Package cdm.base.math

Enum AveragingWeightingMethodEnum

java.lang.Object

java.lang.Enum<AveragingWeightingMethodEnum>

cdm.base.math.AveragingWeightingMethodEnum

All Implemented Interfaces:

Serializable, Comparable<AveragingWeightingMethodEnum>

@RosettaEnum("AveragingWeightingMethodEnum")
public enum AveragingWeightingMethodEnum
extends Enum<AveragingWeightingMethodEnum>

The enumerated values to specify the method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
UNWEIGHTED	The arithmetic mean of the relevant rates for each reset date.
WEIGHTED	The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.

Method Summary

Modifier and Type	Method	Description
static AveragingWeightingMethodEnum	fromDisplayName(String name)
String	toDisplayString()
String	toString()
static AveragingWeightingMethodEnum	valueOf(String name)	Returns the enum constant of this type with the specified name.
static AveragingWeightingMethodEnum[]	values()	Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Details

UNWEIGHTED

@RosettaEnumValue("Unweighted")
public static final AveragingWeightingMethodEnum UNWEIGHTED

The arithmetic mean of the relevant rates for each reset date.

WEIGHTED

@RosettaEnumValue("Weighted")
public static final AveragingWeightingMethodEnum WEIGHTED

The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.

Method Details

values

public static AveragingWeightingMethodEnum[] values()

Returns an array containing the constants of this enum type, in the order they are declared.

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static AveragingWeightingMethodEnum valueOf(String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

fromDisplayName

public static AveragingWeightingMethodEnum fromDisplayName(String name)

toString

public String toString()

Overrides:

toString in class Enum<AveragingWeightingMethodEnum>

toDisplayString

public String toDisplayString()