Package org.isda.cdm
Enum SensitivitiesEnum
- java.lang.Object
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- java.lang.Enum<SensitivitiesEnum>
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- org.isda.cdm.SensitivitiesEnum
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- All Implemented Interfaces:
java.io.Serializable
,java.lang.Comparable<SensitivitiesEnum>
public enum SensitivitiesEnum extends java.lang.Enum<SensitivitiesEnum>
The enumerated values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed. ISDA 2016 Credit Support Annex for Initial Margin, paragraph 13, General Principles, (gg)(2).- Version:
- 2.5.4
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Enum Constant Summary
Enum Constants Enum Constant Description ALTERNATIVE
The parties agree that in respect of the relevant sensitivities, the delta is allocated back to individual constituents.STANDARD
The relevant sensitivities are addressed by the standard preferred approach where the entire delta is put into the applicable asset class/category.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description java.lang.String
toString()
static SensitivitiesEnum
valueOf(java.lang.String name)
Returns the enum constant of this type with the specified name.static SensitivitiesEnum[]
values()
Returns an array containing the constants of this enum type, in the order they are declared.
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Enum Constant Detail
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ALTERNATIVE
@RosettaSynonym(value="alternative", source="ISDA_Create_1_0") public static final SensitivitiesEnum ALTERNATIVE
The parties agree that in respect of the relevant sensitivities, the delta is allocated back to individual constituents.
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STANDARD
@RosettaSynonym(value="standard", source="ISDA_Create_1_0") public static final SensitivitiesEnum STANDARD
The relevant sensitivities are addressed by the standard preferred approach where the entire delta is put into the applicable asset class/category.
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Method Detail
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values
public static SensitivitiesEnum[] 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 (SensitivitiesEnum c : SensitivitiesEnum.values()) System.out.println(c);
- Returns:
- an array containing the constants of this enum type, in the order they are declared
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valueOf
public static SensitivitiesEnum 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 namejava.lang.NullPointerException
- if the argument is null
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Enum<SensitivitiesEnum>
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