Package cdm.observable.asset.fro
Enum FloatingRateIndexCalculationMethodEnum
java.lang.Object
java.lang.Enum<FloatingRateIndexCalculationMethodEnum>
cdm.observable.asset.fro.FloatingRateIndexCalculationMethodEnum
- All Implemented Interfaces:
Serializable,Comparable<FloatingRateIndexCalculationMethodEnum>
@RosettaEnum("FloatingRateIndexCalculationMethodEnum")
public enum FloatingRateIndexCalculationMethodEnum
extends Enum<FloatingRateIndexCalculationMethodEnum>
3rd level ISDA FRO category.
- Version:
- 5.30.0
-
Enum Constant Summary
Enum ConstantsEnum ConstantDescriptionA calculation methodology using the arithmetic mean.A calculation methodology using the ISDA-defined OIS compounding formula. -
Method Summary
Modifier and TypeMethodDescriptionfromDisplayName(String name) toString()Returns the enum constant of this type with the specified name.values()Returns an array containing the constants of this enum type, in the order they are declared.
-
Enum Constant Details
-
OIS_COMPOUND
@RosettaEnumValue(value="OISCompound", displayName="OIS Compounding") public static final FloatingRateIndexCalculationMethodEnum OIS_COMPOUNDA calculation methodology using the ISDA-defined OIS compounding formula. -
AVERAGE
@RosettaEnumValue(value="Average", displayName="Overnight Averaging") public static final FloatingRateIndexCalculationMethodEnum AVERAGEA calculation methodology using the arithmetic mean. -
COMPOUNDED
@RosettaEnumValue(value="Compounded", displayName="Compounded Index") public static final FloatingRateIndexCalculationMethodEnum COMPOUNDED -
ALL_IN_COMPOUNDED
@RosettaEnumValue(value="AllInCompounded", displayName="All-In Compounded Index") public static final FloatingRateIndexCalculationMethodEnum ALL_IN_COMPOUNDED
-
-
Method Details
-
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
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 nameNullPointerException- if the argument is null
-
fromDisplayName
-
toString
- Overrides:
toStringin classEnum<FloatingRateIndexCalculationMethodEnum>
-
toDisplayString
-