Package org.isda.cdm

Class CrossRate


  • @RosettaClass
    @RosettaSynonym(value="CrossRate",
                    source="FpML_5_10")
    public class CrossRate
    extends QuotedCurrencyPair
    A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
    Version:
    2.5.4
    • Method Detail

      • getForwardPoints

        @RosettaSynonym(value="forwardPoints",
                        source="FpML_5_10")
        public final java.math.BigDecimal getForwardPoints()
        An optional element used for deals consummated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a premium or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.
      • getRate

        @RosettaSynonym(value="rate",
                        source="FpML_5_10")
        public final java.math.BigDecimal getRate()
        The exchange rate used to cross between the traded currencies.
      • getSpotRate

        @RosettaSynonym(value="spotRate",
                        source="FpML_5_10")
        public final java.math.BigDecimal getSpotRate()
        An optional element used for FX forwards and certain types of FX OTC options. For deals consummated in the FX Forwards Market, this represents the current market rate for a particular currency pair.
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Overrides:
        process in class QuotedCurrencyPair