| Package | Description |
|---|---|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.index |
Entity objects describing common market indices, such as LIBOR and FED FUND.
|
| Modifier and Type | Field and Description |
|---|---|
static HolidayCalendarId |
HolidayCalendarIds.AUSY
An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.
|
static HolidayCalendarId |
HolidayCalendarIds.BRBD
An identifier for the holiday calendar of Brazil, with code 'BRBD'.
|
static HolidayCalendarId |
HolidayCalendarIds.CAMO
An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.
|
static HolidayCalendarId |
HolidayCalendarIds.CATO
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
|
static HolidayCalendarId |
HolidayCalendarIds.CHZU
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
|
static HolidayCalendarId |
HolidayCalendarIds.CZPR
An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.
|
static HolidayCalendarId |
HolidayCalendarIds.DEFR
An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.
|
static HolidayCalendarId |
HolidayCalendarIds.DKCO
An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.
|
static HolidayCalendarId |
HolidayCalendarIds.EUTA
An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.
|
static HolidayCalendarId |
HolidayCalendarIds.FRI_SAT
An identifier for a calendar declaring all days as business days
except Friday/Saturday weekends, with code 'FriSat'.
|
static HolidayCalendarId |
HolidayCalendarIds.FRPA
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
|
static HolidayCalendarId |
HolidayCalendarIds.GBLO
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
|
static HolidayCalendarId |
HolidayCalendarIds.HUBU
An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.
|
static HolidayCalendarId |
HolidayCalendarIds.JPTO
An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.
|
static HolidayCalendarId |
HolidayCalendarIds.MXMC
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.
|
static HolidayCalendarId |
HolidayCalendarIds.NO_HOLIDAYS
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
|
static HolidayCalendarId |
HolidayCalendarIds.NOOS
An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.
|
static HolidayCalendarId |
HolidayCalendarIds.NYFD
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.
|
static HolidayCalendarId |
HolidayCalendarIds.NYSE
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.
|
static HolidayCalendarId |
HolidayCalendarIds.NZAU
An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.
|
static HolidayCalendarId |
HolidayCalendarIds.NZWE
An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.
|
static HolidayCalendarId |
HolidayCalendarIds.PLWA
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.
|
static HolidayCalendarId |
HolidayCalendarIds.SAT_SUN
An identifier for a calendar declaring all days as business days
except Saturday/Sunday weekends, with code 'SatSun'.
|
static HolidayCalendarId |
HolidayCalendarIds.SEST
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.
|
static HolidayCalendarId |
HolidayCalendarIds.THBA
An identifier for the holiday calendar of Bangkok, Thailand., with code 'THBA'.
|
static HolidayCalendarId |
HolidayCalendarIds.THU_FRI
An identifier for a calendar declaring all days as business days
except Thursday/Friday weekends, with code 'ThuFri'.
|
static HolidayCalendarId |
HolidayCalendarIds.USGS
An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.
|
static HolidayCalendarId |
HolidayCalendarIds.USNY
An identifier for the holiday calendar of New York, United States, with code 'USNY'.
|
static HolidayCalendarId |
HolidayCalendarIds.ZAJO
An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.
|
| Modifier and Type | Method and Description |
|---|---|
HolidayCalendarId |
HolidayCalendarId.combinedWith(HolidayCalendarId other)
Combines this holiday calendar identifier with another.
|
static HolidayCalendarId |
HolidayCalendarId.defaultByCurrency(Currency currency)
Gets the default calendar for a currency.
|
static HolidayCalendarId |
HolidayCalendarId.defaultByCurrencyPair(CurrencyPair currencyPair)
Gets the default calendar for a pair of currencies.
|
HolidayCalendarId |
DaysAdjustment.getCalendar()
Gets the holiday calendar that defines the meaning of a day when performing the addition.
|
HolidayCalendarId |
BusinessDayAdjustment.getCalendar()
Gets the calendar that defines holidays and business days.
|
HolidayCalendarId |
ImmutableHolidayCalendar.getId()
Gets the identifier, such as 'GBLO'.
|
HolidayCalendarId |
HolidayCalendar.getId()
Gets the identifier for the calendar.
|
HolidayCalendarId |
DaysAdjustment.getResultCalendar()
Gets the holiday calendar that will be applied to the result.
|
HolidayCalendarId |
HolidayCalendarId.linkedWith(HolidayCalendarId other)
Combines this holiday calendar identifier with another.
