/**
* Copyright (C) 2014 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.swap;
import java.time.LocalDate;
import org.joda.convert.FromString;
import org.joda.convert.ToString;
import com.google.common.base.CaseFormat;
import com.opengamma.strata.basics.schedule.SchedulePeriod;
import com.opengamma.strata.collect.ArgChecker;
/**
* The base date that each rate fixing is made relative to.
* <p>
* When calculating the rate fixing dates for a swap leg, the date is calculated relative to another date.
* The other date is specified by this enum.
*/
public enum FixingRelativeTo {
/**
* The rate fixing is made relative to the start of each reset period.
* <p>
* The fixing date is relative to the start date of each reset period
* within the accrual period, as adjusted by business day conventions.
* <p>
* This can be referred to as "fixing in advance" or "reset in advance".
*/
PERIOD_START,
/**
* The rate fixing is made relative to the end of each reset period.
* <p>
* The fixing date is relative to the end date of each reset period
* within the accrual period, as adjusted by business day conventions.
* <p>
* This can be referred to as "fixing in arrears" or "reset in arrears".
*/
PERIOD_END;
//-------------------------------------------------------------------------
/**
* Obtains an instance from the specified unique name.
*
* @param uniqueName the unique name
* @return the type
* @throws IllegalArgumentException if the name is not known
*/
@FromString
public static FixingRelativeTo of(String uniqueName) {
ArgChecker.notNull(uniqueName, "uniqueName");
return valueOf(CaseFormat.UPPER_CAMEL.to(CaseFormat.UPPER_UNDERSCORE, uniqueName));
}
//-------------------------------------------------------------------------
// selects the base date for fixing
LocalDate selectBaseDate(SchedulePeriod period) {
return (this == PERIOD_END ? period.getEndDate() : period.getStartDate());
}
//-------------------------------------------------------------------------
/**
* 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());
}
}