Enum CapitalIndexedBondYieldConvention

  • All Implemented Interfaces:
    Named, NamedEnum, java.io.Serializable, java.lang.Comparable<CapitalIndexedBondYieldConvention>

    public enum CapitalIndexedBondYieldConvention
    extends java.lang.Enum<CapitalIndexedBondYieldConvention>
    implements NamedEnum
    A convention defining accrued interest calculation type for inflation bond securities.

    Yield of a bond security is a conventional number representing the internal rate of return of standardized cash flows. When calculating accrued interest, it is necessary to use a formula specific to each yield convention. Accordingly, the computation of price, convexity and duration from the yield should be based on this yield convention.

    "Inflation Instruments: Swap Zero-coupon, Year-on-year and Bonds."

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      GB_IL_BOND
      The UK real yield convention.
      GB_IL_FLOAT
      The UK real yield convention.
      JP_IL_COMPOUND
      The Japan compound yield convention for inflation index bond.
      JP_IL_SIMPLE
      The Japan simple yield convention for inflation index bond.
      US_IL_REAL
      The US real yield convention.
    • Method Detail

      • values

        public static CapitalIndexedBondYieldConvention[] values()
        Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:
        for (CapitalIndexedBondYieldConvention c : CapitalIndexedBondYieldConvention.values())
            System.out.println(c);
        
        Returns:
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static CapitalIndexedBondYieldConvention valueOf​(java.lang.String name)
        Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)
        Parameters:
        name - the name of the enum constant to be returned.
        Returns:
        the enum constant with the specified name
        Throws:
        java.lang.IllegalArgumentException - if this enum type has no constant with the specified name
        java.lang.NullPointerException - if the argument is null
      • of

        public static CapitalIndexedBondYieldConvention of​(java.lang.String name)
        Obtains an instance from the specified name.

        Parsing handles the mixed case form produced by toString() and the upper and lower case variants of the enum constant name.

        Parameters:
        name - the name to parse
        Returns:
        the type
        Throws:
        java.lang.IllegalArgumentException - if the name is not known
      • toString

        public java.lang.String toString()
        Returns the formatted name of the type.
        Overrides:
        toString in class java.lang.Enum<CapitalIndexedBondYieldConvention>
        Returns:
        the formatted string representing the type