|
static HolidayCalendarId |
HolidayCalendarId.of(String uniqueName)
Obtains an instance from the specified unique name.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<HolidayCalendarId> |
DaysAdjustment.Meta.calendar()
The meta-property for the
calendar property. |
org.joda.beans.MetaProperty<HolidayCalendarId> |
BusinessDayAdjustment.Meta.calendar()
The meta-property for the
calendar property. |
static Optional<HolidayCalendarId> |
HolidayCalendarId.findDefaultByCurrency(Currency currency)
Tries to find a default calendar for a currency.
|
org.joda.beans.MetaProperty<HolidayCalendarId> |
ImmutableHolidayCalendar.Meta.id()
The meta-property for the
id property. |
| Modifier and Type | Method and Description |
|---|---|
DaysAdjustment.Builder |
DaysAdjustment.Builder.calendar(HolidayCalendarId calendar)
Sets the holiday calendar that defines the meaning of a day when performing the addition.
|
BusinessDayAdjustment.Builder |
BusinessDayAdjustment.Builder.calendar(HolidayCalendarId calendar)
Sets the calendar that defines holidays and business days.
|
HolidayCalendarId |
HolidayCalendarId.combinedWith(HolidayCalendarId other)
Combines this holiday calendar identifier with another.
|
static boolean |
HolidayCalendarId.isCompositeCalendar(HolidayCalendarId id)
Checks if the holiday calendar is a combined or linked calendar.
|
HolidayCalendarId |
HolidayCalendarId.linkedWith(HolidayCalendarId other)
Combines this holiday calendar identifier with another.
|
static BusinessDayAdjustment |
BusinessDayAdjustment.of(BusinessDayConvention convention,
HolidayCalendarId calendar)
Obtains an instance using the specified convention and calendar.
|
static ImmutableHolidayCalendar |
ImmutableHolidayCalendar.of(HolidayCalendarId id,
Iterable<LocalDate> holidays,
DayOfWeek firstWeekendDay,
DayOfWeek secondWeekendDay)
Obtains an instance from a set of holiday dates and weekend days.
|
static ImmutableHolidayCalendar |
ImmutableHolidayCalendar.of(HolidayCalendarId id,
Iterable<LocalDate> holidays,
Iterable<DayOfWeek> weekendDays)
Obtains an instance from a set of holiday dates and weekend days.
|
static ImmutableHolidayCalendar |
ImmutableHolidayCalendar.of(HolidayCalendarId id,
Iterable<LocalDate> holidays,
Iterable<DayOfWeek> weekendDays,
Iterable<LocalDate> workingDays)
Obtains an instance from a set of holiday dates and weekend days.
|
static DayCount |
DayCount.ofBus252(HolidayCalendarId calendar)
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
|
static DaysAdjustment |
DaysAdjustment.ofBusinessDays(int numberOfDays,
HolidayCalendarId holidayCalendar)
Obtains an instance that can adjust a date by a specific number of business days.
|
static DaysAdjustment |
DaysAdjustment.ofBusinessDays(int numberOfDays,
HolidayCalendarId holidayCalendar,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of business days.
|
| Modifier and Type | Method and Description |
|---|---|
HolidayCalendarId |
RateIndex.getFixingCalendar()
Gets the calendar that determines which dates are fixing dates.
|
HolidayCalendarId |
ImmutableOvernightIndex.getFixingCalendar()
Gets the calendar that the index uses.
|
HolidayCalendarId |
ImmutableIborIndex.getFixingCalendar()
Gets the calendar that determines which dates are fixing dates.
|
HolidayCalendarId |
ImmutableFxIndex.getFixingCalendar()
Gets the calendar that determines which dates are fixing dates.
|
HolidayCalendarId |
FxIndex.getFixingCalendar()
Gets the calendar that determines which dates are fixing dates.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<HolidayCalendarId> |
ImmutableOvernightIndex.Meta.fixingCalendar()
The meta-property for the
fixingCalendar property. |
org.joda.beans.MetaProperty<HolidayCalendarId> |
ImmutableIborIndex.Meta.fixingCalendar()
The meta-property for the
fixingCalendar property. |
org.joda.beans.MetaProperty<HolidayCalendarId> |
ImmutableFxIndex.Meta.fixingCalendar()
The meta-property for the
fixingCalendar property. |
| Modifier and Type | Method and Description |
|---|---|
ImmutableOvernightIndex.Builder |
ImmutableOvernightIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)
Sets the calendar that the index uses.
|
ImmutableIborIndex.Builder |
ImmutableIborIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)
Sets the calendar that determines which dates are fixing dates.
|
ImmutableFxIndex.Builder |
ImmutableFxIndex.Builder.fixingCalendar(HolidayCalendarId fixingCalendar)
Sets the calendar that determines which dates are fixing dates.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.