Package com.opengamma.strata.market
Class ValueType
- java.lang.Object
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- com.opengamma.strata.collect.TypedString<ValueType>
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- com.opengamma.strata.market.ValueType
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- All Implemented Interfaces:
Named
,Serializable
,Comparable<ValueType>
public final class ValueType extends TypedString<ValueType>
The type of a value.The market data system contains many different kinds of value, and this type can be used to identify them.
For example, constants are provided for common financial concepts, such as discount factors, zero rates and year fractions. The set of types is fully extensible.
- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description static ValueType
BLACK_VOLATILITY
Type used when each value is a Black model implied volatility - 'BlackVolatility'.static ValueType
CORRELATION
Type used when each value is a correlation - 'CORRELATION'.static ValueType
DISCOUNT_FACTOR
Type used when each value is a discount factor - 'DiscountFactor'.static ValueType
DIVIDEND_YIELD
Type used when each value is a dividend yield - 'DividendYield'.static ValueType
FORWARD_RATE
Type used when each value is a forward rate - 'ForwardRate'.static ValueType
LOCAL_VOLATILITY
Type used when each value is a local volatility - 'LocalVolatility'.static ValueType
LOG_MONEYNESS
Type used when each value is log-moneyness, i.e.static ValueType
MONTHS
Type used when each value is the number of months relative to a base month - 'Months'.static ValueType
NORMAL_VOLATILITY
Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.static ValueType
PRICE
Type used when each value is a Price - 'Price'.static ValueType
PRICE_INDEX
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.static ValueType
RECOVERY_RATE
Type used when each value is a recovery rate - 'RecoveryRate'.static ValueType
RISK_REVERSAL
Type used when each value is a risk reversal - 'RiskReversal'.static ValueType
SABR_ALPHA
Type used when each value is the SABR alpha parameter - 'SabrAlpha'.static ValueType
SABR_BETA
Type used when each value is the SABR beta parameter - 'SabrBeta'.static ValueType
SABR_NU
Type used when each value is the SABR nu parameter - 'SabrNu'.static ValueType
SABR_RHO
Type used when each value is the SABR rho parameter - 'SabrRho'.static ValueType
SABR_SHIFT
Type used when each value is the SABR shift parameter - 'SabrShift'.static ValueType
SIMPLE_MONEYNESS
Type used when each value is simple-moneyness, i.e.static ValueType
STRANGLE
Type used when each value is a strangle - 'Strangle'.static ValueType
STRIKE
Type used when each value is a strike - 'Strike'.static ValueType
UNKNOWN
Type used when the meaning of each value is not known - 'Unknown'.static ValueType
YEAR_FRACTION
Type used when each value is a year fraction relative to a base date - 'YearFraction'.static ValueType
ZERO_RATE
Type used when each value is a zero rate - 'ZeroRate'.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description void
checkEquals(ValueType other, String exceptionPrefix)
Checks that this instance equals the specified instance.static ValueType
of(String name)
Obtains an instance from the specified name.
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Field Detail
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UNKNOWN
public static final ValueType UNKNOWN
Type used when the meaning of each value is not known - 'Unknown'.
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YEAR_FRACTION
public static final ValueType YEAR_FRACTION
Type used when each value is a year fraction relative to a base date - 'YearFraction'.
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MONTHS
public static final ValueType MONTHS
Type used when each value is the number of months relative to a base month - 'Months'.
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ZERO_RATE
public static final ValueType ZERO_RATE
Type used when each value is a zero rate - 'ZeroRate'.
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FORWARD_RATE
public static final ValueType FORWARD_RATE
Type used when each value is a forward rate - 'ForwardRate'.
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DISCOUNT_FACTOR
public static final ValueType DISCOUNT_FACTOR
Type used when each value is a discount factor - 'DiscountFactor'.
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DIVIDEND_YIELD
public static final ValueType DIVIDEND_YIELD
Type used when each value is a dividend yield - 'DividendYield'.
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PRICE_INDEX
public static final ValueType PRICE_INDEX
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
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RECOVERY_RATE
public static final ValueType RECOVERY_RATE
Type used when each value is a recovery rate - 'RecoveryRate'.
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BLACK_VOLATILITY
public static final ValueType BLACK_VOLATILITY
Type used when each value is a Black model implied volatility - 'BlackVolatility'.
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NORMAL_VOLATILITY
public static final ValueType NORMAL_VOLATILITY
Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.
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LOCAL_VOLATILITY
public static final ValueType LOCAL_VOLATILITY
Type used when each value is a local volatility - 'LocalVolatility'.
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PRICE
public static final ValueType PRICE
Type used when each value is a Price - 'Price'.
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STRIKE
public static final ValueType STRIKE
Type used when each value is a strike - 'Strike'.
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SIMPLE_MONEYNESS
public static final ValueType SIMPLE_MONEYNESS
Type used when each value is simple-moneyness, i.e. the value refers to strike minus forward - 'SimpleMoneyness'.
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LOG_MONEYNESS
public static final ValueType LOG_MONEYNESS
Type used when each value is log-moneyness, i.e. the value refers to log of strike divided by forward - 'LogMoneyness'.
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SABR_ALPHA
public static final ValueType SABR_ALPHA
Type used when each value is the SABR alpha parameter - 'SabrAlpha'.
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SABR_BETA
public static final ValueType SABR_BETA
Type used when each value is the SABR beta parameter - 'SabrBeta'.
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SABR_RHO
public static final ValueType SABR_RHO
Type used when each value is the SABR rho parameter - 'SabrRho'.
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SABR_NU
public static final ValueType SABR_NU
Type used when each value is the SABR nu parameter - 'SabrNu'.
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SABR_SHIFT
public static final ValueType SABR_SHIFT
Type used when each value is the SABR shift parameter - 'SabrShift'.
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RISK_REVERSAL
public static final ValueType RISK_REVERSAL
Type used when each value is a risk reversal - 'RiskReversal'.
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STRANGLE
public static final ValueType STRANGLE
Type used when each value is a strangle - 'Strangle'.
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CORRELATION
public static final ValueType CORRELATION
Type used when each value is a correlation - 'CORRELATION'.
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