com.opengamma.strata.pricer.CompoundedRateType.java Source code

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Here is the source code for com.opengamma.strata.pricer.CompoundedRateType.java

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/**
 * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.pricer;

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

import com.google.common.base.CaseFormat;
import com.opengamma.strata.collect.ArgChecker;

/**
 * A compounded rate type.
 * <p>
 * Compounded rate is continuously compounded rate or periodically compounded rate.
 * The main application of this is z-spread computation under a specific way of compounding.
 * See, for example, {@link DiscountFactors}.
 */
public enum CompoundedRateType {

    /**
     * Periodic compounding.
     * <p>
     * The rate is periodically compounded.
     * In this case the number of periods par year should be specified in addition.
     */
    PERIODIC,
    /**
     * Continuous compounding.
     * <p>
     * The rate is continuously compounded.
     */
    CONTINUOUS;

    //-------------------------------------------------------------------------
    /**
     * Obtains an instance from the specified unique name.
     * 
     * @param uniqueName  the unique name
     * @return the type
     * @throws IllegalArgumentException if the name is not known
     */
    @FromString
    public static CompoundedRateType of(String uniqueName) {
        ArgChecker.notNull(uniqueName, "uniqueName");
        return valueOf(CaseFormat.UPPER_CAMEL.to(CaseFormat.UPPER_UNDERSCORE, uniqueName));
    }

    //-------------------------------------------------------------------------
    /**
     * Returns the formatted unique name of the type.
     * 
     * @return the formatted string representing the type
     */
    @ToString
    @Override
    public String toString() {
        return CaseFormat.UPPER_UNDERSCORE.to(CaseFormat.UPPER_CAMEL, name());
    }

}