Package org.isda.cdm

Class QuantityMultiplier


  • @RosettaClass
    public class QuantityMultiplier
    extends com.rosetta.model.lib.RosettaModelObject
    Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps.
    Version:
    2.5.4
    • Method Detail

      • getEquityValuation

        public final EquityValuation getEquityValuation()
        Multiplier specified as an equity valuation schedule, e.g. for a resetting equity swap.
      • getFxLinkedNotionalSchedule

        public final FxLinkedNotionalSchedule getFxLinkedNotionalSchedule()
        Multiplier specified as an FX-linked schedule, e.g. for a resetting cross-currency swap..
      • getMultiplierValue

        public final java.math.BigDecimal getMultiplierValue()
      • metaData

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