Uses of Interface
com.opengamma.strata.basics.schedule.RollConvention
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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. -
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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 13static 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 therollConvention
property.org.joda.beans.MetaProperty<RollConvention>
Schedule.Meta. rollConvention()
The meta-property for therollConvention
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 aRollConvention
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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 therollConvention
property.org.joda.beans.MetaProperty<RollConvention>
ResolvedFixedCouponBond.Meta. rollConvention()
The meta-property for therollConvention
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 therollConvention
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 therollConvention
property.org.joda.beans.MetaProperty<RollConvention>
IborRateSwapLegConvention.Meta. rollConvention()
The meta-property for therollConvention
property.org.joda.beans.MetaProperty<RollConvention>
OvernightRateSwapLegConvention.Meta. rollConvention()
The meta-property for therollConvention
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.
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