Package org.isda.cdm

Enum SensitivitiesEnum

  • 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
    • 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.
    • 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.
      • 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

      • 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.
      • 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.
    • Method Detail

      • 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
      • 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 name
        java.lang.NullPointerException - if the argument is null
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Enum<SensitivitiesEnum>