Package cdm.observable.asset.calculatedrate

Enum CalculationShiftMethodEnum

java.lang.Object

java.lang.Enum<CalculationShiftMethodEnum>

cdm.observable.asset.calculatedrate.CalculationShiftMethodEnum

All Implemented Interfaces:

Serializable, Comparable<CalculationShiftMethodEnum>

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

the specific calculation method, e.g. lookback. 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
LOOKBACK	Calculations and weighting are done with respect to the calculation period, but observations are shifted back by several days.
NO_SHIFT	calculations occur without any shifting, e.g.
OBSERVATION_PERIOD_SHIFT	the observation period is shifted by several days prior to rate setting, and weightings are done with respect to the obseration period.
RATE_CUT_OFF	Calculations cut the rate off several business days prior to rate setting (Lockout).

Method Summary

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

LOOKBACK

@RosettaEnumValue("Lookback")
public static final CalculationShiftMethodEnum LOOKBACK

Calculations and weighting are done with respect to the calculation period, but observations are shifted back by several days.

OBSERVATION_PERIOD_SHIFT

@RosettaEnumValue("ObservationPeriodShift")
public static final CalculationShiftMethodEnum OBSERVATION_PERIOD_SHIFT

the observation period is shifted by several days prior to rate setting, and weightings are done with respect to the obseration period.

RATE_CUT_OFF

@RosettaEnumValue("RateCutOff")
public static final CalculationShiftMethodEnum RATE_CUT_OFF

Calculations cut the rate off several business days prior to rate setting (Lockout).

NO_SHIFT

@RosettaEnumValue("NoShift")
public static final CalculationShiftMethodEnum NO_SHIFT

calculations occur without any shifting, e.g. OIS Compounding/Basic Averaging style.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<CalculationShiftMethodEnum>

toDisplayString

public String toDisplayString()