cdm.observable.asset.calculatedrate.CalculationShiftMethodEnum Maven / Gradle / Ivy
package cdm.observable.asset.calculatedrate;
import com.rosetta.model.lib.annotations.RosettaEnum;
import com.rosetta.model.lib.annotations.RosettaEnumValue;
import java.util.Collections;
import java.util.Map;
import java.util.concurrent.ConcurrentHashMap;
/**
* the specific calculation method, e.g. lookback. This enumeration is used to represent the definitions of modular calculated rates as described in the 2021 ISDA Definitions, section 7.
* @version 5.0.1
*/
@RosettaEnum("CalculationShiftMethodEnum")
public enum CalculationShiftMethodEnum {
/**
* Calculations and weighting are done with respect to the calculation period, but observations are shifted back by several days.
*/
@RosettaEnumValue(value = "Lookback") LOOKBACK("Lookback"),
/**
* the observation period is shifted by several days prior to rate setting, and weightings are done with respect to the obseration period.
*/
@RosettaEnumValue(value = "ObservationPeriodShift") OBSERVATION_PERIOD_SHIFT("ObservationPeriodShift"),
/**
* Calculations cut the rate off several business days prior to rate setting (Lockout).
*/
@RosettaEnumValue(value = "RateCutOff") RATE_CUT_OFF("RateCutOff"),
/**
* calculations occur without any shifting, e.g. OIS Compounding/Basic Averaging style.
*/
@RosettaEnumValue(value = "NoShift") NO_SHIFT("NoShift")
;
private static Map values;
static {
Map map = new ConcurrentHashMap<>();
for (CalculationShiftMethodEnum instance : CalculationShiftMethodEnum.values()) {
map.put(instance.toDisplayString(), instance);
}
values = Collections.unmodifiableMap(map);
}
private final String rosettaName;
private final String displayName;
CalculationShiftMethodEnum(String rosettaName) {
this(rosettaName, null);
}
CalculationShiftMethodEnum(String rosettaName, String displayName) {
this.rosettaName = rosettaName;
this.displayName = displayName;
}
public static CalculationShiftMethodEnum fromDisplayName(String name) {
CalculationShiftMethodEnum value = values.get(name);
if (value == null) {
throw new IllegalArgumentException("No enum constant with display name \"" + name + "\".");
}
return value;
}
@Override
public String toString() {
return toDisplayString();
}
public String toDisplayString() {
return displayName != null ? displayName : rosettaName;
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy