| Package | Description |
|---|---|
| com.opengamma.strata.basics.date |
Tools for working with dates.
|
| com.opengamma.strata.basics.schedule |
Basic financial tools for working with date-based schedules.
|
| Modifier and Type | Field and Description |
|---|---|
static BusinessDayAdjustment |
BusinessDayAdjustment.NONE
An instance that performs no adjustment.
|
| Modifier and Type | Method and Description |
|---|---|
BusinessDayAdjustment |
BusinessDayAdjustment.Builder.build() |
BusinessDayAdjustment |
DaysAdjustment.getAdjustment()
Gets the business day adjustment that is performed to the result of the addition.
|
BusinessDayAdjustment |
AdjustableDates.getAdjustment()
Gets the business day adjustment that is to be applied to the unadjusted dates.
|
BusinessDayAdjustment |
AdjustableDate.getAdjustment()
Gets the business day adjustment that is to be applied to the unadjusted date.
|
BusinessDayAdjustment |
TenorAdjustment.getAdjustment()
Gets the business day adjustment that is performed to the result of the addition.
|
BusinessDayAdjustment |
PeriodAdjustment.getAdjustment()
Gets the business day adjustment that is performed to the result of the addition.
|
static BusinessDayAdjustment |
BusinessDayAdjustment.of(BusinessDayConvention convention,
HolidayCalendarId calendar)
Obtains an instance using the specified convention and calendar.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
DaysAdjustment.Meta.adjustment()
The meta-property for the
adjustment property. |
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
AdjustableDates.Meta.adjustment()
The meta-property for the
adjustment property. |
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
AdjustableDate.Meta.adjustment()
The meta-property for the
adjustment property. |
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
TenorAdjustment.Meta.adjustment()
The meta-property for the
adjustment property. |
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
PeriodAdjustment.Meta.adjustment()
The meta-property for the
adjustment property. |
Class<? extends BusinessDayAdjustment> |
BusinessDayAdjustment.Meta.beanType() |
| Modifier and Type | Method and Description |
|---|---|
DaysAdjustment.Builder |
DaysAdjustment.Builder.adjustment(BusinessDayAdjustment adjustment)
Sets the business day adjustment that is performed to the result of the addition.
|
TenorAdjustment.Builder |
TenorAdjustment.Builder.adjustment(BusinessDayAdjustment adjustment)
Sets the business day adjustment that is performed to the result of the addition.
|
PeriodAdjustment.Builder |
PeriodAdjustment.Builder.adjustment(BusinessDayAdjustment adjustment)
Sets the business day adjustment that is performed to the result of the addition.
|
static AdjustableDates |
AdjustableDates.of(BusinessDayAdjustment adjustment,
List<LocalDate> dates)
Obtains an instance with a business day adjustment.
|
static AdjustableDates |
AdjustableDates.of(BusinessDayAdjustment adjustment,
LocalDate firstDate,
LocalDate... remainingDates)
Obtains an instance with a business day adjustment.
|
static AdjustableDate |
AdjustableDate.of(LocalDate unadjusted,
BusinessDayAdjustment adjustment)
Obtains an instance with a business day adjustment.
|
static PeriodAdjustment |
PeriodAdjustment.of(Period period,
PeriodAdditionConvention additionConvention,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified period.
|
static TenorAdjustment |
TenorAdjustment.of(Tenor tenor,
PeriodAdditionConvention additionConvention,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor.
|
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.
|
static DaysAdjustment |
DaysAdjustment.ofCalendarDays(int numberOfDays,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by a specific number of calendar days.
|
static PeriodAdjustment |
PeriodAdjustment.ofLastBusinessDay(Period period,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified period using the
last business day of month convention.
|
static TenorAdjustment |
TenorAdjustment.ofLastBusinessDay(Tenor tenor,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor using the
last business day of month convention.
|
static PeriodAdjustment |
PeriodAdjustment.ofLastDay(Period period,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified period using the
last day of month convention.
|
static TenorAdjustment |
TenorAdjustment.ofLastDay(Tenor tenor,
BusinessDayAdjustment adjustment)
Obtains an instance that can adjust a date by the specified tenor using the
last day of month convention.
|
| Modifier and Type | Method and Description |
|---|---|
BusinessDayAdjustment |
PeriodicSchedule.getBusinessDayAdjustment()
Gets the business day adjustment to apply.
|
| Modifier and Type | Method and Description |
|---|---|
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
PeriodicSchedule.Meta.businessDayAdjustment()
The meta-property for the
businessDayAdjustment property. |
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
PeriodicSchedule.Meta.endDateBusinessDayAdjustment()
The meta-property for the
endDateBusinessDayAdjustment property. |
Optional<BusinessDayAdjustment> |
PeriodicSchedule.getEndDateBusinessDayAdjustment()
Gets the optional business day adjustment to apply to the end date.
|
Optional<BusinessDayAdjustment> |
PeriodicSchedule.getStartDateBusinessDayAdjustment()
Gets the optional business day adjustment to apply to the start date.
|
org.joda.beans.MetaProperty<BusinessDayAdjustment> |
PeriodicSchedule.Meta.startDateBusinessDayAdjustment()
The meta-property for the
startDateBusinessDayAdjustment property. |
| Modifier and Type | Method and Description |
|---|---|
PeriodicSchedule.Builder |
PeriodicSchedule.Builder.businessDayAdjustment(BusinessDayAdjustment businessDayAdjustment)
Sets the business day adjustment to apply.
|
PeriodicSchedule.Builder |
PeriodicSchedule.Builder.endDateBusinessDayAdjustment(BusinessDayAdjustment endDateBusinessDayAdjustment)
Sets the optional business day adjustment to apply to the end date.
|
static PeriodicSchedule |
PeriodicSchedule.of(LocalDate unadjustedStartDate,
LocalDate unadjustedEndDate,
Frequency frequency,
BusinessDayAdjustment businessDayAdjustment,
StubConvention stubConvention,
boolean preferEndOfMonth)
Obtains an instance based on a stub convention and end-of-month flag.
|
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.startDateBusinessDayAdjustment(BusinessDayAdjustment startDateBusinessDayAdjustment)
Sets the optional business day adjustment to apply to the start date.
|
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.