Package org.isda.cdm

Class BondValuationModel


  • @RosettaClass
    public class BondValuationModel
    extends com.rosetta.model.lib.RosettaModelObject
    Bond valuation model for the security leg in a securities financing transaction, closely modelled onto the BondCollateral.model in FpML.
    Version:
    2.5.4
    • Method Detail

      • getAccrualsAmount

        public final Money getAccrualsAmount()
        Accruals amount for the bond in the security leg
      • getBondPriceAndYieldModel

        public final BondPriceAndYieldModel getBondPriceAndYieldModel()
        Price and yield model for valuing a bond security leg.
      • getNominalAmount

        @RosettaSynonym(value="nominalAmount",
                        source="FpML_5_10")
        public final Money getNominalAmount()
        The quantity of the underlier expressed as a nominal amount.
      • metaData

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