com.opengamma.strata.product.bond

Enum FixedCouponBondYieldConvention

java.lang.Object

java.lang.Enum<FixedCouponBondYieldConvention>

com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<FixedCouponBondYieldConvention>

public enum FixedCouponBondYieldConvention
extends Enum<FixedCouponBondYieldConvention>
implements NamedEnum

A convention defining accrued interest calculation type for a bond security.

Yield of a bond security is a conventional number representing the internal rate of return of standardized cash flows. When calculating accrued interest, it is necessary to use a formula specific to each yield convention. Accordingly, the computation of price, convexity and duration from the yield should be based on this yield convention.

References: "Bond Pricing", OpenGamma Documentation 5, Version 2.0, May 2013

Enum Constant Summary

Enum Constants

Enum Constant and Description
DE_BONDS German bonds.
GB_BUMP_DMO UK BUMP/DMO method.
JP_SIMPLE Japan simple yield.
US_STREET US street.

Method Summary

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

GB_BUMP_DMO

public static final FixedCouponBondYieldConvention GB_BUMP_DMO

UK BUMP/DMO method.

US_STREET

public static final FixedCouponBondYieldConvention US_STREET

US street.

DE_BONDS

public static final FixedCouponBondYieldConvention DE_BONDS

German bonds.

JP_SIMPLE

public static final FixedCouponBondYieldConvention JP_SIMPLE

Japan simple yield.

Method Detail

values

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

Returns:

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

valueOf

public static FixedCouponBondYieldConvention 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 FixedCouponBondYieldConvention 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<FixedCouponBondYieldConvention>

Returns:

the formatted string representing the type