Uses of Enum Class
com.quantfinlib.rates.BusinessCalendar.Roll

Packages that use BusinessCalendar.Roll

Package	Description
com.quantfinlib.rates	Fixed income: curves, bonds, swaps, day counts and calendars, with market conventions.

Uses of BusinessCalendar.Roll in com.quantfinlib.rates

Subclasses with type arguments of type BusinessCalendar.Roll in com.quantfinlib.rates

Modifier and Type	Class	Description
static enum	BusinessCalendar.Roll	Date roll conventions for payment dates landing on non-business days.

Methods in com.quantfinlib.rates that return BusinessCalendar.Roll

Modifier and Type	Method	Description
BusinessCalendar.Roll	InterestRateSwap.roll()	Returns the value of the roll record component.
BusinessCalendar.Roll	LegConvention.roll()	Returns the value of the roll record component.
BusinessCalendar.Roll	OisSwap.roll()	Returns the value of the roll record component.
static BusinessCalendar.Roll	BusinessCalendar.Roll.valueOf(String name)	Returns the enum constant of this class with the specified name.
static BusinessCalendar.Roll[]	BusinessCalendar.Roll.values()	Returns an array containing the constants of this enum class, in the order they are declared.

Methods in com.quantfinlib.rates with parameters of type BusinessCalendar.Roll

Modifier and Type	Method	Description
static double	RatesOptions.capFloor(DiscountCurve discount, DiscountCurve projection, LocalDate start, LocalDate end, int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, double strike, double vol, boolean cap, RatesOptions.VolModel model)	Cap (or floor) on the projection index over the adjusted schedule from start to end: caplet j pays tau_j max(F_j - K, 0) at t_j, F_j the projection forward on its accrual period, fixing at the period start, discounted on discount.
static LegConvention	LegConvention.of(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	A convention with a short front stub, no end-of-month rule and no payment lag.
LocalDate	BusinessCalendar.roll(LocalDate date, BusinessCalendar.Roll convention)	Applies the roll convention to a date.
List<LocalDate>	BusinessCalendar.schedule(LocalDate effectiveDate, LocalDate maturity, int paymentsPerYear, BusinessCalendar.Roll convention)	Coupon payment schedule: unadjusted dates generated backward from maturity every 12/paymentsPerYear months (short front stub, no end-of-month rule), then rolled.
List<LocalDate>	BusinessCalendar.schedule(LocalDate effectiveDate, LocalDate maturity, int paymentsPerYear, BusinessCalendar.Roll convention, BusinessCalendar.StubType stub, boolean endOfMonth)	As BusinessCalendar.schedule(LocalDate, LocalDate, int, Roll) with a stub type and EOM rule.

Constructors in com.quantfinlib.rates with parameters of type BusinessCalendar.Roll

Modifier	Constructor	Description
	InterestRateSwap(LocalDate start, LocalDate end, double fixedRate, int fixedPerYear, DayCount fixedDayCount, int floatPerYear, DayCount floatDayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Creates an instance of a InterestRateSwap record class.
	LegConvention(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, BusinessCalendar.StubType stub, boolean endOfMonth, int paymentLagDays)	Validates the fields.
	OisSwap(LocalDate start, LocalDate end, double fixedRate, int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll)	Creates an instance of a OisSwap record class.