/*
Copyright (C) 2008 Richard Gomes
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program 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 license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl
Copyright (C) 2004 Jeff Yu
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program 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 license for more details.
*/
package org.jquantlib.time;
/**
* Business Day conventions
*
* These conventions specify the algorithm used to adjust a date in case
* it is not a valid business day.
*
* @author Richard Gomes
*/
public enum BusinessDayConvention {
// ISDA
/**
* 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.
*/
ModifiedFollowing,
/**
* Choose the first business day before
* the given holiday.
*/
Preceding,
// NON ISDA
/**
* 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.
*/
ModifiedPreceding,
/**
* Do not adjust.
*/
Unadjusted;
}
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