Package org.isda.cdm

Enum DeterminationMethodEnum

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

    public enum DeterminationMethodEnum
    extends java.lang.Enum<DeterminationMethodEnum>
    The enumerated values to specify the method according to which an amount or a date is determined.
    Version:
    2.5.4
    • Enum Constant Detail

      • AGREED_INITIAL_PRICE

        @RosettaSynonym(value="AgreedInitialPrice",source="FpML_5_10") @RosettaSynonym(value="AgreedInitialPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AgreedInitialPrice",source="DTCC_11_0") @RosettaSynonym(value="AgreedInitialPrice",source="DTCC_9_0") @RosettaSynonym(value="AgreedInitialPrice",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum AGREED_INITIAL_PRICE
        Agreed separately between the parties.
      • AS_SPECIFIED_IN_MASTER_CONFIRMATION

        @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="FpML_5_10") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="DTCC_11_0") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="DTCC_9_0") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum AS_SPECIFIED_IN_MASTER_CONFIRMATION
        As specified in Master Confirmation.
      • CALCULATION_AGENT

        @RosettaSynonym(value="CalculationAgent",source="FpML_5_10") @RosettaSynonym(value="CalculationAgent",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="CalculationAgent",source="DTCC_11_0") @RosettaSynonym(value="CalculationAgent",source="DTCC_9_0") @RosettaSynonym(value="CalculationAgent",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum CALCULATION_AGENT
        Determined by the Calculation Agent.
      • CLOSING_PRICE

        @RosettaSynonym(value="ClosingPrice",source="FpML_5_10") @RosettaSynonym(value="ClosingPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ClosingPrice",source="DTCC_11_0") @RosettaSynonym(value="ClosingPrice",source="DTCC_9_0") @RosettaSynonym(value="ClosingPrice",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum CLOSING_PRICE
        Official Closing Price.
      • DIVIDEND_CURRENCY

        @RosettaSynonym(value="DividendCurrency",source="FpML_5_10") @RosettaSynonym(value="DividendCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="DividendCurrency",source="DTCC_11_0") @RosettaSynonym(value="DividendCurrency",source="DTCC_9_0") @RosettaSynonym(value="DividendCurrency",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum DIVIDEND_CURRENCY
        Determined by the Currency of Equity Dividends.
      • EXPIRING_CONTRACT_LEVEL

        @RosettaSynonym(value="ExpiringContractLevel",source="FpML_5_10") @RosettaSynonym(value="ExpiringContractLevel",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ExpiringContractLevel",source="DTCC_11_0") @RosettaSynonym(value="ExpiringContractLevel",source="DTCC_9_0") @RosettaSynonym(value="ExpiringContractLevel",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum EXPIRING_CONTRACT_LEVEL
        The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.
      • HEDGE_EXECUTION

        @RosettaSynonym(value="HedgeExecution",source="FpML_5_10") @RosettaSynonym(value="HedgeExecution",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="HedgeExecution",source="DTCC_11_0") @RosettaSynonym(value="HedgeExecution",source="DTCC_9_0") @RosettaSynonym(value="HedgeExecution",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum HEDGE_EXECUTION
        Determined by the Hedging Party.
      • ISSUER_PAYMENT_CURRENCY

        @RosettaSynonym(value="IssuerPaymentCurrency",source="FpML_5_10") @RosettaSynonym(value="IssuerPaymentCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="IssuerPaymentCurrency",source="DTCC_11_0") @RosettaSynonym(value="IssuerPaymentCurrency",source="DTCC_9_0") @RosettaSynonym(value="IssuerPaymentCurrency",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum ISSUER_PAYMENT_CURRENCY
        Issuer Payment Currency.
      • NAV

        @RosettaSynonym(value="NAV",source="FpML_5_10") @RosettaSynonym(value="NAV",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="NAV",source="DTCC_11_0") @RosettaSynonym(value="NAV",source="DTCC_9_0") @RosettaSynonym(value="NAV",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum NAV
        Net Asset Value.
      • OPEN_PRICE

        @RosettaSynonym(value="OpenPrice",source="FpML_5_10") @RosettaSynonym(value="OpenPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="OpenPrice",source="DTCC_11_0") @RosettaSynonym(value="OpenPrice",source="DTCC_9_0") @RosettaSynonym(value="OpenPrice",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum OPEN_PRICE
        Opening Price of the Market.
      • OSP_PRICE

        @RosettaSynonym(value="OSPPrice",source="FpML_5_10") @RosettaSynonym(value="OSPPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="OSPPrice",source="DTCC_11_0") @RosettaSynonym(value="OSPPrice",source="DTCC_9_0") @RosettaSynonym(value="OSPPrice",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum OSP_PRICE
        Official Settlement Price.
      • SETTLEMENT_CURRENCY

        @RosettaSynonym(value="SettlementCurrency",source="FpML_5_10") @RosettaSynonym(value="SettlementCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="SettlementCurrency",source="DTCC_11_0") @RosettaSynonym(value="SettlementCurrency",source="DTCC_9_0") @RosettaSynonym(value="SettlementCurrency",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum SETTLEMENT_CURRENCY
        Settlement Currency.
      • STRIKE_DATE_DETERMINATION

        @RosettaSynonym(value="StrikeDateDetermination",source="FpML_5_10") @RosettaSynonym(value="StrikeDateDetermination",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="StrikeDateDetermination",source="DTCC_11_0") @RosettaSynonym(value="StrikeDateDetermination",source="DTCC_9_0") @RosettaSynonym(value="StrikeDateDetermination",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum STRIKE_DATE_DETERMINATION
        Date on which the strike is determined in respect of a forward starting swap.
      • TWAP_PRICE

        @RosettaSynonym(value="TWAPPrice",source="FpML_5_10") @RosettaSynonym(value="TWAPPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="TWAPPrice",source="DTCC_11_0") @RosettaSynonym(value="TWAPPrice",source="DTCC_9_0") @RosettaSynonym(value="TWAPPrice",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum TWAP_PRICE
        Official Trade-Weighted Average Price.
      • VALUATION_TIME

        @RosettaSynonym(value="ValuationTime",source="FpML_5_10") @RosettaSynonym(value="ValuationTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ValuationTime",source="DTCC_11_0") @RosettaSynonym(value="ValuationTime",source="DTCC_9_0") @RosettaSynonym(value="ValuationTime",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum VALUATION_TIME
        Price determined at valuation time.
      • VWAP_PRICE

        @RosettaSynonym(value="VWAPPrice",source="FpML_5_10") @RosettaSynonym(value="VWAPPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="VWAPPrice",source="DTCC_11_0") @RosettaSynonym(value="VWAPPrice",source="DTCC_9_0") @RosettaSynonym(value="VWAPPrice",source="CME_ClearedConfirm_1_17")
        public static final DeterminationMethodEnum VWAP_PRICE
        Official Volume-Weighted Average Price.
    • Method Detail

      • values

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

        public static DeterminationMethodEnum 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<DeterminationMethodEnum>