public enum DateRollConvention
This reflects what happens if a date on which a business event is supposed to happen actually falls upon a non-working day. Depending on the accounting requirement, we can move forward until we get to a business day, or backwards. There are some additional rules which are explained in the individual cases below.
public static DateRollConvention Actual
Don't roll the date, use the one supplied.
public static DateRollConvention Following
Following is the next business date from this one.
public static DateRollConvention ModifiedFollowing
"Modified following" is the next business date, unless it's in the next month, in which case use the preceeding business date.
public static DateRollConvention Previous
Previous is the previous business date from this one.
public static DateRollConvention ModifiedPrevious
Modified previous is the previous business date, unless it's in the previous month, in which case use the next business date.