Package org.isda.cdm

Enum PackageTypeEnum

  • All Implemented Interfaces:
    java.io.Serializable, java.lang.Comparable<PackageTypeEnum>

    public enum PackageTypeEnum
    extends java.lang.Enum<PackageTypeEnum>
    The enumerated values to specify the type of package transaction.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      BUTTERFLY
      A strategy in which a firm either pays or receives fixed for intermediate term (the 'body'), and does the opposite (receives or pays fixed) for a short and a long term (the 'wings'').
      CALENDAR_ROLL
      A strategy in which a swap is used to Roll from one IMM date into another IMM swap.
      CALENDAR_SPREAD
      A strategy in which 2 trades on different dates are done at the same time, e.g., Sept vs June.
      CUSTOM
      A package created for a particular client need e.g.
      INDEX_ROLL
      A strategy in which a firms buys new version of index and sells and old version of the same index.
      ONE_CANCELS_OTHERS
      A package in which only a maximum of one of the components will be executed (used for credit limit checking/orders).
      SWAP_SPREAD
      A strategy in which a firm either buys a treasury and enters a payer swap, or sells treasury and enters a receiver swap.
      SWITCH
      A strategy in which a firm either pays or receives fixed for some term versus the opposite (receives or pays fixed) for different term.
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      java.lang.String toString()  
      static PackageTypeEnum valueOf​(java.lang.String name)
      Returns the enum constant of this type with the specified name.
      static PackageTypeEnum[] 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 Detail

      • BUTTERFLY

        @RosettaSynonym(value="Butterfly",source="FpML_5_10") @RosettaSynonym(value="Butterfly",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Butterfly",source="DTCC_11_0") @RosettaSynonym(value="Butterfly",source="DTCC_9_0") @RosettaSynonym(value="Butterfly",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum BUTTERFLY
        A strategy in which a firm either pays or receives fixed for intermediate term (the 'body'), and does the opposite (receives or pays fixed) for a short and a long term (the 'wings'').
      • CALENDAR_ROLL

        @RosettaSynonym(value="CalendarRoll",source="FpML_5_10") @RosettaSynonym(value="CalendarRoll",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="CalendarRoll",source="DTCC_11_0") @RosettaSynonym(value="CalendarRoll",source="DTCC_9_0") @RosettaSynonym(value="CalendarRoll",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum CALENDAR_ROLL
        A strategy in which a swap is used to Roll from one IMM date into another IMM swap.
      • CALENDAR_SPREAD

        @RosettaSynonym(value="CalendarSpread",source="FpML_5_10") @RosettaSynonym(value="CalendarSpread",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="CalendarSpread",source="DTCC_11_0") @RosettaSynonym(value="CalendarSpread",source="DTCC_9_0") @RosettaSynonym(value="CalendarSpread",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum CALENDAR_SPREAD
        A strategy in which 2 trades on different dates are done at the same time, e.g., Sept vs June.
      • CUSTOM

        @RosettaSynonym(value="Custom",source="FpML_5_10") @RosettaSynonym(value="Custom",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Custom",source="DTCC_11_0") @RosettaSynonym(value="Custom",source="DTCC_9_0") @RosettaSynonym(value="Custom",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum CUSTOM
        A package created for a particular client need e.g. portfolioCompression, termination.
      • INDEX_ROLL

        @RosettaSynonym(value="IndexRoll",source="FpML_5_10") @RosettaSynonym(value="IndexRoll",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="IndexRoll",source="DTCC_11_0") @RosettaSynonym(value="IndexRoll",source="DTCC_9_0") @RosettaSynonym(value="IndexRoll",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum INDEX_ROLL
        A strategy in which a firms buys new version of index and sells and old version of the same index.
      • ONE_CANCELS_OTHERS

        @RosettaSynonym(value="OneCancelsOthers",source="FpML_5_10") @RosettaSynonym(value="OneCancelsOthers",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="OneCancelsOthers",source="DTCC_11_0") @RosettaSynonym(value="OneCancelsOthers",source="DTCC_9_0") @RosettaSynonym(value="OneCancelsOthers",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum ONE_CANCELS_OTHERS
        A package in which only a maximum of one of the components will be executed (used for credit limit checking/orders).
      • SWAP_SPREAD

        @RosettaSynonym(value="SwapSpread",source="FpML_5_10") @RosettaSynonym(value="SwapSpread",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="SwapSpread",source="DTCC_11_0") @RosettaSynonym(value="SwapSpread",source="DTCC_9_0") @RosettaSynonym(value="SwapSpread",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum SWAP_SPREAD
        A strategy in which a firm either buys a treasury and enters a payer swap, or sells treasury and enters a receiver swap.
      • SWITCH

        @RosettaSynonym(value="Switch",source="FpML_5_10") @RosettaSynonym(value="Switch",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Switch",source="DTCC_11_0") @RosettaSynonym(value="Switch",source="DTCC_9_0") @RosettaSynonym(value="Switch",source="CME_ClearedConfirm_1_17")
        public static final PackageTypeEnum SWITCH
        A strategy in which a firm either pays or receives fixed for some term versus the opposite (receives or pays fixed) for different term. Typically the second term starts at the completion of the first.
    • Method Detail

      • values

        public static PackageTypeEnum[] values()
        Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:
        for (PackageTypeEnum c : PackageTypeEnum.values())
            System.out.println(c);
        
        Returns:
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static PackageTypeEnum valueOf​(java.lang.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:
        java.lang.IllegalArgumentException - if this enum type has no constant with the specified name
        java.lang.NullPointerException - if the argument is null
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Enum<PackageTypeEnum>