Uses of Interface
com.activeviam.risk.core.dates.IBusinessDayConvention
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Packages that use IBusinessDayConvention Package Description com.activeviam.risk.core.dates com.activeviam.risk.core.dates.impl -
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Uses of IBusinessDayConvention in com.activeviam.risk.core.dates
Methods in com.activeviam.risk.core.dates with parameters of type IBusinessDayConvention Modifier and Type Method Description LocalDate
ITenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention).LocalDate
ITenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention). -
Uses of IBusinessDayConvention in com.activeviam.risk.core.dates.impl
Classes in com.activeviam.risk.core.dates.impl that implement IBusinessDayConvention Modifier and Type Class Description class
BusinessDayFollowing
Implementation of the "following" business day conventionclass
BusinessDayModifiedFollowing
Implementation of the "modified following" business day conventionclass
BusinessDayModifiedPrevious
Implementation of the "modified previous" business day conventionclass
BusinessDayNoAdjustment
Implementation of the "no adjustment" business day conventionclass
BusinessDayPrevious
Implementation of the "previous" business day conventionMethods in com.activeviam.risk.core.dates.impl that return IBusinessDayConvention Modifier and Type Method Description protected abstract IBusinessDayConvention
AMaturityConverter. getBusinessDayConvention(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
protected IBusinessDayConvention
SimpleMaturityConverter. getBusinessDayConvention(com.quartetfs.biz.pivot.IActivePivot pivot, List<Object> leafCoordinates)
Methods in com.activeviam.risk.core.dates.impl with parameters of type IBusinessDayConvention Modifier and Type Method Description LocalDate
LegacyTenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
LegacyTenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Implementation ofITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar)
which first converts the tenor into a number of days usingLegacyTenorConverter.calculateNbDays(String, String)
.LocalDate
PeriodActualTenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
PeriodActualTenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
SmileTenorConverter. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
SmileTenorConverter. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Implementation ofITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar)
which first converts the tenor into a number of days usingSmileTenorConverter.calculateNbDays(String)
.LocalDate
TenorConverter30360. convert(com.qfs.store.IDatastoreVersion datastore, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
LocalDate
TenorConverter30360. convert(LocalDate asOfDate, String tenor, IBusinessDayConvention businessDayConvention, IBusinessDayCalendar calendar)
Implementation ofITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar)
which first converts the tenor into a number of days usingTenorConverter30360.calculateNbDays(LocalDate, String)
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