Package org.isda.cdm

Class YieldCurveMethod


  • @RosettaClass
    @RosettaSynonym(value="YieldCurveMethod",
                    source="FpML_5_10")
    public class YieldCurveMethod
    extends com.rosetta.model.lib.RosettaModelObject
    A class defining the parameters required for each of the ISDA defined yield curve methods for cash settlement.
    Version:
    2.5.4
    • Method Detail

      • getQuotationRateType

        @RosettaSynonym(value="quotationRateType",source="FpML_5_10") @RosettaSynonym(value="quotationRateType",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="quotationRateType",source="DTCC_11_0") @RosettaSynonym(value="quotationRateType",source="DTCC_9_0") @RosettaSynonym(value="quotationRateType",source="CME_ClearedConfirm_1_17")
        public final QuotationRateTypeEnum getQuotationRateType()
        Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j).
      • getSettlementRateSource

        @RosettaSynonym(value="settlementRateSource",source="FpML_5_10") @RosettaSynonym(value="settlementRateSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="settlementRateSource",source="DTCC_11_0") @RosettaSynonym(value="settlementRateSource",source="DTCC_9_0") @RosettaSynonym(value="settlementRateSource",source="CME_ClearedConfirm_1_17")
        public final SettlementRateSource getSettlementRateSource()
        The method for obtaining a settlement rate. This may be from some information source (e.g. Reuters) or from a set of reference banks.
      • metaData

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