1 /*
2 * ObjectLab, http://www.objectlab.co.uk/open is sponsoring the ObjectLab Kit.
3 *
4 * Based in London, we are world leaders in the design and development
5 * of bespoke applications for the securities financing markets.
6 *
7 * <a href="http://www.objectlab.co.uk/open">Click here to learn more</a>
8 * ___ _ _ _ _ _
9 * / _ \| |__ (_) ___ ___| |_| | __ _| |__
10 * | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
11 * | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
12 * \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
13 * |__/
14 *
15 * www.ObjectLab.co.uk
16 *
17 * $Id$
18 *
19 * Copyright 2006 the original author or authors.
20 *
21 * Licensed under the Apache License, Version 2.0 (the "License"); you may not
22 * use this file except in compliance with the License. You may obtain a copy of
23 * the License at
24 *
25 * http://www.apache.org/licenses/LICENSE-2.0
26 *
27 * Unless required by applicable law or agreed to in writing, software
28 * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
29 * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
30 * License for the specific language governing permissions and limitations under
31 * the License.
32 */
33 package net.objectlab.kit.datecalc.common;
34
35 /**
36 * Some instruments require a period different from the usual Quarterly but
37 * still following IMM, e.g. Bi Annually which then can be Mar-Sep or Jun-Dec,
38 * or Annually.
39 *
40 * @author Benoit Xhenseval
41 */
42 public enum IMMPeriod {
43 /** Bi-annually March and September */
44 BI_ANNUALY_MAR_SEP,
45 /** Bi-annually June and December */
46 BI_ANNUALY_JUN_DEC,
47 /** Conventional period: Quarterly: eg March, June, September, December */
48 QUARTERLY,
49 /** Annually, jump from 1 year to the next */
50 ANNUALLY
51 }
52
53 /*
54 * ObjectLab, http://www.objectlab.co.uk/open is sponsoring the ObjectLab Kit.
55 *
56 * Based in London, we are world leaders in the design and development
57 * of bespoke applications for the securities financing markets.
58 *
59 * <a href="http://www.objectlab.co.uk/open">Click here to learn more about us</a>
60 * ___ _ _ _ _ _
61 * / _ \| |__ (_) ___ ___| |_| | __ _| |__
62 * | | | | '_ \| |/ _ \/ __| __| | / _` | '_ \
63 * | |_| | |_) | | __/ (__| |_| |__| (_| | |_) |
64 * \___/|_.__// |\___|\___|\__|_____\__,_|_.__/
65 * |__/
66 *
67 * www.ObjectLab.co.uk
68 */