public final class RollConventions extends Object
The purpose of this convention is to define how to roll dates when building a schedule. The standard approach to building a schedule is based on unadjusted dates, which do not have a business day convention applied. To get the next date in the schedule, take the base date and the periodic frequency. Once this date is calculated, the roll convention is applied to produce the next schedule date.
In most cases the specific values for day-of-month and day-of-week are not needed. A one month periodic frequency will naturally select the same day-of-month as the input date, thus the day-of-month does not need to be additionally specified.
Modifier and Type | Field and Description |
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static RollConvention |
DAY_1
The 'Day1' roll convention which adjusts the date to day-of-month 1.
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static RollConvention |
DAY_10
The 'Day10' roll convention which adjusts the date to day-of-month 10.
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static RollConvention |
DAY_11
The 'Day11' roll convention which adjusts the date to day-of-month 11.
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static RollConvention |
DAY_12
The 'Day12' roll convention which adjusts the date to day-of-month 12.
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static RollConvention |
DAY_13
The 'Day13' roll convention which adjusts the date to day-of-month 13
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static RollConvention |
DAY_14
The 'Day14' roll convention which adjusts the date to day-of-month 14.
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static RollConvention |
DAY_15
The 'Day15' roll convention which adjusts the date to day-of-month 15.
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static RollConvention |
DAY_16
The 'Day16' roll convention which adjusts the date to day-of-month 16.
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static RollConvention |
DAY_17
The 'Day17' roll convention which adjusts the date to day-of-month 17.
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static RollConvention |
DAY_18
The 'Day18' roll convention which adjusts the date to day-of-month 18.
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static RollConvention |
DAY_19
The 'Day19' roll convention which adjusts the date to day-of-month 19.
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static RollConvention |
DAY_2
The 'Day2' roll convention which adjusts the date to day-of-month 2.
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static RollConvention |
DAY_20
The 'Day20' roll convention which adjusts the date to day-of-month 20.
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static RollConvention |
DAY_21
The 'Day21' roll convention which adjusts the date to day-of-month 21.
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static RollConvention |
DAY_22
The 'Day22' roll convention which adjusts the date to day-of-month 22.
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static RollConvention |
DAY_23
The 'Day23' roll convention which adjusts the date to day-of-month 23.
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static RollConvention |
DAY_24
The 'Day24' roll convention which adjusts the date to day-of-month 24.
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static RollConvention |
DAY_25
The 'Day25' roll convention which adjusts the date to day-of-month 25.
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static RollConvention |
DAY_26
The 'Day26' roll convention which adjusts the date to day-of-month 26.
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static RollConvention |
DAY_27
The 'Day27' roll convention which adjusts the date to day-of-month 27.
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static RollConvention |
DAY_28
The 'Day28' roll convention which adjusts the date to day-of-month 28.
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static RollConvention |
DAY_29
The 'Day29' roll convention which adjusts the date to day-of-month 29.
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static RollConvention |
DAY_3
The 'Day3' roll convention which adjusts the date to day-of-month 3.
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static RollConvention |
DAY_30
The 'Day30' roll convention which adjusts the date to day-of-month 30.
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static RollConvention |
DAY_4
The 'Day4' roll convention which adjusts the date to day-of-month 4.
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static RollConvention |
DAY_5
The 'Day5' roll convention which adjusts the date to day-of-month 5.
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static RollConvention |
DAY_6
The 'Day6' roll convention which adjusts the date to day-of-month 6.
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static RollConvention |
DAY_7
The 'Day7' roll convention which adjusts the date to day-of-month 7.
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static RollConvention |
DAY_8
The 'Day8' roll convention which adjusts the date to day-of-month 8.
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static RollConvention |
DAY_9
The 'Day9' roll convention which adjusts the date to day-of-month 9.
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static RollConvention |
DAY_FRI
The 'DayFri' roll convention which adjusts the date to be Friday.
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static RollConvention |
DAY_MON
The 'DayMon' roll convention which adjusts the date to be Monday.
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static RollConvention |
DAY_SAT
The 'DaySat' roll convention which adjusts the date to be Saturday.
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static RollConvention |
DAY_SUN
The 'DaySun' roll convention which adjusts the date to be Sunday.
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static RollConvention |
DAY_THU
The 'DayThu' roll convention which adjusts the date to be Thursday.
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static RollConvention |
DAY_TUE
The 'DayTue' roll convention which adjusts the date to be Tuesday.
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static RollConvention |
DAY_WED
The 'DayWed' roll convention which adjusts the date to be Wednesday.
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static RollConvention |
EOM
The 'EOM' roll convention which adjusts the date to the end of the month.
