All Superinterfaces:

FloatingRate, Named

All Known Implementing Classes:

ImmutableFloatingRateName
```
public interface FloatingRateName
extends FloatingRate, Named
```
A floating rate index name, such as Libor, Euribor or US Fed Fund.
An index represented by this class relates to some form of floating rate. This can include IborIndex and OvernightIndex values.
This class is designed to match the FpML/ISDA floating rate index concept. The FpML concept provides a single key for floating rates of a variety of types, mixing Ibor, Overnight, Price and Swap indices. It also sometimes includes a source, such as 'Bloomberg' or 'Reuters'. This class matches the single concept and provided a bridge the more specific index implementations used for pricing.
The most common implementations are provided in FloatingRateNames.
The set of supported values, and their mapping to IborIndex, PriceIndex and OvernightIndex, is defined in the FloatingRateName.ini config file.

Method Summary

All Methods Static Methods Instance Methods Abstract Methods Default Methods
Modifier and Type	Method	Description
`static FloatingRateName`	`defaultIborIndex(Currency currency)`	Gets the default Ibor index for a currency.
`static FloatingRateName`	`defaultOvernightIndex(Currency currency)`	Gets the default Overnight index for a currency.
`static ExtendedEnum<FloatingRateName>`	`extendedEnum()`	Gets the extended enum helper.
`default Currency`	`getCurrency()`	Gets the currency of the floating rate.
`default Tenor`	`getDefaultTenor()`	Gets a default tenor applicable for this floating rate.
`String`	`getName()`	Gets the name that uniquely identifies this floating rate, such as 'GBP-LIBOR'.
`Set<Tenor>`	`getTenors()`	Gets the active tenors that are applicable for this floating rate.
`FloatingRateType`	`getType()`	Gets the type of the index - Ibor, Overnight or Price.
`FloatingRateName`	`normalized()`	Gets the normalized form of the floating rate name.
`static FloatingRateName`	`of(String uniqueName)`	Obtains an instance from the specified unique name.
`static FloatingRateName`	`parse(String str)`	Parses a string, with extended handling of indices.
`default FloatingRateIndex`	`toFloatingRateIndex()`	Returns a floating rate index.
`default FloatingRateIndex`	`toFloatingRateIndex(Tenor iborTenor)`	Returns a floating rate index.
`IborIndex`	`toIborIndex(Tenor tenor)`	Checks and returns an Ibor index.
`default DaysAdjustment`	`toIborIndexFixingOffset()`	Checks and returns the fixing offset associated with the Ibor index.
`OvernightIndex`	`toOvernightIndex()`	Converts to an `OvernightIndex`.
`PriceIndex`	`toPriceIndex()`	Converts to an `PriceIndex`.
`static Optional<FloatingRateName>`	`tryParse(String str)`	Tries to parse a string, with extended handling of indices.

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRate
getFloatingRateName

- Method Detail
  - of
```
static FloatingRateName of(String uniqueName)
```
    Obtains an instance from the specified unique name.
    
    Parameters:
    
    uniqueName - the unique name
    
    Returns:
    
    the floating rate
    
    Throws:
    
    IllegalArgumentException - if the name is not known
  - extendedEnum
```
static ExtendedEnum<FloatingRateName> extendedEnum()
```
    Gets the extended enum helper.
    This helper allows instances of the floating rate to be looked up. It also provides the complete set of available instances.
    
    Returns:
    
    the extended enum helper
  - parse
```
static FloatingRateName parse(String str)
```
    Parses a string, with extended handling of indices.
    This tries a number of ways to parse the input:
    
    of(String)
    IborIndex.of(String)
    OvernightIndex.of(String)
    PriceIndex.of(String)
    Note that if an IborIndex is parsed, the tenor will be lost.
    Parameters:
    
    str - the string to parse
    
    Returns:
    
    the floating rate
    
    Throws:
    
    IllegalArgumentException - if the name is not known
  - tryParse
```
static Optional<FloatingRateName> tryParse(String str)
```
    Tries to parse a string, with extended handling of indices.
    This tries a number of ways to parse the input:
    
    of(String)
    IborIndex.of(String)
    OvernightIndex.of(String)
    PriceIndex.of(String)
    Note that if an IborIndex is parsed, the tenor will be lost.
    Parameters:
    
    str - the string to parse
    
    Returns:
    
    the floating rate, empty if not found
  - defaultIborIndex
```
static FloatingRateName defaultIborIndex(Currency currency)
```
    Gets the default Ibor index for a currency.
    
    Parameters:
    
    currency - the currency to find the default for
    
    Returns:
    
    the floating rate
    
    Throws:
    
    IllegalArgumentException - if there is no default for the currency
  - defaultOvernightIndex
```
static FloatingRateName defaultOvernightIndex(Currency currency)
```
    Gets the default Overnight index for a currency.
    
