Enum FinalPrincipalExchangeCalculationEnum

java.lang.Object
java.lang.Enum<FinalPrincipalExchangeCalculationEnum>
cdm.product.asset.FinalPrincipalExchangeCalculationEnum
All Implemented Interfaces:
Serializable, Comparable<FinalPrincipalExchangeCalculationEnum>

@RosettaEnum("FinalPrincipalExchangeCalculationEnum") public enum FinalPrincipalExchangeCalculationEnum extends Enum<FinalPrincipalExchangeCalculationEnum>
To be specified only for products that embed a redemption payment.
Version:
5.30.0
  • Enum Constant Details

    • FLOORED

      @RosettaEnumValue("Floored") public static final FinalPrincipalExchangeCalculationEnum FLOORED
      If Floored is set then Principal Exchange takes the form: Notional Amount * Max(1, Index Final/ Index Base).
    • NON_FLOORED

      @RosettaEnumValue("NonFloored") public static final FinalPrincipalExchangeCalculationEnum NON_FLOORED
      If NonFloored is set then the Principal Exchange takes the form: Notional Amount * Index Final / Index Base.
  • Method Details