Class ExplainKey<T>
- java.lang.Object
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- com.opengamma.strata.collect.TypedString<ExplainKey<T>>
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- com.opengamma.strata.market.explain.ExplainKey<T>
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- Type Parameters:
T
- the type of the object associated with the key
- All Implemented Interfaces:
Named
,Serializable
,Comparable<ExplainKey<T>>
public final class ExplainKey<T> extends TypedString<ExplainKey<T>>
A key for the map of explanatory values.This key is used with
ExplainMap
to create a loosely defined data structure that allows an explanation of a calculation to be represented.- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description static ExplainKey<DayCount>
ACCRUAL_DAY_COUNT
The day count used to calculate the year fraction.static ExplainKey<Integer>
ACCRUAL_DAYS
The number of accrual days between the start and end dates.static ExplainKey<List<ExplainMap>>
ACCRUAL_PERIODS
The list of accrual periods.static ExplainKey<Double>
ACCRUAL_YEAR_FRACTION
The year fraction between the start and end dates.static ExplainKey<Double>
COMBINED_RATE
The combined rate, including weighting.static ExplainKey<Boolean>
COMPLETED
The flag to indicate that the period has completed.static ExplainKey<CompoundingMethod>
COMPOUNDING
The method of compounding.static ExplainKey<Double>
CONVEXITY_ADJUSTED_RATE
The convexity adjusted rate.static ExplainKey<Integer>
DAYS
The actual number of days between the start and end dates.static ExplainKey<Double>
DISCOUNT_FACTOR
The discount factor, typically derived from a curve.static ExplainKey<LocalDate>
END_DATE
The accrual end date, adjusted to be a valid business day if necessary.static ExplainKey<Integer>
ENTRY_INDEX
The index of this entry within the parent.static ExplainKey<String>
ENTRY_TYPE
The type of this entry.static ExplainKey<Double>
FIXED_RATE
The fixed rate, as defined in the contract.static ExplainKey<LocalDate>
FIXING_DATE
The fixing date.static ExplainKey<CurrencyAmount>
FORECAST_VALUE
The forecast value.static ExplainKey<Double>
FORWARD_RATE
The forward rate.static ExplainKey<LocalDate>
FORWARD_RATE_END_DATE
The end date used to calculate the forward rate.static ExplainKey<LocalDate>
FORWARD_RATE_START_DATE
The start date used to calculate the forward rate.static ExplainKey<Boolean>
FROM_FIXING_SERIES
The flag to indicate that the that the observed value is from a fixing time-series.static ExplainKey<Double>
GEARING
The gearing, that the rate is multiplied by.static ExplainKey<Index>
INDEX
The observed index, such as an Ibor or Overnight index.static ExplainKey<Double>
INDEX_VALUE
The observed index value, typically derived from a curve.static ExplainKey<String>
LEG_TYPE
An indication of the pay-off formula that applies to the leg.static ExplainKey<List<ExplainMap>>
LEGS
The list of legs.static ExplainKey<CurrencyAmount>
NOTIONAL
The effective notional, which may be converted from the contract notional in the case of FX reset.static ExplainKey<List<ExplainMap>>
OBSERVATIONS
The list of rate observations.static ExplainKey<Double>
PAY_OFF_RATE
The pay-off rate, which includes adjustments like weighting, spread and gearing.static ExplainKey<PayReceive>
PAY_RECEIVE
Whether the entry is being paid or received.static ExplainKey<Currency>
PAYMENT_CURRENCY
The currency of the payment.static ExplainKey<LocalDate>
PAYMENT_DATE
The payment date, adjusted to be a valid business day if necessary.static ExplainKey<List<ExplainMap>>
PAYMENT_EVENTS
The list of payment events.static ExplainKey<List<ExplainMap>>
PAYMENT_PERIODS
The list of payment periods.static ExplainKey<CurrencyAmount>
PRESENT_VALUE
The present value.static ExplainKey<List<ExplainMap>>
RESET_PERIODS
The list of reset periods.static ExplainKey<Double>
SPREAD
The spread, added to the forward rate.static ExplainKey<LocalDate>
START_DATE
The accrual start date, adjusted to be a valid business day if necessary.static ExplainKey<Double>
STRIKE_VALUE
The strike value.static ExplainKey<CurrencyAmount>
TRADE_NOTIONAL
The notional, as defined in the trade.static ExplainKey<LocalDate>
UNADJUSTED_END_DATE
The accrual end date, before any business day adjustment.static ExplainKey<LocalDate>
UNADJUSTED_PAYMENT_DATE
The payment date, before any business day adjustment.static ExplainKey<LocalDate>
UNADJUSTED_START_DATE
The accrual start date, before any business day adjustment.static ExplainKey<Double>
UNIT_AMOUNT
The unit amount.static ExplainKey<Double>
WEIGHT
The weight of this observation.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static <R> ExplainKey<R>
of(String name)
Obtains an instance from the specified name.
