Package org.isda.cdm
Class ExchangeRate
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.ExchangeRate
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@RosettaClass @RosettaSynonym(value="ExchangeRate", source="FpML_5_10") public class ExchangeRate extends com.rosetta.model.lib.RosettaModelObject
A class that is used for describing the exchange rate for a particular transaction.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ExchangeRate.ExchangeRateBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ExchangeRate.ExchangeRateBuilder
builder()
boolean
equals(java.lang.Object o)
java.util.List<CrossRate>
getCrossRate()
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.java.math.BigDecimal
getForwardPoints()
An optional element used for deals consummated in the FX Forwards market.java.math.BigDecimal
getPointValue()
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).QuotedCurrencyPair
getQuotedCurrencyPair()
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.java.math.BigDecimal
getRate()
The rate of exchange between the two currencies of the leg of a deal.java.math.BigDecimal
getSpotRate()
An element used for FX forwards and certain types of FX OTC options.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends ExchangeRate>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ExchangeRate.ExchangeRateBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCrossRate
@RosettaSynonym(value="crossRate", source="FpML_5_10") public final java.util.List<CrossRate> getCrossRate()
An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
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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.
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getPointValue
@RosettaSynonym(value="pointValue", source="FpML_5_10") public final java.math.BigDecimal getPointValue()
An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated). Point (pip) size varies by currency pair: major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. The FpML PointValue type is constrained such that the factor can only be values of 10^n, where n <= 0, this constraint is not enforced here and is left to the implementor.
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getQuotedCurrencyPair
@RosettaSynonym(value="quotedCurrencyPair", source="FpML_5_10") public final QuotedCurrencyPair getQuotedCurrencyPair()
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
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getRate
@RosettaSynonym(value="rate", source="FpML_5_10") public final java.math.BigDecimal getRate()
The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
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getSpotRate
@RosettaSynonym(value="spotRate", source="FpML_5_10") public final java.math.BigDecimal getSpotRate()
An 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. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move 'up' or 'down' to be triggered.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends ExchangeRate> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public ExchangeRate.ExchangeRateBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static ExchangeRate.ExchangeRateBuilder 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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