Package cdm.base.math

Enum FinancialUnitEnum

java.lang.Object
java.lang.Enum<FinancialUnitEnum>
cdm.base.math.FinancialUnitEnum
All Implemented Interfaces:
Serializable, Comparable<FinancialUnitEnum>
@RosettaEnum("FinancialUnitEnum") public enum FinancialUnitEnum extends Enum<FinancialUnitEnum>
Provides enumerated values for financial units, generally used in the context of defining quantities for securities.
Version:
5.30.0

  • Enum Constant Details

    • CONTRACT

      @RosettaEnumValue("Contract") public static final FinancialUnitEnum CONTRACT
      Denotes financial contracts, such as listed futures and options.

    • CONTRACTUAL_PRODUCT

      @RosettaEnumValue("ContractualProduct") public static final FinancialUnitEnum CONTRACTUAL_PRODUCT
      Denotes a Contractual Product as defined in the CDM. This unit type would be used when the price applies to the whole product, for example, in the case of a premium expressed as a cash amount.

    • INDEX_UNIT

      @RosettaEnumValue("IndexUnit") public static final FinancialUnitEnum INDEX_UNIT
      Denotes a price expressed in index points, e.g. for a stock index.

    • LOG_NORMAL_VOLATILITY

      @RosettaEnumValue("LogNormalVolatility") public static final FinancialUnitEnum LOG_NORMAL_VOLATILITY
      Denotes a log normal volatility, expressed in %/month, where the percentage is represented as a decimal. For example, 0.15 means a log-normal volatility of 15% per month.

    • SHARE

      @RosettaEnumValue("Share") public static final FinancialUnitEnum SHARE
      Denotes the number of units of financial stock shares.

    • VALUE_PER_DAY

      @RosettaEnumValue("ValuePerDay") public static final FinancialUnitEnum VALUE_PER_DAY
      Denotes a value (expressed in currency units) for a one day change in a valuation date, which is typically used for expressing sensitivity to the passage of time, also known as theta risk, or carry, or other names.

    • VALUE_PER_PERCENT

      @RosettaEnumValue("ValuePerPercent") public static final FinancialUnitEnum VALUE_PER_PERCENT
      Denotes a value (expressed in currency units) per percent change in the underlying rate which is typically used for expressing sensitivity to volatility changes, also known as vega risk.

    • WEIGHT

      @RosettaEnumValue("Weight") public static final FinancialUnitEnum WEIGHT
      Denotes a quantity (expressed as a decimal value) represented the weight of a component in a basket.

  • Method Details

    • values

      public static FinancialUnitEnum[] 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 FinancialUnitEnum 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 FinancialUnitEnum fromDisplayName(String name)

    • toString

      public String toString()
      Overrides:
      toString in class Enum<FinancialUnitEnum>

    • toDisplayString

      public String toDisplayString()