com.opengamma.strata.product.bond

Enum CapitalIndexedBondYieldConvention

java.lang.Object

java.lang.Enum<CapitalIndexedBondYieldConvention>

com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

All Implemented Interfaces:

Named, NamedEnum, Serializable, Comparable<CapitalIndexedBondYieldConvention>

public enum CapitalIndexedBondYieldConvention
extends Enum<CapitalIndexedBondYieldConvention>
implements NamedEnum

A convention defining accrued interest calculation type for inflation bond securities.

Yield of a bond security is a conventional number representing the internal rate of return of standardized cash flows. When calculating accrued interest, it is necessary to use a formula specific to each yield convention. Accordingly, the computation of price, convexity and duration from the yield should be based on this yield convention.

"Inflation Instruments: Swap Zero-coupon, Year-on-year and Bonds."

Enum Constant Summary

Enum Constants

Enum Constant and Description
GB_IL_BOND The UK real yield convention.
GB_IL_FLOAT The UK real yield convention.
JP_IL_COMPOUND The Japan compound yield convention for inflation index bond.
JP_IL_SIMPLE The Japan simple yield convention for inflation index bond.
US_IL_REAL The US real yield convention.

Method Summary

Modifier and Type	Method and Description
static CapitalIndexedBondYieldConvention	of(String name) Obtains an instance from the specified name.
String	toString() Returns the formatted name of the type.
static CapitalIndexedBondYieldConvention	valueOf(String name) Returns the enum constant of this type with the specified name.
static CapitalIndexedBondYieldConvention[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

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

getName

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

of

Enum Constant Detail

US_IL_REAL

public static final CapitalIndexedBondYieldConvention US_IL_REAL

The US real yield convention. Used for TIPS (see Federal Register Vol. 69, N0. 170, p 53623).

GB_IL_FLOAT

public static final CapitalIndexedBondYieldConvention GB_IL_FLOAT

The UK real yield convention. Used for inflation linked GILTS.

GB_IL_BOND

public static final CapitalIndexedBondYieldConvention GB_IL_BOND

The UK real yield convention. Used for UK inflation linked corporate bond.

JP_IL_SIMPLE

public static final CapitalIndexedBondYieldConvention JP_IL_SIMPLE

The Japan simple yield convention for inflation index bond.

JP_IL_COMPOUND

public static final CapitalIndexedBondYieldConvention JP_IL_COMPOUND

The Japan compound yield convention for inflation index bond.

Method Detail

values

public static CapitalIndexedBondYieldConvention[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (CapitalIndexedBondYieldConvention c : CapitalIndexedBondYieldConvention.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static CapitalIndexedBondYieldConvention valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

of

public static CapitalIndexedBondYieldConvention of(String name)

Obtains an instance from the specified name.

Parsing handles the mixed case form produced by toString() and the upper and lower case variants of the enum constant name.

Parameters:

name - the name to parse

Returns:

the type

Throws:

IllegalArgumentException - if the name is not known

toString

public String toString()

Returns the formatted name of the type.

Overrides:

toString in class Enum<CapitalIndexedBondYieldConvention>

Returns:

the formatted string representing the type