Package org.isda.cdm

Enum CreditLimitTypeEnum

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

    public enum CreditLimitTypeEnum
    extends java.lang.Enum<CreditLimitTypeEnum>
    The enumeration values to qualify the type of credit limits.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      CS01
      The type of credit line expressed in CS01.
      DV01
      The type of credit line expressed in DV01.
      IM
      The type of credit line expressed in Initial Margin value.
      NOTIONAL
      The type of credit line expressed in Notional amount.
      NPV
      The type of credit line expressed as a Net Present Value.
      PV01
      The type of credit line expressed in PV01.
    • Method Summary

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

      • CS01

        @RosettaSynonym(value="CS01",source="FpML_5_10") @RosettaSynonym(value="CS01",source="CME_ClearedConfirm_1_17")
        public static final CreditLimitTypeEnum CS01
        The type of credit line expressed in CS01. The sensitivity with respect to changes in the CDS spread.
      • DV01

        @RosettaSynonym(value="DV01",source="FpML_5_10") @RosettaSynonym(value="DV01",source="CME_ClearedConfirm_1_17")
        public static final CreditLimitTypeEnum DV01
        The type of credit line expressed in DV01. The dollar value of a one basis point decrease in interest rates. It shows the change in a bond's price compared to a decrease in the bond's yield.
      • IM

        @RosettaSynonym(value="IM",source="FpML_5_10") @RosettaSynonym(value="IM",source="CME_ClearedConfirm_1_17")
        public static final CreditLimitTypeEnum IM
        The type of credit line expressed in Initial Margin value.
      • NOTIONAL

        @RosettaSynonym(value="Notional",source="FpML_5_10") @RosettaSynonym(value="Notional",source="CME_ClearedConfirm_1_17")
        public static final CreditLimitTypeEnum NOTIONAL
        The type of credit line expressed in Notional amount.
      • NPV

        @RosettaSynonym(value="NPV",source="FpML_5_10") @RosettaSynonym(value="NPV",source="CME_ClearedConfirm_1_17")
        public static final CreditLimitTypeEnum NPV
        The type of credit line expressed as a Net Present Value.
      • PV01

        @RosettaSynonym(value="PV01",source="FpML_5_10") @RosettaSynonym(value="PV01",source="CME_ClearedConfirm_1_17")
        public static final CreditLimitTypeEnum PV01
        The type of credit line expressed in PV01. The value of a one dollar or one basis point annuity.
    • Method Detail

      • values

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

        public static CreditLimitTypeEnum 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<CreditLimitTypeEnum>