com.opengamma.strata.product.swap.PriceIndexCalculationMethod Maven / Gradle / Ivy
/*
* Copyright (C) 2016 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import org.joda.convert.FromString;
import org.joda.convert.ToString;
import com.opengamma.strata.collect.named.EnumNames;
import com.opengamma.strata.collect.named.NamedEnum;
/**
* Reference price index calculation method.
*
* This defines how the reference index calculation occurs.
*
* References: "Bond Pricing", OpenGamma Documentation 5, Version 2.0, May 2013,
* "Inflation Instruments: Swap Zero-coupon, Year-on-year and Bonds."
*/
public enum PriceIndexCalculationMethod implements NamedEnum {
/**
* The reference index is the price index of a month.
* The reference month is linked to the payment date.
*/
MONTHLY,
/**
* The reference index is linearly interpolated between two months.
* The interpolation is done with the number of days of the payment month.
* The number of days is counted from the beginning of the month.
*/
INTERPOLATED,
/**
* The reference index is linearly interpolated between two months.
* The interpolation is done with the number of days of the payment month.
* The number of days is counted from the 10th day of the month.
*/
INTERPOLATED_JAPAN;
// helper for name conversions
private static final EnumNames NAMES = EnumNames.of(PriceIndexCalculationMethod.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 PriceIndexCalculationMethod of(String name) {
return NAMES.parse(name);
}
//-------------------------------------------------------------------------
/**
* Returns the formatted name of the type.
*
* @return the formatted string representing the type
*/
@ToString
@Override
public String toString() {
return NAMES.format(this);
}
}