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Domain objects describing trades and products in financial markets

There is a newer version: 2.12.48

/*
 * Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.product.swap;

import java.time.LocalDate;

import org.joda.convert.FromString;
import org.joda.convert.ToString;

import com.opengamma.strata.basics.schedule.SchedulePeriod;
import com.opengamma.strata.collect.named.EnumNames;
import com.opengamma.strata.collect.named.NamedEnum;

/**
 * The base date that each rate fixing is made relative to.
 * 
 * When calculating the rate fixing dates for a swap leg, the date is calculated relative to another date.
 * The other date is specified by this enum.
 */
public enum FixingRelativeTo implements NamedEnum {

  /**
   * The rate fixing is made relative to the start of each reset period.
   * 

   * The fixing date is relative to the start date of each reset period
   * within the accrual period, as adjusted by business day conventions.
   * 

   * This can be referred to as "fixing in advance" or "reset in advance".
   */
  PERIOD_START,
  /**
   * The rate fixing is made relative to the end of each reset period.
   * 

   * The fixing date is relative to the end date of each reset period
   * within the accrual period, as adjusted by business day conventions.
   * 

   * This can be referred to as "fixing in arrears" or "reset in arrears".
   */
  PERIOD_END;

  // helper for name conversions
  private static final EnumNames NAMES = EnumNames.of(FixingRelativeTo.class);

  //-------------------------------------------------------------------------
  /**
   * Obtains an instance from the specified name.
   * 
   * Parsing handles the mixed case form produced by {@link #toString()} and
   * the upper and lower case variants of the enum constant name.
   * 
   * @param name  the name to parse
   * @return the type
   * @throws IllegalArgumentException if the name is not known
   */
  @FromString
  public static FixingRelativeTo of(String name) {
    return NAMES.parse(name);
  }

  //-------------------------------------------------------------------------
  // selects the base date for fixing
  LocalDate selectBaseDate(SchedulePeriod period) {
    return (this == PERIOD_END ? period.getEndDate() : period.getStartDate());
  }

  //-------------------------------------------------------------------------
  /**
   * Returns the formatted name of the type.
   * 
   * @return the formatted string representing the type
   */
  @ToString
  @Override
  public String toString() {
    return NAMES.format(this);
  }

}