Package org.isda.cdm
Enum DayCountFractionEnum
- java.lang.Object
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- java.lang.Enum<DayCountFractionEnum>
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- org.isda.cdm.DayCountFractionEnum
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- All Implemented Interfaces:
java.io.Serializable
,java.lang.Comparable<DayCountFractionEnum>
public enum DayCountFractionEnum extends java.lang.Enum<DayCountFractionEnum>
The enumerated values to specify the day count fraction.- Version:
- 2.5.4
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Enum Constant Summary
Enum Constants Enum Constant Description _1_1
Per 2006 ISDA Definitions, Section 4.16._30_360
Per 2006 ISDA Definitions, Section 4.16._30E_360
Per 2006 ISDA Definitions, Section 4.16._30E_360_ISDA
Per 2006 ISDA Definitions, Section 4.16.ACT_360
Per 2006 ISDA Definitions, Section 4.16.ACT_365_FIXED
Per 2006 ISDA Definitions, Section 4.16.ACT_365L
Per 2006 ISDA Definitions, Section 4.16.ACT_ACT_AFB
The Fixed/Floating Amount will be calculated in accordance with the 'BASE EXACT/EXACT' day count fraction, as defined in the 'Definitions Communes plusieurs Additifs Techniques' published by the Association Francaise des Banques in September 1994.ACT_ACT_ICMA
Per 2006 ISDA Definitions, Section 4.16.ACT_ACT_ISDA
Per 2006 ISDA Definitions, Section 4.16.BUS_252
The number of Business Days in the Calculation Period or Compounding Period in respect of which payment is being made divided by 252.RBA_BOND_BASIS_ANNUAL
Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, (k) if “RBA Bond Basis (semi-annual)” is specified, 0.5.RBA_BOND_BASIS_QUARTER
Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (quarter)” is specified, 0.25.RBA_BOND_BASIS_SEMI_ANNUAL
Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (semi-annual)” is specified, 0.5.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description java.lang.String
toString()
static DayCountFractionEnum
valueOf(java.lang.String name)
Returns the enum constant of this type with the specified name.static DayCountFractionEnum[]
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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ACT_360
@RosettaSynonym(value="ACT/360",source="FpML_5_10") @RosettaSynonym(value="ACT/360",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/360",source="DTCC_11_0") @RosettaSynonym(value="ACT/360",source="DTCC_9_0") @RosettaSynonym(value="ACT/360",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum ACT_360
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (d).
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ACT_365L
@RosettaSynonym(value="ACT/365L",source="FpML_5_10") @RosettaSynonym(value="ACT/365L",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/365L",source="DTCC_11_0") @RosettaSynonym(value="ACT/365L",source="DTCC_9_0") @RosettaSynonym(value="ACT/365L",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum ACT_365L
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i).
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ACT_365_FIXED
@RosettaSynonym(value="ACT/365.FIXED",source="FpML_5_10") @RosettaSynonym(value="ACT/365.FIXED",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/365.FIXED",source="DTCC_11_0") @RosettaSynonym(value="ACT/365.FIXED",source="DTCC_9_0") @RosettaSynonym(value="ACT/365.FIXED",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum ACT_365_FIXED
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (c).
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ACT_ACT_AFB
@RosettaSynonym(value="ACT/ACT.AFB",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.AFB",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.AFB",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.AFB",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.AFB",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum ACT_ACT_AFB
The Fixed/Floating Amount will be calculated in accordance with the 'BASE EXACT/EXACT' day count fraction, as defined in the 'Definitions Communes plusieurs Additifs Techniques' published by the Association Francaise des Banques in September 1994.
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ACT_ACT_ICMA
@RosettaSynonym(value="ACT/ACT.ISMA",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.ISMA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.ISMA",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.ISMA",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.ISMA",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="ACT/ACT.ICMA",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.ICMA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.ICMA",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.ICMA",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.ICMA",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum ACT_ACT_ICMA
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). This day count fraction code is applicable for transactions booked under the 2006 ISDA Definitions. Transactions under the 2000 ISDA Definitions should use the ACT/ACT.ISMA code instead.
