Package cdm.observable.asset

Enum PriceTypeEnum

java.lang.Object

java.lang.Enum<PriceTypeEnum>

cdm.observable.asset.PriceTypeEnum

All Implemented Interfaces:

Serializable, Comparable<PriceTypeEnum>

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

Provides enumerated values for types of prices in the Price data type in order to explain how to interpret the amount and use it in calculations.

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
ASSET_PRICE	Denotes a price expressed as a cash amount in a given currency to purchase a unit of an asset (e.g. a security or a commodity).
CASH_PRICE	Denotes a price expressed as a cash amount for an upfront fee or other purposes.
CORRELATION	Denotes a price expressed as the weighted average of all pairwise correlation coefficients.
DIVIDEND	Denotes a price expressed as the dividend payment from a index or share.
EXCHANGE_RATE	Denotes a rate to convert one currency or other measure of value to another.
INTEREST_RATE	Denotes a price expressed as a rate to be applied to quantity/notional amount and represented as decimal, e.g.
VARIANCE	Denotes a price expressed as the the arithmetic average of the squared differences from the mean value of an observable price.
VOLATILITY	Denotes a price expressed as the the square root of the arithmetic average of the squared differences from the mean value of an observable price.

Method Summary

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

ASSET_PRICE

@RosettaEnumValue("AssetPrice")
public static final PriceTypeEnum ASSET_PRICE

Denotes a price expressed as a cash amount in a given currency to purchase a unit of an asset (e.g. a security or a commodity).

CASH_PRICE

@RosettaEnumValue("CashPrice")
public static final PriceTypeEnum CASH_PRICE

Denotes a price expressed as a cash amount for an upfront fee or other purposes. For example, {amount, unitOfAmount, PerUnitOfAmount} = [12,500, USD, null] = USD 12,500.

CORRELATION

@RosettaEnumValue("Correlation")
public static final PriceTypeEnum CORRELATION

Denotes a price expressed as the weighted average of all pairwise correlation coefficients.

DIVIDEND

@RosettaEnumValue("Dividend")
public static final PriceTypeEnum DIVIDEND

Denotes a price expressed as the dividend payment from a index or share.

EXCHANGE_RATE

@RosettaEnumValue("ExchangeRate")
public static final PriceTypeEnum EXCHANGE_RATE

Denotes a rate to convert one currency or other measure of value to another. Foreign Exchange rates are represented in decimals, e.g. {amount, unitOfAmount, PerUnitOfAmount} = [1.23, USD, GBP] = USD 1.23 for every 1 GBP.

INTEREST_RATE

@RosettaEnumValue("InterestRate")
public static final PriceTypeEnum INTEREST_RATE

Denotes a price expressed as a rate to be applied to quantity/notional amount and represented as decimal, e.g. {amount, unitOfAmount, PerUnitOfAmount} = [0.08, EUR, EUR] = 8% of the EUR notional quantity/amount or 8 cents for every EUR of notional amount. Body ICMA Corpus MasterAgreement GMRA Global Master Repurchase Agreement GMRA 2011 "The Global Master Repurchase Agreement (GMRA) is a model legal agreement designed for parties transacting repos and is published by the International Capital Market Association (ICMA)." namingConvention "Pricing Rate" Provision As defined in the GMRA, paragraph 2(ll) The pricing rate is the per annum percentage rate for calculation of the Price Differential agreed to by Buyer and Seller in relation to that Transaction. Body ICMA Corpus Guidance ERCCBestPractice ERCC Guide to Best Practice in the European Repo Market ERCC Guide to Best Practice in the European Repo Market "The ERCC Guide to Best Practice in the European Repo Market is published by ICMAs European Repo and Collateral Council (ERCC). Its purpose is to help foster a fair and efficient European repo market by recommending practices which market experience suggests can help avoid uncertainty or disagreement about transactions, and consequent delay or disruption to repo trading and settlement. With the same purpose in mind, the Guide also codifies market conventions, where this has been thought to be helpful, usually in response to queries from market participants." namingConvention "Pricing Rate" Provision ERCC Guide: Annex II Glossary of repo terminology. Repo rate is the market term for the annualised percentage rate of interest on the cash in a repo. Legally-speaking, however, the term is a misnomer, as the legal form of a repo is not an interest-paying loan or deposit. Rather, the return is just the difference between two securities prices. In the GMRA, the repo rate is called the Pricing Rate. Traditionally, the repo rate was the price of a Repurchase Transaction but Buy/Sell-Backs are now often quoted in the same way.

VARIANCE

@RosettaEnumValue("Variance")
public static final PriceTypeEnum VARIANCE

Denotes a price expressed as the the arithmetic average of the squared differences from the mean value of an observable price.

VOLATILITY

@RosettaEnumValue("Volatility")
public static final PriceTypeEnum VOLATILITY

Denotes a price expressed as the the square root of the arithmetic average of the squared differences from the mean value of an observable price.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<PriceTypeEnum>

toDisplayString

public String toDisplayString()