Package org.isda.cdm
Class TransactedPrice
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.TransactedPrice
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@RosettaClass public class TransactedPrice extends com.rosetta.model.lib.RosettaModelObject
A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
TransactedPrice.TransactedPriceBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static TransactedPrice.TransactedPriceBuilder
builder()
boolean
equals(java.lang.Object o)
java.math.BigDecimal
getInitialPoints()
An optional element that contains the up-front points expressed as a percentage of the notional.java.math.BigDecimal
getMarketFixedRate()
An optional element that only has meaning in a credit index trade.java.math.BigDecimal
getMarketPrice()
An optional element that only has meaning in a credit index trade.QuotationStyleEnum
getQuotationStyle()
An optional element that contains the up-front points expressed as a percentage of the notional.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends TransactedPrice>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
TransactedPrice.TransactedPriceBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getInitialPoints
@RosettaSynonym(value="initialPoints",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="initialPoints",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="initialPoints",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="initialPoints",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="initialPoints",source="CME_ClearedConfirm_1_17",path="feeLeg") public final java.math.BigDecimal getInitialPoints()
An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.
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getMarketFixedRate
@RosettaSynonym(value="marketFixedRate",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="marketFixedRate",source="CME_ClearedConfirm_1_17",path="feeLeg") public final java.math.BigDecimal getMarketFixedRate()
An optional element that only has meaning in a credit index trade. This element contains the credit spread ('fair value') at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks.
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getMarketPrice
@RosettaSynonym(value="marketPrice",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="marketPrice",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="marketPrice",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="marketPrice",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="marketPrice",source="CME_ClearedConfirm_1_17",path="feeLeg") public final java.math.BigDecimal getMarketPrice()
An optional element that only has meaning in a credit index trade. This element contains the price at which the trade was executed and is used instead of marketFixedRate on credit trades on certain indicies which are quoted using a price rather than a spread.
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getQuotationStyle
@RosettaSynonym(value="quotationStyle",source="FpML_5_10",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="CME_SubmissionIRS_1_0",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="DTCC_11_0",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="DTCC_9_0",path="feeLeg") @RosettaSynonym(value="quotationStyle",source="CME_ClearedConfirm_1_17",path="feeLeg") public final QuotationStyleEnum getQuotationStyle()
An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends TransactedPrice> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public TransactedPrice.TransactedPriceBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static TransactedPrice.TransactedPriceBuilder 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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