Package org.isda.cdm

Class FxFixing


  • @RosettaClass
    @RosettaSynonym(value="FxFixing",
                    source="FpML_5_10")
    public class FxFixing
    extends com.rosetta.model.lib.RosettaModelObject
    A class that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.
    Version:
    2.5.4
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static FxFixing.FxFixingBuilder builder()  
      boolean equals​(java.lang.Object o)  
      com.rosetta.model.lib.records.Date getFixingDate()
      Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement.
      FxSpotRateSource getFxSpotRateSource()
      Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
      QuotedCurrencyPair getQuotedCurrencyPair()
      Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
      int hashCode()  
      com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixing> metaData()  
      void process​(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)  
      FxFixing.FxFixingBuilder toBuilder()  
      java.lang.String toString()  
      • Methods inherited from class com.rosetta.model.lib.RosettaModelObject

        optionalStream, processRosetta, processRosetta
      • Methods inherited from class java.lang.Object

        clone, finalize, getClass, notify, notifyAll, wait, wait, wait
    • Method Detail

      • getFixingDate

        @RosettaSynonym(value="fixingDate",
                        source="FpML_5_10")
        public final com.rosetta.model.lib.records.Date getFixingDate()
        Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
      • getFxSpotRateSource

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

        @RosettaSynonym(value="quotedCurrencyPair",
                        source="FpML_5_10")
        public final QuotedCurrencyPair getQuotedCurrencyPair()
        Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
      • metaData

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

        public FxFixing.FxFixingBuilder 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