/** * Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.basics.date; import com.opengamma.strata.basics.ReferenceData; /** * Identifiers for common holiday calendars. * <p> * The constants defined here are identifiers, used to locate instances of * {@link HolidayCalendar} from {@link ReferenceData}. * <p> * All the constants defined here will be available from {@link ReferenceData#standard()}. * The associated holiday data may or may not be sufficient for your production needs. * <p> * The standard holiday data was obtained by direct research - it was not derived from a vendor * of holiday calendar data. Two approaches are available to add or change the data. * Firstly, applications can provide their own {@code ReferenceData} implementation, mapping * the identifier to any data desired. Secondly, the standard data can be amended by following * the instructions in {@code HolidayCalendar.ini}. */ public final class HolidayCalendarIds { /** * An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'. * <p> * This calendar has the effect of making every day a business day. * It is often used to indicate that a holiday calendar does not apply. */ public static final HolidayCalendarId NO_HOLIDAYS = HolidayCalendarId.of("NoHolidays"); /** * An identifier for a calendar declaring all days as business days * except Saturday/Sunday weekends, with code 'SatSun'. * <p> * This calendar is mostly useful in testing scenarios. * Note that not all countries use Saturday and Sunday weekends. */ public static final HolidayCalendarId SAT_SUN = HolidayCalendarId.of("Sat/Sun"); /** * An identifier for a calendar declaring all days as business days * except Friday/Saturday weekends, with code 'FriSat'. * <p> * This calendar is mostly useful in testing scenarios. */ public static final HolidayCalendarId FRI_SAT = HolidayCalendarId.of("Fri/Sat"); /** * An identifier for a calendar declaring all days as business days * except Thursday/Friday weekends, with code 'ThuFri'. * <p> * This calendar is mostly useful in testing scenarios. */ public static final HolidayCalendarId THU_FRI = HolidayCalendarId.of("Thu/Fri"); /** * An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'. * <p> * This constant references the calendar for London bank holidays. */ public static final HolidayCalendarId GBLO = HolidayCalendarId.of("GBLO"); /** * An identifier for the holiday calendar of Paris, France, with code 'FRPA'. * <p> * This constant references the calendar for Paris public holidays. */ public static final HolidayCalendarId FRPA = HolidayCalendarId.of("FRPA"); /** * An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'. * <p> * This constant references the calendar for Zurich public holidays. */ public static final HolidayCalendarId CHZU = HolidayCalendarId.of("CHZU"); /** * An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'. * <p> * This constant references the calendar for the TARGET interbank payment system holidays. * <p> * Referenced by the 2006 ISDA definitions 1.8. */ public static final HolidayCalendarId EUTA = HolidayCalendarId.of("EUTA"); /** * An identifier for the holiday calendar of United States Government Securities, with code 'USGS'. * <p> * This constant references the calendar for United States Government Securities as per SIFMA. * <p> * Referenced by the 2006 ISDA definitions 1.11. */ public static final HolidayCalendarId USGS = HolidayCalendarId.of("USGS"); /** * An identifier for the holiday calendar of New York, United States, with code 'USNY'. * <p> * This constant references the calendar for New York holidays. */ public static final HolidayCalendarId USNY = HolidayCalendarId.of("USNY"); /** * An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'. * <p> * This constant references the calendar for the Federal Reserve Bank of New York holidays. * <p> * Referenced by the 2006 ISDA definitions 1.9. */ public static final HolidayCalendarId NYFD = HolidayCalendarId.of("NYFD"); /** * An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'. * <p> * This constant references the calendar for the New York Stock Exchange. * <p> * Referenced by the 2006 ISDA definitions 1.10. */ public static final HolidayCalendarId NYSE = HolidayCalendarId.of("NYSE"); /** * An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'. * <p> * This constant references the calendar for Tokyo bank holidays. */ public static final HolidayCalendarId JPTO = HolidayCalendarId.of("JPTO"); /** * An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'. * <p> * This constant references the calendar for Sydney bank holidays. */ public static final HolidayCalendarId AUSY = HolidayCalendarId.of("AUSY"); /** * An identifier for the holiday calendar of Brazil, with code 'BRBD'. * <p> * This constant references the combined calendar for Brazil bank holidays. * This unites city-level calendars. */ public static final HolidayCalendarId BRBD = HolidayCalendarId.of("BRBD"); /** * An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'. * <p> * This constant references the calendar for Toronto bank holidays. */ public static final HolidayCalendarId CATO = HolidayCalendarId.of("CATO"); /** * An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'. * <p> * This constant references the calendar for Prague bank holidays. */ public static final HolidayCalendarId CZPR = HolidayCalendarId.of("CZPR"); /** * An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'. * <p> * This constant references the calendar for Copenhagen bank holidays. */ public static final HolidayCalendarId DKCO = HolidayCalendarId.of("DKCO"); /** * An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'. * <p> * This constant references the calendar for Budapest bank holidays. */ public static final HolidayCalendarId HUBU = HolidayCalendarId.of("HUBU"); /** * An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'. * <p> * This constant references the calendar for Mexico City bank holidays. */ public static final HolidayCalendarId MXMC = HolidayCalendarId.of("MXMC"); /** * An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'. * <p> * This constant references the calendar for Oslo bank holidays. */ public static final HolidayCalendarId NOOS = HolidayCalendarId.of("NOOS"); /** * An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'. * <p> * This constant references the calendar for Warsaw bank holidays. */ public static final HolidayCalendarId PLWA = HolidayCalendarId.of("PLWA"); /** * An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'. * <p> * This constant references the calendar for Stockholm bank holidays. */ public static final HolidayCalendarId SEST = HolidayCalendarId.of("SEST"); /** * An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'. * <p> * This constant references the calendar for Johannesburg bank holidays. */ public static final HolidayCalendarId ZAJO = HolidayCalendarId.of("ZAJO"); //------------------------------------------------------------------------- /** * Restricted constructor. */ private HolidayCalendarIds() { } }