Package cdm.observable.asset.calculatedrate

Enum InflationCalculationMethodEnum

java.lang.Object

java.lang.Enum<InflationCalculationMethodEnum>

cdm.observable.asset.calculatedrate.InflationCalculationMethodEnum

All Implemented Interfaces:

Serializable, Comparable<InflationCalculationMethodEnum>

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

Indicates how to use the inflation index to calculate the payment (e.g. Ratio, Return, Spread). Added for Inflation Asset Swap

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
RATIO	(Inflation Index Final / Inflation Index Base).
RETURN	(Inflation Index Final / Inflation Index Base -1).
SPREAD	Inflation Index Final - Inflation Index Base).

Method Summary

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

RATIO

@RosettaEnumValue("Ratio")
public static final InflationCalculationMethodEnum RATIO

(Inflation Index Final / Inflation Index Base). Inflation Index Final is inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interpolation). Inflation Index Base subject to the Calculation Style. Used in inflation asset swaps to calculate the inflation coupons and principal exchange.

RETURN

@RosettaEnumValue("Return")
public static final InflationCalculationMethodEnum RETURN

(Inflation Index Final / Inflation Index Base -1). Inflation Index Final is the inflation index for Reference Month that is the Lag number of months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Used in market standard ZC Inflation swaps.

SPREAD

@RosettaEnumValue("Spread")
public static final InflationCalculationMethodEnum SPREAD

Inflation Index Final - Inflation Index Base). Inflation Index Final is Index for Ref month the Lag months prior to Payment Date (subject to interp). Inflation Index Base subject to the Calculation Style. Typically used for fixing locks.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<InflationCalculationMethodEnum>

toDisplayString

public String toDisplayString()