Package cdm.legaldocumentation.csa

Enum SensitivitiesEnum

java.lang.Object

java.lang.Enum<SensitivitiesEnum>

cdm.legaldocumentation.csa.SensitivitiesEnum

All Implemented Interfaces:

Serializable, Comparable<SensitivitiesEnum>

@RosettaEnum("SensitivitiesEnum")
public enum SensitivitiesEnum
extends Enum<SensitivitiesEnum>

Values to specify the methodology according to which sensitivities to (i) equity indices, funds and ETFs, and (ii) commodity indices are computed.

Version:

6.19.0 Body ISDA Corpus Annex CSA_IM_2016 ISDA 2016 Credit Support Annex for Initial Margin paragraph "13 General Principles" * clause "(gg)(2)" Provision

Enum Constant Summary

Enum Constants

Enum Constant	Description
ALTERNATIVE	The parties agree that in respect of the relevant sensitivities, the delta is allocated back to individual constituents.
STANDARD	The relevant sensitivities are addressed by the standard preferred approach where the entire delta is put into the applicable asset class/category.

Method Summary

Modifier and Type	Method	Description
static SensitivitiesEnum	fromDisplayName(String name)
String	toDisplayString()
String	toString()
static SensitivitiesEnum	valueOf(String name)	Returns the enum constant of this type with the specified name.
static SensitivitiesEnum[]	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 Details

ALTERNATIVE

@RosettaEnumValue("Alternative")
public static final SensitivitiesEnum ALTERNATIVE

The parties agree that in respect of the relevant sensitivities, the delta is allocated back to individual constituents.

STANDARD

@RosettaEnumValue("Standard")
public static final SensitivitiesEnum STANDARD

The relevant sensitivities are addressed by the standard preferred approach where the entire delta is put into the applicable asset class/category.

Method Details

values

public static SensitivitiesEnum[] values()

Returns an array containing the constants of this enum type, in the order they are declared.

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static SensitivitiesEnum valueOf(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:

IllegalArgumentException - if this enum type has no constant with the specified name

NullPointerException - if the argument is null

fromDisplayName

public static SensitivitiesEnum fromDisplayName(String name)

toString

public String toString()

Overrides:

toString in class Enum<SensitivitiesEnum>

toDisplayString

public String toDisplayString()