Enum FloatingRateType

    • Enum Constant Detail

      • IBOR

        public static final FloatingRateType IBOR
        A floating rate index that is based on an Ibor index.

        This kind of rate translates to an IborIndex.

      • OVERNIGHT_COMPOUNDED

        public static final FloatingRateType OVERNIGHT_COMPOUNDED
        A floating rate index that is based on an Overnight index with compounding.

        This kind of rate translates to an OvernightIndex.

      • OVERNIGHT_AVERAGED

        public static final FloatingRateType OVERNIGHT_AVERAGED
        A floating rate index that is based on an Overnight index with averaging.

        This kind of rate translates to an OvernightIndex. This is typically used only for US Fed Fund swaps.

      • PRICE

        public static final FloatingRateType PRICE
        A floating rate index that is based on a price index.

        This kind of rate translates to an PriceIndex.

      • OTHER

        public static final FloatingRateType OTHER
        A floating rate index of another type.
    • Method Detail

      • values

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

        public static FloatingRateType valueOf​(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:
        IllegalArgumentException - if this enum type has no constant with the specified name
        NullPointerException - if the argument is null
      • of

        public static FloatingRateType of​(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:
        IllegalArgumentException - if the name is not known
      • isIbor

        public boolean isIbor()
        Checks if the type is 'Ibor'.
        Returns:
        true if Ibor, false otherwise
      • isOvernight

        public boolean isOvernight()
        Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
        Returns:
        true if Overnight, false otherwise
      • isPrice

        public boolean isPrice()
        Checks if the type is 'Price'.
        Returns:
        true if Price, false otherwise
      • toString

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