src.cdm.base.datetime.BusinessDayConventionEnum.py Maven / Gradle / Ivy

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# pylint: disable=missing-module-docstring, invalid-name, line-too-long
from enum import Enum

__all__ = ['BusinessDayConventionEnum']

class BusinessDayConventionEnum(Enum):
    """
    The enumerated values to specify the convention for adjusting any relevant date if it would otherwise fall on a day that is not a valid business day.
    """
    FOLLOWING = "FOLLOWING"
    """
    The non-business date will be adjusted to the first following day that is a business day
    """
    FRN = "FRN"
    """
    Per 2000 ISDA Definitions, Section 4.11. FRN Convention; Eurodollar Convention. FRN is included here as a type of business day convention although it does not strictly fall within ISDA's definition of a Business Day Convention and does not conform to the simple definition given above.
    """
    MODFOLLOWING = "MODFOLLOWING"
    """
    The non-business date will be adjusted to the first following day that is a business day unless that day falls in the next calendar month, in which case that date will be the first preceding day that is a business day.
    """
    MODPRECEDING = "MODPRECEDING"
    """
    The non-business date will be adjusted to the first preceding day that is a business day unless that day falls in the previous calendar month, in which case that date will be the first following day that us a business day.
    """
    NEAREST = "NEAREST"
    """
    The non-business date will be adjusted to the nearest day that is a business day - i.e. if the non-business day falls on any day other than a Sunday or a Monday, it will be the first preceding day that is a business day, and will be the first following business day if it falls on a Sunday or a Monday.
    """
    NONE = "NONE"
    """
    The date will not be adjusted if it falls on a day that is not a business day.
    """
    NOT_APPLICABLE = "NotApplicable"
    """
    The date adjustments conventions are defined elsewhere, so it is not required to specify them here.
    """
    PRECEDING = "PRECEDING"
    """
    The non-business day will be adjusted to the first preceding day that is a business day.
    """