Package org.isda.cdm
Class PaymentCalculationPeriod
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.PaymentCalculationPeriod
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- All Implemented Interfaces:
com.rosetta.model.lib.GlobalKey
@RosettaClass @RosettaSynonym(value="PaymentCalculationPeriod",source="FpML_5_10") @RosettaSynonym(value="PaymentCalculationPeriod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PaymentCalculationPeriod",source="DTCC_11_0") @RosettaSynonym(value="PaymentCalculationPeriod",source="DTCC_9_0") @RosettaSynonym(value="PaymentCalculationPeriod",source="CME_ClearedConfirm_1_17") public class PaymentCalculationPeriod extends com.rosetta.model.lib.RosettaModelObject implements com.rosetta.model.lib.GlobalKey
A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This class forms part of the cashflow representation of a swap stream.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
PaymentCalculationPeriod.PaymentCalculationPeriodBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static PaymentCalculationPeriod.PaymentCalculationPeriodBuilder
builder()
boolean
equals(java.lang.Object o)
com.rosetta.model.lib.records.Date
getAdjustedPaymentDate()
The adjusted payment date.java.util.List<CalculationPeriod>
getCalculationPeriod()
The parameters used in the calculation of a fixed or floating rate calculation period amount.java.math.BigDecimal
getDiscountFactor()
A decimal value representing the discount factor used to calculate the present value of cash flow.java.math.BigDecimal
getFixedPaymentAmount()
A known fixed payment amount.Money
getForecastPaymentAmount()
A monetary amount representing the forecast of the future value of the payment.MetaFields
getMeta()
Money
getPresentValueAmount()
A monetary amount representing the present value of the forecast payment.com.rosetta.model.lib.records.Date
getUnadjustedPaymentDate()
The unadjusted payment date.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends PaymentCalculationPeriod>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
PaymentCalculationPeriod.PaymentCalculationPeriodBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getAdjustedPaymentDate
@RosettaSynonym(value="adjustedPaymentDate",source="FpML_5_10") @RosettaSynonym(value="adjustedPaymentDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="adjustedPaymentDate",source="DTCC_11_0") @RosettaSynonym(value="adjustedPaymentDate",source="DTCC_9_0") @RosettaSynonym(value="adjustedPaymentDate",source="CME_ClearedConfirm_1_17") public final com.rosetta.model.lib.records.Date getAdjustedPaymentDate()
The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but may be specified to allow the fee structure to also serve as a cashflow type component.
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getCalculationPeriod
@RosettaSynonym(value="calculationPeriod",source="FpML_5_10") @RosettaSynonym(value="calculationPeriod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationPeriod",source="DTCC_11_0") @RosettaSynonym(value="calculationPeriod",source="DTCC_9_0") @RosettaSynonym(value="calculationPeriod",source="CME_ClearedConfirm_1_17") public final java.util.List<CalculationPeriod> getCalculationPeriod()
The parameters used in the calculation of a fixed or floating rate calculation period amount. A list of calculation period elements may be ordered in the document by ascending start date. An FpML document which contains an unordered list of calculation periods is still regarded as a conformant document.
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getDiscountFactor
@RosettaSynonym(value="discountFactor",source="FpML_5_10") @RosettaSynonym(value="discountFactor",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="discountFactor",source="DTCC_11_0") @RosettaSynonym(value="discountFactor",source="DTCC_9_0") @RosettaSynonym(value="discountFactor",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getDiscountFactor()
A decimal value representing the discount factor used to calculate the present value of cash flow.
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getFixedPaymentAmount
@RosettaSynonym(value="fixedPaymentAmount",source="FpML_5_10") @RosettaSynonym(value="fixedPaymentAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fixedPaymentAmount",source="DTCC_11_0") @RosettaSynonym(value="fixedPaymentAmount",source="DTCC_9_0") @RosettaSynonym(value="fixedPaymentAmount",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getFixedPaymentAmount()
A known fixed payment amount.
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getForecastPaymentAmount
@RosettaSynonym(value="forecastPaymentAmount",source="FpML_5_10") @RosettaSynonym(value="forecastPaymentAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="forecastPaymentAmount",source="DTCC_11_0") @RosettaSynonym(value="forecastPaymentAmount",source="DTCC_9_0") @RosettaSynonym(value="forecastPaymentAmount",source="CME_ClearedConfirm_1_17") public final Money getForecastPaymentAmount()
A monetary amount representing the forecast of the future value of the payment.
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getMeta
public final MetaFields getMeta()
- Specified by:
getMeta
in interfacecom.rosetta.model.lib.GlobalKey
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getPresentValueAmount
@RosettaSynonym(value="presentValueAmount",source="FpML_5_10") @RosettaSynonym(value="presentValueAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="presentValueAmount",source="DTCC_11_0") @RosettaSynonym(value="presentValueAmount",source="DTCC_9_0") @RosettaSynonym(value="presentValueAmount",source="CME_ClearedConfirm_1_17") public final Money getPresentValueAmount()
A monetary amount representing the present value of the forecast payment.
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getUnadjustedPaymentDate
@RosettaSynonym(value="unadjustedPaymentDate",source="FpML_5_10") @RosettaSynonym(value="unadjustedPaymentDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="unadjustedPaymentDate",source="DTCC_11_0") @RosettaSynonym(value="unadjustedPaymentDate",source="DTCC_9_0") @RosettaSynonym(value="unadjustedPaymentDate",source="CME_ClearedConfirm_1_17") public final com.rosetta.model.lib.records.Date getUnadjustedPaymentDate()
The unadjusted payment date.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends PaymentCalculationPeriod> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public PaymentCalculationPeriod.PaymentCalculationPeriodBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static PaymentCalculationPeriod.PaymentCalculationPeriodBuilder 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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