cdm.product.asset.RealisedVarianceMethodEnum Maven / Gradle / Ivy
package cdm.product.asset;
import cdm.product.asset.RealisedVarianceMethodEnum;
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 contract specifies which price must satisfy the boundary condition. Used for variance, volatility and correlation caps and floors.
* @version 6.0.0-dev.82
*/
@RosettaEnum("RealisedVarianceMethodEnum")
public enum RealisedVarianceMethodEnum {
/**
* For a return on day T, the observed price on T-1 must be in range.
*/
@RosettaEnumValue(value = "Previous")
PREVIOUS("Previous", null),
/**
* For a return on day T, the observed price on T must be in range.
*/
@RosettaEnumValue(value = "Last")
LAST("Last", null),
/**
* For a return on day T, the observed prices on both T and T-1 must be in range
*/
@RosettaEnumValue(value = "Both")
BOTH("Both", null)
;
private static Map values;
static {
Map map = new ConcurrentHashMap<>();
for (RealisedVarianceMethodEnum instance : RealisedVarianceMethodEnum.values()) {
map.put(instance.toDisplayString(), instance);
}
values = Collections.unmodifiableMap(map);
}
private final String rosettaName;
private final String displayName;
RealisedVarianceMethodEnum(String rosettaName, String displayName) {
this.rosettaName = rosettaName;
this.displayName = displayName;
}
public static RealisedVarianceMethodEnum fromDisplayName(String name) {
RealisedVarianceMethodEnum 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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