| Package | Description |
|---|---|
| com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
|
| Modifier and Type | Field and 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.
|
| Modifier and Type | Method and 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.
|
| Modifier and Type | Method and 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> |
Schedule.Meta.rollConvention()
The meta-property for the
rollConvention property. |
org.joda.beans.MetaProperty<RollConvention> |
PeriodicSchedule.Meta.rollConvention()
The meta-property for the
rollConvention property. |
| Modifier and Type | Method and 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.
|
Schedule.Builder |
Schedule.Builder.rollConvention(RollConvention rollConvention)
Sets the roll convention used when building the schedule.
|
PeriodicSchedule.Builder |
PeriodicSchedule.Builder.rollConvention(RollConvention rollConvention)
Sets the optional convention defining how to roll dates.
|
PeriodicSchedule |
SchedulePeriod.subSchedule(Frequency frequency,
RollConvention rollConvention,
StubConvention stubConvention,
BusinessDayAdjustment adjustment)
Creates a sub-schedule within this period.
|
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.