ImmutableFloatingRateName (OpenGamma Strata Basics)

java.lang.Object
- com.opengamma.strata.basics.index.ImmutableFloatingRateName

All Implemented Interfaces:

FloatingRateName, Named, Serializable, Bean, ImmutableBean
```
public final class ImmutableFloatingRateName
extends Object
implements FloatingRateName, ImmutableBean, Serializable
```
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
This is the standard immutable implementation of FloatingRateName.

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class ImmutableFloatingRateName.Meta
The meta-bean for ImmutableFloatingRateName.

Nested Classes
Modifier and Type	Class and Description
`static class`	`ImmutableFloatingRateName.Meta` The meta-bean for `ImmutableFloatingRateName`.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`boolean`	`equals(Object obj)`
`String`	`getExternalName()` Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
`OptionalInt`	`getFixingDateOffsetDays()` Gets the fixing date offset, in days, optional.
`String`	`getIndexName()` Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
`String`	`getName()` Gets the name that uniquely identifies this index.
`Set<Tenor>`	`getTenors()` Gets the active tenors that are applicable for this floating rate.
`FloatingRateType`	`getType()` Gets the type of the index.
`int`	`hashCode()`
`static ImmutableFloatingRateName.Meta`	`meta()` The meta-bean for `ImmutableFloatingRateName`.
`ImmutableFloatingRateName.Meta`	`metaBean()`
`FloatingRateName`	`normalized()` Gets the normalized form of the floating rate name.
`static ImmutableFloatingRateName`	`of(String externalName, String indexName, FloatingRateType type)` Obtains an instance from the specified external name, index name and type.
`static ImmutableFloatingRateName`	`of(String externalName, String indexName, FloatingRateType type, int fixingDateOffsetDays)` Obtains an instance from the specified external name, index name and type.
`<R> Property<R>`	`property(String propertyName)`
`Set<String>`	`propertyNames()`
`IborIndex`	`toIborIndex(Tenor tenor)` Checks and returns an Ibor index.
`DaysAdjustment`	`toIborIndexFixingOffset()` Checks and returns the fixing offset associated with the Ibor index.
`OvernightIndex`	`toOvernightIndex()` Converts to an `OvernightIndex`.
`PriceIndex`	`toPriceIndex()` Converts to an `PriceIndex`.
`String`	`toString()` Returns the name of the index.

Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateName
defaultIborIndex, defaultOvernightIndex, extendedEnum, of

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

- Method Detail
  - of
```
public static ImmutableFloatingRateName of(String externalName,
                                           String indexName,
                                           FloatingRateType type)
```
    Obtains an instance from the specified external name, index name and type.
    
    Parameters:
    
    externalName - the unique name
    
    indexName - the name of the index
    
    type - the type - Ibor, Overnight or Price
    
    Returns:
    
    the name
    
    Throws:
    
    IllegalArgumentException - if the name is not known
  - of
```
public static ImmutableFloatingRateName of(String externalName,
                                           String indexName,
                                           FloatingRateType type,
                                           int fixingDateOffsetDays)
```
    Obtains an instance from the specified external name, index name and type.
    
    Parameters:
    
    externalName - the unique name
    
    indexName - the name of the index
    
    type - the type - Ibor, Overnight or Price
    
    fixingDateOffsetDays - the fixing date offset, in days, negative to use the standard
    
    Returns:
    
    the name
    
    Throws:
    
    IllegalArgumentException - if the name is not known
  - getName
```
public String getName()
```
    Description copied from interface: FloatingRateName
    
    Gets the name that uniquely identifies this index.
    This name is used in serialization and can be parsed using FloatingRateName.of(String). It will be the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
    
    Specified by:
    
    getName in interface FloatingRateName
    
    Specified by:
    
    getName in interface Named
    
    Returns:
    
    the external name
  - getTenors
```
public Set<Tenor> getTenors()
```
    Description copied from interface: FloatingRateName
    
    Gets the active tenors that are applicable for this floating rate.
    Overnight and Price indices will return an empty set.
    
    Specified by:
    
    getTenors in interface FloatingRateName
    
    Returns:
    
    the available tenors
  - normalized
```
public FloatingRateName normalized()
```
    Description copied from interface: FloatingRateName
    
    Gets the normalized form of the floating rate name.
    The normalized for is the name that Strata uses for the index. For example, the normalized form of 'GBP-LIBOR-BBA' is 'GBP-LIBOR', and the normalized form of 'EUR-EURIBOR-Reuters' is 'EUR-EURIBOR'. Note that for Ibor indices, the tenor is not present.
    
