/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit;
/**
* The restructuring clause to apply in the event of a credit event deemed to be a restructuring
*
* Reference: https://www.markit.com/news/XMLGuide.pdf,
* "XML User Guide - Markit Data",
* Version 10.3.8, November 2010.
* 2014 ISDA definitions - see http://www2.isda.org/attachment/NjU5Nw==/ISDA%202014%20Credit%20Definitions%20FAQ%20v12_Clean.pdf
*/
public enum RestructuringClause {
/**
* Restructuring - ISDA 2014 definition (Markit notation)
*/
CR14,
/**
* Modified-Modified Restructuring - ISDA 2014 definition (Markit notation)
*/
MM14,
/**
* Modified Restructuring - ISDA 2014 definition (Markit notation)
*/
MR14,
/**
* No-Restructuring - ISDA 2014 definition (Markit notation)
*/
XR14,
/**
* Restructuring - ISDA 2003 definition (Markit notation)
*/
CR,
/**
* Modified-Modified Restructuring - ISDA 2003 definition (Markit notation)
*/
MM,
/**
* Modified Restructuring - ISDA 2003 definition (Markit notation)
*/
MR,
/**
* No-Restructuring - ISDA 2003 definition (Markit notation)
*/
XR,
/**
* No restructuring. (Not used by Markit).
*/
NONE
}