Package org.isda.cdm

Enum AveragingMethodEnum

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

    public enum AveragingMethodEnum
    extends java.lang.Enum<AveragingMethodEnum>
    The enumerated values to specify the method of calculation to be used when averaging rates. Per ISDA 2000 Definitions, Section 6.2. Certain Definitions Relating to Floating Amounts.
    Version:
    2.5.4
    • Enum Constant Summary

      Enum Constants 
      Enum Constant Description
      UNWEIGHTED
      The arithmetic mean of the relevant rates for each reset date.
      WEIGHTED
      The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.
    • Method Summary

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

      • UNWEIGHTED

        @RosettaSynonym(value="Unweighted",source="FpML_5_10") @RosettaSynonym(value="Unweighted",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Unweighted",source="DTCC_11_0") @RosettaSynonym(value="Unweighted",source="DTCC_9_0") @RosettaSynonym(value="Unweighted",source="CME_ClearedConfirm_1_17")
        public static final AveragingMethodEnum UNWEIGHTED
        The arithmetic mean of the relevant rates for each reset date.
      • WEIGHTED

        @RosettaSynonym(value="Weighted",source="FpML_5_10") @RosettaSynonym(value="Weighted",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Weighted",source="DTCC_11_0") @RosettaSynonym(value="Weighted",source="DTCC_9_0") @RosettaSynonym(value="Weighted",source="CME_ClearedConfirm_1_17")
        public static final AveragingMethodEnum WEIGHTED
        The arithmetic mean of the relevant rates in effect for each day in a calculation period calculated by multiplying each relevant rate by the number of days such relevant rate is in effect, determining the sum of such products and dividing such sum by the number of days in the calculation period.
    • Method Detail

      • values

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

        public static AveragingMethodEnum 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<AveragingMethodEnum>