Package org.isda.cdm

Enum CashflowTypeEnum

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

    public enum CashflowTypeEnum
    extends java.lang.Enum<CashflowTypeEnum>
    The qualification of the type of cash flows associated with OTC derivatives contracts and their lifecycle events.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      AMENDMENT_FEE
      A cash flow associated with an amendment lifecycle event.
      ASSIGNMENT_FEE
      A cash flow resulting from the assignment of a contract to a new counterparty.
      BROKERAGE_COMMISSION
      The brokerage commission.
      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_FEE
      A cash flow associated with an exercise lifecycle event.
      FEE
      A generic term for describing a non-scheduled cashflow that can be associated either with the initial contract, with some later corrections to it (e.g.
      INCREASE_FEE
      A cash flow associated with an increase lifecycle event.
      INTEREST
      Interest, without qualification as to whether it a gross or net interest relates cashflow.
      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.
      NOVATION_FEE
      The novation fee.
      PARTIAL_TERMINATION_FEE
      A cash flow associated with a partial termination lifecycle event.
      PREMIUM
      The premium associated with an OTC contract such as an option or a cap/floor.
      PRICE_RETURN
      A cash flow corresponding to the return of the price portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
      PRINCIPAL_EXCHANGE
      A cash flow which amount typically corresponds to the notional of the contract and that is exchanged between the parties on trade inception and reverted back when the contract is terminated.
      TERMINATION_FEE
      A cash flow associated with a termination lifecycle event.
      UPFRONT_FEE
      An upfront cashflow associated to the swap to adjust for a difference between the swap price and the current market price.
    • Method Summary

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

      • AMENDMENT_FEE

        @RosettaSynonym(value="AmendmentFee",source="FpML_5_10") @RosettaSynonym(value="AmendmentFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AmendmentFee",source="DTCC_11_0") @RosettaSynonym(value="AmendmentFee",source="DTCC_9_0") @RosettaSynonym(value="AmendmentFee",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum AMENDMENT_FEE
        A cash flow associated with an amendment lifecycle event.
      • ASSIGNMENT_FEE

        @RosettaSynonym(value="AssignmentFee",source="FpML_5_10") @RosettaSynonym(value="AssignmentFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AssignmentFee",source="DTCC_11_0") @RosettaSynonym(value="AssignmentFee",source="DTCC_9_0") @RosettaSynonym(value="AssignmentFee",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum ASSIGNMENT_FEE
        A cash flow resulting from the assignment of a contract to a new counterparty.
      • BROKERAGE_COMMISSION

        @RosettaSynonym(value="brokerageCommission",
                        source="Rosetta_Workbench")
        public static final CashflowTypeEnum BROKERAGE_COMMISSION
        The brokerage commission.
      • COUPON

        @RosettaSynonym(value="Coupon",source="FpML_5_10") @RosettaSynonym(value="Coupon",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Coupon",source="DTCC_11_0") @RosettaSynonym(value="Coupon",source="DTCC_9_0") @RosettaSynonym(value="Coupon",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum COUPON
        A cash flow corresponding to the periodic accrued interests.
      • CREDIT_EVENT

        @RosettaSynonym(value="CreditEvent",source="FpML_5_10") @RosettaSynonym(value="CreditEvent",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="CreditEvent",source="DTCC_11_0") @RosettaSynonym(value="CreditEvent",source="DTCC_9_0") @RosettaSynonym(value="CreditEvent",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum CREDIT_EVENT
        A cashflow resulting from a credit event.
      • DIVIDEND_RETURN

        @RosettaSynonym(value="DividendReturn",source="FpML_5_10") @RosettaSynonym(value="DividendReturn",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="DividendReturn",source="DTCC_11_0") @RosettaSynonym(value="DividendReturn",source="DTCC_9_0") @RosettaSynonym(value="DividendReturn",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum DIVIDEND_RETURN
        A cash flow corresponding to the synthetic dividend of an equity underlier asset traded through a derivative instrument.
      • EXERCISE_FEE

        @RosettaSynonym(value="ExerciseFee",source="FpML_5_10") @RosettaSynonym(value="ExerciseFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ExerciseFee",source="DTCC_11_0") @RosettaSynonym(value="ExerciseFee",source="DTCC_9_0") @RosettaSynonym(value="ExerciseFee",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum EXERCISE_FEE
        A cash flow associated with an exercise lifecycle event.
      • FEE

