com.opengamma.strata.basics.index

Interface FloatingRate

All Superinterfaces:

Named

All Known Subinterfaces:

FloatingRateIndex, FloatingRateName, IborIndex, OvernightIndex, PriceIndex, RateIndex

All Known Implementing Classes:

ImmutableFloatingRateName, ImmutableIborIndex, ImmutableOvernightIndex, ImmutablePriceIndex

public interface FloatingRate
extends Named

An index or group of indices used to provide floating rates, typically in interest rate swaps.

This provides an abstraction above FloatingRateName and FloatingRateIndex. This allows code to work with a specific index, IborIndex, OvernightIndex and PriceIndex, or with the index group, represented by FloatingRateName, using instanceof

All implementations of this interface must be immutable and thread-safe.

Method Summary

Modifier and Type	Method and Description
Currency	getCurrency() Gets the associated currency.
FloatingRateName	getFloatingRateName() Gets the associated floating rate name.
static FloatingRate	parse(String indexStr) Parses a string, handling various different formats.
static Optional<FloatingRate>	tryParse(String indexStr) Parses a string, handling various different formats.

Methods inherited from interface com.opengamma.strata.collect.named.Named

getName, of

Method Detail

parse

static FloatingRate parse(String indexStr)

Parses a string, handling various different formats.

This tries a number of ways to parse the input:

• IborIndex.of(String)
• OvernightIndex.of(String)
• PriceIndex.of(String)
• FloatingRateName.of(String)

Parameters:

indexStr - the index string to parse

Returns:

the floating rate

Throws:

IllegalArgumentException - if the name is not known

tryParse

static Optional<FloatingRate> tryParse(String indexStr)

Parses a string, handling various different formats.

This tries a number of ways to parse the input:

• IborIndex.of(String)
• OvernightIndex.of(String)
• PriceIndex.of(String)
• FloatingRateName.of(String)

Parameters:

indexStr - the index string to parse

Returns:

the floating rate index, empty if not found

getCurrency

Currency getCurrency()

Gets the associated currency.

Returns:

the currency

getFloatingRateName

FloatingRateName getFloatingRateName()

Gets the associated floating rate name.

Returns:

the floating rate name