    Specified by:
    
    normalized in interface FloatingRateName
    
    Returns:
    
    the normalized name
  - toIborIndex
```
public IborIndex toIborIndex(Tenor tenor)
```
    Description copied from interface: FloatingRateName
    
    Checks and returns an Ibor index.
    If this name represents an Ibor index, then this method returns the matching IborIndex. If not, an exception is thrown.
    
    Specified by:
    
    toIborIndex in interface FloatingRateName
    
    Parameters:
    
    tenor - the tenor of the index
    
    Returns:
    
    the index
  - toIborIndexFixingOffset
```
public DaysAdjustment toIborIndexFixingOffset()
```
    Description copied from interface: FloatingRateName
    
    Checks and returns the fixing offset associated with the Ibor index.
    If this name represents an Ibor index, then this method returns the associated fixing offset. If not, an exception is thrown.
    This method exists primarily to handle DKK CIBOR, where there are two floating rate names but only one underlying index. The CIBOR index itself has a convention where the fixing date is 2 days before the reset date and the effective date is 2 days after the fixing date, matching the name "DKK-CIBOR2-DKNA13". The alternative name, "DKK-CIBOR-DKNA13", has the fixing date equal to the reset date, but with the effective date two days later.
    
    Specified by:
    
    toIborIndexFixingOffset in interface FloatingRateName
    
    Returns:
    
    the fixing offset applicable to the index
  - toOvernightIndex
```
public OvernightIndex toOvernightIndex()
```
    Description copied from interface: FloatingRateName
    
    Converts to an OvernightIndex.
    If this name represents an Overnight index, then this method returns the matching OvernightIndex. If not, an exception is thrown.
    
    Specified by:
    
    toOvernightIndex in interface FloatingRateName
    
    Returns:
    
    the index
  - toPriceIndex
```
public PriceIndex toPriceIndex()
```
    Description copied from interface: FloatingRateName
    
    Converts to an PriceIndex.
    If this name represents a price index, then this method returns the matching PriceIndex. If not, an exception is thrown.
    
    Specified by:
    
    toPriceIndex in interface FloatingRateName
    
    Returns:
    
    the index
  - equals
```
public boolean equals(Object obj)
```
    Overrides:
    
    equals in class Object
  - hashCode
```
public int hashCode()
```
    Overrides:
    
    hashCode in class Object
  - toString
```
public String toString()
```
    Returns the name of the index.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    the name of the index
  - meta
```
public static ImmutableFloatingRateName.Meta meta()
```
    The meta-bean for ImmutableFloatingRateName.
    
    Returns:
    
    the meta-bean, not null
  - metaBean
```
public ImmutableFloatingRateName.Meta metaBean()
```
    Specified by:
    
    metaBean in interface Bean
  - property
```
public <R> Property<R> property(String propertyName)
```
    Specified by:
    
    property in interface Bean
  - propertyNames
```
public Set<String> propertyNames()
```
    Specified by:
    
    propertyNames in interface Bean
  - getExternalName
```
public String getExternalName()
```
    Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
    
    Returns:
    
    the value of the property, not empty
  - getIndexName
```
public String getIndexName()
```
    Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended. This name matches that used by IborIndex or OvernightIndex. Typically, multiple FloatingRateName names map to one Ibor or Overnight index.
    
    Returns:
    
    the value of the property, not empty
  - getType
```
public FloatingRateType getType()
```
    Gets the type of the index.
    
    Specified by:
    
    getType in interface FloatingRateName
    
    Returns:
    
    the value of the property, not null
  - getFixingDateOffsetDays
```
public OptionalInt getFixingDateOffsetDays()
```
    Gets the fixing date offset, in days, optional. This is used when a floating rate name implies a non-standard fixing date offset. This is only used for Ibor Indices, and currently only for DKK CIBOR.
    
    Returns:
    
    the optional value of the property, not null

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

Class ImmutableFloatingRateName

Nested Class Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface com.opengamma.strata.basics.index.FloatingRateName

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

Method Detail

of

of

getName

getTenors

normalized

toIborIndex

toIborIndexFixingOffset

toOvernightIndex

toPriceIndex

equals

hashCode

toString

meta

metaBean

property

propertyNames

getExternalName

getIndexName

getType

getFixingDateOffsetDays