ExplainKey (OpenGamma Strata Market)

java.lang.Object
- com.opengamma.strata.collect.TypedString<ExplainKey<T>>
- - com.opengamma.strata.market.explain.ExplainKey<T>

Type Parameters:

T - the type of the object associated with the key

All Implemented Interfaces:

Named, Serializable, Comparable<ExplainKey<T>>
```
public final class ExplainKey<T>
extends TypedString<ExplainKey<T>>
```
A key for the map of explanatory values.
This key is used with ExplainMap to create a loosely defined data structure that allows an explanation of a calculation to be represented.

See Also:

Serialized Form

Field Summary

Fields
Modifier and Type	Field and Description
`static ExplainKey<DayCount>`	`ACCRUAL_DAY_COUNT` The day count used to calculate the year fraction.
`static ExplainKey<Integer>`	`ACCRUAL_DAYS` The number of accrual days between the start and end dates.
`static ExplainKey<List<ExplainMap>>`	`ACCRUAL_PERIODS` The list of accrual periods.
`static ExplainKey<Double>`	`ACCRUAL_YEAR_FRACTION` The year fraction between the start and end dates.
`static ExplainKey<Double>`	`COMBINED_RATE` The combined rate, including weighting.
`static ExplainKey<Boolean>`	`COMPLETED` The flag to indicate that the period has completed.
`static ExplainKey<CompoundingMethod>`	`COMPOUNDING` The method of compounding.
`static ExplainKey<Double>`	`CONVEXITY_ADJUSTED_RATE` The convexity adjusted rate.
`static ExplainKey<Integer>`	`DAYS` The actual number of days between the start and end dates.
`static ExplainKey<Double>`	`DISCOUNT_FACTOR` The discount factor, typically derived from a curve.
`static ExplainKey<LocalDate>`	`END_DATE` The accrual end date, adjusted to be a valid business day if necessary.
`static ExplainKey<Integer>`	`ENTRY_INDEX` The index of this entry within the parent.
`static ExplainKey<String>`	`ENTRY_TYPE` The type of this entry.
`static ExplainKey<Double>`	`FIXED_RATE` The fixed rate, as defined in the contract.
`static ExplainKey<LocalDate>`	`FIXING_DATE` The fixing date.
`static ExplainKey<CurrencyAmount>`	`FORECAST_VALUE` The forecast value.
`static ExplainKey<Double>`	`FORWARD_RATE` The forward rate.
`static ExplainKey<LocalDate>`	`FORWARD_RATE_END_DATE` The end date used to calculate the forward rate.
`static ExplainKey<LocalDate>`	`FORWARD_RATE_START_DATE` The start date used to calculate the forward rate.
`static ExplainKey<Boolean>`	`FROM_FIXING_SERIES` The flag to indicate that the that the observed value is from a fixing time-series.
`static ExplainKey<Double>`	`GEARING` The gearing, that the rate is multiplied by.
`static ExplainKey<Index>`	`INDEX` The observed index, such as an Ibor or Overnight index.
`static ExplainKey<Double>`	`INDEX_VALUE` The observed index value, typically derived from a curve.
`static ExplainKey<String>`	`LEG_TYPE` An indication of the pay-off formula that applies to the leg.
`static ExplainKey<List<ExplainMap>>`	`LEGS` The list of legs.
`static ExplainKey<CurrencyAmount>`	`NOTIONAL` The effective notional, which may be converted from the contract notional in the case of FX reset.
`static ExplainKey<List<ExplainMap>>`	`OBSERVATIONS` The list of rate observations.
`static ExplainKey<Double>`	`PAY_OFF_RATE` The pay-off rate, which includes adjustments like weighting, spread and gearing.
`static ExplainKey<PayReceive>`	`PAY_RECEIVE` Whether the entry is being paid or received.
`static ExplainKey<Currency>`	`PAYMENT_CURRENCY` The currency of the payment.
`static ExplainKey<LocalDate>`	`PAYMENT_DATE` The payment date, adjusted to be a valid business day if necessary.
`static ExplainKey<List<ExplainMap>>`	`PAYMENT_EVENTS` The list of payment events.
`static ExplainKey<List<ExplainMap>>`	`PAYMENT_PERIODS` The list of payment periods.
`static ExplainKey<CurrencyAmount>`	`PRESENT_VALUE` The present value.
`static ExplainKey<List<ExplainMap>>`	`RESET_PERIODS` The list of reset periods.
`static ExplainKey<Double>`	`SPREAD` The spread, added to the forward rate.
`static ExplainKey<LocalDate>`	`START_DATE` The accrual start date, adjusted to be a valid business day if necessary.
`static ExplainKey<Double>`	`STRIKE_VALUE` The strike value.
`static ExplainKey<CurrencyAmount>`	`TRADE_NOTIONAL` The notional, as defined in the trade.
`static ExplainKey<LocalDate>`	`UNADJUSTED_END_DATE` The accrual end date, before any business day adjustment.
`static ExplainKey<LocalDate>`	`UNADJUSTED_PAYMENT_DATE` The payment date, before any business day adjustment.
`static ExplainKey<LocalDate>`	`UNADJUSTED_START_DATE` The accrual start date, before any business day adjustment.
`static ExplainKey<Double>`	`UNIT_AMOUNT` The unit amount.
`static ExplainKey<Double>`	`WEIGHT` The weight of this observation.

