Class FloatingRateNames


  • public final class FloatingRateNames
    extends java.lang.Object
    Constants and implementations for standard Floating rate names.

    Each constant refers to a standard definition of the specified index.

    If a floating rate has a constant here, then it is fully supported by Strata with example holiday calendar data.

    • Field Detail

      • GBP_LIBOR

        public static final FloatingRateName GBP_LIBOR
        Constant for GBP-LIBOR.
      • USD_LIBOR

        public static final FloatingRateName USD_LIBOR
        Constant for USD-LIBOR.
      • CHF_LIBOR

        public static final FloatingRateName CHF_LIBOR
        Constant for CHF-LIBOR.
      • EUR_LIBOR

        public static final FloatingRateName EUR_LIBOR
        Constant for EUR-LIBOR.
      • JPY_LIBOR

        public static final FloatingRateName JPY_LIBOR
        Constant for JPY-LIBOR.
      • EUR_EURIBOR

        public static final FloatingRateName EUR_EURIBOR
        Constant for EUR-EURIBOR.
      • AUD_BBSW

        public static final FloatingRateName AUD_BBSW
        Constant for AUD-BBSW.
      • CAD_CDOR

        public static final FloatingRateName CAD_CDOR
        Constant for CAD-CDOR.
      • CZK_PRIBOR

        public static final FloatingRateName CZK_PRIBOR
        Constant for CZK-PRIBOR.
      • DKK_CIBOR

        public static final FloatingRateName DKK_CIBOR
        Constant for DKK-CIBOR.
      • HUF_BUBOR

        public static final FloatingRateName HUF_BUBOR
        Constant for HUF-BUBOR.
      • MXN_TIIE

        public static final FloatingRateName MXN_TIIE
        Constant for MXN-TIIE.
      • NOK_NIBOR

        public static final FloatingRateName NOK_NIBOR
        Constant for NOK-NIBOR.
      • NZD_BKBM

        public static final FloatingRateName NZD_BKBM
        Constant for NZD-BKBM.
      • PLN_WIBOR

        public static final FloatingRateName PLN_WIBOR
        Constant for PLN-WIBOR.
      • SEK_STIBOR

        public static final FloatingRateName SEK_STIBOR
        Constant for SEK-STIBOR.
      • ZAR_JIBAR

        public static final FloatingRateName ZAR_JIBAR
        Constant for ZAR-JIBAR.
      • GBP_SONIA

        public static final FloatingRateName GBP_SONIA
        Constant for GBP-SONIA Overnight index.
      • USD_FED_FUND

        public static final FloatingRateName USD_FED_FUND
        Constant for USD-FED-FUND Overnight index.
      • USD_SOFR

        public static final FloatingRateName USD_SOFR
        Constant for USD-SOFR Overnight index.
      • CHF_SARON

        public static final FloatingRateName CHF_SARON
        Constant for CHF-SARON Overnight index.
      • CHF_TOIS

        public static final FloatingRateName CHF_TOIS
        Constant for CHF-TOIS Overnight index.
      • EUR_EONIA

        public static final FloatingRateName EUR_EONIA
        Constant for EUR-EONIA Overnight index.
      • JPY_TONAR

        public static final FloatingRateName JPY_TONAR
        Constant for JPY-TONAR Overnight index.
      • AUD_AONIA

        public static final FloatingRateName AUD_AONIA
        Constant for AUD-AONIA Overnight index.
      • BRL_CDI

        public static final FloatingRateName BRL_CDI
        Constant for BRL-CDI Overnight index.
      • CAD_CORRA

        public static final FloatingRateName CAD_CORRA
        Constant for CAD-CORRA Overnight index.
      • DKK_TNR

        public static final FloatingRateName DKK_TNR
        Constant for DKK-TNR Overnight index.
      • NOK_NOWA

        public static final FloatingRateName NOK_NOWA
        Constant for NOK-NOWA Overnight index.
      • PLN_POLONIA

        public static final FloatingRateName PLN_POLONIA
        Constant for PLN-POLONIA Overnight index.
      • SEK_SIOR

        public static final FloatingRateName SEK_SIOR
        Constant for SEK-SIOR Overnight index.
      • USD_FED_FUND_AVG

        public static final FloatingRateName USD_FED_FUND_AVG
        Constant for USD-FED-FUND Overnight index using averaging.
      • GB_RPI

        public static final FloatingRateName GB_RPI
        Constant for GB-RPI Price index.
      • EU_EXT_CPI

        public static final FloatingRateName EU_EXT_CPI
        Constant for EU-EXT-CPI Price index.
      • US_CPI_U

        public static final FloatingRateName US_CPI_U
        Constant for US-CPI-U Price index.
      • FR_EXT_CPI

        public static final FloatingRateName FR_EXT_CPI
        Constant for FR-EXT-CPI Price index.