Package org.isda.cdm

Class NonNegativeQuantitySchedule


  • @RosettaClass
    public class NonNegativeQuantitySchedule
    extends NonNegativeQuantity
    Class to specify a non-negative quantity schedule, which is used to define the quantity of a payout leg. This quantity cannot be negative, while direction is specified through a BuyerSeller or PayerReceiver attribute. The only available schedule implementation is a step schedule, specified as a set of date-value pairs. The non-negativity is enforced by extending the non-negative quantity and step schedule classes.
    Version:
    2.5.4