Package cdm.observable.asset.calculatedrate

Enum InflationCalculationStyleEnum

java.lang.Object

java.lang.Enum<InflationCalculationStyleEnum>

cdm.observable.asset.calculatedrate.InflationCalculationStyleEnum

All Implemented Interfaces:

Serializable, Comparable<InflationCalculationStyleEnum>

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

Indicates the style of how the inflation index calculates the payment (e.g. YearOnYear, ZeroCoupon).

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
YEAR_ON_YEAR	YearOnYear means Inflation Index Base is the inflation index for Reference Month that is 12 months prior to Inflation Index Final (subject to interpolation).
ZERO_COUPON	ZeroCoupon means Inflation Index Base used in the CalculationMethod is the inflation index for the Reference Month that is the lag number of months prior to Effective Date in the case of a swap, or Bond Interest Accrual Date in the case of an Asset Swap (subject to interpolation).

Method Summary

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

YEAR_ON_YEAR

@RosettaEnumValue("YearOnYear")
public static final InflationCalculationStyleEnum YEAR_ON_YEAR

YearOnYear means Inflation Index Base is the inflation index for Reference Month that is 12 months prior to Inflation Index Final (subject to interpolation). Inflation Index Base is cashflow dependent.

ZERO_COUPON

@RosettaEnumValue("ZeroCoupon")
public static final InflationCalculationStyleEnum ZERO_COUPON

ZeroCoupon means Inflation Index Base used in the CalculationMethod is the inflation index for the Reference Month that is the lag number of months prior to Effective Date in the case of a swap, or Bond Interest Accrual Date in the case of an Asset Swap (subject to interpolation). Inflation Index Base has the same value for each inflation cashflow and Principal Exchange calculation within the trade.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<InflationCalculationStyleEnum>

toDisplayString

public String toDisplayString()