Package org.isda.cdm

Class TransactedPrice


  • @RosettaClass
    public class TransactedPrice
    extends com.rosetta.model.lib.RosettaModelObject
    A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.
    Version:
    2.5.4
    • Method Detail

      • getInitialPoints

        @RosettaSynonym(value="initialPoints",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="initialPoints",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="initialPoints",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="initialPoints",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="initialPoints",source="CME_ClearedConfirm_1_17",path="feeLeg")
        public final java.math.BigDecimal getInitialPoints()
        An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.
      • getMarketFixedRate

        @RosettaSynonym(value="marketFixedRate",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="CME_ClearedConfirm_1_17",path="feeLeg")
        public final java.math.BigDecimal getMarketFixedRate()
        An optional element that only has meaning in a credit index trade. This element contains the credit spread ('fair value') at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks.
      • getMarketPrice

        @RosettaSynonym(value="marketPrice",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="marketPrice",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="marketPrice",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="marketPrice",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="marketPrice",source="CME_ClearedConfirm_1_17",path="feeLeg")
        public final java.math.BigDecimal getMarketPrice()
        An optional element that only has meaning in a credit index trade. This element contains the price at which the trade was executed and is used instead of marketFixedRate on credit trades on certain indicies which are quoted using a price rather than a spread.
      • getQuotationStyle

        @RosettaSynonym(value="quotationStyle",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="CME_ClearedConfirm_1_17",path="feeLeg")
        public final QuotationStyleEnum getQuotationStyle()
        An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends TransactedPrice> 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