Enum CapitalIndexedBondYieldConvention

  • All Implemented Interfaces:
    Named, NamedEnum, Serializable, Comparable<CapitalIndexedBondYieldConvention>

    public enum CapitalIndexedBondYieldConvention
    extends Enum<CapitalIndexedBondYieldConvention>
    implements NamedEnum
    A convention defining accrued interest calculation type for inflation bond securities.

    Yield of a bond security is a conventional number representing the internal rate of return of standardized cash flows. When calculating accrued interest, it is necessary to use a formula specific to each yield convention. Accordingly, the computation of price, convexity and duration from the yield should be based on this yield convention.

    "Inflation Instruments: Swap Zero-coupon, Year-on-year and Bonds."

    • Method Detail

      • values

        public static CapitalIndexedBondYieldConvention[] 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 (CapitalIndexedBondYieldConvention c : CapitalIndexedBondYieldConvention.values())
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static CapitalIndexedBondYieldConvention 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.)
        name - the name of the enum constant to be returned.
        the enum constant with the specified name
        IllegalArgumentException - if this enum type has no constant with the specified name
        NullPointerException - if the argument is null