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Field Detail
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ENTRY_INDEX
public static final ExplainKey<Integer> ENTRY_INDEX
The index of this entry within the parent. For example, this could be used to represent the index of the leg within the swap, or the index of the payment period within the leg.
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ENTRY_TYPE
public static final ExplainKey<String> ENTRY_TYPE
The type of this entry. For example, this could be used to distinguish between a swap leg, swap payment period and a FRA.
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LEGS
public static final ExplainKey<List<ExplainMap>> LEGS
The list of legs.
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PAYMENT_EVENTS
public static final ExplainKey<List<ExplainMap>> PAYMENT_EVENTS
The list of payment events.
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PAYMENT_PERIODS
public static final ExplainKey<List<ExplainMap>> PAYMENT_PERIODS
The list of payment periods.
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ACCRUAL_PERIODS
public static final ExplainKey<List<ExplainMap>> ACCRUAL_PERIODS
The list of accrual periods.
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RESET_PERIODS
public static final ExplainKey<List<ExplainMap>> RESET_PERIODS
The list of reset periods.
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OBSERVATIONS
public static final ExplainKey<List<ExplainMap>> OBSERVATIONS
The list of rate observations.
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PRESENT_VALUE
public static final ExplainKey<CurrencyAmount> PRESENT_VALUE
The present value.
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FORECAST_VALUE
public static final ExplainKey<CurrencyAmount> FORECAST_VALUE
The forecast value.
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COMPLETED
public static final ExplainKey<Boolean> COMPLETED
The flag to indicate that the period has completed. For example, a swap payment period that has already paid would have this set to true. This will generally never be set to false.
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PAYMENT_CURRENCY
public static final ExplainKey<Currency> PAYMENT_CURRENCY
The currency of the payment.
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PAY_RECEIVE
public static final ExplainKey<PayReceive> PAY_RECEIVE
Whether the entry is being paid or received.
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LEG_TYPE
public static final ExplainKey<String> LEG_TYPE
An indication of the pay-off formula that applies to the leg. For example, this could be used to distinguish between fixed, overnight, IBOR and inflation.
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NOTIONAL
public static final ExplainKey<CurrencyAmount> NOTIONAL
The effective notional, which may be converted from the contract notional in the case of FX reset.
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TRADE_NOTIONAL
public static final ExplainKey<CurrencyAmount> TRADE_NOTIONAL
The notional, as defined in the trade. This is the notional in the trade, which may be converted to the actual notional by FX reset.
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PAYMENT_DATE
public static final ExplainKey<LocalDate> PAYMENT_DATE
The payment date, adjusted to be a valid business day if necessary.
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UNADJUSTED_PAYMENT_DATE
public static final ExplainKey<LocalDate> UNADJUSTED_PAYMENT_DATE
The payment date, before any business day adjustment.
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START_DATE
public static final ExplainKey<LocalDate> START_DATE
The accrual start date, adjusted to be a valid business day if necessary.
