Package cdm.observable.common

Enum DeterminationMethodEnum

java.lang.Object

java.lang.Enum<DeterminationMethodEnum>

cdm.observable.common.DeterminationMethodEnum

All Implemented Interfaces:

Serializable, Comparable<DeterminationMethodEnum>

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

The enumerated values to specify the method according to which an amount or a date is determined.

Version:

5.30.0 Body ISDA Corpus Scheme FpML_Coding_Scheme schemeLocation "http://www.fpml.org/coding-scheme/determination-method" Provision

Enum Constant Summary

Enum Constants

Enum Constant	Description
AGREED_INITIAL_PRICE	Agreed separately between the parties.
AS_SPECIFIED_IN_MASTER_CONFIRMATION	As specified in Master Confirmation.
CALCULATION_AGENT	Determined by the Calculation Agent.
CLOSING_PRICE	Official Closing Price.
DIVIDEND_CURRENCY	Determined by the Currency of Equity Dividends.
EXPIRING_CONTRACT_LEVEL	The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.
HEDGE_EXECUTION	Determined by the Hedging Party.
ISSUER_PAYMENT_CURRENCY	Issuer Payment Currency.
NAV	Net Asset Value.
OPEN_PRICE	Opening Price of the Market.
OSP_PRICE	OSP Price.
SETTLEMENT_CURRENCY	Settlement Currency.
STRIKE_DATE_DETERMINATION	Date on which the strike is determined in respect of a forward starting swap.
TWAP_PRICE	Official TWAP Price.
VALUATION_TIME	Price determined at valuation time.
VWAP_PRICE	Official VWAP Price.

Method Summary

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

AGREED_INITIAL_PRICE

@RosettaEnumValue("AgreedInitialPrice")
public static final DeterminationMethodEnum AGREED_INITIAL_PRICE

Agreed separately between the parties.

AS_SPECIFIED_IN_MASTER_CONFIRMATION

@RosettaEnumValue("AsSpecifiedInMasterConfirmation")
public static final DeterminationMethodEnum AS_SPECIFIED_IN_MASTER_CONFIRMATION

As specified in Master Confirmation.

CALCULATION_AGENT

@RosettaEnumValue("CalculationAgent")
public static final DeterminationMethodEnum CALCULATION_AGENT

Determined by the Calculation Agent.

CLOSING_PRICE

@RosettaEnumValue("ClosingPrice")
public static final DeterminationMethodEnum CLOSING_PRICE

Official Closing Price.

DIVIDEND_CURRENCY

@RosettaEnumValue("DividendCurrency")
public static final DeterminationMethodEnum DIVIDEND_CURRENCY

Determined by the Currency of Equity Dividends.

EXPIRING_CONTRACT_LEVEL

@RosettaEnumValue("ExpiringContractLevel")
public static final DeterminationMethodEnum EXPIRING_CONTRACT_LEVEL

The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.

HEDGE_EXECUTION

@RosettaEnumValue("HedgeExecution")
public static final DeterminationMethodEnum HEDGE_EXECUTION

Determined by the Hedging Party.

ISSUER_PAYMENT_CURRENCY

@RosettaEnumValue("IssuerPaymentCurrency")
public static final DeterminationMethodEnum ISSUER_PAYMENT_CURRENCY

Issuer Payment Currency.

NAV

@RosettaEnumValue("NAV")
public static final DeterminationMethodEnum NAV

Net Asset Value.

OPEN_PRICE

@RosettaEnumValue("OpenPrice")
public static final DeterminationMethodEnum OPEN_PRICE

Opening Price of the Market.

OSP_PRICE

@RosettaEnumValue("OSPPrice")
public static final DeterminationMethodEnum OSP_PRICE

OSP Price.

SETTLEMENT_CURRENCY

@RosettaEnumValue("SettlementCurrency")
public static final DeterminationMethodEnum SETTLEMENT_CURRENCY

Settlement Currency.

STRIKE_DATE_DETERMINATION

@RosettaEnumValue("StrikeDateDetermination")
public static final DeterminationMethodEnum STRIKE_DATE_DETERMINATION

Date on which the strike is determined in respect of a forward starting swap.

TWAP_PRICE

@RosettaEnumValue("TWAPPrice")
public static final DeterminationMethodEnum TWAP_PRICE

Official TWAP Price.

VALUATION_TIME

@RosettaEnumValue("ValuationTime")
public static final DeterminationMethodEnum VALUATION_TIME

Price determined at valuation time.

VWAP_PRICE

@RosettaEnumValue("VWAPPrice")
public static final DeterminationMethodEnum VWAP_PRICE

Official VWAP Price.

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<DeterminationMethodEnum>

toDisplayString

public String toDisplayString()