Package cdm.product.asset

Enum RealisedVarianceMethodEnum

java.lang.Object

java.lang.Enum<RealisedVarianceMethodEnum>

cdm.product.asset.RealisedVarianceMethodEnum

All Implemented Interfaces:

Serializable, Comparable<RealisedVarianceMethodEnum>

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

The contract specifies which price must satisfy the boundary condition. Used for variance, volatility and correlation caps and floors.

Version:

5.30.0

Enum Constant Summary

Enum Constants

Enum Constant	Description
BOTH	For a return on day T, the observed prices on both T and T-1 must be in range
LAST	For a return on day T, the observed price on T must be in range.
PREVIOUS	For a return on day T, the observed price on T-1 must be in range.

Method Summary

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

PREVIOUS

@RosettaEnumValue("Previous")
public static final RealisedVarianceMethodEnum PREVIOUS

For a return on day T, the observed price on T-1 must be in range.

LAST

@RosettaEnumValue("Last")
public static final RealisedVarianceMethodEnum LAST

For a return on day T, the observed price on T must be in range.

BOTH

@RosettaEnumValue("Both")
public static final RealisedVarianceMethodEnum BOTH

For a return on day T, the observed prices on both T and T-1 must be in range

Method Details

values

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

toString

public String toString()

Overrides:

toString in class Enum<RealisedVarianceMethodEnum>

toDisplayString

public String toDisplayString()