/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.product.deposit.type; import com.opengamma.strata.collect.named.ExtendedEnum; /** * Market standard term deposit conventions. * <p> * The conventions form two groups, those typically used for deposits of one month * and over and those for deposits of less than one month, which have "Short" in the name. * <p> * The conventions also differ by spot date. Most currencies have a T+2 spot date, where * the start date is two days after the trade date. * There are special cases for trades that have a T+0 or T+1 convention. * The name of each convention includes "T0", "T1" or "T2" two indicate the spot date. */ public final class TermDepositConventions { /** * The extended enum lookup from name to instance. */ static final ExtendedEnum<TermDepositConvention> ENUM_LOOKUP = ExtendedEnum.of(TermDepositConvention.class); //------------------------------------------------------------------------- /** * The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date. * This has the modified following business day convention and is typically used * for deposits of one month and over. */ public static final TermDepositConvention GBP_DEPOSIT_T0 = TermDepositConvention.of(StandardTermDepositConventions.GBP_DEPOSIT_T0.getName()); /** * The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date. * This has the following business day convention and is typically used for O/N and deposits up to one month. */ public static final TermDepositConvention GBP_SHORT_DEPOSIT_T0 = TermDepositConvention.of(StandardTermDepositConventions.GBP_SHORT_DEPOSIT_T0.getName()); /** * The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date. * This has the following business day convention and is typically used for T/N. */ public static final TermDepositConvention GBP_SHORT_DEPOSIT_T1 = TermDepositConvention.of(StandardTermDepositConventions.GBP_SHORT_DEPOSIT_T1.getName()); /** * The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date. * This has the modified following business day convention and is typically used * for deposits of one month and over. */ public static final TermDepositConvention EUR_DEPOSIT_T2 = TermDepositConvention.of(StandardTermDepositConventions.EUR_DEPOSIT_T2.getName()); /** * The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date. * This has the following business day convention and is typically used for O/N. */ public static final TermDepositConvention EUR_SHORT_DEPOSIT_T0 = TermDepositConvention.of(StandardTermDepositConventions.EUR_SHORT_DEPOSIT_T0.getName()); /** * The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date * This has the following business day convention and is typically used for T/N. */ public static final TermDepositConvention EUR_SHORT_DEPOSIT_T1 = TermDepositConvention.of(StandardTermDepositConventions.EUR_SHORT_DEPOSIT_T1.getName()); /** * The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date * This has the following business day convention and is typically used for deposits up to one month. */ public static final TermDepositConvention EUR_SHORT_DEPOSIT_T2 = TermDepositConvention.of(StandardTermDepositConventions.EUR_SHORT_DEPOSIT_T2.getName()); /** * The 'USD-Deposit-T2' term deposit convention with T+2 settlement date. * This has the modified following business day convention and is typically used * for deposits of one month and over. */ public static final TermDepositConvention USD_DEPOSIT_T2 = TermDepositConvention.of(StandardTermDepositConventions.USD_DEPOSIT_T2.getName()); /** * The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date. * This has the following business day convention and is typically used for O/N. */ public static final TermDepositConvention USD_SHORT_DEPOSIT_T0 = TermDepositConvention.of(StandardTermDepositConventions.USD_SHORT_DEPOSIT_T0.getName()); /** * The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date * This has the following business day convention and is typically used for T/N. */ public static final TermDepositConvention USD_SHORT_DEPOSIT_T1 = TermDepositConvention.of(StandardTermDepositConventions.USD_SHORT_DEPOSIT_T1.getName()); /** * The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date * This has the following business day convention and is typically used for deposits up to one month. */ public static final TermDepositConvention USD_SHORT_DEPOSIT_T2 = TermDepositConvention.of(StandardTermDepositConventions.USD_SHORT_DEPOSIT_T2.getName()); /** * The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date. * This has the modified following business day convention and is typically used * for deposits of one month and over. */ public static final TermDepositConvention CHF_DEPOSIT_T2 = TermDepositConvention.of(StandardTermDepositConventions.CHF_DEPOSIT_T2.getName()); /** * The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date. * This has the following business day convention and is typically used for O/N. */ public static final TermDepositConvention CHF_SHORT_DEPOSIT_T0 = TermDepositConvention.of(StandardTermDepositConventions.CHF_SHORT_DEPOSIT_T0.getName()); /** * The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date * This has the following business day convention and is typically used for T/N. */ public static final TermDepositConvention CHF_SHORT_DEPOSIT_T1 = TermDepositConvention.of(StandardTermDepositConventions.CHF_SHORT_DEPOSIT_T1.getName()); /** * The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date * This has the following business day convention and is typically used for deposits up to one month. */ public static final TermDepositConvention CHF_SHORT_DEPOSIT_T2 = TermDepositConvention.of(StandardTermDepositConventions.CHF_SHORT_DEPOSIT_T2.getName()); //------------------------------------------------------------------------- /** * Restricted constructor. */ private TermDepositConventions() { } }