| Interface | Description |
|---|---|
| BusinessDayConvention |
A convention defining how to adjust a date if it falls on a day other than a business day.
|
| DateAdjuster |
Functional interface that can adjust a date.
|
| DateSequence |
A series of dates identified by name.
|
| DayCount |
A convention defining how to calculate fractions of a year.
|
| DayCount.ScheduleInfo |
Information about the schedule necessary to calculate the day count.
|
| HolidayCalendar |
A holiday calendar, classifying dates as holidays or business days.
|
| PeriodAdditionConvention |
A convention defining how a period is added to a date.
|
| Class | Description |
|---|---|
| AdjustableDate |
An adjustable date.
|
| AdjustableDate.Meta |
The meta-bean for
AdjustableDate. |
| AdjustableDates |
An adjustable list of dates.
|
| AdjustableDates.Meta |
The meta-bean for
AdjustableDates. |
| BusinessDayAdjustment |
An adjustment that alters a date if it falls on a day other than a business day.
|
| BusinessDayAdjustment.Builder |
The bean-builder for
BusinessDayAdjustment. |
| BusinessDayAdjustment.Meta |
The meta-bean for
BusinessDayAdjustment. |
| BusinessDayConventions |
Constants and implementations for standard business day conventions.
|
| DateAdjusters |
Date adjusters that perform useful operations on
LocalDate. |
| DateSequences |
Constants and implementations for standard date sequences.
|
| DayCounts |
Constants and implementations for standard day count conventions.
|
| DaysAdjustment |
An adjustment that alters a date by adding a period of days.
|
| DaysAdjustment.Builder |
The bean-builder for
DaysAdjustment. |
| DaysAdjustment.Meta |
The meta-bean for
DaysAdjustment. |
| HolidayCalendarId |
An identifier for a holiday calendar.
|
| HolidayCalendarIds |
Identifiers for common holiday calendars.
|
| HolidayCalendars |
Constants and implementations for standard holiday calendars.
|
| ImmutableHolidayCalendar |
An immutable holiday calendar implementation.
|
| ImmutableHolidayCalendar.Meta |
The meta-bean for
ImmutableHolidayCalendar. |
| MarketTenor |
A code used in the market to indicate both the start date and tenor of a financial instrument.
|
| PeriodAdditionConventions |
Constants and implementations for standard period addition conventions.
|
| PeriodAdjustment |
An adjustment that alters a date by adding a period of calendar days, months and years.
|
| PeriodAdjustment.Builder |
The bean-builder for
PeriodAdjustment. |
| PeriodAdjustment.Meta |
The meta-bean for
PeriodAdjustment. |
| SequenceDate |
Instructions to obtain a specific date from a sequence of dates.
|
| Tenor |
A tenor indicating how long it will take for a financial instrument to reach maturity.
|
| TenorAdjustment |
An adjustment that alters a date by adding a tenor.
|
| TenorAdjustment.Builder |
The bean-builder for
TenorAdjustment. |
| TenorAdjustment.Meta |
The meta-bean for
TenorAdjustment. |
This package contains data objects and tools for manipulating dates.
DayCount provides the standard
mechanism used to convert dates to fractions of a year.
HolidayCalendar provides
data on whether a date is a holiday or business day.
BusinessDayConvention
provides standard rules for converting a holiday to the nearest business day,
such as 'Following', 'ModifiedFollowing' and 'Preceding'.
PeriodAdditionConvention
provides rules for adding months, such as 'LastDay' and 'LastBusinessDay'.
Tenor is used to represent
the length of time that a financial instrument takes to reach maturity.
AdjustableDate,
BusinessDayAdjustment,
DaysAdjustment,
PeriodAdjustment and
TenorAdjustment provide
entity objects to represent different kinds of adjustment.
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.