Package cdm.product.asset

Enum NegativeInterestRateTreatmentEnum

java.lang.Object

java.lang.Enum<NegativeInterestRateTreatmentEnum>

cdm.product.asset.NegativeInterestRateTreatmentEnum

All Implemented Interfaces:

Serializable, Comparable<NegativeInterestRateTreatmentEnum>

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

The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
NEGATIVE_INTEREST_RATE_METHOD	Negative Interest Rate Method.
ZERO_INTEREST_RATE_EXCLUDING_SPREAD_METHOD	Per 2021 ISDA Definitions section 6.8.6
ZERO_INTEREST_RATE_METHOD	Zero Interest Rate Method.

Method Summary

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

NEGATIVE_INTEREST_RATE_METHOD

@RosettaEnumValue("NegativeInterestRateMethod")
public static final NegativeInterestRateTreatmentEnum NEGATIVE_INTEREST_RATE_METHOD

Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).

ZERO_INTEREST_RATE_METHOD

@RosettaEnumValue("ZeroInterestRateMethod")
public static final NegativeInterestRateTreatmentEnum ZERO_INTEREST_RATE_METHOD

Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).

ZERO_INTEREST_RATE_EXCLUDING_SPREAD_METHOD

@RosettaEnumValue("ZeroInterestRateExcludingSpreadMethod")
public static final NegativeInterestRateTreatmentEnum ZERO_INTEREST_RATE_EXCLUDING_SPREAD_METHOD

Per 2021 ISDA Definitions section 6.8.6

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<NegativeInterestRateTreatmentEnum>

toDisplayString

public String toDisplayString()