Package org.isda.cdm

Class FallbackReferencePrice


  • @RosettaClass
    @RosettaSynonym(value="FallbackReferencePrice",
                    source="FpML_5_10")
    public class FallbackReferencePrice
    extends com.rosetta.model.lib.RosettaModelObject
    The method, prioritised by the order it is listed in this element, to get a replacement rate for the disrupted settlement rate option.
    Version:
    2.5.4
    • Method Detail

      • getCalculationAgentDetermination

        @RosettaSynonym(value="calculationAgentDetermination",source="FpML_5_10") @RosettaSynonym(value="calculationAgentDetermination",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationAgentDetermination",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="calculationAgentDetermination",source="DTCC_11_0") @RosettaSynonym(value="calculationAgentDetermination",source="DTCC_9_0")
        public final CalculationAgent getCalculationAgentDetermination()
        The calculation agent will decide the rate.
      • getFallBackSettlementRateOption

        @RosettaSynonym(value="fallBackSettlementRateOption",source="FpML_5_10") @RosettaSynonym(value="fallBackSettlementRateOption",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fallBackSettlementRateOption",source="DTCC_11_0") @RosettaSynonym(value="fallBackSettlementRateOption",source="DTCC_9_0") @RosettaSynonym(value="fallBackSettlementRateOption",source="CME_ClearedConfirm_1_17")
        public final java.util.List<FieldWithMetaSettlementRateOptionEnum> getFallBackSettlementRateOption()
        This settlement rate option will be used in its place.
      • getFallbackSurveyValuationPostponement

        @RosettaSynonym(value="",source="FpML_5_10") @RosettaSynonym(value="",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_11_0") @RosettaSynonym(value="",source="DTCC_9_0")
        public final java.lang.Boolean getFallbackSurveyValuationPostponement()
        Request rate quotes from the market. This element is set as type Empty in FpML. When present, the FpML synonym is mapped to a value True in the CDM.
      • getValuationPostponement

        @RosettaSynonym(value="valuationPostponement",source="FpML_5_10") @RosettaSynonym(value="valuationPostponement",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="valuationPostponement",source="DTCC_11_0") @RosettaSynonym(value="valuationPostponement",source="DTCC_9_0") @RosettaSynonym(value="valuationPostponement",source="CME_ClearedConfirm_1_17")
        public final ValuationPostponement getValuationPostponement()
        Specifies how long to wait to get a quote from a settlement rate option upon a price source disruption.
      • metaData

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