Package org.isda.cdm
Enum DeterminationMethodEnum
- java.lang.Object
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- java.lang.Enum<DeterminationMethodEnum>
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- org.isda.cdm.DeterminationMethodEnum
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- All Implemented Interfaces:
java.io.Serializable
,java.lang.Comparable<DeterminationMethodEnum>
public enum DeterminationMethodEnum extends java.lang.Enum<DeterminationMethodEnum>
The enumerated values to specify the method according to which an amount or a date is determined.- Version:
- 2.5.4
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Enum Constant Summary
Enum Constants Enum Constant Description AGREED_INITIAL_PRICE
Agreed separately between the parties.AS_SPECIFIED_IN_MASTER_CONFIRMATION
As specified in Master Confirmation.CALCULATION_AGENT
Determined by the Calculation Agent.CLOSING_PRICE
Official Closing Price.DIVIDEND_CURRENCY
Determined by the Currency of Equity Dividends.EXPIRING_CONTRACT_LEVEL
The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.HEDGE_EXECUTION
Determined by the Hedging Party.ISSUER_PAYMENT_CURRENCY
Issuer Payment Currency.NAV
Net Asset Value.OPEN_PRICE
Opening Price of the Market.OSP_PRICE
Official Settlement Price.SETTLEMENT_CURRENCY
Settlement Currency.STRIKE_DATE_DETERMINATION
Date on which the strike is determined in respect of a forward starting swap.TWAP_PRICE
Official Trade-Weighted Average Price.VALUATION_TIME
Price determined at valuation time.VWAP_PRICE
Official Volume-Weighted Average Price.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description java.lang.String
toString()
static DeterminationMethodEnum
valueOf(java.lang.String name)
Returns the enum constant of this type with the specified name.static DeterminationMethodEnum[]
values()
Returns an array containing the constants of this enum type, in the order they are declared.
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Enum Constant Detail
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AGREED_INITIAL_PRICE
@RosettaSynonym(value="AgreedInitialPrice",source="FpML_5_10") @RosettaSynonym(value="AgreedInitialPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AgreedInitialPrice",source="DTCC_11_0") @RosettaSynonym(value="AgreedInitialPrice",source="DTCC_9_0") @RosettaSynonym(value="AgreedInitialPrice",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum AGREED_INITIAL_PRICE
Agreed separately between the parties.
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AS_SPECIFIED_IN_MASTER_CONFIRMATION
@RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="FpML_5_10") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="DTCC_11_0") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="DTCC_9_0") @RosettaSynonym(value="AsSpecifiedInMasterConfirmation",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum AS_SPECIFIED_IN_MASTER_CONFIRMATION
As specified in Master Confirmation.
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CALCULATION_AGENT
@RosettaSynonym(value="CalculationAgent",source="FpML_5_10") @RosettaSynonym(value="CalculationAgent",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="CalculationAgent",source="DTCC_11_0") @RosettaSynonym(value="CalculationAgent",source="DTCC_9_0") @RosettaSynonym(value="CalculationAgent",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum CALCULATION_AGENT
Determined by the Calculation Agent.
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CLOSING_PRICE
@RosettaSynonym(value="ClosingPrice",source="FpML_5_10") @RosettaSynonym(value="ClosingPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ClosingPrice",source="DTCC_11_0") @RosettaSynonym(value="ClosingPrice",source="DTCC_9_0") @RosettaSynonym(value="ClosingPrice",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum CLOSING_PRICE
Official Closing Price.
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DIVIDEND_CURRENCY
@RosettaSynonym(value="DividendCurrency",source="FpML_5_10") @RosettaSynonym(value="DividendCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="DividendCurrency",source="DTCC_11_0") @RosettaSynonym(value="DividendCurrency",source="DTCC_9_0") @RosettaSynonym(value="DividendCurrency",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum DIVIDEND_CURRENCY
Determined by the Currency of Equity Dividends.
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EXPIRING_CONTRACT_LEVEL
@RosettaSynonym(value="ExpiringContractLevel",source="FpML_5_10") @RosettaSynonym(value="ExpiringContractLevel",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ExpiringContractLevel",source="DTCC_11_0") @RosettaSynonym(value="ExpiringContractLevel",source="DTCC_9_0") @RosettaSynonym(value="ExpiringContractLevel",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum EXPIRING_CONTRACT_LEVEL
The initial Index Level is the level of the Expiring Contract as provided in the Master Confirmation.
