com.opengamma.strata.basics.index

Class FloatingRateNames

java.lang.Object

com.opengamma.strata.basics.index.FloatingRateNames

public final class FloatingRateNames
extends Object

Constants and implementations for commonly used Floating rate names.

Each constant refers to a standard definition of the specified index.

If a floating rate has a constant here, then it is fully supported by Strata with example holiday calendar data.

Field Summary

Fields

Modifier and Type	Field and Description
static FloatingRateName	AUD_AONIA Constant for AUD-AONIA Overnight index.
static FloatingRateName	AUD_BBSW Constant for AUD-BBSW.
static FloatingRateName	BRL_CDI Constant for BRL-CDI Overnight index.
static FloatingRateName	CAD_CDOR Constant for CAD-CDOR.
static FloatingRateName	CAD_CORRA Constant for CAD-CORRA Overnight index.
static FloatingRateName	CHF_LIBOR Constant for CHF-LIBOR.
static FloatingRateName	CHF_SARON Constant for CHF-SARON Overnight index.
static FloatingRateName	CHF_TOIS Deprecated. Not published as of 2017-12-29
static FloatingRateName	CZK_PRIBOR Constant for CZK-PRIBOR.
static FloatingRateName	DKK_CIBOR Constant for DKK-CIBOR.
static FloatingRateName	DKK_TNR Constant for DKK-TNR Overnight index.
static FloatingRateName	EU_EXT_CPI Constant for EU-EXT-CPI Price index.
static FloatingRateName	EUR_EONIA Constant for EUR-EONIA Overnight index.
static FloatingRateName	EUR_ESTER Deprecated. Use EUR_ESTR instead
static FloatingRateName	EUR_ESTR Constant for EUR-ESTR Overnight index.
static FloatingRateName	EUR_EURIBOR Constant for EUR-EURIBOR.
static FloatingRateName	EUR_LIBOR Constant for EUR-LIBOR.
static FloatingRateName	FR_EXT_CPI Constant for FR-EXT-CPI Price index.
static FloatingRateName	GB_RPI Constant for GB-RPI Price index.
static FloatingRateName	GBP_LIBOR Constant for GBP-LIBOR.
static FloatingRateName	GBP_SONIA Constant for GBP-SONIA Overnight index.
static FloatingRateName	HUF_BUBOR Constant for HUF-BUBOR.
static FloatingRateName	JPY_LIBOR Constant for JPY-LIBOR.
static FloatingRateName	JPY_TONAR Constant for JPY-TONAR Overnight index.
static FloatingRateName	MXN_TIIE Constant for MXN-TIIE.
static FloatingRateName	NOK_NIBOR Constant for NOK-NIBOR.
static FloatingRateName	NOK_NOWA Constant for NOK-NOWA Overnight index.
static FloatingRateName	NZD_BKBM Constant for NZD-BKBM.
static FloatingRateName	PLN_POLONIA Constant for PLN-POLONIA Overnight index.
static FloatingRateName	PLN_WIBOR Constant for PLN-WIBOR.
static FloatingRateName	SEK_SIOR Constant for SEK-SIOR Overnight index.
static FloatingRateName	SEK_STIBOR Constant for SEK-STIBOR.
static FloatingRateName	THB_THOR Constant for THB-THOR Overnight index.
static FloatingRateName	US_CPI_U Constant for US-CPI-U Price index.
static FloatingRateName	USD_BSBY Constant for USD-BSBY.
static FloatingRateName	USD_FED_FUND Constant for USD-FED-FUND Overnight index.
static FloatingRateName	USD_FED_FUND_AVG Constant for USD-FED-FUND Overnight index using averaging.
static FloatingRateName	USD_LIBOR Constant for USD-LIBOR.
static FloatingRateName	USD_SOFR Constant for USD-SOFR Overnight index.
static FloatingRateName	ZAR_JIBAR Constant for ZAR-JIBAR.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

GBP_LIBOR

public static final FloatingRateName GBP_LIBOR

Constant for GBP-LIBOR.

USD_LIBOR

public static final FloatingRateName USD_LIBOR

Constant for USD-LIBOR.

USD_BSBY

public static final FloatingRateName USD_BSBY

Constant for USD-BSBY.

CHF_LIBOR

public static final FloatingRateName CHF_LIBOR

Constant for CHF-LIBOR.