Method Summary

All Methods Static Methods Concrete Methods
Modifier and Type Method and Description

static <R> ExplainKey<R> of(String name)
Obtains an instance from the specified name.
- Methods inherited from class com.opengamma.strata.collect.TypedString
  compareTo, equals, getName, hashCode, toString
- Methods inherited from class java.lang.Object
  clone, finalize, getClass, notify, notifyAll, wait, wait, wait
- Methods inherited from interface com.opengamma.strata.collect.named.Named
  of

All Methods Static Methods Concrete Methods
Modifier and Type	Method and Description
`static <R> ExplainKey<R>`	`of(String name)` Obtains an instance from the specified name.

- Field Detail
  - ENTRY_INDEX
```
public static final ExplainKey<Integer> ENTRY_INDEX
```
    The index of this entry within the parent. For example, this could be used to represent the index of the leg within the swap, or the index of the payment period within the leg.
  - ENTRY_TYPE
```
public static final ExplainKey<String> ENTRY_TYPE
```
    The type of this entry. For example, this could be used to distinguish between a swap leg, swap payment period and a FRA.
  - LEGS
```
public static final ExplainKey<List<ExplainMap>> LEGS
```
    The list of legs.
  - PAYMENT_EVENTS
```
public static final ExplainKey<List<ExplainMap>> PAYMENT_EVENTS
```
    The list of payment events.
  - PAYMENT_PERIODS
```
public static final ExplainKey<List<ExplainMap>> PAYMENT_PERIODS
```
    The list of payment periods.
  - ACCRUAL_PERIODS
```
public static final ExplainKey<List<ExplainMap>> ACCRUAL_PERIODS
```
    The list of accrual periods.
  - RESET_PERIODS
```
public static final ExplainKey<List<ExplainMap>> RESET_PERIODS
```
    The list of reset periods.
  - OBSERVATIONS
```
public static final ExplainKey<List<ExplainMap>> OBSERVATIONS
```
    The list of rate observations.
  - PRESENT_VALUE
```
public static final ExplainKey<CurrencyAmount> PRESENT_VALUE
```
    The present value.
  - FORECAST_VALUE
```
public static final ExplainKey<CurrencyAmount> FORECAST_VALUE
```
    The forecast value.
  - COMPLETED
```
public static final ExplainKey<Boolean> COMPLETED
```
    The flag to indicate that the period has completed. For example, a swap payment period that has already paid would have this set to true. This will generally never be set to false.
  - PAYMENT_CURRENCY
```
public static final ExplainKey<Currency> PAYMENT_CURRENCY
```
    The currency of the payment.
  - PAY_RECEIVE
```
public static final ExplainKey<PayReceive> PAY_RECEIVE
```
    Whether the entry is being paid or received.
  - LEG_TYPE
```
public static final ExplainKey<String> LEG_TYPE
```
    An indication of the pay-off formula that applies to the leg. For example, this could be used to distinguish between fixed, overnight, IBOR and inflation.
  - NOTIONAL
```
public static final ExplainKey<CurrencyAmount> NOTIONAL
```
    The effective notional, which may be converted from the contract notional in the case of FX reset.
  - TRADE_NOTIONAL
```
public static final ExplainKey<CurrencyAmount> TRADE_NOTIONAL
```
    The notional, as defined in the trade. This is the notional in the trade, which may be converted to the actual notional by FX reset.
  - PAYMENT_DATE
```
public static final ExplainKey<LocalDate> PAYMENT_DATE
```
    The payment date, adjusted to be a valid business day if necessary.
  - UNADJUSTED_PAYMENT_DATE
```
public static final ExplainKey<LocalDate> UNADJUSTED_PAYMENT_DATE
```
    The payment date, before any business day adjustment.
  - START_DATE
```
public static final ExplainKey<LocalDate> START_DATE
```
    The accrual start date, adjusted to be a valid business day if necessary.
  - UNADJUSTED_START_DATE
```
public static final ExplainKey<LocalDate> UNADJUSTED_START_DATE
```
    The accrual start date, before any business day adjustment.
  - END_DATE
```
public static final ExplainKey<LocalDate> END_DATE
```
    The accrual end date, adjusted to be a valid business day if necessary.
  - UNADJUSTED_END_DATE
```
public static final ExplainKey<LocalDate> UNADJUSTED_END_DATE
```
    The accrual end date, before any business day adjustment.
  - ACCRUAL_DAY_COUNT
```
public static final ExplainKey<DayCount> ACCRUAL_DAY_COUNT
```
    The day count used to calculate the year fraction.
  - ACCRUAL_YEAR_FRACTION
```
public static final ExplainKey<Double> ACCRUAL_YEAR_FRACTION
```
    The year fraction between the start and end dates.
  - ACCRUAL_DAYS
```
public static final ExplainKey<Integer> ACCRUAL_DAYS
```
    The number of accrual days between the start and end dates.
  - DAYS
```
public static final ExplainKey<Integer> DAYS
```
    The actual number of days between the start and end dates.
  - DISCOUNT_FACTOR
```
public static final ExplainKey<Double> DISCOUNT_FACTOR
```
    The discount factor, typically derived from a curve.
  - FIXED_RATE
```
public static final ExplainKey<Double> FIXED_RATE
```
    The fixed rate, as defined in the contract.
  - INDEX
```
public static final ExplainKey<Index> INDEX
```
    The observed index, such as an Ibor or Overnight index.
  - FORWARD_RATE_START_DATE
```
public static final ExplainKey<LocalDate> FORWARD_RATE_START_DATE
```
    The start date used to calculate the forward rate.
  - FORWARD_RATE_END_DATE
```
public static final ExplainKey<LocalDate> FORWARD_RATE_END_DATE
```
    The end date used to calculate the forward rate.
  - FIXING_DATE
```
public static final ExplainKey<LocalDate> FIXING_DATE
```
    The fixing date.
  - INDEX_VALUE
```
public static final ExplainKey<Double> INDEX_VALUE
```
    The observed index value, typically derived from a curve. This may be known exactly if the fixing has occurred.
  - FROM_FIXING_SERIES
```
public static final ExplainKey<Boolean> FROM_FIXING_SERIES
```
    The flag to indicate that the that the observed value is from a fixing time-series. This will generally never be set to false.
  - WEIGHT
```
public static final ExplainKey<Double> WEIGHT
```
    The weight of this observation. Weighting applies when averaging more than one observation to produce the final rate.
  - COMBINED_RATE
```
public static final ExplainKey<Double> COMBINED_RATE
```
    The combined rate, including weighting. This rate differs from the observed rate if there is more than one fixing involved. For example, IborInterpolatedRateComputation has two observed rates which are combined to create this rate.
  - SPREAD
```
public static final ExplainKey<Double> SPREAD
```
    The spread, added to the forward rate.
  - GEARING
```
public static final ExplainKey<Double> GEARING
```
    The gearing, that the rate is multiplied by.
  - PAY_OFF_RATE
```
public static final ExplainKey<Double> PAY_OFF_RATE
```
    The pay-off rate, which includes adjustments like weighting, spread and gearing.
  - UNIT_AMOUNT
```
public static final ExplainKey<Double> UNIT_AMOUNT
```
    The unit amount. This is typically the rate multiplied by the year fraction, before multiplication by the notional.
  - COMPOUNDING
```
public static final ExplainKey<CompoundingMethod> COMPOUNDING
```
    The method of compounding.
  - STRIKE_VALUE
```
public static final ExplainKey<Double> STRIKE_VALUE
```
    The strike value.
  - CONVEXITY_ADJUSTED_RATE
```
public static final ExplainKey<Double> CONVEXITY_ADJUSTED_RATE
```
    The convexity adjusted rate.
  - FORWARD_RATE
```
public static final ExplainKey<Double> FORWARD_RATE
```
    The forward rate.
- Method Detail
  - of
```
public static <R> ExplainKey<R> of(String name)
```
    Obtains an instance from the specified name.
    Field names may contain any character, but must not be empty.
    
