Package org.isda.cdm
Class CashPriceMethod
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.CashPriceMethod
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@RosettaClass @RosettaSynonym(value="businessDateRange", source="FpML_5_10") public class CashPriceMethod extends com.rosetta.model.lib.RosettaModelObject
A type defining the parameters necessary for each of the ISDA cash price methods for cash settlement.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CashPriceMethod.CashPriceMethodBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CashPriceMethod.CashPriceMethodBuilder
builder()
boolean
equals(java.lang.Object o)
FieldWithMetaString
getCashSettlementCurrency()
The currency in which the cash settlement amount will be calculated and settled.CashSettlementReferenceBanks
getCashSettlementReferenceBanks()
A container for a set of reference institutions.QuotationRateTypeEnum
getQuotationRateType()
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CashPriceMethod>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CashPriceMethod.CashPriceMethodBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getCashSettlementCurrency
@RosettaSynonym(value="cashSettlementCurrency",source="FpML_5_10") @RosettaSynonym(value="cashSettlementCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementCurrency",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementCurrency",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementCurrency",source="CME_ClearedConfirm_1_17") public final FieldWithMetaString getCashSettlementCurrency()
The currency in which the cash settlement amount will be calculated and settled. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.
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getCashSettlementReferenceBanks
@RosettaSynonym(value="cashSettlementReferenceBanks",source="FpML_5_10") @RosettaSynonym(value="cashSettlementReferenceBanks",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="CME_ClearedConfirm_1_17") public final CashSettlementReferenceBanks getCashSettlementReferenceBanks()
A container for a set of reference institutions. These reference institutions may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
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getQuotationRateType
@RosettaSynonym(value="quotationRateType",source="FpML_5_10") @RosettaSynonym(value="quotationRateType",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="quotationRateType",source="DTCC_11_0") @RosettaSynonym(value="quotationRateType",source="DTCC_9_0") @RosettaSynonym(value="quotationRateType",source="CME_ClearedConfirm_1_17") public final QuotationRateTypeEnum getQuotationRateType()
Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j).
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CashPriceMethod> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public CashPriceMethod.CashPriceMethodBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static CashPriceMethod.CashPriceMethodBuilder 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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