com.opengamma.strata.basics.date

Class DateSequences

java.lang.Object

com.opengamma.strata.basics.date.DateSequences

public final class DateSequences
extends Object

Constants and implementations for standard date sequences.

This class provides instances of DateSequence representing standard financial industry sequences of dates. The most common are the quarterly IMM dates, which are on the third Wednesday of March, June, September and December.

Additional date sequences may be registered by name using DateSequence.ini.

Field Summary

Fields

Modifier and Type	Field and Description
static DateSequence	MONTHLY_1ST The 'Monthly-1st' date sequence, equivalent to a sequence of calendar months.
static DateSequence	MONTHLY_IMM The 'Monthly-IMM' date sequence.
static DateSequence	QUARTERLY_10TH The 'Quarterly-10th' date sequence.
static DateSequence	QUARTERLY_IMM The 'Quarterly-IMM' date sequence.
static DateSequence	QUARTERLY_IMM_3_SERIAL The 'Quarterly-IMM-3-Serial' date sequence.
static DateSequence	QUARTERLY_IMM_6_SERIAL The 'Quarterly-IMM-6-Serial' date sequence.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

QUARTERLY_IMM

public static final DateSequence QUARTERLY_IMM

The 'Quarterly-IMM' date sequence.

An instance defining the sequence of quarterly IMM dates. The quarterly IMM dates are the third Wednesday of March, June, September and December.

QUARTERLY_IMM_6_SERIAL

public static final DateSequence QUARTERLY_IMM_6_SERIAL

The 'Quarterly-IMM-6-Serial' date sequence.

An instance defining the sequence of 6 serial monthly IMM dates followed by the standard quarterly IMM dates. The IMM dates are the third Wednesday of each month. The quarterly months are March, June, September and December. The base sequence consists of just the quarterly IMM dates. The full sequence consists of the six serial months before joining the base quarterly sequence.

QUARTERLY_IMM_3_SERIAL

public static final DateSequence QUARTERLY_IMM_3_SERIAL

The 'Quarterly-IMM-3-Serial' date sequence.

An instance defining the sequence of 3 serial monthly IMM dates followed by the standard quarterly IMM dates. The IMM dates are the third Wednesday of each month. The quarterly months are March, June, September and December. The base sequence consists of just the quarterly IMM dates. The full sequence consists of the three serial months before joining the base quarterly sequence.

MONTHLY_IMM

public static final DateSequence MONTHLY_IMM

The 'Monthly-IMM' date sequence.

An instance defining the sequence of monthly IMM dates. The monthly IMM dates are the third Wednesday of each month.

QUARTERLY_10TH

public static final DateSequence QUARTERLY_10TH

The 'Quarterly-10th' date sequence.

An instance defining the sequence of quarterly dates on the 10th of each month. The quarterly months are March, June, September and December.

MONTHLY_1ST

public static final DateSequence MONTHLY_1ST

The 'Monthly-1st' date sequence, equivalent to a sequence of calendar months.

An instance defining the sequence of monthly dates on the 1st of each month.