Package org.isda.cdm
Class FxFixing
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.FxFixing
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@RosettaClass @RosettaSynonym(value="FxFixing", source="FpML_5_10") public class FxFixing extends com.rosetta.model.lib.RosettaModelObject
A class that specifies the source for and timing of a fixing of an exchange rate. This is used in the agreement of non-deliverable forward trades as well as various types of FX OTC options that require observations against a particular rate.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
FxFixing.FxFixingBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static FxFixing.FxFixingBuilder
builder()
boolean
equals(java.lang.Object o)
com.rosetta.model.lib.records.Date
getFixingDate()
Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement.FxSpotRateSource
getFxSpotRateSource()
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.QuotedCurrencyPair
getQuotedCurrencyPair()
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixing>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
FxFixing.FxFixingBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getFixingDate
@RosettaSynonym(value="fixingDate", source="FpML_5_10") public final com.rosetta.model.lib.records.Date getFixingDate()
Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range.
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getFxSpotRateSource
@RosettaSynonym(value="fxSpotRateSource", source="FpML_5_10") public final FxSpotRateSource getFxSpotRateSource()
Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
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getQuotedCurrencyPair
@RosettaSynonym(value="quotedCurrencyPair", source="FpML_5_10") public final QuotedCurrencyPair getQuotedCurrencyPair()
Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFixing> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public FxFixing.FxFixingBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static FxFixing.FxFixingBuilder 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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