Enum FraDiscountingMethod

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

    public enum FraDiscountingMethod
    extends java.lang.Enum<FraDiscountingMethod>
    implements NamedEnum
    A convention defining how to discount Forward Rate Agreements (FRAs).

    When calculating the price of a FRA, there are different approaches to pricing in different markets. This method captures the approach to discounting.

    Defined by the 2006 ISDA definitions article 8.4.

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      AFMA
      FRA discounting as defined by the Australian Financial Markets Association (AFMA).
      ISDA
      FRA discounting as defined by ISDA.
      NONE
      No discounting applies.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static FraDiscountingMethod of​(java.lang.String name)
      Obtains an instance from the specified name.
      java.lang.String toString()
      Returns the formatted name of the type.
      static FraDiscountingMethod valueOf​(java.lang.String name)
      Returns the enum constant of this type with the specified name.
      static FraDiscountingMethod[] values()
      Returns an array containing the constants of this enum type, in the order they are declared.
      • Methods inherited from class java.lang.Enum

        clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, valueOf
      • Methods inherited from class java.lang.Object

        getClass, notify, notifyAll, wait, wait, wait
      • Methods inherited from interface com.opengamma.strata.collect.named.NamedEnum

        getName
    • Enum Constant Detail

      • ISDA

        public static final FraDiscountingMethod ISDA
        FRA discounting as defined by ISDA.

        Defined by the 2006 ISDA definitions article 8.4b.

      • AFMA

        public static final FraDiscountingMethod AFMA
        FRA discounting as defined by the Australian Financial Markets Association (AFMA).

        Defined by the 2006 ISDA definitions article 8.4e.

    • Method Detail

      • values

        public static FraDiscountingMethod[] 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 (FraDiscountingMethod c : FraDiscountingMethod.values())
            System.out.println(c);
        
        Returns:
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static FraDiscountingMethod 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 FraDiscountingMethod 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<FraDiscountingMethod>
        Returns:
        the formatted string representing the type