Package org.isda.cdm
Enum BusinessDayConventionEnum
- java.lang.Object
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- java.lang.Enum<BusinessDayConventionEnum>
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- org.isda.cdm.BusinessDayConventionEnum
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- 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
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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 dayFRN
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.
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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.
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Enum Constant Detail
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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
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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Method Detail
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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
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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 namejava.lang.NullPointerException
- if the argument is null
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Enum<BusinessDayConventionEnum>
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