Enum FixingRelativeTo
- java.lang.Object
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- java.lang.Enum<FixingRelativeTo>
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- com.opengamma.strata.product.swap.FixingRelativeTo
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- All Implemented Interfaces:
Named
,NamedEnum
,Serializable
,Comparable<FixingRelativeTo>
public enum FixingRelativeTo extends Enum<FixingRelativeTo> implements NamedEnum
The base date that each rate fixing is made relative to.When calculating the rate fixing dates for a swap leg, the date is calculated relative to another date. The other date is specified by this enum.
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Enum Constant Summary
Enum Constants Enum Constant Description PERIOD_END
The rate fixing is made relative to the end of each reset period.PERIOD_START
The rate fixing is made relative to the start of each reset period.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static FixingRelativeTo
of(String name)
Obtains an instance from the specified name.String
toString()
Returns the formatted name of the type.static FixingRelativeTo
valueOf(String name)
Returns the enum constant of this type with the specified name.static FixingRelativeTo[]
values()
Returns an array containing the constants of this enum type, in the order they are declared.
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Enum Constant Detail
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PERIOD_START
public static final FixingRelativeTo PERIOD_START
The rate fixing is made relative to the start of each reset period.The fixing date is relative to the start date of each reset period within the accrual period, as adjusted by business day conventions.
This can be referred to as "fixing in advance" or "reset in advance".
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PERIOD_END
public static final FixingRelativeTo PERIOD_END
The rate fixing is made relative to the end of each reset period.The fixing date is relative to the end date of each reset period within the accrual period, as adjusted by business day conventions.
This can be referred to as "fixing in arrears" or "reset in arrears".
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Method Detail
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values
public static FixingRelativeTo[] 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 (FixingRelativeTo c : FixingRelativeTo.values()) System.out.println(c);
- Returns:
- an array containing the constants of this enum type, in the order they are declared
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valueOf
public static FixingRelativeTo 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 nameNullPointerException
- if the argument is null
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of
public static FixingRelativeTo 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
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toString
public String toString()
Returns the formatted name of the type.- Overrides:
toString
in classEnum<FixingRelativeTo>
- Returns:
- the formatted string representing the type
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