Package com.opengamma.strata.product.bond

Enum BillYieldConvention

java.lang.Object

java.lang.Enum<BillYieldConvention>

com.opengamma.strata.product.bond.BillYieldConvention

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<BillYieldConvention>

public enum BillYieldConvention
extends Enum<BillYieldConvention>
implements NamedEnum

A convention defining how yield is computed for a bill.

Enum Constant Summary

Enum Constants

Enum Constant	Description
DISCOUNT	Discount.
FRANCE_CD	France CD: interest at maturity.
INTEREST_AT_MATURITY	Interest at maturity.
JAPAN_BILLS	Japanese T-Bills.

Method Summary

Modifier and Type	Method	Description
static BillYieldConvention	of(String name)	Obtains an instance from the specified name.
abstract double	priceFromYield(double yield, double accrualFactor)	Computes the price from a yield and a accrual factor.
String	toString()	Returns the formatted name of the type.
static BillYieldConvention	valueOf(String name)	Returns the enum constant of this type with the specified name.
static BillYieldConvention[]	values()	Returns an array containing the constants of this enum type, in the order they are declared.
abstract double	yieldFromPrice(double price, double accrualFactor)	Computes the yield from a price and a accrual factor.

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

DISCOUNT

public static final BillYieldConvention DISCOUNT

Discount.

FRANCE_CD

public static final BillYieldConvention FRANCE_CD

France CD: interest at maturity.

INTEREST_AT_MATURITY

public static final BillYieldConvention INTEREST_AT_MATURITY

Interest at maturity.

JAPAN_BILLS

public static final BillYieldConvention JAPAN_BILLS

Japanese T-Bills.

Method Detail

values

public static BillYieldConvention[] 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 (BillYieldConvention c : BillYieldConvention.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static BillYieldConvention 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 BillYieldConvention 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

toString

public String toString()

Returns the formatted name of the type.

Overrides:

toString in class Enum<BillYieldConvention>

Returns:

the formatted string representing the type

priceFromYield

public abstract double priceFromYield(double yield,
                                      double accrualFactor)

Computes the price from a yield and a accrual factor.

Parameters:

yield - the yield

accrualFactor - the accrual factor

Returns:

the price

yieldFromPrice

public abstract double yieldFromPrice(double price,
                                      double accrualFactor)

Computes the yield from a price and a accrual factor.

Parameters:

price - the price

accrualFactor - the accrual factor

Returns:

the yield