/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.ircurve;
/**
* Temporary enum until we replace these with proper securities
*/
public enum StripInstrumentType {
/** Libor rate */
LIBOR,
/** Cash rate */
CASH,
/** Forward-rate agreement */
FRA,
/** Interest-rate future */
FUTURE,
/** Bankers acceptance */
BANKERS_ACCEPTANCE,
/** Swap rate */
SWAP,
/** Tenor swap */
TENOR_SWAP,
/** Basis swap */
BASIS_SWAP,
/** OIS swap */
OIS_SWAP,
/** Euribor rate */
EURIBOR,
/** FRA (3m floating tenor) */
FRA_3M,
/** FRA (6m floating tenor) */
FRA_6M,
/** Fixed / float swap (3m floating leg reset tenor) */
SWAP_3M,
/** Fixed / float swap (6m floating leg reset tenor) */
SWAP_6M,
/** Fixed / float swap (12m floating leg reset tenor) */
SWAP_12M,
/** CDOR */
CDOR,
/** Cibor */
CIBOR,
/** Stibor */
STIBOR,
/** Simple zero deposit strip */
SIMPLE_ZERO_DEPOSIT,
/** Periodic zero deposit strip */
PERIODIC_ZERO_DEPOSIT,
/** Continuous zero deposit strip */
CONTINUOUS_ZERO_DEPOSIT,
/** Spread strip */
SPREAD,
/** Fixed / float swap (28 day floating leg reset tenor) */
SWAP_28D
}