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static RollConvention |
IMM
The 'IMM' roll convention which adjusts the date to the third Wednesday.
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static RollConvention |
IMMAUD
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
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static RollConvention |
IMMCAD
The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.
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static RollConvention |
IMMNZD
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday
on or after the ninth day of the month.
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static RollConvention |
NONE
The 'None' roll convention.
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static RollConvention |
SFE
The 'SFE' roll convention which adjusts the date to the second Friday.
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static RollConvention |
TBILL
The 'TBILL' roll convention which adjusts the date to next Monday.
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public static final RollConvention NONE
The input date will not be adjusted.
When calculating a schedule, there will be no further adjustment after the periodic frequency is added or subtracted.
public static final RollConvention EOM
The input date will be adjusted ensure it is the last valid day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention IMM
The input date will be adjusted ensure it is the third Wednesday of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention IMMCAD
The input date will be adjusted ensure it is two GBLO business days before the third Wednesday of the month. The date is further adjusted earlier by a combination of the CATO and CAMO calendars. Standard reference data is used to resolve the holiday calendars. (Note that all current GBLO, CATO and CAMO holiday dates will not impact the result.) The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention IMMAUD
The input date will be adjusted ensure it is the Thursday before the second Friday of the month. Standard reference data is used to resolve the AUSY holiday calendar to subtract the day. (Note that all current AUSY holiday dates will not impact the result.) The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention IMMNZD
The input date will be adjusted to the ninth day of the month, and then it will be adjusted to be a Wednesday. If the ninth is a Wednesday, then that is returned. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention SFE
The input date will be adjusted ensure it is the second Friday of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention TBILL
The input date will be adjusted ensure it is the next Monday. The USNY holiday calendar is used in case the Monday is a holiday. Standard reference data is used to resolve the holiday calendar.
public static final RollConvention DAY_1
The input date will be adjusted ensure it is the 1st day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_2
The input date will be adjusted ensure it is the 2nd day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_3
The input date will be adjusted ensure it is the 3rd day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_4
The input date will be adjusted ensure it is the 4th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_5
The input date will be adjusted ensure it is the 5th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_6
The input date will be adjusted ensure it is the 6th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_7
The input date will be adjusted ensure it is the 7th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_8
The input date will be adjusted ensure it is the 8th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_9
The input date will be adjusted ensure it is the 9th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_10
The input date will be adjusted ensure it is the 10th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_11
The input date will be adjusted ensure it is the 11th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_12
The input date will be adjusted ensure it is the 12th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_13
The input date will be adjusted ensure it is the 13th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_14
The input date will be adjusted ensure it is the 14th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_15
The input date will be adjusted ensure it is the 15th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_16
The input date will be adjusted ensure it is the 16th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_17
The input date will be adjusted ensure it is the 17th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_18
The input date will be adjusted ensure it is the 18th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_19
The input date will be adjusted ensure it is the 19th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_20
The input date will be adjusted ensure it is the 20th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_21
The input date will be adjusted ensure it is the 21st day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_22
The input date will be adjusted ensure it is the 22nd day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_23
The input date will be adjusted ensure it is the 23rd day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_24
The input date will be adjusted ensure it is the 24th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_25
The input date will be adjusted ensure it is the 25th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_26
The input date will be adjusted ensure it is the 26th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_27
The input date will be adjusted ensure it is the 27th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_28
The input date will be adjusted ensure it is the 28th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_29
The input date will be adjusted ensure it is the 29th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_30
The input date will be adjusted ensure it is the 30th day of the month. The year and month of the result date will be the same as the input date.
This convention is intended for use with periods that are a multiple of months.
public static final RollConvention DAY_MON
The input date will be adjusted ensure it is a Monday. This convention is intended for use with periods that are a multiple of weeks.
public static final RollConvention DAY_TUE
The input date will be adjusted ensure it is a Tuesday. This convention is intended for use with periods that are a multiple of weeks.
public static final RollConvention DAY_WED
The input date will be adjusted ensure it is a Wednesday. This convention is intended for use with periods that are a multiple of weeks.
public static final RollConvention DAY_THU
The input date will be adjusted ensure it is a Thursday. This convention is intended for use with periods that are a multiple of weeks.
public static final RollConvention DAY_FRI
The input date will be adjusted ensure it is a Friday. This convention is intended for use with periods that are a multiple of weeks.
public static final RollConvention DAY_SAT
The input date will be adjusted ensure it is a Saturday. This convention is intended for use with periods that are a multiple of weeks.
public static final RollConvention DAY_SUN
The input date will be adjusted ensure it is a Sunday. This convention is intended for use with periods that are a multiple of weeks.
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