Enum IborRateResetMethod

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

    public enum IborRateResetMethod
    extends java.lang.Enum<IborRateResetMethod>
    implements NamedEnum
    A convention defining how to process a floating rate reset schedule.

    When calculating interest, there may be multiple reset dates for a given accrual period. This typically involves an average of a number of different rate fixings.

    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      UNWEIGHTED
      The unweighted average method.
      WEIGHTED
      The weighted average method.
    • Method Summary

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

      • UNWEIGHTED

        public static final IborRateResetMethod UNWEIGHTED
        The unweighted average method.

        The result is a simple average of the applicable rates.

        Defined by the 2006 ISDA definitions article 6.2a(3C).

      • WEIGHTED

        public static final IborRateResetMethod WEIGHTED
        The weighted average method.

        The result is a weighted average of the applicable rates based on the number of days each rate is applicable.

        Defined by the 2006 ISDA definitions article 6.2a(3D).

    • Method Detail

      • values

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

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