Package cdm.observable.asset.fro

Enum FloatingRateIndexStyleEnum

java.lang.Object
java.lang.Enum<FloatingRateIndexStyleEnum>
cdm.observable.asset.fro.FloatingRateIndexStyleEnum
All Implemented Interfaces:
Serializable, Comparable<FloatingRateIndexStyleEnum>
@RosettaEnum("FloatingRateIndexStyleEnum") public enum FloatingRateIndexStyleEnum extends Enum<FloatingRateIndexStyleEnum>
Second level ISDA FRO category.
Version:
5.30.0

  • Enum Constant Details

    • AVERAGE_FRO

      @RosettaEnumValue(value="AverageFRO", displayName="Average FRO") public static final FloatingRateIndexStyleEnum AVERAGE_FRO
      An ISDA-defined calculated rate done using arithmetic averaging.

    • COMPOUNDED_FRO

      @RosettaEnumValue(value="CompoundedFRO", displayName="Compounded FRO") public static final FloatingRateIndexStyleEnum COMPOUNDED_FRO
      An ISDA-defined calculated rate done using arithmetic averaging.

    • COMPOUNDED_INDEX

      @RosettaEnumValue(value="CompoundedIndex", displayName="Compounded Index") public static final FloatingRateIndexStyleEnum COMPOUNDED_INDEX
      A published index calculated using compounding.

    • INDEX

      @RosettaEnumValue(value="Index", displayName="Index") public static final FloatingRateIndexStyleEnum INDEX
      A published index using a methodology defined by the publisher, e.g. S&P 500.

    • OTHER

      @RosettaEnumValue(value="Other", displayName="Other") public static final FloatingRateIndexStyleEnum OTHER

    • OVERNIGHT

      @RosettaEnumValue(value="Overnight", displayName="Overnight Rate") public static final FloatingRateIndexStyleEnum OVERNIGHT

    • PUBLISHED_AVERAGE

      @RosettaEnumValue(value="PublishedAverage", displayName="Published Average Rate") public static final FloatingRateIndexStyleEnum PUBLISHED_AVERAGE
      A published rate computed using an averaging methodology.

    • SPECIFIED_FORMULA

      @RosettaEnumValue(value="SpecifiedFormula", displayName="Specified Formula") public static final FloatingRateIndexStyleEnum SPECIFIED_FORMULA

    • SWAP_RATE

      @RosettaEnumValue(value="SwapRate", displayName="Swap Rate") public static final FloatingRateIndexStyleEnum SWAP_RATE
      A rate representing the market rate for swaps of a given maturity.

    • TERM_RATE

      @RosettaEnumValue(value="TermRate", displayName="Term Rate") public static final FloatingRateIndexStyleEnum TERM_RATE
      A rate specified over a given term, such as a libor-type rate.

  • Method Details

    • values

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

    • toString

      public String toString()
      Overrides:
      toString in class Enum<FloatingRateIndexStyleEnum>

    • toDisplayString

      public String toDisplayString()