org_isda_cdm.CalculationShiftMethodEnum.CalculationShiftMethodEnum.go Maven / Gradle / Ivy
/**
* This file is auto-generated from the ISDA Common Domain Model, do not edit.
* Version: 6.0.0-dev.82
*/
package CalculationShiftMethodEnum
import . "org_isda_cdm"
/**
* 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.
*/
const (
/**
* Calculations and weighting are done with respect to the calculation period, but observations are shifted back by several days.
*/
LOOKBACK CalculationShiftMethodEnum = iota + 1
/**
* calculations occur without any shifting, e.g. OIS Compounding/Basic Averaging style.
*/
NO_SHIFT CalculationShiftMethodEnum = iota + 1
/**
* the observation period is shifted by several days prior to rate setting, and weightings are done with respect to the obseration period.
*/
OBSERVATION_PERIOD_SHIFT CalculationShiftMethodEnum = iota + 1
/**
* Calculations cut the rate off several business days prior to rate setting (Lockout).
*/
RATE_CUT_OFF CalculationShiftMethodEnum = iota + 1
)
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