Package cdm.base.datetime

Enum RollConventionEnum

java.lang.Object

java.lang.Enum<RollConventionEnum>

cdm.base.datetime.RollConventionEnum

All Implemented Interfaces:

Serializable, Comparable<RollConventionEnum>

@RosettaEnum("RollConventionEnum")
public enum RollConventionEnum
extends Enum<RollConventionEnum>

The enumerated values to specify the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month.

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
_1	Rolls on the 1st day of the month.
_10	Rolls on the 10th day of the month.
_11	Rolls on the 11th day of the month.
_12	Rolls on the 12th day of the month.
_13	Rolls on the 13th day of the month.
_14	Rolls on the 14th day of the month.
_15	Rolls on the 15th day of the month.
_16	Rolls on the 16th day of the month.
_17	Rolls on the 17th day of the month.
_18	Rolls on the 18th day of the month.
_19	Rolls on the 19th day of the month.
_2	Rolls on the 2nd day of the month.
_20	Rolls on the 20th day of the month.
_21	Rolls on the 21st day of the month.
_22	Rolls on the 22nd day of the month.
_23	Rolls on the 23rd day of the month.
_24	Rolls on the 24th day of the month.
_25	Rolls on the 25th day of the month.
_26	Rolls on the 26th day of the month.
_27	Rolls on the 27th day of the month.
_28	Rolls on the 28th day of the month.
_29	Rolls on the 29th day of the month.
_3	Rolls on the 3rd day of the month.
_30	Rolls on the 30th day of the month.
_4	Rolls on the 4th day of the month.
_5	Rolls on the 5th day of the month.
_6	Rolls on the 6th day of the month.
_7	Rolls on the 7th day of the month.
_8	Rolls on the 8th day of the month.
_9	Rolls on the 9th day of the month.
EOM	Rolls on month end dates irrespective of the length of the month and the previous roll day.
FRI	Rolling weekly on a Friday
FRN	Roll days are determined according to the FRN Convention or Euro-dollar Convention as described in ISDA 2000 definitions.
IMM	IMM Settlement Dates.
IMMAUD	The last trading day of the Sydney Futures Exchange 90 Day Bank Accepted Bills Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf).
IMMCAD	The last trading day/expiration day of the Canadian Derivatives Exchange (Bourse de Montreal Inc) Three-month Canadian Bankers' Acceptance Futures (Ticker Symbol BAX).
IMMNZD	The last trading day of the Sydney Futures Exchange NZ 90 Day Bank Bill Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf).
MON	Rolling weekly on a Monday.
NONE	The roll convention is not required.
SAT	Rolling weekly on a Saturday
SFE	Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates.
SUN	Rolling weekly on a Sunday
TBILL	13-week and 26-week U.S.
THU	Rolling weekly on a Thursday
TUE	Rolling weekly on a Tuesday
WED	Rolling weekly on a Wednesday

Method Summary

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

Methods inherited from class java.lang.Enum

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

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

EOM

@RosettaEnumValue("EOM")
public static final RollConventionEnum EOM

Rolls on month end dates irrespective of the length of the month and the previous roll day.

FRN

@RosettaEnumValue("FRN")
public static final RollConventionEnum FRN

Roll days are determined according to the FRN Convention or Euro-dollar Convention as described in ISDA 2000 definitions.

IMM

@RosettaEnumValue("IMM")
public static final RollConventionEnum IMM

IMM Settlement Dates. The third Wednesday of the (delivery) month.

IMMCAD

@RosettaEnumValue("IMMCAD")
public static final RollConventionEnum IMMCAD

The last trading day/expiration day of the Canadian Derivatives Exchange (Bourse de Montreal Inc) Three-month Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The second London banking day prior to the third Wednesday of the contract month. If the determined day is a Bourse or bank holiday in Montreal or Toronto, the last trading day shall be the previous bank business day. Per Canadian Derivatives Exchange BAX contract specification.

IMMAUD

@RosettaEnumValue("IMMAUD")
public static final RollConventionEnum IMMAUD

The last trading day of the Sydney Futures Exchange 90 Day Bank Accepted Bills Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). One Sydney business day preceding the second Friday of the relevant settlement.

IMMNZD

@RosettaEnumValue("IMMNZD")
public static final RollConventionEnum IMMNZD

The last trading day of the Sydney Futures Exchange NZ 90 Day Bank Bill Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). The first Wednesday after the ninth day of the relevant settlement month.

SFE

@RosettaEnumValue("SFE")
public static final RollConventionEnum SFE

Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month

NONE

@RosettaEnumValue("NONE")
public static final RollConventionEnum NONE

The roll convention is not required. For example, in the case of a daily calculation frequency.

TBILL

@RosettaEnumValue("TBILL")
public static final RollConventionEnum TBILL

13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.

_1

@RosettaEnumValue(value="_1",
                  displayName="1")
public static final RollConventionEnum _1

Rolls on the 1st day of the month.

_2

@RosettaEnumValue(value="_2",
                  displayName="2")
public static final RollConventionEnum _2

Rolls on the 2nd day of the month.

_3

@RosettaEnumValue(value="_3",
                  displayName="3")
public static final RollConventionEnum _3

Rolls on the 3rd day of the month.

