com.opengamma.strata.basics.date

Class PeriodAdditionConventions

java.lang.Object

com.opengamma.strata.basics.date.PeriodAdditionConventions

public final class PeriodAdditionConventions
extends Object

Constants and implementations for standard period addition conventions.

The purpose of each convention is to define how to handle the addition of a period. The default implementations include two different end-of-month rules. The convention is generally only applicable for month-based periods.

Field Summary

Fields

Modifier and Type	Field and Description
static PeriodAdditionConvention	LAST_BUSINESS_DAY Convention applying a last business day of month rule.
static PeriodAdditionConvention	LAST_DAY Convention applying a last day of month rule, ignoring business days.
static PeriodAdditionConvention	NONE No specific rule applies.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

NONE

public static final PeriodAdditionConvention NONE

No specific rule applies.

Given a date, the specified period is added using standard date arithmetic. The business day adjustment is applied to produce the final result.

For example, adding a period of 1 month to June 30th will result in July 30th.

LAST_DAY

public static final PeriodAdditionConvention LAST_DAY

Convention applying a last day of month rule, ignoring business days.

Given a date, the specified period is added using standard date arithmetic, shifting to the end-of-month if the base date is the last day of the month. The business day adjustment is applied to produce the final result. Note that this rule is based on the last day of the month, not the last business day of the month.

For example, adding a period of 1 month to June 30th will result in July 31st.

LAST_BUSINESS_DAY

public static final PeriodAdditionConvention LAST_BUSINESS_DAY

Convention applying a last business day of month rule.

Given a date, the specified period is added using standard date arithmetic, shifting to the last business day of the month if the base date is the last business day of the month. The business day adjustment is applied to produce the final result.

For example, adding a period of 1 month to June 29th will result in July 31st assuming that June 30th is not a valid business day and July 31st is.