Package cdm.product.common.settlement

Enum ScheduledTransferEnum

java.lang.Object
java.lang.Enum<ScheduledTransferEnum>
cdm.product.common.settlement.ScheduledTransferEnum
All Implemented Interfaces:
Serializable, Comparable<ScheduledTransferEnum>
@RosettaEnum("ScheduledTransferEnum") public enum ScheduledTransferEnum extends Enum<ScheduledTransferEnum>
The qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.
Version:
5.30.0

  • Enum Constant Summary

    Enum Constants
    Enum Constant
    Description
    CORPORATE_ACTION
    A cash flow corresponding to a corporate action event.
    COUPON
    A cash flow corresponding to the periodic accrued interests.
    CREDIT_EVENT
    A cashflow resulting from a credit event.
    DIVIDEND_RETURN
    A cash flow corresponding to the synthetic dividend of an equity underlier asset traded through a derivative instrument.
    EXERCISE
    A cash flow associated with an exercise lifecycle event.
    FIXED_RATE_RETURN
    A cash flow corresponding to the return of the fixed interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
    FLOATING_RATE_RETURN
    A cash flow corresponding to the return of the floating interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
    FRACTIONAL_AMOUNT
    A cash flow corresponding to the compensation for missing assets due to the rounding of digits in the original number of assets to be delivered as per payout calculation.
    INTEREST_RETURN
    A cash flow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
    NET_INTEREST
    Net interest across payout components.
    PERFORMANCE
    A cash flow corresponding to a performance return.
    PRINCIPAL_PAYMENT
    A cashflow which amount typically corresponds to the notional amount of the contract for various business reasons e.g.

  • Method Summary

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

    • CORPORATE_ACTION

      @RosettaEnumValue("CorporateAction") public static final ScheduledTransferEnum CORPORATE_ACTION
      A cash flow corresponding to a corporate action event.

    • COUPON

      @RosettaEnumValue("Coupon") public static final ScheduledTransferEnum COUPON
      A cash flow corresponding to the periodic accrued interests.

    • CREDIT_EVENT

      @RosettaEnumValue("CreditEvent") public static final ScheduledTransferEnum CREDIT_EVENT
      A cashflow resulting from a credit event.

    • DIVIDEND_RETURN

      @RosettaEnumValue("DividendReturn") public static final ScheduledTransferEnum DIVIDEND_RETURN
      A cash flow corresponding to the synthetic dividend of an equity underlier asset traded through a derivative instrument.

    • EXERCISE

      @RosettaEnumValue("Exercise") public static final ScheduledTransferEnum EXERCISE
      A cash flow associated with an exercise lifecycle event.

    • FIXED_RATE_RETURN

      @RosettaEnumValue("FixedRateReturn") public static final ScheduledTransferEnum FIXED_RATE_RETURN
      A cash flow corresponding to the return of the fixed interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.

    • FLOATING_RATE_RETURN

      @RosettaEnumValue("FloatingRateReturn") public static final ScheduledTransferEnum FLOATING_RATE_RETURN
      A cash flow corresponding to the return of the floating interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.

    • FRACTIONAL_AMOUNT

      @RosettaEnumValue("FractionalAmount") public static final ScheduledTransferEnum FRACTIONAL_AMOUNT
      A cash flow corresponding to the compensation for missing assets due to the rounding of digits in the original number of assets to be delivered as per payout calculation.

    • INTEREST_RETURN

      @RosettaEnumValue("InterestReturn") public static final ScheduledTransferEnum INTEREST_RETURN
      A cash flow corresponding to the return of the interest rate portion of a derivative instrument that has different types of underlying assets, such as a total return swap.

    • NET_INTEREST

      @RosettaEnumValue("NetInterest") public static final ScheduledTransferEnum NET_INTEREST
      Net interest across payout components. Applicable to products such as interest rate swaps.

    • PERFORMANCE

      @RosettaEnumValue("Performance") public static final ScheduledTransferEnum PERFORMANCE
      A cash flow corresponding to a performance return. The settlementOrigin attribute on the Transfer should point to the relevant Payout defining the performance calculation.

    • PRINCIPAL_PAYMENT

      @RosettaEnumValue("PrincipalPayment") public static final ScheduledTransferEnum PRINCIPAL_PAYMENT
      A cashflow which amount typically corresponds to the notional amount of the contract for various business reasons e.g. PhysicalSettlement, PrincipalExchange etc. else to a portion of the notional amount interim payments e.g. for the purpose of resetting the Notional Amount of a Cross Currency Swap variying leg, as part of a final Principal Exchange related to a Non-Deliverable currency leg, etc.

  • Method Details

    • values

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

    • toString

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

    • toDisplayString

      public String toDisplayString()