public enum FloatingRateType extends Enum<FloatingRateType> implements NamedEnum
This provides a high-level categorization of the floating rate index.
This is used to classify the index and create the right kind of pricing
index, IborIndex or OvernightIndex.
| Enum Constant and Description |
|---|
IBOR
A floating rate index that is based on an Ibor index.
|
OTHER
A floating rate index of another type.
|
OVERNIGHT_AVERAGED
A floating rate index that is based on an Overnight index with averaging.
|
OVERNIGHT_COMPOUNDED
A floating rate index that is based on an Overnight index with compounding.
|
PRICE
A floating rate index that is based on a price index.
|
| Modifier and Type | Method and Description |
|---|---|
boolean |
isIbor()
Checks if the type is 'Ibor'.
|
boolean |
isOvernight()
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
|
boolean |
isPrice()
Checks if the type is 'Price'.
|
static FloatingRateType |
of(String name)
Obtains an instance from the specified name.
|
String |
toString()
Returns the formatted name of the type.
|
static FloatingRateType |
valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static FloatingRateType[] |
values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
public static final FloatingRateType IBOR
This kind of rate translates to an IborIndex.
public static final FloatingRateType OVERNIGHT_COMPOUNDED
This kind of rate translates to an OvernightIndex.
public static final FloatingRateType OVERNIGHT_AVERAGED
This kind of rate translates to an OvernightIndex.
This is typically used only for US Fed Fund swaps.
public static final FloatingRateType PRICE
This kind of rate translates to an PriceIndex.
public static final FloatingRateType OTHER
public static FloatingRateType[] values()
for (FloatingRateType c : FloatingRateType.values()) System.out.println(c);
public static FloatingRateType valueOf(String name)
name - the name of the enum constant to be returned.IllegalArgumentException - if this enum type has no constant with the specified nameNullPointerException - if the argument is nullpublic static FloatingRateType of(String name)
Parsing handles the mixed case form produced by toString() and
the upper and lower case variants of the enum constant name.
name - the name to parseIllegalArgumentException - if the name is not knownpublic boolean isIbor()
public boolean isOvernight()
public boolean isPrice()
public String toString()
toString in class Enum<FloatingRateType>Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.