Package cdm.observable.asset.calculatedrate

Enum CalculationMethodEnum

java.lang.Object

java.lang.Enum<CalculationMethodEnum>

cdm.observable.asset.calculatedrate.CalculationMethodEnum

All Implemented Interfaces:

Serializable, Comparable<CalculationMethodEnum>

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

What calculation type is required, averaging or compounding. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
AVERAGING	Averaging, i.e. arithmetic averaging.
COMPOUNDED_INDEX	A rate based on an index that is computed by a rate administrator.
COMPOUNDING	Compounding, i.e. geometric averaging following an ISDA defined formula.

Method Summary

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

AVERAGING

@RosettaEnumValue("Averaging")
public static final CalculationMethodEnum AVERAGING

Averaging, i.e. arithmetic averaging.

COMPOUNDING

@RosettaEnumValue("Compounding")
public static final CalculationMethodEnum COMPOUNDING

Compounding, i.e. geometric averaging following an ISDA defined formula.

COMPOUNDED_INDEX

@RosettaEnumValue("CompoundedIndex")
public static final CalculationMethodEnum COMPOUNDED_INDEX

A rate based on an index that is computed by a rate administrator. The user is responsible for backing out the rate by applying a simple formula.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<CalculationMethodEnum>

toDisplayString

public String toDisplayString()