Package cdm.event.common

Enum EventIntentEnum

java.lang.Object
java.lang.Enum<EventIntentEnum>
cdm.event.common.EventIntentEnum
All Implemented Interfaces:
Serializable, Comparable<EventIntentEnum>
@RosettaEnum("EventIntentEnum") public enum EventIntentEnum extends Enum<EventIntentEnum>
The enumeration values to qualify the intent associated with a transaction event.
Version:
5.30.0

  • Enum Constant Summary

    Enum Constants
    Enum Constant
    Description
    ALLOCATION
    The intent is to allocate one or more trades as part of an allocated block trade.
    CASH_FLOW
    The intent is to designate a stand-alone cash transfer as a result of Trade contracual terms e.g. incurred by payout for instance a Performance Amount or a Floating Rate Amount.
    CLEARING
    The intent is to clear the contract.
    COMPRESSION
    The intent is to compress multiple trades as part of a netting or compression event.
    CONTRACT_FORMATION
    The intent is to form a contract from an execution.
    CONTRACT_TERMS_AMENDMENT
    The intent is to amend the terms of the contract through renegotiation.
    CORPORATE_ACTION_ADJUSTMENT
    The intent is to take into effect the occurrence of a Corporate Action and the particular Corporate Action at stake shall be further specified in CorporateActionTypeEnum.
    CREDIT_EVENT
    The intent is to take into effect the occurrence of a Credit Event.
    DECREASE
    The intent is to Decrease the quantity or notional of the contract.
    EARLY_TERMINATION_PROVISION
    The intent is to fully unwind the Trade, as a result of the application of Trade contractual terms (e.g. an obligation to do so before Termination Date as part of any kind of Early Termination terms) as defined within the CDM EarlyTerminationProvision data type.
    INCREASE
    The intent is to Increase the quantity or notional of the contract.
    INDEX_TRANSITION
    The intent is to replace an interest rate index by another one during the life of a trade and add a transition spread on top of this index (and on top of the spreads already defined in the trade, if any).
    NOTIONAL_RESET
    The intent is to increase or to decrease the notional of the Trade, in accordance with Notional Reset features e.g. could apply for Cross Currency Swaps, Equity Performance Swaps, etc.
    NOTIONAL_STEP
    The intent is to increase or to decrease the notional of the Trade, in accordance with Step features attached to a Payout Quantity.
    NOVATION
    The intent is to novate the contract.
    OBSERVATION_RECORD
    The intent is to record any kind of stand-alone obervervations e.g. internal data recording, usage of CDM for recording and/or exchanging data as part of pricing 'consensus' processing, etc.
    OPTION_EXERCISE
    The intent is to Exercise a contract that is made of one or several option payout legs.
    OPTIONAL_CANCELLATION
    The intent is to cancel the trade through exercise of an optional right as defined within the CDM OptionProvision data type.
    OPTIONAL_EXTENSION
    The intent is to extend the trade through exercise of an optional right as defined within the CDM OptionProvision data type.
    PORTFOLIO_REBALANCING
    The intent is to rebalance a portfolio, by inserting new derivatives transactions into portfolios of participants to reduce risks linked to those trades.
    PRINCIPAL_EXCHANGE
    The intent is to pay or to receive a cash transfer, in accordance with Principal Exchange features.
    REALLOCATION
    The intent is to reallocate one or more trades as part of an allocated block trade.
    REPURCHASE
    The intent is to close a repo transaction through repurchase.

  • Method Summary

    Modifier and Type
    Method
    Description
    static EventIntentEnum
    fromDisplayName(String name)
     
    String
    toDisplayString()
     
    String
    toString()
     
    static EventIntentEnum
    valueOf(String name)
    Returns the enum constant of this type with the specified name.
    static EventIntentEnum[]
    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

    • ALLOCATION

      @RosettaEnumValue("Allocation") public static final EventIntentEnum ALLOCATION
      The intent is to allocate one or more trades as part of an allocated block trade.

    • CASH_FLOW

      @RosettaEnumValue("CashFlow") public static final EventIntentEnum CASH_FLOW
      The intent is to designate a stand-alone cash transfer as a result of Trade contracual terms e.g. incurred by payout for instance a Performance Amount or a Floating Rate Amount. The particular CashFlow at stake shall be further specified in priceTransferEnum or transferTypeEnum. For clarity, such intentEnum value shall not be used whenever a cash transfer is not stand-alone but is instead embedded in another Event as part of the composable modelling e.g. Decrease with Fees, Cross-Currency Notional Reset, etc. or any other Event whenever including a cash transfer with other features. For clarity, a principal payment related to a Principal Exhange is excluded as well, because a dedicated intentEnum value exists for this event i.e. PrincipalExchange value.

    • CLEARING

      @RosettaEnumValue("Clearing") public static final EventIntentEnum CLEARING
      The intent is to clear the contract.

    • COMPRESSION

      @RosettaEnumValue("Compression") public static final EventIntentEnum COMPRESSION
      The intent is to compress multiple trades as part of a netting or compression event.

    • CONTRACT_FORMATION

      @RosettaEnumValue("ContractFormation") public static final EventIntentEnum CONTRACT_FORMATION
      The intent is to form a contract from an execution.

    • CONTRACT_TERMS_AMENDMENT

      @RosettaEnumValue("ContractTermsAmendment") public static final EventIntentEnum CONTRACT_TERMS_AMENDMENT
      The intent is to amend the terms of the contract through renegotiation.

    • CORPORATE_ACTION_ADJUSTMENT

      @RosettaEnumValue("CorporateActionAdjustment") public static final EventIntentEnum CORPORATE_ACTION_ADJUSTMENT
      The intent is to take into effect the occurrence of a Corporate Action and the particular Corporate Action at stake shall be further specified in CorporateActionTypeEnum.

    • CREDIT_EVENT

      @RosettaEnumValue("CreditEvent") public static final EventIntentEnum CREDIT_EVENT
      The intent is to take into effect the occurrence of a Credit Event.

    • DECREASE

      @RosettaEnumValue("Decrease") public static final EventIntentEnum DECREASE
      The intent is to Decrease the quantity or notional of the contract.

    • EARLY_TERMINATION_PROVISION

      @RosettaEnumValue("EarlyTerminationProvision") public static final EventIntentEnum EARLY_TERMINATION_PROVISION
      The intent is to fully unwind the Trade, as a result of the application of Trade contractual terms (e.g. an obligation to do so before Termination Date as part of any kind of Early Termination terms) as defined within the CDM EarlyTerminationProvision data type. Accordingly, increase and decrease of positions which result from negotiation by the parties shall not be designated by such intentEnum. For clarity, partial exercise of an option before its expiration date is excluded as well, though related to Trade contract terms, because a dedicated intentEnum value exists for this event i.e. OptionExercise value.

    • INCREASE

      @RosettaEnumValue("Increase") public static final EventIntentEnum INCREASE
      The intent is to Increase the quantity or notional of the contract.

    • INDEX_TRANSITION

      @RosettaEnumValue("IndexTransition") public static final EventIntentEnum INDEX_TRANSITION
      The intent is to replace an interest rate index by another one during the life of a trade and add a transition spread on top of this index (and on top of the spreads already defined in the trade, if any).

    • NOTIONAL_RESET

      @RosettaEnumValue("NotionalReset") public static final EventIntentEnum NOTIONAL_RESET
      The intent is to increase or to decrease the notional of the Trade, in accordance with Notional Reset features e.g. could apply for Cross Currency Swaps, Equity Performance Swaps, etc.

    • NOTIONAL_STEP

      @RosettaEnumValue("NotionalStep") public static final EventIntentEnum NOTIONAL_STEP
      The intent is to increase or to decrease the notional of the Trade, in accordance with Step features attached to a Payout Quantity.

    • NOVATION

      @RosettaEnumValue("Novation") public static final EventIntentEnum NOVATION
      The intent is to novate the contract.

    • OBSERVATION_RECORD

      @RosettaEnumValue("ObservationRecord") public static final EventIntentEnum OBSERVATION_RECORD
      The intent is to record any kind of stand-alone obervervations e.g. internal data recording, usage of CDM for recording and/or exchanging data as part of pricing 'consensus' processing, etc. For clarity, such intentEnum value shall not be used whenever an observation is not stand-alone but is instead embedded in another Event as part of the composable modelling e.g. CashFlow to which an observation of prices is associated, etc.

    • OPTION_EXERCISE

      @RosettaEnumValue("OptionExercise") public static final EventIntentEnum OPTION_EXERCISE
      The intent is to Exercise a contract that is made of one or several option payout legs. For clarity, such intentEnum value shall not be used whenever an optional right is exercised in relation with a Trade which composition includes other types of payout legs e.g. right to call or to cancel before Termination Date as part of any kind of Early Termination terms other than genuine bermuda or american style features described in option payout.

    • OPTIONAL_EXTENSION

      @RosettaEnumValue("OptionalExtension") public static final EventIntentEnum OPTIONAL_EXTENSION
      The intent is to extend the trade through exercise of an optional right as defined within the CDM OptionProvision data type.

    • OPTIONAL_CANCELLATION

      @RosettaEnumValue("OptionalCancellation") public static final EventIntentEnum OPTIONAL_CANCELLATION
      The intent is to cancel the trade through exercise of an optional right as defined within the CDM OptionProvision data type.

    • PORTFOLIO_REBALANCING

      @RosettaEnumValue("PortfolioRebalancing") public static final EventIntentEnum PORTFOLIO_REBALANCING
      The intent is to rebalance a portfolio, by inserting new derivatives transactions into portfolios of participants to reduce risks linked to those trades. These are offsetting trades that rebalance relationships between different counterparties when it comes to exposure of portfolios to certain types of risk, such as interest rate risk.

    • PRINCIPAL_EXCHANGE

      @RosettaEnumValue("PrincipalExchange") public static final EventIntentEnum PRINCIPAL_EXCHANGE
      The intent is to pay or to receive a cash transfer, in accordance with Principal Exchange features.

    • REALLOCATION

      @RosettaEnumValue("Reallocation") public static final EventIntentEnum REALLOCATION
      The intent is to reallocate one or more trades as part of an allocated block trade.

    • REPURCHASE

      @RosettaEnumValue("Repurchase") public static final EventIntentEnum REPURCHASE
      The intent is to close a repo transaction through repurchase.

  • Method Details

    • values

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

    • toString

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

    • toDisplayString

      public String toDisplayString()