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Business Day conventions.

These conventions specify the algorithm used to adjust a date in case it is not a valid business day.

Enumerator:
Following 

Choose the first business day after the given holiday.

ModifiedFollowing 

Choose the first business day after the given holiday unless it belongs to a different month, in which case choose the first business day before the holiday.

Preceding 

Choose the first business day before the given holiday.

ModifiedPreceding 

Choose the first business day before the given holiday unless it belongs to a different month, in which case choose the first business day after the holiday.

Unadjusted 

Do not adjust.

Definition at line 40 of file businessdayconvention.hpp.

                               {
        // ISDA
        Following,          /*!< Choose the first business day after
                                 the given holiday. */
        ModifiedFollowing,  /*!< Choose the first business day after
                                 the given holiday unless it belongs
                                 to a different month, in which case
                                 choose the first business day before
                                 the holiday. */
        Preceding,          /*!< Choose the first business day before
                                 the given holiday. */
        // NON ISDA
        ModifiedPreceding,  /*!< Choose the first business day before
                                 the given holiday unless it belongs
                                 to a different month, in which case
                                 choose the first business day after
                                 the holiday. */
        Unadjusted          /*!< Do not adjust. */
    };

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