Package org.isda.cdm

Enum BusinessDayConventionEnum

  • All Implemented Interfaces:
    java.io.Serializable, java.lang.Comparable<BusinessDayConventionEnum>

    public enum BusinessDayConventionEnum
    extends java.lang.Enum<BusinessDayConventionEnum>
    The enumerated values to specify the convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      FOLLOWING
      The non-business date will be adjusted to the first following day that is a business day
      FRN
      Per 2000 ISDA Definitions, Section 4.11.
      MODFOLLOWING
      The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.
      MODPRECEDING
      The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.
      NEAREST
      The non-business date will be adjusted to the nearest day that is a business day - i.e.
      NONE
      The date will not be adjusted if it falls on a day that is not a business day.
      NOT_APPLICABLE
      The date adjustments conventions are defined elsewhere, so it is not required to specify them here.
      PRECEDING
      The non-business day will be adjusted to the first preceding day that is a business day.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      java.lang.String toString()  
      static BusinessDayConventionEnum valueOf​(java.lang.String name)
      Returns the enum constant of this type with the specified name.
      static BusinessDayConventionEnum[] values()
      Returns an array containing the constants of this enum type, in the order they are declared.
      • Methods inherited from class java.lang.Enum

        clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, valueOf
      • Methods inherited from class java.lang.Object

        getClass, notify, notifyAll, wait, wait, wait
    • Enum Constant Detail

      • FOLLOWING

        @RosettaSynonym(value="FOLLOWING",source="FpML_5_10") @RosettaSynonym(value="FOLLOWING",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="FOLLOWING",source="DTCC_11_0") @RosettaSynonym(value="FOLLOWING",source="DTCC_9_0") @RosettaSynonym(value="FOLLOWING",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum FOLLOWING
        The non-business date will be adjusted to the first following day that is a business day
      • FRN

        @RosettaSynonym(value="FRN",source="FpML_5_10") @RosettaSynonym(value="FRN",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="FRN",source="DTCC_11_0") @RosettaSynonym(value="FRN",source="DTCC_9_0") @RosettaSynonym(value="FRN",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum FRN
        Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.
      • MODFOLLOWING

        @RosettaSynonym(value="MODFOLLOWING",source="FpML_5_10") @RosettaSynonym(value="MODFOLLOWING",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="MODFOLLOWING",source="DTCC_11_0") @RosettaSynonym(value="MODFOLLOWING",source="DTCC_9_0") @RosettaSynonym(value="MODFOLLOWING",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum MODFOLLOWING
        The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.
      • PRECEDING

        @RosettaSynonym(value="PRECEDING",source="FpML_5_10") @RosettaSynonym(value="PRECEDING",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PRECEDING",source="DTCC_11_0") @RosettaSynonym(value="PRECEDING",source="DTCC_9_0") @RosettaSynonym(value="PRECEDING",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum PRECEDING
        The non-business day will be adjusted to the first preceding day that is a business day.
      • MODPRECEDING

        @RosettaSynonym(value="MODPRECEDING",source="FpML_5_10") @RosettaSynonym(value="MODPRECEDING",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="MODPRECEDING",source="DTCC_11_0") @RosettaSynonym(value="MODPRECEDING",source="DTCC_9_0") @RosettaSynonym(value="MODPRECEDING",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum MODPRECEDING
        The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.
      • NEAREST

        @RosettaSynonym(value="NEAREST",source="FpML_5_10") @RosettaSynonym(value="NEAREST",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="NEAREST",source="DTCC_11_0") @RosettaSynonym(value="NEAREST",source="DTCC_9_0") @RosettaSynonym(value="NEAREST",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum NEAREST
        The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday.
      • NONE

        @RosettaSynonym(value="NONE",source="FpML_5_10") @RosettaSynonym(value="NONE",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="NONE",source="DTCC_11_0") @RosettaSynonym(value="NONE",source="DTCC_9_0") @RosettaSynonym(value="NONE",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum NONE
        The date will not be adjusted if it falls on a day that is not a business day.
      • NOT_APPLICABLE

        @RosettaSynonym(value="NotApplicable",source="FpML_5_10") @RosettaSynonym(value="NotApplicable",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="NotApplicable",source="DTCC_11_0") @RosettaSynonym(value="NotApplicable",source="DTCC_9_0") @RosettaSynonym(value="NotApplicable",source="CME_ClearedConfirm_1_17")
        public static final BusinessDayConventionEnum NOT_APPLICABLE
        The date adjustments conventions are defined elsewhere, so it is not required to specify them here.
    • Method Detail

      • values

        public static BusinessDayConventionEnum[] values()
        Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:
        for (BusinessDayConventionEnum c : BusinessDayConventionEnum.values())
            System.out.println(c);
        
        Returns:
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static BusinessDayConventionEnum valueOf​(java.lang.String name)
        Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)
        Parameters:
        name - the name of the enum constant to be returned.
        Returns:
        the enum constant with the specified name
        Throws:
        java.lang.IllegalArgumentException - if this enum type has no constant with the specified name
        java.lang.NullPointerException - if the argument is null