/** * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.strata.basics.index; import com.opengamma.strata.collect.named.ExtendedEnum; /** * Constants and implementations for standard Floating rate names. * <p> * Each constant refers to a standard definition of the specified index. */ public final class FloatingRateNames { // constants are indirected via ENUM_LOOKUP to allow them to be replaced by config /** * The extended enum lookup from name to instance. */ static final ExtendedEnum<FloatingRateName> ENUM_LOOKUP = ExtendedEnum.of(FloatingRateName.class); //------------------------------------------------------------------------- /** * Constant for GBP-LIBOR. */ public static final FloatingRateName GBP_LIBOR = FloatingRateName.of("GBP-LIBOR"); /** * Constant for USD-LIBOR. */ public static final FloatingRateName USD_LIBOR = FloatingRateName.of("USD-LIBOR"); /** * Constant for CHF-LIBOR. */ public static final FloatingRateName CHF_LIBOR = FloatingRateName.of("CHF-LIBOR"); /** * Constant for EUR-LIBOR. */ public static final FloatingRateName EUR_LIBOR = FloatingRateName.of("EUR-LIBOR"); /** * Constant for JPY-LIBOR. */ public static final FloatingRateName JPY_LIBOR = FloatingRateName.of("JPY-LIBOR"); /** * Constant for EUR-EURIBOR. */ public static final FloatingRateName EUR_EURIBOR = FloatingRateName.of("EUR-EURIBOR"); /** * Constant for GBP-SONIA Overnight index. */ public static final FloatingRateName GBP_SONIA = FloatingRateName.of("GBP-SONIA"); /** * Constant for USD-FED-FUND Overnight index. */ public static final FloatingRateName USD_FED_FUND = FloatingRateName.of("USD-FED-FUND"); /** * Constant for CHF-TOIS Overnight index. */ public static final FloatingRateName CHF_TOIS = FloatingRateName.of("CHF-TOIS"); /** * Constant for EUR-EONIA Overnight index. */ public static final FloatingRateName EUR_EONIA = FloatingRateName.of("EUR-EONIA"); /** * Constant for JPY-TONAR Overnight index. */ public static final FloatingRateName JPY_TONAR = FloatingRateName.of("JPY-TONAR"); /** * Constant for USD-FED-FUND Overnight index using averaging. */ public static final FloatingRateName USD_FED_FUND_AVG = FloatingRateName.of("USD-FED-FUND-AVG"); /** * Constant for GB-RPI Price index. */ public static final FloatingRateName GB_RPI = FloatingRateName.of("GB-RPI"); /** * Constant for EU-EXT-CPI Price index. */ public static final FloatingRateName EU_EXT_CPI = FloatingRateName.of("EU-EXT-CPI"); /** * Constant for US-CPI-U Price index. */ public static final FloatingRateName US_CPI_U = FloatingRateName.of("US-CPI-U"); /** * Constant for FR-EXT-CPI Price index. */ public static final FloatingRateName FR_EXT_CPI = FloatingRateName.of("FR-EXT-CPI"); //------------------------------------------------------------------------- /** * Restricted constructor. */ private FloatingRateNames() { } }