Package org.isda.cdm

Class NotionalSchedule

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    public class NotionalSchedule
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    A class specifying the notional amount or notional amount schedule associated with a contractual product. The notional schedule will be captured explicitly, specifying the dates that the notional changes and the outstanding notional amount that applies from that date. A parametric representation of the rules defining the notional step schedule can optionally be included.
    Version:
    2.5.4
    • Method Detail

      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getNotionalStepParameters

        @RosettaSynonym(value="notionalStepParameters",source="FpML_5_10") @RosettaSynonym(value="notionalStepParameters",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalStepParameters",source="DTCC_11_0") @RosettaSynonym(value="notionalStepParameters",source="DTCC_9_0") @RosettaSynonym(value="notionalStepParameters",source="CME_ClearedConfirm_1_17")
        public final NotionalStepRule getNotionalStepParameters()
        A parametric representation of the notional step schedule, to be used when the notional schedule is not just specified as a set of dates and notional amount. Those parameters include the step frequency, the first and last notional step dates, the step rate, ...
      • getNotionalStepSchedule

        @RosettaSynonym(value="notionalStepSchedule",source="FpML_5_10") @RosettaSynonym(value="notionalStepSchedule",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalStepSchedule",source="DTCC_11_0") @RosettaSynonym(value="notionalStepSchedule",source="DTCC_9_0") @RosettaSynonym(value="notionalStepSchedule",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="notional",source="DTCC_11_0") @RosettaSynonym(value="notional",source="DTCC_9_0")
        public final NonNegativeAmountSchedule getNotionalStepSchedule()
        The notional amount when expressed as a varying notional alongside a date schedule. The step dates may be subject to adjustments in accordance with any adjustments specified in calculationPeriodDatesAdjustments.
      • metaData

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