com.opengamma.strata.product.fra

Enum FraDiscountingMethod

java.lang.Object

java.lang.Enum<FraDiscountingMethod>

com.opengamma.strata.product.fra.FraDiscountingMethod

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<FraDiscountingMethod>

public enum FraDiscountingMethod
extends Enum<FraDiscountingMethod>
implements NamedEnum

A convention defining how to discount Forward Rate Agreements (FRAs).

When calculating the price of a FRA, there are different approaches to pricing in different markets. This method captures the approach to discounting.

Defined by the 2006 ISDA definitions article 8.4.

Enum Constant Summary

Enum Constants

Enum Constant and Description
AFMA FRA discounting as defined by the Australian Financial Markets Association (AFMA).
ISDA FRA discounting as defined by ISDA.
NONE No discounting applies.

Method Summary

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

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

of

Enum Constant Detail

NONE

public static final FraDiscountingMethod NONE

No discounting applies.

ISDA

public static final FraDiscountingMethod ISDA

FRA discounting as defined by ISDA.

Defined by the 2006 ISDA definitions article 8.4b.

AFMA

public static final FraDiscountingMethod AFMA

FRA discounting as defined by the Australian Financial Markets Association (AFMA).

Defined by the 2006 ISDA definitions article 8.4e.

Method Detail

values

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

Returns:

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

valueOf

public static FraDiscountingMethod 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 FraDiscountingMethod 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<FraDiscountingMethod>

Returns:

the formatted string representing the type