        @RosettaSynonym(value="Fee",source="FpML_5_10") @RosettaSynonym(value="Fee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Fee",source="DTCC_11_0") @RosettaSynonym(value="Fee",source="DTCC_9_0") @RosettaSynonym(value="Fee",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="fee",source="Rosetta_Workbench")
        public static final CashflowTypeEnum FEE
        A generic term for describing a non-scheduled cashflow that can be associated either with the initial contract, with some later corrections to it (e.g. a correction to the day count fraction that has a cashflow impact) or with some lifecycle events. Fees that are specifically associated with termination and partial termination, increase, amendment, and exercise events are qualified accordingly.
      • INCREASE_FEE

        @RosettaSynonym(value="IncreaseFee",source="FpML_5_10") @RosettaSynonym(value="IncreaseFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="IncreaseFee",source="DTCC_11_0") @RosettaSynonym(value="IncreaseFee",source="DTCC_9_0") @RosettaSynonym(value="IncreaseFee",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum INCREASE_FEE
        A cash flow associated with an increase lifecycle event.
      • INTEREST

        @RosettaSynonym(value="interest",
                        source="Rosetta_Workbench")
        public static final CashflowTypeEnum INTEREST
        Interest, without qualification as to whether it a gross or net interest relates cashflow.
      • INTEREST_RETURN

        @RosettaSynonym(value="InterestReturn",source="FpML_5_10") @RosettaSynonym(value="InterestReturn",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="InterestReturn",source="DTCC_11_0") @RosettaSynonym(value="InterestReturn",source="DTCC_9_0") @RosettaSynonym(value="InterestReturn",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum 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

        @RosettaSynonym(value="netInterest",
                        source="Rosetta_Workbench")
        public static final CashflowTypeEnum NET_INTEREST
        Net interest across payout components. Applicable to products such as interest rate swaps.
      • NOVATION_FEE

        @RosettaSynonym(value="novationFee",
                        source="Rosetta_Workbench")
        public static final CashflowTypeEnum NOVATION_FEE
        The novation fee.
      • PARTIAL_TERMINATION_FEE

        @RosettaSynonym(value="PartialTerminationFee",source="FpML_5_10") @RosettaSynonym(value="PartialTerminationFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PartialTerminationFee",source="DTCC_11_0") @RosettaSynonym(value="PartialTerminationFee",source="DTCC_9_0") @RosettaSynonym(value="PartialTerminationFee",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum PARTIAL_TERMINATION_FEE
        A cash flow associated with a partial termination lifecycle event.
      • PREMIUM

        @RosettaSynonym(value="PREMIUM",source="FpML_5_10") @RosettaSynonym(value="PREMIUM",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PREMIUM",source="DTCC_11_0") @RosettaSynonym(value="PREMIUM",source="DTCC_9_0") @RosettaSynonym(value="PREMIUM",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="premium",source="Rosetta_Workbench")
        public static final CashflowTypeEnum PREMIUM
        The premium associated with an OTC contract such as an option or a cap/floor.
      • PRICE_RETURN

        @RosettaSynonym(value="PriceReturn",source="FpML_5_10") @RosettaSynonym(value="PriceReturn",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PriceReturn",source="DTCC_11_0") @RosettaSynonym(value="PriceReturn",source="DTCC_9_0") @RosettaSynonym(value="PriceReturn",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum PRICE_RETURN
        A cash flow corresponding to the return of the price portion of a derivative instrument that has different types of underlying assets, such as a total return swap.
      • PRINCIPAL_EXCHANGE

        @RosettaSynonym(value="PrincipleExchange",source="FpML_5_10") @RosettaSynonym(value="PrincipleExchange",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PrincipleExchange",source="DTCC_11_0") @RosettaSynonym(value="PrincipleExchange",source="DTCC_9_0") @RosettaSynonym(value="PrincipleExchange",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum PRINCIPAL_EXCHANGE
        A cash flow which amount typically corresponds to the notional of the contract and that is exchanged between the parties on trade inception and reverted back when the contract is terminated.
      • TERMINATION_FEE

        @RosettaSynonym(value="TerminationFee",source="FpML_5_10") @RosettaSynonym(value="TerminationFee",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="TerminationFee",source="DTCC_11_0") @RosettaSynonym(value="TerminationFee",source="DTCC_9_0") @RosettaSynonym(value="TerminationFee",source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum TERMINATION_FEE
        A cash flow associated with a termination lifecycle event.
      • UPFRONT_FEE

        @RosettaSynonym(value="UPFRONT_FEE",
                        source="CME_ClearedConfirm_1_17")
        public static final CashflowTypeEnum UPFRONT_FEE
        An upfront cashflow associated to the swap to adjust for a difference between the swap price and the current market price.
    • Method Detail

      • values

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

        public static CashflowTypeEnum 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<CashflowTypeEnum>