org_isda_cdm.RollConventionEnum.RollConventionEnum.go Maven / Gradle / Ivy
/**
* This file is auto-generated from the ISDA Common Domain Model, do not edit.
* Version: 6.0.0-dev.82
*/
package RollConventionEnum
import . "org_isda_cdm"
/**
* The enumerated values to specify the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month.
*/
const (
/**
* Rolls on month end dates irrespective of the length of the month and the previous roll day.
*/
EOM RollConventionEnum = iota + 1
/**
* Rolling weekly on a Friday
*/
FRI RollConventionEnum = iota + 1
/**
* Roll days are determined according to the FRN Convention or Euro-dollar Convention as described in ISDA 2000 definitions.
*/
FRN RollConventionEnum = iota + 1
/**
* IMM Settlement Dates. The third Wednesday of the (delivery) month.
*/
IMM RollConventionEnum = iota + 1
/**
* The last trading day of the Sydney Futures Exchange 90 Day Bank Accepted Bills Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). One Sydney business day preceding the second Friday of the relevant settlement.
*/
IMMAUD RollConventionEnum = iota + 1
/**
* The last trading day/expiration day of the Canadian Derivatives Exchange (Bourse de Montreal Inc) Three-month Canadian Bankers' Acceptance Futures (Ticker Symbol BAX). The second London banking day prior to the third Wednesday of the contract month. If the determined day is a Bourse or bank holiday in Montreal or Toronto, the last trading day shall be the previous bank business day. Per Canadian Derivatives Exchange BAX contract specification.
*/
IMMCAD RollConventionEnum = iota + 1
/**
* The last trading day of the Sydney Futures Exchange NZ 90 Day Bank Bill Futures contract (see http://www.sfe.com.au/content/sfe/trading/con_specs.pdf). The first Wednesday after the ninth day of the relevant settlement month.
*/
IMMNZD RollConventionEnum = iota + 1
/**
* Rolling weekly on a Monday.
*/
MON RollConventionEnum = iota + 1
/**
* The roll convention is not required. For example, in the case of a daily calculation frequency.
*/
NONE RollConventionEnum = iota + 1
/**
* Rolling weekly on a Saturday
*/
SAT RollConventionEnum = iota + 1
/**
* Sydney Futures Exchange 90-Day Bank Accepted Bill Futures Settlement Dates. The second Friday of the (delivery) month
*/
SFE RollConventionEnum = iota + 1
/**
* Rolling weekly on a Sunday
*/
SUN RollConventionEnum = iota + 1
/**
* 13-week and 26-week U.S. Treasury Bill Auction Dates. Each Monday except for U.S. (New York) holidays when it will occur on a Tuesday.
*/
TBILL RollConventionEnum = iota + 1
/**
* Rolling weekly on a Thursday
*/
THU RollConventionEnum = iota + 1
/**
* Rolling weekly on a Tuesday
*/
TUE RollConventionEnum = iota + 1
/**
* Rolling weekly on a Wednesday
*/
WED RollConventionEnum = iota + 1
/**
* Rolls on the 1st day of the month.
*/
_1 RollConventionEnum = iota + 1
/**
* Rolls on the 10th day of the month.
*/
_10 RollConventionEnum = iota + 1
/**
* Rolls on the 11th day of the month.
*/
_11 RollConventionEnum = iota + 1
/**
* Rolls on the 12th day of the month.
*/
_12 RollConventionEnum = iota + 1
/**
* Rolls on the 13th day of the month.
*/
_13 RollConventionEnum = iota + 1
/**
* Rolls on the 14th day of the month.
*/
_14 RollConventionEnum = iota + 1
/**
* Rolls on the 15th day of the month.
*/
_15 RollConventionEnum = iota + 1
/**
* Rolls on the 16th day of the month.
*/
_16 RollConventionEnum = iota + 1
/**
* Rolls on the 17th day of the month.
*/
_17 RollConventionEnum = iota + 1
/**
* Rolls on the 18th day of the month.
*/
_18 RollConventionEnum = iota + 1
/**
* Rolls on the 19th day of the month.
*/
_19 RollConventionEnum = iota + 1
/**
* Rolls on the 2nd day of the month.
*/
_2 RollConventionEnum = iota + 1
/**
* Rolls on the 20th day of the month.
*/
_20 RollConventionEnum = iota + 1
/**
* Rolls on the 21st day of the month.
*/
_21 RollConventionEnum = iota + 1
/**
* Rolls on the 22nd day of the month.
*/
_22 RollConventionEnum = iota + 1
/**
* Rolls on the 23rd day of the month.
*/
_23 RollConventionEnum = iota + 1
/**
* Rolls on the 24th day of the month.
*/
_24 RollConventionEnum = iota + 1
/**
* Rolls on the 25th day of the month.
*/
_25 RollConventionEnum = iota + 1
/**
* Rolls on the 26th day of the month.
*/
_26 RollConventionEnum = iota + 1
/**
* Rolls on the 27th day of the month.
*/
_27 RollConventionEnum = iota + 1
/**
* Rolls on the 28th day of the month.
*/
_28 RollConventionEnum = iota + 1
/**
* Rolls on the 29th day of the month.
*/
_29 RollConventionEnum = iota + 1
/**
* Rolls on the 3rd day of the month.
*/
_3 RollConventionEnum = iota + 1
/**
* Rolls on the 30th day of the month.
*/
_30 RollConventionEnum = iota + 1
/**
* Rolls on the 4th day of the month.
*/
_4 RollConventionEnum = iota + 1
/**
* Rolls on the 5th day of the month.
*/
_5 RollConventionEnum = iota + 1
/**
* Rolls on the 6th day of the month.
*/
_6 RollConventionEnum = iota + 1
/**
* Rolls on the 7th day of the month.
*/
_7 RollConventionEnum = iota + 1
/**
* Rolls on the 8th day of the month.
*/
_8 RollConventionEnum = iota + 1
/**
* Rolls on the 9th day of the month.
*/
_9 RollConventionEnum = iota + 1
)
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