Uses of Enum Class
com.quantfinlib.rates.BusinessCalendar.StubType
Packages that use BusinessCalendar.StubType
Package
Description
Fixed income: curves, bonds, swaps, day counts and calendars, with
market conventions.
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Uses of BusinessCalendar.StubType in com.quantfinlib.rates
Subclasses with type arguments of type BusinessCalendar.StubType in com.quantfinlib.ratesModifier and TypeClassDescriptionstatic enumWhere an irregular (stub) period goes when the dates do not divide into whole periods (ISDA 2006 definitions, section 4.14 and market practice).Methods in com.quantfinlib.rates that return BusinessCalendar.StubTypeModifier and TypeMethodDescriptionLegConvention.stub()Returns the value of thestubrecord component.static BusinessCalendar.StubTypeReturns the enum constant of this class with the specified name.static BusinessCalendar.StubType[]BusinessCalendar.StubType.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.StubTypeModifier and TypeMethodDescriptionBusinessCalendar.schedule(LocalDate effectiveDate, LocalDate maturity, int paymentsPerYear, BusinessCalendar.Roll convention, BusinessCalendar.StubType stub, boolean endOfMonth) AsBusinessCalendar.schedule(LocalDate, LocalDate, int, Roll)with a stub type and EOM rule.BusinessCalendar.unadjustedSchedule(LocalDate effectiveDate, LocalDate maturity, int paymentsPerYear, BusinessCalendar.StubType stub, boolean endOfMonth) Unadjusted (theoretical) period end dates strictly aftereffectiveDate, ascending, the last one beingmaturity(or, for back stubs, alsomaturity).LegConvention.withStub(BusinessCalendar.StubType stubType) The same convention with a different stub type.Constructors in com.quantfinlib.rates with parameters of type BusinessCalendar.StubTypeModifierConstructorDescriptionLegConvention(int paymentsPerYear, DayCount dayCount, BusinessCalendar calendar, BusinessCalendar.Roll roll, BusinessCalendar.StubType stub, boolean endOfMonth, int paymentLagDays) Validates the fields.