com.opengamma.strata.product.swap.FixingRelativeTo.java Source code

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Here is the source code for com.opengamma.strata.product.swap.FixingRelativeTo.java

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/**
 * 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.google.common.base.CaseFormat;
import com.opengamma.strata.basics.schedule.SchedulePeriod;
import com.opengamma.strata.collect.ArgChecker;

/**
 * The base date that each rate fixing is made relative to.
 * <p>
 * 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 {

    /**
     * The rate fixing is made relative to the start of each reset period.
     * <p>
     * The fixing date is relative to the start date of each reset period
     * within the accrual period, as adjusted by business day conventions.
     * <p>
     * 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.
     * <p>
     * The fixing date is relative to the end date of each reset period
     * within the accrual period, as adjusted by business day conventions.
     * <p>
     * This can be referred to as "fixing in arrears" or "reset in arrears".
     */
    PERIOD_END;

    //-------------------------------------------------------------------------
    /**
     * 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 FixingRelativeTo of(String uniqueName) {
        ArgChecker.notNull(uniqueName, "uniqueName");
        return valueOf(CaseFormat.UPPER_CAMEL.to(CaseFormat.UPPER_UNDERSCORE, uniqueName));
    }

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

    //-------------------------------------------------------------------------
    /**
     * 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());
    }

}