Package org.isda.cdm

Class Quanto


  • @RosettaClass
    @RosettaSynonym(value="Quanto",
                    source="FpML_5_10")
    public class Quanto
    extends com.rosetta.model.lib.RosettaModelObject
    Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.
    Version:
    2.5.4
    • Method Detail

      • getFxRate

        @RosettaSynonym(value="fxRate",source="FpML_5_10") @RosettaSynonym(value="fxRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxRate",source="DTCC_11_0") @RosettaSynonym(value="fxRate",source="DTCC_9_0") @RosettaSynonym(value="fxRate",source="CME_ClearedConfirm_1_17")
        public final java.util.List<FxRate> getFxRate()
        Specifies a currency conversion rate.
      • getFxSpotRateSource

        @RosettaSynonym(value="fxSpotRateSource",source="FpML_5_10") @RosettaSynonym(value="fxSpotRateSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxSpotRateSource",source="DTCC_11_0") @RosettaSynonym(value="fxSpotRateSource",source="DTCC_9_0") @RosettaSynonym(value="fxSpotRateSource",source="CME_ClearedConfirm_1_17")
        public final FxSpotRateSource getFxSpotRateSource()
        Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends Quanto> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • toBuilder

        public Quanto.QuantoBuilder toBuilder()
        Specified by:
        toBuilder in class com.rosetta.model.lib.RosettaModelObject
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Specified by:
        process in class com.rosetta.model.lib.RosettaModelObject
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object