Enum FraDiscountingMethod

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

    public enum FraDiscountingMethod
    extends Enum<FraDiscountingMethod>
    implements NamedEnum
    A convention defining how to discount Forward Rate Agreements (FRAs).

    When calculating the price of a FRA, there are different approaches to pricing in different markets. This method captures the approach to discounting.

    Defined by the 2006 ISDA definitions article 8.4.

    • Enum Constant Detail

      • ISDA

        public static final FraDiscountingMethod ISDA
        FRA discounting as defined by ISDA.

        Defined by the 2006 ISDA definitions article 8.4b.

      • AFMA

        public static final FraDiscountingMethod AFMA
        FRA discounting as defined by the Australian Financial Markets Association (AFMA).

        Defined by the 2006 ISDA definitions article 8.4e.

    • Method Detail

      • values

        public static FraDiscountingMethod[] 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 (FraDiscountingMethod c : FraDiscountingMethod.values())
            System.out.println(c);
        
        Returns:
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static FraDiscountingMethod 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 FraDiscountingMethod 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