Enum Class BusinessCalendar.Roll

java.lang.Object
java.lang.Enum<BusinessCalendar.Roll>
com.quantfinlib.rates.BusinessCalendar.Roll
All Implemented Interfaces:
Serializable, Comparable<BusinessCalendar.Roll>, Constable
Enclosing class:
BusinessCalendar

public static enum BusinessCalendar.Roll extends Enum<BusinessCalendar.Roll>
Date roll conventions for payment dates landing on non-business days.
  • Enum Constant Details

    • NONE

      public static final BusinessCalendar.Roll NONE
      Leave the date as generated (for theoretical pricing).
    • FOLLOWING

      public static final BusinessCalendar.Roll FOLLOWING
      Move forward to the next business day.
    • MODIFIED_FOLLOWING

      public static final BusinessCalendar.Roll MODIFIED_FOLLOWING
      Forward, unless that crosses month-end — then backward.
    • PRECEDING

      public static final BusinessCalendar.Roll PRECEDING
      Move backward to the previous business day.
  • Method Details

    • values

      public static BusinessCalendar.Roll[] 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.Roll 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