/**
* Copyright (C) 2014 - 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 Overnight rate indices.
* <p>
* Each constant returns a standard definition of the specified index.
*/
public final class OvernightIndices {
// 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<OvernightIndex> ENUM_LOOKUP = ExtendedEnum.of(OvernightIndex.class);
//-------------------------------------------------------------------------
/**
* The SONIA index for GBP.
* <p>
* SONIA is an "Overnight" index.
*/
public static final OvernightIndex GBP_SONIA = OvernightIndex.of("GBP-SONIA");
/**
* The TOIS index for CHF.
* <p>
* TOIS is a "Tomorrow/Next" index.
*/
public static final OvernightIndex CHF_TOIS = OvernightIndex.of("CHF-TOIS");
/**
* The EONIA index for EUR.
* <p>
* EONIA is an "Overnight" index.
*/
public static final OvernightIndex EUR_EONIA = OvernightIndex.of("EUR-EONIA");
/**
* The TONAR index for JPY.
* <p>
* TONAR is an "Overnight" index.
*/
public static final OvernightIndex JPY_TONAR = OvernightIndex.of("JPY-TONAR");
/**
* The Fed Fund index for USD.
* <p>
* Fed Fund is an "Overnight" index.
*/
public static final OvernightIndex USD_FED_FUND = OvernightIndex.of("USD-FED-FUND");
/**
* The AONIA index for AUD.
* <p>
* AONIA is an "Overnight" index.
*/
public static final OvernightIndex AUD_AONIA = OvernightIndex.of("AUD-AONIA");
/**
* The CDI index for BRL.
* <p>
* The "Brazil Certificates of Interbank Deposit" index.
*/
public static final OvernightIndex BRL_CDI = OvernightIndex.of("BRL-CDI");
/**
* The CORRA index for CAD.
* <p>
* The "Canadian Overnight Repo Rate Average" index.
*/
public static final OvernightIndex CAD_CORRA = OvernightIndex.of("CAD-CORRA");
/**
* The TN index for DKK.
* <p>
* The "Tomorrow/Next-renten" index.
*/
public static final OvernightIndex DKK_TNR = OvernightIndex.of("DKK-TNR");
/**
* The NOWA index for NOK.
* <p>
* The "Norwegian Overnight Weighted Average" index.
*/
public static final OvernightIndex NOK_NOWA = OvernightIndex.of("NOK-NOWA");
/**
* The PLONIA index for PLN.
* <p>
* The "Polish Overnight" index.
*/
public static final OvernightIndex PLN_POLONIA = OvernightIndex.of("PLN-POLONIA");
/**
* The SIOR index for SEK.
* <p>
* The "STIBOR T/N" index.
*/
public static final OvernightIndex SEK_SIOR = OvernightIndex.of("SEK-SIOR");
//-------------------------------------------------------------------------
/**
* Restricted constructor.
*/
private OvernightIndices() {
}
}