cdm.product.asset.NegativeInterestRateTreatmentEnum Maven / Gradle / Ivy
package cdm.product.asset;
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 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 6.0.0-dev.63
*/
@RosettaEnum("NegativeInterestRateTreatmentEnum")
public enum NegativeInterestRateTreatmentEnum {
/**
* Negative Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4 Negative Interest Rates, paragraphs (b) and (c).
*/
@RosettaEnumValue(value = "NegativeInterestRateMethod") NEGATIVE_INTEREST_RATE_METHOD("NegativeInterestRateMethod"),
/**
* Zero Interest Rate Method. Per 2000 ISDA Definitions, Section 6.4. Negative Interest Rates, paragraphs (d) and (e).
*/
@RosettaEnumValue(value = "ZeroInterestRateMethod") ZERO_INTEREST_RATE_METHOD("ZeroInterestRateMethod"),
/**
* Per 2021 ISDA Definitions section 6.8.6
*/
@RosettaEnumValue(value = "ZeroInterestRateExcludingSpreadMethod") ZERO_INTEREST_RATE_EXCLUDING_SPREAD_METHOD("ZeroInterestRateExcludingSpreadMethod")
;
private static Map values;
static {
Map map = new ConcurrentHashMap<>();
for (NegativeInterestRateTreatmentEnum instance : NegativeInterestRateTreatmentEnum.values()) {
map.put(instance.toDisplayString(), instance);
}
values = Collections.unmodifiableMap(map);
}
private final String rosettaName;
private final String displayName;
NegativeInterestRateTreatmentEnum(String rosettaName) {
this(rosettaName, null);
}
NegativeInterestRateTreatmentEnum(String rosettaName, String displayName) {
this.rosettaName = rosettaName;
this.displayName = displayName;
}
public static NegativeInterestRateTreatmentEnum fromDisplayName(String name) {
NegativeInterestRateTreatmentEnum 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;
}
}
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