Package com.opengamma.strata.product.swap

Enum FixingRelativeTo

java.lang.Object

java.lang.Enum<FixingRelativeTo>

com.opengamma.strata.product.swap.FixingRelativeTo

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.

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.

Method Summary

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.

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

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".

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".

Method Detail

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

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 name

NullPointerException - if the argument is null

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

toString

public String toString()

Returns the formatted name of the type.

Overrides:

toString in class Enum<FixingRelativeTo>

Returns:

the formatted string representing the type