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UNADJUSTED_START_DATE
public static final ExplainKey<LocalDate> UNADJUSTED_START_DATE
The accrual start date, before any business day adjustment.
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END_DATE
public static final ExplainKey<LocalDate> END_DATE
The accrual end date, adjusted to be a valid business day if necessary.
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UNADJUSTED_END_DATE
public static final ExplainKey<LocalDate> UNADJUSTED_END_DATE
The accrual end date, before any business day adjustment.
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ACCRUAL_DAY_COUNT
public static final ExplainKey<DayCount> ACCRUAL_DAY_COUNT
The day count used to calculate the year fraction.
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ACCRUAL_YEAR_FRACTION
public static final ExplainKey<Double> ACCRUAL_YEAR_FRACTION
The year fraction between the start and end dates.
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ACCRUAL_DAYS
public static final ExplainKey<Integer> ACCRUAL_DAYS
The number of accrual days between the start and end dates.
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DAYS
public static final ExplainKey<Integer> DAYS
The actual number of days between the start and end dates.
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DISCOUNT_FACTOR
public static final ExplainKey<Double> DISCOUNT_FACTOR
The discount factor, typically derived from a curve.
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FIXED_RATE
public static final ExplainKey<Double> FIXED_RATE
The fixed rate, as defined in the contract.
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INDEX
public static final ExplainKey<Index> INDEX
The observed index, such as an Ibor or Overnight index.
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FORWARD_RATE_START_DATE
public static final ExplainKey<LocalDate> FORWARD_RATE_START_DATE
The start date used to calculate the forward rate.
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FORWARD_RATE_END_DATE
public static final ExplainKey<LocalDate> FORWARD_RATE_END_DATE
The end date used to calculate the forward rate.
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FIXING_DATE
public static final ExplainKey<LocalDate> FIXING_DATE
The fixing date.
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INDEX_VALUE
public static final ExplainKey<Double> INDEX_VALUE
The observed index value, typically derived from a curve. This may be known exactly if the fixing has occurred.
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FROM_FIXING_SERIES
public static final ExplainKey<Boolean> FROM_FIXING_SERIES
The flag to indicate that the that the observed value is from a fixing time-series. This will generally never be set to false.
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WEIGHT
public static final ExplainKey<Double> WEIGHT
The weight of this observation. Weighting applies when averaging more than one observation to produce the final rate.
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COMBINED_RATE
public static final ExplainKey<Double> COMBINED_RATE
The combined rate, including weighting. This rate differs from the observed rate if there is more than one fixing involved. For example,IborInterpolatedRateComputation
has two observed rates which are combined to create this rate.
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SPREAD
public static final ExplainKey<Double> SPREAD
The spread, added to the forward rate.
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GEARING
public static final ExplainKey<Double> GEARING
The gearing, that the rate is multiplied by.
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PAY_OFF_RATE
public static final ExplainKey<Double> PAY_OFF_RATE
The pay-off rate, which includes adjustments like weighting, spread and gearing.
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UNIT_AMOUNT
public static final ExplainKey<Double> UNIT_AMOUNT
The unit amount. This is typically the rate multiplied by the year fraction, before multiplication by the notional.
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COMPOUNDING
public static final ExplainKey<CompoundingMethod> COMPOUNDING
The method of compounding.
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STRIKE_VALUE
public static final ExplainKey<Double> STRIKE_VALUE
The strike value.
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CONVEXITY_ADJUSTED_RATE
public static final ExplainKey<Double> CONVEXITY_ADJUSTED_RATE
The convexity adjusted rate.
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FORWARD_RATE
public static final ExplainKey<Double> FORWARD_RATE
The forward rate.
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Method Detail
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of
public static <R> ExplainKey<R> of(String name)
Obtains an instance from the specified name.Field names may contain any character, but must not be empty.
- Type Parameters:
R
- the inferred type of the key- Parameters:
name
- the name of the field- Returns:
- a field with the specified name
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