Package cdm.product.common.settlement

Enum CashSettlementMethodEnum

java.lang.Object
java.lang.Enum<CashSettlementMethodEnum>
cdm.product.common.settlement.CashSettlementMethodEnum
All Implemented Interfaces:
Serializable, Comparable<CashSettlementMethodEnum>
@RosettaEnum("CashSettlementMethodEnum") public enum CashSettlementMethodEnum extends Enum<CashSettlementMethodEnum>
Defines the different cash settlement methods for a product where cash settlement is applicable.
Version:
5.30.0

  • Enum Constant Details

    • CASH_PRICE_METHOD

      @RosettaEnumValue("CashPriceMethod") public static final CashSettlementMethodEnum CASH_PRICE_METHOD
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (a).

    • CASH_PRICE_ALTERNATE_METHOD

      @RosettaEnumValue("CashPriceAlternateMethod") public static final CashSettlementMethodEnum CASH_PRICE_ALTERNATE_METHOD
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (b).

    • PAR_YIELD_CURVE_ADJUSTED_METHOD

      @RosettaEnumValue("ParYieldCurveAdjustedMethod") public static final CashSettlementMethodEnum PAR_YIELD_CURVE_ADJUSTED_METHOD
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (c).

    • ZERO_COUPON_YIELD_ADJUSTED_METHOD

      @RosettaEnumValue("ZeroCouponYieldAdjustedMethod") public static final CashSettlementMethodEnum ZERO_COUPON_YIELD_ADJUSTED_METHOD
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (d).

    • PAR_YIELD_CURVE_UNADJUSTED_METHOD

      @RosettaEnumValue("ParYieldCurveUnadjustedMethod") public static final CashSettlementMethodEnum PAR_YIELD_CURVE_UNADJUSTED_METHOD
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e).

    • CROSS_CURRENCY_METHOD

      @RosettaEnumValue("CrossCurrencyMethod") public static final CashSettlementMethodEnum CROSS_CURRENCY_METHOD
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (f) (published in Supplement number 23).

    • COLLATERALIZED_CASH_PRICE_METHOD

      @RosettaEnumValue("CollateralizedCashPriceMethod") public static final CashSettlementMethodEnum COLLATERALIZED_CASH_PRICE_METHOD
      An ISDA defined cash settlement method (yield curve) used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (g) (published in Supplement number 28). The method is defined in the 2021 ISDA Definitions, section 18.2.6.

    • MID_MARKET_INDICATIVE_QUOTATIONS

      @RosettaEnumValue("MidMarketIndicativeQuotations") public static final CashSettlementMethodEnum MID_MARKET_INDICATIVE_QUOTATIONS
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.1.

    • MID_MARKET_INDICATIVE_QUOTATIONS_ALTERNATE

      @RosettaEnumValue("MidMarketIndicativeQuotationsAlternate") public static final CashSettlementMethodEnum MID_MARKET_INDICATIVE_QUOTATIONS_ALTERNATE
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.2.

    • MID_MARKET_CALCULATION_AGENT_DETERMINATION

      @RosettaEnumValue("MidMarketCalculationAgentDetermination") public static final CashSettlementMethodEnum MID_MARKET_CALCULATION_AGENT_DETERMINATION
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.3.

    • REPLACEMENT_VALUE_FIRM_QUOTATIONS

      @RosettaEnumValue("ReplacementValueFirmQuotations") public static final CashSettlementMethodEnum REPLACEMENT_VALUE_FIRM_QUOTATIONS
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.4.

    • REPLACEMENT_VALUE_CALCULATION_AGENT_DETERMINATION

      @RosettaEnumValue("ReplacementValueCalculationAgentDetermination") public static final CashSettlementMethodEnum REPLACEMENT_VALUE_CALCULATION_AGENT_DETERMINATION
      An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2021 ISDA Definitions, Section 18.2.5

  • Method Details

    • values

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

    • toString

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

    • toDisplayString

      public String toDisplayString()