public final class ValueType extends TypedString<ValueType>
The market data system contains many different kinds of value, and this type can be used to identify them.
For example, constants are provided for common financial concepts, such as discount factors, zero rates and year fractions. The set of types is fully extensible.
| Modifier and Type | Field and Description |
|---|---|
static ValueType |
BLACK_VOLATILITY
Type used when each value is a Black model implied volatility - 'BlackVolatility'.
|
static ValueType |
CORRELATION
Type used when each value is a correlation - 'CORRELATION'.
|
static ValueType |
DISCOUNT_FACTOR
Type used when each value is a discount factor - 'DiscountFactor'.
|
static ValueType |
DIVIDEND_YIELD
Type used when each value is a dividend yield - 'DividendYield'.
|
static ValueType |
FORWARD_RATE
Type used when each value is a forward rate - 'ForwardRate'.
|
static ValueType |
LOCAL_VOLATILITY
Type used when each value is a local volatility - 'LocalVolatility'.
|
static ValueType |
LOG_MONEYNESS
Type used when each value is log-moneyness, i.e.
|
static ValueType |
MARKET_QUOTE
Type used when each value is the market quote e.g.
|
static ValueType |
MONTHS
Type used when each value is the number of months relative to a base month - 'Months'.
|
static ValueType |
NORMAL_VOLATILITY
Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.
|
static ValueType |
PRICE
Type used when each value is a Price - 'Price'.
|
static ValueType |
PRICE_INDEX
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
|
static ValueType |
RECOVERY_RATE
Type used when each value is a recovery rate - 'RecoveryRate'.
|
static ValueType |
RISK_REVERSAL
Type used when each value is a risk reversal - 'RiskReversal'.
|
static ValueType |
SABR_ALPHA
Type used when each value is the SABR alpha parameter - 'SabrAlpha'.
|
static ValueType |
SABR_BETA
Type used when each value is the SABR beta parameter - 'SabrBeta'.
|
static ValueType |
SABR_NU
Type used when each value is the SABR nu parameter - 'SabrNu'.
|
static ValueType |
SABR_RHO
Type used when each value is the SABR rho parameter - 'SabrRho'.
|
static ValueType |
SABR_SHIFT
Type used when each value is the SABR shift parameter - 'SabrShift'.
|
static ValueType |
SIMPLE_MONEYNESS
Type used when each value is simple-moneyness, i.e.
|
static ValueType |
STRANGLE
Type used when each value is a strangle - 'Strangle'.
|
static ValueType |
STRIKE
Type used when each value is a strike - 'Strike'.
|
static ValueType |
UNKNOWN
Type used when the meaning of each value is not known - 'Unknown'.
|
static ValueType |
YEAR_FRACTION
Type used when each value is a year fraction relative to a base date - 'YearFraction'.
|
static ValueType |
ZERO_RATE
Type used when each value is a zero rate - 'ZeroRate'.
|
| Modifier and Type | Method and Description |
|---|---|
void |
checkEquals(ValueType other,
String exceptionPrefix)
Checks that this instance equals the specified instance.
|
static ValueType |
of(String name)
Obtains an instance from the specified name.
|
compareTo, equals, getName, hashCode, toStringpublic static final ValueType UNKNOWN
public static final ValueType YEAR_FRACTION
public static final ValueType MONTHS
public static final ValueType ZERO_RATE
public static final ValueType FORWARD_RATE
public static final ValueType DISCOUNT_FACTOR
public static final ValueType DIVIDEND_YIELD
public static final ValueType PRICE_INDEX
public static final ValueType RECOVERY_RATE
public static final ValueType BLACK_VOLATILITY
public static final ValueType NORMAL_VOLATILITY
public static final ValueType LOCAL_VOLATILITY
public static final ValueType PRICE
public static final ValueType STRIKE
public static final ValueType SIMPLE_MONEYNESS
public static final ValueType LOG_MONEYNESS
public static final ValueType SABR_ALPHA
public static final ValueType SABR_BETA
public static final ValueType SABR_RHO
public static final ValueType SABR_NU
public static final ValueType SABR_SHIFT
public static final ValueType RISK_REVERSAL
public static final ValueType STRANGLE
public static final ValueType CORRELATION
public static final ValueType MARKET_QUOTE
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