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_IMM The 'Monthly-IMM' date sequence.
static DateSequence	QUARTERLY_IMM The 'Quarterly-IMM' 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.

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.