What is it called, when you add a new actionlistener with a method while already in a method?

Question

Just to make sure, this is what I mean:

public static void someMethod()
{
    JButton btn = new JButton();
    btn.addActionListener(new ActionListener()
    {
        public void actionPerformed(ActionEvent e)
        {
            // Do something...
        }
    });
}

So when adding an ActionListener to the button, I create a new ActionListener and a new method inside a method - but what is this implementation of an ActionListener called?