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 Constants

Enum Constant	Description
ALL_IN_COMPOUNDED
AVERAGE	A calculation methodology using the arithmetic mean.
COMPOUNDED
OIS_COMPOUND	A calculation methodology using the ISDA-defined OIS compounding formula.

Method Summary

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

OIS_COMPOUND

@RosettaEnumValue(value="OISCompound",
                  displayName="OIS Compounding")
public static final FloatingRateIndexCalculationMethodEnum OIS_COMPOUND

A calculation methodology using the ISDA-defined OIS compounding formula.

AVERAGE

@RosettaEnumValue(value="Average",
                  displayName="Overnight Averaging")
public static final FloatingRateIndexCalculationMethodEnum AVERAGE

A 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

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

toString

public String toString()

Overrides:

toString in class Enum<FloatingRateIndexCalculationMethodEnum>

toDisplayString

public String toDisplayString()