_4

@RosettaEnumValue(value="_4",
                  displayName="4")
public static final RollConventionEnum _4

Rolls on the 4th day of the month.

_5

@RosettaEnumValue(value="_5",
                  displayName="5")
public static final RollConventionEnum _5

Rolls on the 5th day of the month.

_6

@RosettaEnumValue(value="_6",
                  displayName="6")
public static final RollConventionEnum _6

Rolls on the 6th day of the month.

_7

@RosettaEnumValue(value="_7",
                  displayName="7")
public static final RollConventionEnum _7

Rolls on the 7th day of the month.

_8

@RosettaEnumValue(value="_8",
                  displayName="8")
public static final RollConventionEnum _8

Rolls on the 8th day of the month.

_9

@RosettaEnumValue(value="_9",
                  displayName="9")
public static final RollConventionEnum _9

Rolls on the 9th day of the month.

_10

@RosettaEnumValue(value="_10",
                  displayName="10")
public static final RollConventionEnum _10

Rolls on the 10th day of the month.

_11

@RosettaEnumValue(value="_11",
                  displayName="11")
public static final RollConventionEnum _11

Rolls on the 11th day of the month.

_12

@RosettaEnumValue(value="_12",
                  displayName="12")
public static final RollConventionEnum _12

Rolls on the 12th day of the month.

_13

@RosettaEnumValue(value="_13",
                  displayName="13")
public static final RollConventionEnum _13

Rolls on the 13th day of the month.

_14

@RosettaEnumValue(value="_14",
                  displayName="14")
public static final RollConventionEnum _14

Rolls on the 14th day of the month.

_15

@RosettaEnumValue(value="_15",
                  displayName="15")
public static final RollConventionEnum _15

Rolls on the 15th day of the month.

_16

@RosettaEnumValue(value="_16",
                  displayName="16")
public static final RollConventionEnum _16

Rolls on the 16th day of the month.

_17

@RosettaEnumValue(value="_17",
                  displayName="17")
public static final RollConventionEnum _17

Rolls on the 17th day of the month.

_18

@RosettaEnumValue(value="_18",
                  displayName="18")
public static final RollConventionEnum _18

Rolls on the 18th day of the month.

_19

@RosettaEnumValue(value="_19",
                  displayName="19")
public static final RollConventionEnum _19

Rolls on the 19th day of the month.

_20

@RosettaEnumValue(value="_20",
                  displayName="20")
public static final RollConventionEnum _20

Rolls on the 20th day of the month.

_21

@RosettaEnumValue(value="_21",
                  displayName="21")
public static final RollConventionEnum _21

Rolls on the 21st day of the month.

_22

@RosettaEnumValue(value="_22",
                  displayName="22")
public static final RollConventionEnum _22

Rolls on the 22nd day of the month.

_23

@RosettaEnumValue(value="_23",
                  displayName="23")
public static final RollConventionEnum _23

Rolls on the 23rd day of the month.

_24

@RosettaEnumValue(value="_24",
                  displayName="24")
public static final RollConventionEnum _24

Rolls on the 24th day of the month.

_25

@RosettaEnumValue(value="_25",
                  displayName="25")
public static final RollConventionEnum _25

Rolls on the 25th day of the month.

_26

@RosettaEnumValue(value="_26",
                  displayName="26")
public static final RollConventionEnum _26

Rolls on the 26th day of the month.

_27

@RosettaEnumValue(value="_27",
                  displayName="27")
public static final RollConventionEnum _27

Rolls on the 27th day of the month.

_28

@RosettaEnumValue(value="_28",
                  displayName="28")
public static final RollConventionEnum _28

Rolls on the 28th day of the month.

_29

@RosettaEnumValue(value="_29",
                  displayName="29")
public static final RollConventionEnum _29

Rolls on the 29th day of the month.

_30

@RosettaEnumValue(value="_30",
                  displayName="30")
public static final RollConventionEnum _30

Rolls on the 30th day of the month.

MON

@RosettaEnumValue("MON")
public static final RollConventionEnum MON

Rolling weekly on a Monday.

TUE

@RosettaEnumValue("TUE")
public static final RollConventionEnum TUE

Rolling weekly on a Tuesday

WED

@RosettaEnumValue("WED")
public static final RollConventionEnum WED

Rolling weekly on a Wednesday

THU

@RosettaEnumValue("THU")
public static final RollConventionEnum THU

Rolling weekly on a Thursday

FRI

@RosettaEnumValue("FRI")
public static final RollConventionEnum FRI

Rolling weekly on a Friday

SAT

@RosettaEnumValue("SAT")
public static final RollConventionEnum SAT

Rolling weekly on a Saturday

SUN

@RosettaEnumValue("SUN")
public static final RollConventionEnum SUN

Rolling weekly on a Sunday

Method Details

values

public static RollConventionEnum[] values()

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

Returns:

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

valueOf

public static RollConventionEnum valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (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 type has no constant with the specified name

NullPointerException - if the argument is null

fromDisplayName

public static RollConventionEnum fromDisplayName(String name)

toString

public String toString()

Overrides:

toString in class Enum<RollConventionEnum>

toDisplayString

public String toDisplayString()