Package org.isda.cdm
Class YieldCurveMethod
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.YieldCurveMethod
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@RosettaClass @RosettaSynonym(value="YieldCurveMethod", source="FpML_5_10") public class YieldCurveMethod extends com.rosetta.model.lib.RosettaModelObject
A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
YieldCurveMethod.YieldCurveMethodBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static YieldCurveMethod.YieldCurveMethodBuilder
builder()
boolean
equals(java.lang.Object o)
QuotationRateTypeEnum
getQuotationRateType()
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.SettlementRateSource
getSettlementRateSource()
The method for obtaining a settlement rate.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends YieldCurveMethod>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
YieldCurveMethod.YieldCurveMethodBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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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).
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getSettlementRateSource
@RosettaSynonym(value="settlementRateSource",source="FpML_5_10") @RosettaSynonym(value="settlementRateSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="settlementRateSource",source="DTCC_11_0") @RosettaSynonym(value="settlementRateSource",source="DTCC_9_0") @RosettaSynonym(value="settlementRateSource",source="CME_ClearedConfirm_1_17") public final SettlementRateSource getSettlementRateSource()
The method for obtaining a settlement rate. This may be from some information source (e.g. Reuters) or from a set of reference banks.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends YieldCurveMethod> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public YieldCurveMethod.YieldCurveMethodBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static YieldCurveMethod.YieldCurveMethodBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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