com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod.java Source code

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Here is the source code for com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod.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.product.swaption;

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

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

/**
 * Cash settlement method of cash settled swaptions.
 * <p>
 * Reference: "Swaption Pricing", OpenGamma Documentation 10, Version 1.2, April 2011.
 */
public enum CashSwaptionSettlementMethod {

    /**
     * The cash price method
     * <p>
     * If exercised, the value of the underlying swap is exchanged at the cash settlement date.
     */
    CASH_PRICE,
    /**
     * The par yield curve method.
     * <p>
     * The settlement amount is computed with cash-settled annuity using the pre-agreed strike swap rate.
     */
    PAR_YIELD,
    /**
     * The zero coupon yield method.
     * <p>
     * The settlement amount is computed with the discount factor based on the agreed zero coupon curve.
     */
    ZERO_COUPON_YIELD;

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

}