Package org.isda.cdm

Class CashPriceMethod


  • @RosettaClass
    @RosettaSynonym(value="businessDateRange",
                    source="FpML_5_10")
    public class CashPriceMethod
    extends com.rosetta.model.lib.RosettaModelObject
    A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.
    Version:
    2.5.4
    • Method Detail

      • getCashSettlementCurrency

        @RosettaSynonym(value="cashSettlementCurrency",source="FpML_5_10") @RosettaSynonym(value="cashSettlementCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementCurrency",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementCurrency",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementCurrency",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaString getCashSettlementCurrency()
        The currency in which the cash settlement amount will be calculated and settled. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.
      • getCashSettlementReferenceBanks

        @RosettaSynonym(value="cashSettlementReferenceBanks",source="FpML_5_10") @RosettaSynonym(value="cashSettlementReferenceBanks",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="CME_ClearedConfirm_1_17")
        public final CashSettlementReferenceBanks getCashSettlementReferenceBanks()
        A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
      • getQuotationRateType

        @RosettaSynonym(value="quotationRateType",source="FpML_5_10") @RosettaSynonym(value="quotationRateType",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="quotationRateType",source="DTCC_11_0") @RosettaSynonym(value="quotationRateType",source="DTCC_9_0") @RosettaSynonym(value="quotationRateType",source="CME_ClearedConfirm_1_17")
        public final QuotationRateTypeEnum getQuotationRateType()
        Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j).
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends CashPriceMethod> metaData()
        Specified by:
        metaData 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