Package com.opengamma.strata.basics.index

Enum FloatingRateType

java.lang.Object

java.lang.Enum<FloatingRateType>

com.opengamma.strata.basics.index.FloatingRateType

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<FloatingRateType>

public enum FloatingRateType
extends Enum<FloatingRateType>
implements NamedEnum

The type of a floating rate index.

This provides a high-level categorization of the floating rate index. This is used to classify the index and create the right kind of pricing index, IborIndex or OvernightIndex.

Enum Constant Summary

Enum Constants

Enum Constant	Description
IBOR	A floating rate index that is based on an Ibor index.
OTHER	A floating rate index of another type.
OVERNIGHT_AVERAGED	A floating rate index that is based on an Overnight index with averaging.
OVERNIGHT_COMPOUNDED	A floating rate index that is based on an Overnight index with compounding.
PRICE	A floating rate index that is based on a price index.

Method Summary

Modifier and Type	Method	Description
boolean	isIbor()	Checks if the type is 'Ibor'.
boolean	isOvernight()	Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
boolean	isPrice()	Checks if the type is 'Price'.
static FloatingRateType	of(String name)	Obtains an instance from the specified name.
String	toString()	Returns the formatted name of the type.
static FloatingRateType	valueOf(String name)	Returns the enum constant of this type with the specified name.
static FloatingRateType[]	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

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