Package com.caplin.motif.fx.common

Class Tenor

java.lang.Object
com.caplin.motif.fx.common.Tenor
public class Tenor extends Object

A class representing tenors, such as SPOT, 1D (one day after SPOT), 1M (one month after SPOT) etc. Instances of Tenor encapsulate an underlying String name, which can be retrieved by calling getName().

This class contains constants for all of the default tenors supported by the FX Integration API. Each of these default tenors is represented by a name, and optionally one or more alternative names. For example, the _1Y tenor is represented by the name "1Y" and also the alternative name "12M". The getValue(String) method will return one of the default tenors if the provided string matches either the name or the alternative name, so calling getValue(String) with either "1Y" or "12M" will return the _1Y instance.

You can create your own instances of Tenor by passing any string into the getValue(String) method. If the string does not match the name or alternative name for any of the default tenors, a new instance of Tenor will be returned encapsulating your string. This name can be retrieved by calling getName() as normal.

  • Field Details

    • _ON

      public static final Tenor _ON
      Overnight (SWAP Only). Represents a swap where the near leg is _TODAY and the far leg is _TOM.

    • _TODAY

      public static final Tenor _TODAY
      Today.

    • _TN

      public static final Tenor _TN
      Tomorrow Next (SWAP Only). Represents a swap where the near leg is _TOM and the far leg is _SPOT.

    • _TOM

      public static final Tenor _TOM
      Tomorrow. For currency pairs where the SPOT date is one day after today rather than two, such as USD/CAD, this tenor typically does not exist because it would represent the same date as SPOT.

    • _SPOT

      public static final Tenor _SPOT
      SPOT. Typically two business days from today, but can vary for certain currency pairs.

    • _1D

      public static final Tenor _1D
      One Day after SPOT.

    • _SN

      public static final Tenor _SN
      Spot Next. (SWAP Only). Represents a swap where the near leg is _SPOT and the far leg is _1D.

    • _1W

      public static final Tenor _1W
      1 Week.

    • _2W

      public static final Tenor _2W
      2 Weeks.

    • _3W

      public static final Tenor _3W
      3 Weeks.

    • _4W

      public static final Tenor _4W
      4 Weeks

    • _1M

      public static final Tenor _1M
      1 Month.

    • _2M

      public static final Tenor _2M
      2 Months.

    • _3M

      public static final Tenor _3M
      3 Months.

    • _4M

      public static final Tenor _4M
      4 Months.

    • _5M

      public static final Tenor _5M
      5 Months.

    • _6M

      public static final Tenor _6M
      6 Months.

    • _7M

      public static final Tenor _7M
      7 months.

    • _8M

      public static final Tenor _8M
      8 Months.

    • _9M

      public static final Tenor _9M
      9 Months.

    • _10M

      public static final Tenor _10M
      10 Months.

    • _11M

      public static final Tenor _11M
      11 Months.

    • _1Y

      public static final Tenor _1Y
      1 Year. Can be created by calling getValue(String) with either "1Y" or "12M".

    • _15M

      public static final Tenor _15M
      15 Months.

    • _18M

      public static final Tenor _18M
      18 Months.

    • _21M

      public static final Tenor _21M
      21 Months.

    • _2Y

      public static final Tenor _2Y
      2 Years. Can be created by calling getValue(String) with either "2Y" or "24M".

    • _3Y

      public static final Tenor _3Y
      3 Years. Can be created by calling getValue(String) with either "3Y" or "36M".

    • _4Y

      public static final Tenor _4Y
      4 Years. Can be created by calling getValue(String) with either "4Y" or "48M".

    • _5Y

      public static final Tenor _5Y
      5 Years. Can be created by calling getValue(String) with either "5Y" or "60M".

    • _BROKEN

      public static final Tenor _BROKEN
      Broken Date. Represents any valid settlement date that is not a tenor date.

  • Method Details

    • getValue

      public static Tenor getValue(String tenorStr)

      Parses the specified tenor string (in the format "1M" or "SPOT" etc) into one of the static Tenor objects.

      One of the default tenor objects will be returned if the provided string matches either the name or alternative name(s) for one of the default tenors. For example, calling this method with either "1Y" or "12M" will return _1Y.

      If a String cannot be matched to a tenor, a new instance of Tenor will be returned with that String as it's name.

      Parameters:
      tenorStr - The string to parse.
      Returns:
      The Tenor equivalent for the tenorStr.

    • values

      public static List<Tenor> values()
      Returns a list containing all of the default Tenors defined as fields in this class.
      Returns:
      A list of all default Tenor instances.

    • getName

      public String getName()

    • equals

      public boolean equals(Object obj)
      Two instances of Tenor are considered equal if the underlying string returned by the getName() method are equal.
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      The hash code for an instance of Tenor is equal to the hash code of the underlying string returned by the getName() method.
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Returns the underling string. This implementation of this method is identical to the implementation of the getName() method.
      Overrides:
      toString in class Object