Package com.opengamma.strata.product.swap

Enum IborRateResetMethod

java.lang.Object

java.lang.Enum<IborRateResetMethod>

com.opengamma.strata.product.swap.IborRateResetMethod

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<IborRateResetMethod>

public enum IborRateResetMethod
extends Enum<IborRateResetMethod>
implements NamedEnum

A convention defining how to process a floating rate reset schedule.

When calculating interest, there may be multiple reset dates for a given accrual period. This typically involves an average of a number of different rate fixings.

Enum Constant Summary

Enum Constants

Enum Constant	Description
UNWEIGHTED	The unweighted average method.
WEIGHTED	The weighted average method.

Method Summary

Modifier and Type	Method	Description
static IborRateResetMethod	of(String name)	Obtains an instance from the specified name.
String	toString()	Returns the formatted name of the type.
static IborRateResetMethod	valueOf(String name)	Returns the enum constant of this type with the specified name.
static IborRateResetMethod[]	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

UNWEIGHTED

public static final IborRateResetMethod UNWEIGHTED

The unweighted average method.

The result is a simple average of the applicable rates.

Defined by the 2006 ISDA definitions article 6.2a(3C).

WEIGHTED

public static final IborRateResetMethod WEIGHTED

The weighted average method.

The result is a weighted average of the applicable rates based on the number of days each rate is applicable.

Defined by the 2006 ISDA definitions article 6.2a(3D).

Method Detail

values

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

Returns:

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

valueOf

public static IborRateResetMethod 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 IborRateResetMethod 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<IborRateResetMethod>

Returns:

the formatted string representing the type