EUR_LIBOR

public static final FloatingRateName EUR_LIBOR

Constant for EUR-LIBOR.

JPY_LIBOR

public static final FloatingRateName JPY_LIBOR

Constant for JPY-LIBOR.

EUR_EURIBOR

public static final FloatingRateName EUR_EURIBOR

Constant for EUR-EURIBOR.

AUD_BBSW

public static final FloatingRateName AUD_BBSW

Constant for AUD-BBSW.

CAD_CDOR

public static final FloatingRateName CAD_CDOR

Constant for CAD-CDOR.

CZK_PRIBOR

public static final FloatingRateName CZK_PRIBOR

Constant for CZK-PRIBOR.

DKK_CIBOR

public static final FloatingRateName DKK_CIBOR

Constant for DKK-CIBOR.

HUF_BUBOR

public static final FloatingRateName HUF_BUBOR

Constant for HUF-BUBOR.

MXN_TIIE

public static final FloatingRateName MXN_TIIE

Constant for MXN-TIIE.

NOK_NIBOR

public static final FloatingRateName NOK_NIBOR

Constant for NOK-NIBOR.

NZD_BKBM

public static final FloatingRateName NZD_BKBM

Constant for NZD-BKBM.

PLN_WIBOR

public static final FloatingRateName PLN_WIBOR

Constant for PLN-WIBOR.

SEK_STIBOR

public static final FloatingRateName SEK_STIBOR

Constant for SEK-STIBOR.

ZAR_JIBAR

public static final FloatingRateName ZAR_JIBAR

Constant for ZAR-JIBAR.

GBP_SONIA

public static final FloatingRateName GBP_SONIA

Constant for GBP-SONIA Overnight index.

USD_FED_FUND

public static final FloatingRateName USD_FED_FUND

Constant for USD-FED-FUND Overnight index.

USD_SOFR

public static final FloatingRateName USD_SOFR

Constant for USD-SOFR Overnight index.

CHF_SARON

public static final FloatingRateName CHF_SARON

Constant for CHF-SARON Overnight index.

CHF_TOIS

@Deprecated
public static final FloatingRateName CHF_TOIS

Deprecated. Not published as of 2017-12-29

Constant for CHF-TOIS Overnight index.

EUR_EONIA

public static final FloatingRateName EUR_EONIA

Constant for EUR-EONIA Overnight index.

EUR_ESTR

public static final FloatingRateName EUR_ESTR

Constant for EUR-ESTR Overnight index.

EUR_ESTER

@Deprecated
public static final FloatingRateName EUR_ESTER

Deprecated. Use EUR_ESTR instead

Constant for EUR-ESTER Overnight index.

The index was renamed.

JPY_TONAR

public static final FloatingRateName JPY_TONAR

Constant for JPY-TONAR Overnight index.

AUD_AONIA

public static final FloatingRateName AUD_AONIA

Constant for AUD-AONIA Overnight index.

BRL_CDI

public static final FloatingRateName BRL_CDI

Constant for BRL-CDI Overnight index.

CAD_CORRA

public static final FloatingRateName CAD_CORRA

Constant for CAD-CORRA Overnight index.

DKK_TNR

public static final FloatingRateName DKK_TNR

Constant for DKK-TNR Overnight index.

NOK_NOWA

public static final FloatingRateName NOK_NOWA

Constant for NOK-NOWA Overnight index.

PLN_POLONIA

public static final FloatingRateName PLN_POLONIA

Constant for PLN-POLONIA Overnight index.

SEK_SIOR

public static final FloatingRateName SEK_SIOR

Constant for SEK-SIOR Overnight index.

THB_THOR

public static final FloatingRateName THB_THOR

Constant for THB-THOR Overnight index.

USD_FED_FUND_AVG

public static final FloatingRateName USD_FED_FUND_AVG

Constant for USD-FED-FUND Overnight index using averaging.

GB_RPI

public static final FloatingRateName GB_RPI

Constant for GB-RPI Price index.

EU_EXT_CPI

public static final FloatingRateName EU_EXT_CPI

Constant for EU-EXT-CPI Price index.

US_CPI_U

public static final FloatingRateName US_CPI_U

Constant for US-CPI-U Price index.

FR_EXT_CPI

public static final FloatingRateName FR_EXT_CPI

Constant for FR-EXT-CPI Price index.