Package com.opengamma.strata.product.swap

Enum PriceIndexCalculationMethod

java.lang.Object

java.lang.Enum<PriceIndexCalculationMethod>

com.opengamma.strata.product.swap.PriceIndexCalculationMethod

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<PriceIndexCalculationMethod>

public enum PriceIndexCalculationMethod
extends Enum<PriceIndexCalculationMethod>
implements NamedEnum

Reference price index calculation method.

This defines how the reference index calculation occurs.

References: "Bond Pricing", OpenGamma Documentation 5, Version 2.0, May 2013, "Inflation Instruments: Swap Zero-coupon, Year-on-year and Bonds."

Enum Constant Summary

Enum Constants

Enum Constant	Description
INTERPOLATED	The reference index is linearly interpolated between two months.
INTERPOLATED_JAPAN	The reference index is linearly interpolated between two months.
MONTHLY	The reference index is the price index of a month.

Method Summary

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

MONTHLY

public static final PriceIndexCalculationMethod MONTHLY

The reference index is the price index of a month. The reference month is linked to the payment date.

INTERPOLATED

public static final PriceIndexCalculationMethod INTERPOLATED

The reference index is linearly interpolated between two months. The interpolation is done with the number of days of the payment month. The number of days is counted from the beginning of the month.

INTERPOLATED_JAPAN

public static final PriceIndexCalculationMethod INTERPOLATED_JAPAN

The reference index is linearly interpolated between two months. The interpolation is done with the number of days of the payment month. The number of days is counted from the 10th day of the month.

Method Detail

values

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

Returns:

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

valueOf

public static PriceIndexCalculationMethod 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 PriceIndexCalculationMethod 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<PriceIndexCalculationMethod>

Returns:

the formatted string representing the type