Package org.isda.cdm

Enum AveragingInOutEnum

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

    public enum AveragingInOutEnum
    extends java.lang.Enum<AveragingInOutEnum>
    The enumerated values to specify the type of averaging used in an Asian option.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      BOTH
      The average price is used to derive both the strike and the expiration price.
      IN
      The average price is used to derive the strike price.
      OUT
      The average price is used to derive the expiration price.
    • Method Summary

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

      • IN

        @RosettaSynonym(value="In",source="FpML_5_10") @RosettaSynonym(value="In",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="In",source="DTCC_11_0") @RosettaSynonym(value="In",source="DTCC_9_0") @RosettaSynonym(value="In",source="CME_ClearedConfirm_1_17")
        public static final AveragingInOutEnum IN
        The average price is used to derive the strike price. Also known as 'Asian strike' style option.
      • OUT

        @RosettaSynonym(value="Out",source="FpML_5_10") @RosettaSynonym(value="Out",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Out",source="DTCC_11_0") @RosettaSynonym(value="Out",source="DTCC_9_0") @RosettaSynonym(value="Out",source="CME_ClearedConfirm_1_17")
        public static final AveragingInOutEnum OUT
        The average price is used to derive the expiration price. Also known as 'Asian price' style option.
      • BOTH

        @RosettaSynonym(value="Both",source="FpML_5_10") @RosettaSynonym(value="Both",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Both",source="DTCC_11_0") @RosettaSynonym(value="Both",source="DTCC_9_0") @RosettaSynonym(value="Both",source="CME_ClearedConfirm_1_17")
        public static final AveragingInOutEnum BOTH
        The average price is used to derive both the strike and the expiration price.
    • Method Detail

      • values

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

        public static AveragingInOutEnum 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<AveragingInOutEnum>