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ACT_ACT_ISDA
@RosettaSynonym(value="ACT/ACT.ISDA",source="FpML_5_10") @RosettaSynonym(value="ACT/ACT.ISDA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="ACT/ACT.ISDA",source="DTCC_11_0") @RosettaSynonym(value="ACT/ACT.ISDA",source="DTCC_9_0") @RosettaSynonym(value="ACT/ACT.ISDA",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum ACT_ACT_ISDA
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (b). Note that going from FpML 2.0 Recommendation to the FpML 3.0 Trial Recommendation the code in FpML 2.0 'ACT/365.ISDA' became 'ACT/ACT.ISDA'.
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BUS_252
@RosettaSynonym(value="BUS/252",source="FpML_5_10") @RosettaSynonym(value="BUS/252",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="BUS/252",source="DTCC_11_0") @RosettaSynonym(value="BUS/252",source="DTCC_9_0") @RosettaSynonym(value="BUS/252",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum BUS_252
The number of Business Days in the Calculation Period or Compounding Period in respect of which payment is being made divided by 252.
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_1_1
@RosettaSynonym(value="1/1",source="FpML_5_10") @RosettaSynonym(value="1/1",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="1/1",source="DTCC_11_0") @RosettaSynonym(value="1/1",source="DTCC_9_0") @RosettaSynonym(value="1/1",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum _1_1
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (a).
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_30E_360
@RosettaSynonym(value="30E/360",source="FpML_5_10") @RosettaSynonym(value="30E/360",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="30E/360",source="DTCC_11_0") @RosettaSynonym(value="30E/360",source="DTCC_9_0") @RosettaSynonym(value="30E/360",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum _30E_360
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (f). Note that the algorithm defined for this day count fraction has changed between the 2000 ISDA Definitions and 2006 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.
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_30E_360_ISDA
@RosettaSynonym(value="30E/360.ISDA",source="FpML_5_10") @RosettaSynonym(value="30E/360.ISDA",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="30E/360.ISDA",source="DTCC_11_0") @RosettaSynonym(value="30E/360.ISDA",source="DTCC_9_0") @RosettaSynonym(value="30E/360.ISDA",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum _30E_360_ISDA
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Note the algorithm for this day count fraction under the 2006 ISDA Definitions is designed to yield the same results in practice as the version of the 30E/360 day count fraction defined in the 2000 ISDA Definitions. See Introduction to the 2006 ISDA Definitions for further information relating to this change.
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_30_360
@RosettaSynonym(value="30/360",source="FpML_5_10") @RosettaSynonym(value="30/360",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="30/360",source="DTCC_11_0") @RosettaSynonym(value="30/360",source="DTCC_9_0") @RosettaSynonym(value="30/360",source="CME_ClearedConfirm_1_17") public static final DayCountFractionEnum _30_360
Per 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f) or Annex to the 2000 ISDA Definitions (June 2000 Version), Section 4.16. Day Count Fraction, paragraph (e).
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RBA_BOND_BASIS_QUARTER
public static final DayCountFractionEnum RBA_BOND_BASIS_QUARTER
Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (quarter)” is specified, 0.25. However, Actual/Actual (ISDA) applies to each of the first Calculation Period and the final Calculation Period if such Calculation Period is less than three months
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RBA_BOND_BASIS_SEMI_ANNUAL
public static final DayCountFractionEnum RBA_BOND_BASIS_SEMI_ANNUAL
Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, if “RBA Bond Basis (semi-annual)” is specified, 0.5. However, Actual/Actual (ISDA) applies to each of the first Calculation Period and the final Calculation Period if such Calculation Period is less than six months
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RBA_BOND_BASIS_ANNUAL
public static final DayCountFractionEnum RBA_BOND_BASIS_ANNUAL
Per 2006 ISDA Definitions Supplement number 43, Day Count Fraction, (k) if “RBA Bond Basis (semi-annual)” is specified, 0.5. However, Actual/Actual (ISDA) applies to each of the first Calculation Period and the final Calculation Period if such Calculation Period is less than six months
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Method Detail
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values
public static DayCountFractionEnum[] 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 (DayCountFractionEnum c : DayCountFractionEnum.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 DayCountFractionEnum 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<DayCountFractionEnum>
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