/*
* jFin, open source derivatives trade processing
*
* Copyright (C) 2005-2011 Morgan Brown Consultancy Ltd.
*
* This file is part of jFin.
*
* jFin is free software; you can redistribute it and/or modify it under the
* terms of the GNU General Public License as published by the Free Software
* Foundation; either version 2 of the License, or (at your option) any later
* version.
*
* jFin is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
* License for more details.
*
* You should have received a copy of the GNU General Public License along
* with jFin; if not, write to the Free Software Foundation, Inc., 51 Franklin
* St, Fifth Floor, Boston, MA 02110-1301 USA.
*/
package com.mbc.jfin.holiday;
/**
* Created by IntelliJ IDEA.
* User: dmb
* Date: 06/05/2011
* Time: 18:40
*/
public enum BusinessDayConvention {
/**
* Do not adjust.
*/
UNADJUSTED,
/**
* Choose the first business day before the given holiday.
*/
PRECEDING,
/**
* Choose the first business day before the given holiday unless it belongs
* to a different month, in which case choose the first business day after
* the holiday.
*/
MODIFIED_PRECEDING,
/**
* Choose the first business day after the given holiday.
*/
FOLLOWING,
/**
* Choose the first business day after the given holiday unless it belongs
* to a different month, in which case choose the first business day before
* the holiday.
*/
MODIFIED_FOLLOWING,
/**
* Choose the first business day after the given holiday, if the original
* date falls on last business day of month result reverts to first business
* day before month-end
*/
MONTH_END_REFERENCE
}
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