    Type Parameters:
    
    R - the inferred type of the key
    
    Parameters:
    
    name - the name of the field
    
    Returns:
    
    a field with the specified name

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class ExplainKey<T>

Field Summary

Method Summary

Methods inherited from class com.opengamma.strata.collect.TypedString

Methods inherited from class java.lang.Object

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

Field Detail

ENTRY_INDEX

ENTRY_TYPE

LEGS

PAYMENT_EVENTS

PAYMENT_PERIODS

ACCRUAL_PERIODS

RESET_PERIODS

OBSERVATIONS

PRESENT_VALUE

FORECAST_VALUE

COMPLETED

PAYMENT_CURRENCY

PAY_RECEIVE

LEG_TYPE

NOTIONAL

TRADE_NOTIONAL

PAYMENT_DATE

UNADJUSTED_PAYMENT_DATE

START_DATE

UNADJUSTED_START_DATE

END_DATE

UNADJUSTED_END_DATE

ACCRUAL_DAY_COUNT

ACCRUAL_YEAR_FRACTION

ACCRUAL_DAYS

DAYS

DISCOUNT_FACTOR

FIXED_RATE

INDEX

FORWARD_RATE_START_DATE

FORWARD_RATE_END_DATE

FIXING_DATE

INDEX_VALUE

FROM_FIXING_SERIES

WEIGHT

COMBINED_RATE

SPREAD

GEARING

PAY_OFF_RATE

UNIT_AMOUNT

COMPOUNDING

STRIKE_VALUE

CONVEXITY_ADJUSTED_RATE

FORWARD_RATE

Method Detail

of