Enum Class BusinessCalendar.StubType

java.lang.Object

java.lang.Enum<BusinessCalendar.StubType>

com.quantfinlib.rates.BusinessCalendar.StubType

All Implemented Interfaces:

Serializable, Comparable<BusinessCalendar.StubType>, Constable

Enclosing class:

BusinessCalendar

public static enum BusinessCalendar.StubType
extends Enum<BusinessCalendar.StubType>

Where an irregular (stub) period goes when the dates do not divide into whole periods (ISDA 2006 definitions, section 4.14 and market practice). Front stubs generate backward from maturity, back stubs forward from the effective date.

Nested Class Summary

Nested classes/interfaces inherited from class Enum

Enum.EnumDesc<E>

Enum Constant Summary

Enum Constants

Enum Constant	Description
LONG_BACK	Last period longer than regular.
LONG_FRONT	First period longer than regular: the short stub merged into the next period.
SHORT_BACK	Short last period; dates rolled forward from the effective date.
SHORT_FRONT	Short first period; dates rolled back from maturity (bond default).

Method Summary

Modifier and Type	Method	Description
static BusinessCalendar.StubType	valueOf(String name)	Returns the enum constant of this class with the specified name.
static BusinessCalendar.StubType[]	values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods inherited from class Enum

clone, compareTo, describeConstable, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

SHORT_FRONT

public static final BusinessCalendar.StubType SHORT_FRONT

Short first period; dates rolled back from maturity (bond default).

LONG_FRONT

public static final BusinessCalendar.StubType LONG_FRONT

First period longer than regular: the short stub merged into the next period.

SHORT_BACK

public static final BusinessCalendar.StubType SHORT_BACK

Short last period; dates rolled forward from the effective date.

LONG_BACK

public static final BusinessCalendar.StubType LONG_BACK

Last period longer than regular.

Method Details

values

public static BusinessCalendar.StubType[] values()

Returns an array containing the constants of this enum class, in the order they are declared.

Returns:

an array containing the constants of this enum class, in the order they are declared

valueOf

public static BusinessCalendar.StubType valueOf(String name)

Returns the enum constant of this class with the specified name. The string must match exactly an identifier used to declare an enum constant in this class. (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:

IllegalArgumentException - if this enum class has no constant with the specified name

NullPointerException - if the argument is null