Package org.isda.cdm

Enum NegativeInterestRateTreatmentEnum

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

    public enum NegativeInterestRateTreatmentEnum
    extends java.lang.Enum<NegativeInterestRateTreatmentEnum>
    The enumerated values to specify the method of calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate).
    Version:
    2.5.4
    • Enum Constant Detail

      • NEGATIVE_INTEREST_RATE_METHOD

        @RosettaSynonym(value="NegativeInterestRateMethod",source="FpML_5_10") @RosettaSynonym(value="NegativeInterestRateMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="NegativeInterestRateMethod",source="DTCC_11_0") @RosettaSynonym(value="NegativeInterestRateMethod",source="DTCC_9_0") @RosettaSynonym(value="NegativeInterestRateMethod",source="CME_ClearedConfirm_1_17")
        public static final NegativeInterestRateTreatmentEnum NEGATIVE_INTEREST_RATE_METHOD
        Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
      • ZERO_INTEREST_RATE_METHOD

        @RosettaSynonym(value="ZeroInterestRateMethod",source="FpML_5_10") @RosettaSynonym(value="ZeroInterestRateMethod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ZeroInterestRateMethod",source="DTCC_11_0") @RosettaSynonym(value="ZeroInterestRateMethod",source="DTCC_9_0") @RosettaSynonym(value="ZeroInterestRateMethod",source="CME_ClearedConfirm_1_17")
        public static final NegativeInterestRateTreatmentEnum ZERO_INTEREST_RATE_METHOD
        Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).
    • Method Detail

      • values

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

        public static NegativeInterestRateTreatmentEnum 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