Package org.isda.cdm

Class Schedule

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey
    Direct Known Subclasses:
    AmountSchedule, SpreadSchedule, StrikeSchedule

    @RosettaClass
    @RosettaSynonym(value="Schedule",source="FpML_5_10") @RosettaSynonym(value="Schedule",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="Schedule",source="DTCC_11_0") @RosettaSynonym(value="Schedule",source="DTCC_9_0") @RosettaSynonym(value="Schedule",source="CME_ClearedConfirm_1_17")
    public class Schedule
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    A class defining a schedule of rates or amounts in terms of an initial value and then a series of step date and value pairs. On each step date the rate or amount changes to the new step value. The series of step date and value pairs are optional. If not specified, this implies that the initial value remains unchanged over time.
    Version:
    2.5.4
    • Method Detail

      • getInitialValue

        @RosettaSynonym(value="initialValue",source="FpML_5_10") @RosettaSynonym(value="initialValue",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="initialValue",source="DTCC_11_0") @RosettaSynonym(value="initialValue",source="DTCC_9_0") @RosettaSynonym(value="initialValue",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="initialValue",source="FpML_5_10",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="initialValue",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="initialValue",source="DTCC_11_0",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="initialValue",source="DTCC_9_0",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="initialValue",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="initialValue",source="FpML_5_10",path="calculationPeriodAmount.calculation.floatingRateCalculation") @RosettaSynonym(value="initialValue",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation.floatingRateCalculation") @RosettaSynonym(value="initialValue",source="DTCC_11_0",path="calculationPeriodAmount.calculation.floatingRateCalculation") @RosettaSynonym(value="initialValue",source="DTCC_9_0",path="calculationPeriodAmount.calculation.floatingRateCalculation") @RosettaSynonym(value="initialValue",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation.floatingRateCalculation") @RosettaSynonym(value="fixedRate",source="FpML_5_10",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="fixedRate",source="CME_SubmissionIRS_1_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="fixedRate",source="DTCC_11_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="fixedRate",source="DTCC_9_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="fixedRate",source="CME_ClearedConfirm_1_17",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="fixedRate",source="FpML_5_10") @RosettaSynonym(value="fixedRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fixedRate",source="DTCC_11_0") @RosettaSynonym(value="fixedRate",source="DTCC_9_0") @RosettaSynonym(value="fixedRate",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="initialValue",source="FpML_5_10",path="fixedRateSchedule")
        public final java.math.BigDecimal getInitialValue()
        The initial rate or amount, as the case may be. An initial rate of 5% would be represented as 0.05.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getStep

        @RosettaSynonym(value="step",source="FpML_5_10",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="step",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="step",source="DTCC_11_0",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="step",source="DTCC_9_0",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="step",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation.fixedRateSchedule") @RosettaSynonym(value="step",source="FpML_5_10") @RosettaSynonym(value="step",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="step",source="DTCC_11_0") @RosettaSynonym(value="step",source="DTCC_9_0") @RosettaSynonym(value="step",source="CME_ClearedConfirm_1_17")
        public final java.util.List<Step> getStep()
        The schedule of step date and value pairs. On each step date the associated step value becomes effective A list of steps may be ordered in the document by ascending step date. An FpML document containing an unordered list of steps is still regarded as a conformant document.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends Schedule> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • toBuilder

        public Schedule.ScheduleBuilder toBuilder()
        Specified by:
        toBuilder 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