Package org.isda.cdm

Class NonDeliverableSettlement


  • @RosettaClass
    @RosettaSynonym(value="NonDeliverableSettlement",
                    source="FpML_5_10")
    public class NonDeliverableSettlement
    extends com.rosetta.model.lib.RosettaModelObject
    A class defining the parameters used when the reference currency of the payout is non-deliverable.
    Version:
    2.5.4
    • Method Detail

      • getFxFixingDate

        @RosettaSynonym(value="fxFixingDate",source="FpML_5_10") @RosettaSynonym(value="fxFixingDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxFixingDate",source="DTCC_11_0") @RosettaSynonym(value="fxFixingDate",source="DTCC_9_0") @RosettaSynonym(value="fxFixingDate",source="CME_ClearedConfirm_1_17")
        public final FxFixingDate getFxFixingDate()
        The date, when expressed as a relative date, on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
      • getFxFixingSchedule

        @RosettaSynonym(value="fxFixingSchedule",source="FpML_5_10") @RosettaSynonym(value="fxFixingSchedule",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxFixingSchedule",source="DTCC_11_0") @RosettaSynonym(value="fxFixingSchedule",source="DTCC_9_0") @RosettaSynonym(value="fxFixingSchedule",source="CME_ClearedConfirm_1_17")
        public final AdjustableDates getFxFixingSchedule()
        The date, when expressed as a schedule of date(s), on which the currency rate will be determined for the purpose of specifying the amount in deliverable currency.
      • getPriceSourceDisruption

        @RosettaSynonym(value="priceSourceDisruption",source="FpML_5_10") @RosettaSynonym(value="priceSourceDisruption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="priceSourceDisruption",source="DTCC_11_0") @RosettaSynonym(value="priceSourceDisruption",source="DTCC_9_0") @RosettaSynonym(value="priceSourceDisruption",source="CME_ClearedConfirm_1_17")
        public final PriceSourceDisruption getPriceSourceDisruption()
        An attribute defining the parameters to get a new quote when a settlement rate option is disrupted.
      • getReferenceCurrency

        @RosettaSynonym(value="referenceCurrency",source="FpML_5_10") @RosettaSynonym(value="referenceCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="referenceCurrency",source="DTCC_11_0") @RosettaSynonym(value="referenceCurrency",source="DTCC_9_0") @RosettaSynonym(value="referenceCurrency",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaString getReferenceCurrency()
        The currency in which the swap stream is denominated, which is distinct from the currency in which the cashflows will be settled. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.
      • getSettlementRateOption

        @RosettaSynonym(value="settlementRateOption",source="FpML_5_10") @RosettaSynonym(value="settlementRateOption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="settlementRateOption",source="DTCC_11_0") @RosettaSynonym(value="settlementRateOption",source="DTCC_9_0") @RosettaSynonym(value="settlementRateOption",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaSettlementRateOptionEnum getSettlementRateOption()
        The rate source for the conversion to the settlement currency. This source is specified through a scheme that reflects the terms of the Annex A to the 1998 FX and Currency Option Definitions.
      • metaData

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