    Parameters:
    
    currency - the currency to find the default for
    
    Returns:
    
    the floating rate
    
    Throws:
    
    IllegalArgumentException - if there is no default for the currency
  - getName
```
String getName()
```
    Gets the name that uniquely identifies this floating rate, such as 'GBP-LIBOR'.
    This name is used in serialization and can be parsed using of(String).
    
    Specified by:
    
    getName in interface Named
    
    Returns:
    
    the external name
  - getType
```
FloatingRateType getType()
```
    Gets the type of the index - Ibor, Overnight or Price.
    
    Returns:
    
    index type - Ibor, Overnight or Price
  - getCurrency
```
default Currency getCurrency()
```
    Gets the currency of the floating rate.
    
    Specified by:
    
    getCurrency in interface FloatingRate
    
    Returns:
    
    the currency
    
    Throws:
    
    IllegalArgumentException - if unable to return an index, which should only happen if the system is not configured correctly
  - getTenors
```
Set<Tenor> getTenors()
```
    Gets the active tenors that are applicable for this floating rate.
    Overnight and Price indices will return an empty set.
    
    Returns:
    
    the available tenors
  - getDefaultTenor
```
default Tenor getDefaultTenor()
```
    Gets a default tenor applicable for this floating rate.
    This is useful for providing a basic default where errors need to be avoided. The value returned is not intended to be based on market conventions.
    Ibor floating rates will return 3M, or 13W if that is not available, otherwise the first entry from the set of tenors. Overnight floating rates will return 1D. All other floating rates will return return 1Y.
    
    Returns:
    
    the default tenor
  - normalized
```
FloatingRateName normalized()
```
    Gets the normalized form of the floating rate name.
    The normalized for is the name that Strata uses for the index. For example, the normalized form of 'GBP-LIBOR-BBA' is 'GBP-LIBOR', and the normalized form of 'EUR-EURIBOR-Reuters' is 'EUR-EURIBOR'. Note that for Ibor indices, the tenor is not present.
    
    Returns:
    
    the normalized name
  - toFloatingRateIndex
```
default FloatingRateIndex toFloatingRateIndex()
```
    Returns a floating rate index.
    Returns a FloatingRateIndex for this rate name. Only Ibor, Overnight and Price indices are handled. If the rate name is an Ibor rate, the default tenor is used.
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalArgumentException - if unable to return an index, which should only happen if the system is not configured correctly
  - toFloatingRateIndex
```
default FloatingRateIndex toFloatingRateIndex(Tenor iborTenor)
```
    Returns a floating rate index.
    Returns a FloatingRateIndex for this rate name. Only Ibor, Overnight and Price indices are handled. If the rate name is an Ibor rate, the specified tenor is used.
    
    Parameters:
    
    iborTenor - the tenor to use if this rate is Ibor
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalArgumentException - if unable to return an index, which should only happen if the system is not configured correctly
  - toIborIndex
```
IborIndex toIborIndex(Tenor tenor)
```
    Checks and returns an Ibor index.
    If this name represents an Ibor index, then this method returns the matching IborIndex. If not, an exception is thrown.
    
    Parameters:
    
    tenor - the tenor of the index
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalStateException - if the type is not an Ibor index type
  - toIborIndexFixingOffset
```
default DaysAdjustment toIborIndexFixingOffset()
```
    Checks and returns the fixing offset associated with the Ibor index.
    If this name represents an Ibor index, then this method returns the associated fixing offset. If not, an exception is thrown.
    This method exists primarily to handle DKK CIBOR, where there are two floating rate names but only one underlying index. The CIBOR index itself has a convention where the fixing date is 2 days before the reset date and the effective date is 2 days after the fixing date, matching the name "DKK-CIBOR2-DKNA13". The alternative name, "DKK-CIBOR-DKNA13", has the fixing date equal to the reset date, but with the effective date two days later.
    
    Returns:
    
    the fixing offset applicable to the index
    
    Throws:
    
    IllegalStateException - if the type is not an Ibor index type
  - toOvernightIndex
```
OvernightIndex toOvernightIndex()
```
    Converts to an OvernightIndex.
    If this name represents an Overnight index, then this method returns the matching OvernightIndex. If not, an exception is thrown.
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalStateException - if the type is not an Overnight index type
  - toPriceIndex
```
PriceIndex toPriceIndex()
```
    Converts to an PriceIndex.
    If this name represents a price index, then this method returns the matching PriceIndex. If not, an exception is thrown.
    
    Returns:
    
    the index
    
    Throws:
    
    IllegalStateException - if the type is not a price index type

Interface FloatingRateName

Method Summary

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRate

Method Detail

of

extendedEnum

parse

tryParse

defaultIborIndex

defaultOvernightIndex

getName

getType

getCurrency

getTenors

getDefaultTenor

normalized

toFloatingRateIndex

toFloatingRateIndex

toIborIndex

toIborIndexFixingOffset

toOvernightIndex

toPriceIndex