Package org.isda.cdm
Class FxFeature
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.FxFeature
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@RosettaClass @RosettaSynonym(value="FxFeature", source="FpML_5_10") public class FxFeature extends com.rosetta.model.lib.RosettaModelObject
A type for defining FX Features.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
FxFeature.FxFeatureBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static FxFeature.FxFeatureBuilder
builder()
boolean
equals(java.lang.Object o)
Composite
getComposite()
If 'Composite' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.Composite
getCrossCurrency()
If 'Cross-Currency' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.Quanto
getQuanto()
If 'Quanto' is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.FieldWithMetaString
getReferenceCurrency()
Specifies the reference currency of the trade.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFeature>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FxFeature.FxFeatureBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getComposite
@RosettaSynonym(value="composite",source="FpML_5_10") @RosettaSynonym(value="composite",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="composite",source="DTCC_11_0") @RosettaSynonym(value="composite",source="DTCC_9_0") @RosettaSynonym(value="composite",source="CME_ClearedConfirm_1_17") public final Composite getComposite()
If 'Composite' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
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getCrossCurrency
@RosettaSynonym(value="crossCurrency",source="FpML_5_10") @RosettaSynonym(value="crossCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="crossCurrency",source="DTCC_11_0") @RosettaSynonym(value="crossCurrency",source="DTCC_9_0") @RosettaSynonym(value="crossCurrency",source="CME_ClearedConfirm_1_17") public final Composite getCrossCurrency()
If 'Cross-Currency' is specified as the Settlement Type in the relevant Transaction Supplement, an amount in the Settlement Currency, determined by the Calculation Agent as being equal to the number of Options exercised or deemed exercised, multiplied by: (Settlement Price – Strike Price) / (Strike Price – Settlement Price) x Multiplier x one unit of the Reference Currency converted into an amount in the Settlement Currency using the rate of exchange of the Settlement Currency as quoted on the Reference Price Source on the Valuation Date, provided that if the above is equal to a negative amount the Option Cash Settlement Amount shall be deemed to be zero.
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getQuanto
@RosettaSynonym(value="quanto",source="FpML_5_10") @RosettaSynonym(value="quanto",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="quanto",source="DTCC_11_0") @RosettaSynonym(value="quanto",source="DTCC_9_0") @RosettaSynonym(value="quanto",source="CME_ClearedConfirm_1_17") public final Quanto getQuanto()
If 'Quanto' is specified as the Settlement Type in the relevant Transaction Supplement, an amount, as determined by the Calculation Agent in accordance with the Section 8.2 of the Equity Definitions.
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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()
Specifies the reference currency of the trade.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFeature> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public FxFeature.FxFeatureBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static FxFeature.FxFeatureBuilder 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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