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

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

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

/**
 * Reference price index calculation method.
 * <p>
 * This defines how the reference index calculation occurs.
 * <p>
 * References: "Bond Pricing", OpenGamma Documentation 5, Version 2.0, May 2013, 
 * "Inflation Instruments: Swap Zero-coupon, Year-on-year and Bonds."
 */
public enum PriceIndexCalculationMethod {

    /**
     * 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;

    //-------------------------------------------------------------------------
    /**
     * Obtains the type from a unique name.
     * 
     * @param uniqueName  the unique name
     * @return the type
     * @throws IllegalArgumentException if the name is not known
     */
    @FromString
    public static PriceIndexCalculationMethod 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());
    }

}