Package org.isda.cdm

Class ReferenceSwapCurve


  • @RosettaClass
    @RosettaSynonym(value="ReferenceSwapCurve",
                    source="FpML_5_10")
    public class ReferenceSwapCurve
    extends com.rosetta.model.lib.RosettaModelObject
    A complex type used to specify the option and convertible bond option strike when expressed in reference to a swap curve.
    Version:
    2.5.4
    • Method Detail

      • getMakeWholeAmount

        @RosettaSynonym(value="makeWholeAmount",source="FpML_5_10") @RosettaSynonym(value="makeWholeAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="makeWholeAmount",source="DTCC_11_0") @RosettaSynonym(value="makeWholeAmount",source="DTCC_9_0") @RosettaSynonym(value="makeWholeAmount",source="CME_ClearedConfirm_1_17")
        public final MakeWholeAmount getMakeWholeAmount()
        Amount to be paid by the buyer of the option if the option is exercised prior to the Early Call Date. (The market practice in the convertible bond option space being that the buyer should be penalised if he/she exercises the option early on.)
      • getSwapUnwindValue

        @RosettaSynonym(value="swapUnwindValue",source="FpML_5_10") @RosettaSynonym(value="swapUnwindValue",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="swapUnwindValue",source="DTCC_11_0") @RosettaSynonym(value="swapUnwindValue",source="DTCC_9_0") @RosettaSynonym(value="swapUnwindValue",source="CME_ClearedConfirm_1_17")
        public final SwapCurveValuation getSwapUnwindValue()
      • metaData

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