Enum FixingRelativeTo

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

    public enum FixingRelativeTo
    extends java.lang.Enum<FixingRelativeTo>
    implements NamedEnum
    The base date that each rate fixing is made relative to.

    When calculating the rate fixing dates for a swap leg, the date is calculated relative to another date. The other date is specified by this enum.

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      PERIOD_END
      The rate fixing is made relative to the end of each reset period.
      PERIOD_START
      The rate fixing is made relative to the start of each reset period.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static FixingRelativeTo of​(java.lang.String name)
      Obtains an instance from the specified name.
      java.lang.String toString()
      Returns the formatted name of the type.
      static FixingRelativeTo valueOf​(java.lang.String name)
      Returns the enum constant of this type with the specified name.
      static FixingRelativeTo[] 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

      • PERIOD_START

        public static final FixingRelativeTo PERIOD_START
        The rate fixing is made relative to the start of each reset period.

        The fixing date is relative to the start date of each reset period within the accrual period, as adjusted by business day conventions.

        This can be referred to as "fixing in advance" or "reset in advance".

      • PERIOD_END

        public static final FixingRelativeTo PERIOD_END
        The rate fixing is made relative to the end of each reset period.

        The fixing date is relative to the end date of each reset period within the accrual period, as adjusted by business day conventions.

        This can be referred to as "fixing in arrears" or "reset in arrears".

    • Method Detail

      • values

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

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