rollConvention()	The meta-property for the rollConvention property.

Methods in com.opengamma.strata.product.bond with parameters of type RollConvention

Modifier and Type	Method	Description
ResolvedCapitalIndexedBond.Builder	ResolvedCapitalIndexedBond.Builder.rollConvention(RollConvention rollConvention)	Sets the roll convention of the bond payments.
ResolvedFixedCouponBond.Builder	ResolvedFixedCouponBond.Builder.rollConvention(RollConvention rollConvention)	Sets the roll convention of the bond payments.

Uses of RollConvention in com.opengamma.strata.product.credit.type

Methods in com.opengamma.strata.product.credit.type that return RollConvention

Modifier and Type	Method	Description
RollConvention	ImmutableCdsConvention.getRollConvention()	Gets the convention defining how to roll dates, optional with defaulting getter.

Methods in com.opengamma.strata.product.credit.type that return types with arguments of type RollConvention

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<RollConvention>	ImmutableCdsConvention.Meta.rollConvention()	The meta-property for the rollConvention property.

Methods in com.opengamma.strata.product.credit.type with parameters of type RollConvention

Modifier and Type	Method	Description
ImmutableCdsConvention.Builder	ImmutableCdsConvention.Builder.rollConvention(RollConvention rollConvention)	Sets the convention defining how to roll dates, optional with defaulting getter.

Uses of RollConvention in com.opengamma.strata.product.swap.type

Methods in com.opengamma.strata.product.swap.type that return RollConvention

Modifier and Type	Method	Description
RollConvention	FixedRateSwapLegConvention.getRollConvention()	Gets the convention defining how to roll dates, providing a default result if no override specified.
RollConvention	IborRateSwapLegConvention.getRollConvention()	Gets the convention defining how to roll dates, providing a default result if no override specified.
RollConvention	OvernightRateSwapLegConvention.getRollConvention()	Gets the convention defining how to roll dates, providing a default result if no override specified.

Methods in com.opengamma.strata.product.swap.type that return types with arguments of type RollConvention

Modifier and Type	Method	Description
org.joda.beans.MetaProperty<RollConvention>	FixedRateSwapLegConvention.Meta.rollConvention()	The meta-property for the rollConvention property.
org.joda.beans.MetaProperty<RollConvention>	IborRateSwapLegConvention.Meta.rollConvention()	The meta-property for the rollConvention property.
org.joda.beans.MetaProperty<RollConvention>	OvernightRateSwapLegConvention.Meta.rollConvention()	The meta-property for the rollConvention property.

Methods in com.opengamma.strata.product.swap.type with parameters of type RollConvention

Modifier and Type	Method	Description
FixedRateSwapLegConvention.Builder	FixedRateSwapLegConvention.Builder.rollConvention(RollConvention rollConvention)	Sets the convention defining how to roll dates, optional with defaulting getter.
IborRateSwapLegConvention.Builder	IborRateSwapLegConvention.Builder.rollConvention(RollConvention rollConvention)	Sets the convention defining how to roll dates, optional with defaulting getter.
OvernightRateSwapLegConvention.Builder	OvernightRateSwapLegConvention.Builder.rollConvention(RollConvention rollConvention)	Sets the convention defining how to roll dates, optional with defaulting getter.