Package cdm.observable.asset.calculatedrate

Enum ObservationPeriodDatesEnum

java.lang.Object

java.lang.Enum<ObservationPeriodDatesEnum>

cdm.observable.asset.calculatedrate.ObservationPeriodDatesEnum

All Implemented Interfaces:

Serializable, Comparable<ObservationPeriodDatesEnum>

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

The enumerated values to specify whether rate calculations occur relative to the first or last day of a calculation period. Done in uppercase due to a bug in code generation. 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
FIXING_DATE	Calculations occur relative to a previously defined reset date, e.g. for a fallback rate.
SET_IN_ADVANCE	Calculations occur relative to the first day of a calculation period.
STANDARD	Calculations occur relative to the last day of a calculation period (set in arrears).

Method Summary

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

SET_IN_ADVANCE

@RosettaEnumValue("SetInAdvance")
public static final ObservationPeriodDatesEnum SET_IN_ADVANCE

Calculations occur relative to the first day of a calculation period.

STANDARD

@RosettaEnumValue("Standard")
public static final ObservationPeriodDatesEnum STANDARD

Calculations occur relative to the last day of a calculation period (set in arrears).

FIXING_DATE

@RosettaEnumValue("FixingDate")
public static final ObservationPeriodDatesEnum FIXING_DATE

Calculations occur relative to a previously defined reset date, e.g. for a fallback rate.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<ObservationPeriodDatesEnum>

toDisplayString

public String toDisplayString()