/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit.isdastandardmodel;
/**
* Enumeration of the different methods for creating the stub on the premium leg of a credit default swap
* Note that the code does not calculate if the first coupon is long or short. The first coupon is determined based on this switches setting
*/
public enum StubType {
/**
* Stub is at the start (front) of the cashflow schedule; first coupon is on the first IMM date after the effective date (short stub)
*/
FRONTSHORT,
/**
* Stub is at the start (front) of the cashflow schedule; first coupon is on the first but one IMM date after the effective date (long stub)
*/
FRONTLONG,
/**
* Stub is at the end (back) of the cashflow schedule; last but one coupon is on the last scheduled coupon date before the maturity date (short stub)
*/
BACKSHORT,
/**
* Stub is at the end (back) of the cashflow schedule; last but one coupon is on the last but one scheduled coupon date before the maturity date (long stub)
*/
BACKLONG,
/**
* No stub
*/
NONE;
// TODO : Double check these definitions
}