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HEDGE_EXECUTION
@RosettaSynonym(value="HedgeExecution",source="FpML_5_10") @RosettaSynonym(value="HedgeExecution",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="HedgeExecution",source="DTCC_11_0") @RosettaSynonym(value="HedgeExecution",source="DTCC_9_0") @RosettaSynonym(value="HedgeExecution",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum HEDGE_EXECUTION
Determined by the Hedging Party.
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ISSUER_PAYMENT_CURRENCY
@RosettaSynonym(value="IssuerPaymentCurrency",source="FpML_5_10") @RosettaSynonym(value="IssuerPaymentCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="IssuerPaymentCurrency",source="DTCC_11_0") @RosettaSynonym(value="IssuerPaymentCurrency",source="DTCC_9_0") @RosettaSynonym(value="IssuerPaymentCurrency",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum ISSUER_PAYMENT_CURRENCY
Issuer Payment Currency.
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NAV
@RosettaSynonym(value="NAV",source="FpML_5_10") @RosettaSynonym(value="NAV",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="NAV",source="DTCC_11_0") @RosettaSynonym(value="NAV",source="DTCC_9_0") @RosettaSynonym(value="NAV",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum NAV
Net Asset Value.
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OPEN_PRICE
@RosettaSynonym(value="OpenPrice",source="FpML_5_10") @RosettaSynonym(value="OpenPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="OpenPrice",source="DTCC_11_0") @RosettaSynonym(value="OpenPrice",source="DTCC_9_0") @RosettaSynonym(value="OpenPrice",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum OPEN_PRICE
Opening Price of the Market.
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OSP_PRICE
@RosettaSynonym(value="OSPPrice",source="FpML_5_10") @RosettaSynonym(value="OSPPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="OSPPrice",source="DTCC_11_0") @RosettaSynonym(value="OSPPrice",source="DTCC_9_0") @RosettaSynonym(value="OSPPrice",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum OSP_PRICE
Official Settlement Price.
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SETTLEMENT_CURRENCY
@RosettaSynonym(value="SettlementCurrency",source="FpML_5_10") @RosettaSynonym(value="SettlementCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="SettlementCurrency",source="DTCC_11_0") @RosettaSynonym(value="SettlementCurrency",source="DTCC_9_0") @RosettaSynonym(value="SettlementCurrency",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum SETTLEMENT_CURRENCY
Settlement Currency.
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STRIKE_DATE_DETERMINATION
@RosettaSynonym(value="StrikeDateDetermination",source="FpML_5_10") @RosettaSynonym(value="StrikeDateDetermination",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="StrikeDateDetermination",source="DTCC_11_0") @RosettaSynonym(value="StrikeDateDetermination",source="DTCC_9_0") @RosettaSynonym(value="StrikeDateDetermination",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum STRIKE_DATE_DETERMINATION
Date on which the strike is determined in respect of a forward starting swap.
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TWAP_PRICE
@RosettaSynonym(value="TWAPPrice",source="FpML_5_10") @RosettaSynonym(value="TWAPPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="TWAPPrice",source="DTCC_11_0") @RosettaSynonym(value="TWAPPrice",source="DTCC_9_0") @RosettaSynonym(value="TWAPPrice",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum TWAP_PRICE
Official Trade-Weighted Average Price.
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VALUATION_TIME
@RosettaSynonym(value="ValuationTime",source="FpML_5_10") @RosettaSynonym(value="ValuationTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ValuationTime",source="DTCC_11_0") @RosettaSynonym(value="ValuationTime",source="DTCC_9_0") @RosettaSynonym(value="ValuationTime",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum VALUATION_TIME
Price determined at valuation time.
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VWAP_PRICE
@RosettaSynonym(value="VWAPPrice",source="FpML_5_10") @RosettaSynonym(value="VWAPPrice",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="VWAPPrice",source="DTCC_11_0") @RosettaSynonym(value="VWAPPrice",source="DTCC_9_0") @RosettaSynonym(value="VWAPPrice",source="CME_ClearedConfirm_1_17") public static final DeterminationMethodEnum VWAP_PRICE
Official Volume-Weighted Average Price.
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Method Detail
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values
public static DeterminationMethodEnum[] 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 (DeterminationMethodEnum c : DeterminationMethodEnum.values()) System.out.println(c);
- Returns:
- an array containing the constants of this enum type, in the order they are declared
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valueOf
public static DeterminationMethodEnum 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 namejava.lang.NullPointerException
- if the argument is null
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Enum<DeterminationMethodEnum>
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