Package org.isda.cdm

Class FxFeature


  • @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
    • 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()  
      • Methods inherited from class com.rosetta.model.lib.RosettaModelObject

        optionalStream, processRosetta, processRosetta
      • Methods inherited from class java.lang.Object

        clone, finalize, getClass, notify, notifyAll, wait, wait, wait
    • Method Detail

      • 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.
      • 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.
      • 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.
      • 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.
      • metaData

        public com.rosetta.model.lib.meta.RosettaMetaData<? extends FxFeature> metaData()
        Specified by:
        metaData in class com.rosetta.model.lib.RosettaModelObject
      • toBuilder

        public FxFeature.FxFeatureBuilder toBuilder()
        Specified by:
        toBuilder 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