Package org.isda.cdm

Enum DayCountFractionEnum

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

    public enum DayCountFractionEnum
    extends java.lang.Enum<DayCountFractionEnum>
    The enumerated values to specify the day count fraction.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      _1_1
      Per 2006 ISDA Definitions, Section 4.16.
      _30_360
      Per 2006 ISDA Definitions, Section 4.16.
      _30E_360
      Per 2006 ISDA Definitions, Section 4.16.
      _30E_360_ISDA
      Per 2006 ISDA Definitions, Section 4.16.
      ACT_360
      Per 2006 ISDA Definitions, Section 4.16.
      ACT_365_FIXED
      Per 2006 ISDA Definitions, Section 4.16.
      ACT_365L
      Per 2006 ISDA Definitions, Section 4.16.
      ACT_ACT_AFB
      The Fixed/Floating Amount will be calculated in accordance with the 'BASE EXACT/EXACT' day count fraction, as defined in the 'Definitions Communes plusieurs Additifs Techniques' published by the Association Francaise des Banques in September 1994.
      ACT_ACT_ICMA
      Per 2006 ISDA Definitions, Section 4.16.
      ACT_ACT_ISDA
      Per 2006 ISDA Definitions, Section 4.16.
      BUS_252
      The number of Business Days in the Calculation Period or Compounding Period in respect of which payment is being made divided by 252.
      RBA_BOND_BASIS_ANNUAL
      Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, (k) if “RBA Bond Basis (semi-annual)” is specified, 0.5.
      RBA_BOND_BASIS_QUARTER
      Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (quarter)” is specified, 0.25.
      RBA_BOND_BASIS_SEMI_ANNUAL
      Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (semi-annual)” is specified, 0.5.
    • Method Summary

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

      • ACT_360

        @RosettaSynonym(value="ACT/360",source="FpML_5_10") @RosettaSynonym(value="ACT/360",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/360",source="DTCC_11_0") @RosettaSynonym(value="ACT/360",source="DTCC_9_0") @RosettaSynonym(value="ACT/360",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum ACT_360
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (d).
      • ACT_365L

        @RosettaSynonym(value="ACT/365L",source="FpML_5_10") @RosettaSynonym(value="ACT/365L",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/365L",source="DTCC_11_0") @RosettaSynonym(value="ACT/365L",source="DTCC_9_0") @RosettaSynonym(value="ACT/365L",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum ACT_365L
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i).
      • ACT_365_FIXED

        @RosettaSynonym(value="ACT/365.FIXED",source="FpML_5_10") @RosettaSynonym(value="ACT/365.FIXED",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/365.FIXED",source="DTCC_11_0") @RosettaSynonym(value="ACT/365.FIXED",source="DTCC_9_0") @RosettaSynonym(value="ACT/365.FIXED",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum ACT_365_FIXED
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (c).
      • ACT_ACT_AFB

        @RosettaSynonym(value="ACT/ACT.AFB",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.AFB",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.AFB",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.AFB",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.AFB",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum ACT_ACT_AFB
        The Fixed/Floating Amount will be calculated in accordance with the 'BASE EXACT/EXACT' day count fraction, as defined in the 'Definitions Communes plusieurs Additifs Techniques' published by the Association Francaise des Banques in September 1994.
      • ACT_ACT_ICMA

        @RosettaSynonym(value="ACT/ACT.ISMA",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.ISMA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.ISMA",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.ISMA",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.ISMA",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="ACT/ACT.ICMA",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.ICMA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.ICMA",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.ICMA",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.ICMA",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum ACT_ACT_ICMA
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). This day count fraction code is applicable for transactions booked under the 2006 ISDA Definitions. Transactions under the 2000 ISDA Definitions should use the ACT/ACT.ISMA code instead.
      • ACT_ACT_ISDA

        @RosettaSynonym(value="ACT/ACT.ISDA",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.ISDA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.ISDA",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.ISDA",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.ISDA",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum ACT_ACT_ISDA
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (b). Note that going from FpML 2.0 Recommendation to the FpML 3.0 Trial Recommendation the code in FpML 2.0 'ACT/365.ISDA' became 'ACT/ACT.ISDA'.
      • BUS_252

        @RosettaSynonym(value="BUS/252",source="FpML_5_10") @RosettaSynonym(value="BUS/252",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="BUS/252",source="DTCC_11_0") @RosettaSynonym(value="BUS/252",source="DTCC_9_0") @RosettaSynonym(value="BUS/252",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum BUS_252
        The number of Business Days in the Calculation Period or Compounding Period in respect of which payment is being made divided by 252.
      • _1_1

        @RosettaSynonym(value="1/1",source="FpML_5_10") @RosettaSynonym(value="1/1",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="1/1",source="DTCC_11_0") @RosettaSynonym(value="1/1",source="DTCC_9_0") @RosettaSynonym(value="1/1",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum _1_1
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (a).
      • _30E_360

        @RosettaSynonym(value="30E/360",source="FpML_5_10") @RosettaSynonym(value="30E/360",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="30E/360",source="DTCC_11_0") @RosettaSynonym(value="30E/360",source="DTCC_9_0") @RosettaSynonym(value="30E/360",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum _30E_360
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (f). Note that the algorithm defined for this day count fraction has changed between the 2000 ISDA Definitions and 2006 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.
      • _30E_360_ISDA

        @RosettaSynonym(value="30E/360.ISDA",source="FpML_5_10") @RosettaSynonym(value="30E/360.ISDA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="30E/360.ISDA",source="DTCC_11_0") @RosettaSynonym(value="30E/360.ISDA",source="DTCC_9_0") @RosettaSynonym(value="30E/360.ISDA",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum _30E_360_ISDA
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Note the algorithm for this day count fraction under the 2006 ISDA Definitions is designed to yield the same results in practice as the version of the 30E/360 day count fraction defined in the 2000 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.
      • _30_360

        @RosettaSynonym(value="30/360",source="FpML_5_10") @RosettaSynonym(value="30/360",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="30/360",source="DTCC_11_0") @RosettaSynonym(value="30/360",source="DTCC_9_0") @RosettaSynonym(value="30/360",source="CME_ClearedConfirm_1_17")
        public static final DayCountFractionEnum _30_360
        Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (e).
      • RBA_BOND_BASIS_QUARTER

        public static final DayCountFractionEnum RBA_BOND_BASIS_QUARTER
        Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (quarter)” is specified, 0.25. However, Actual/Actual (ISDA) applies to each of the first Calculation Period and the final Calculation Period if such Calculation Period is less than three months
      • RBA_BOND_BASIS_SEMI_ANNUAL

        public static final DayCountFractionEnum RBA_BOND_BASIS_SEMI_ANNUAL
        Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (semi-annual)” is specified, 0.5. However, Actual/Actual (ISDA) applies to each of the first Calculation Period and the final Calculation Period if such Calculation Period is less than six months
      • RBA_BOND_BASIS_ANNUAL

        public static final DayCountFractionEnum RBA_BOND_BASIS_ANNUAL
        Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, (k) if “RBA Bond Basis (semi-annual)” is specified, 0.5. However, Actual/Actual (ISDA) applies to each of the first Calculation Period and the final Calculation Period if such Calculation Period is less than six months
    • Method Detail

      • values

        public static DayCountFractionEnum[] 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 (DayCountFractionEnum c : DayCountFractionEnum.values())
            System.out.println(c);
        
        Returns:
        an array containing the constants of this enum type, in the order they are declared
      • valueOf

        public static DayCountFractionEnum 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<DayCountFractionEnum>