Package org.isda.cdm

Class FxLinkedNotionalSchedule


  • @RosettaClass
    @RosettaSynonym(value="FxLinkedNotionalSchedule",
                    source="FpML_5_10",
                    path="fxLinkedNotionalSchedule")
    public class FxLinkedNotionalSchedule
    extends com.rosetta.model.lib.RosettaModelObject
    A class to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
    Version:
    2.5.4
    • Method Detail

      • getConstantNotionalScheduleReference

        @RosettaSynonym(value="constantNotionalScheduleReference",source="FpML_5_10") @RosettaSynonym(value="constantNotionalScheduleReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="constantNotionalScheduleReference",source="DTCC_11_0") @RosettaSynonym(value="constantNotionalScheduleReference",source="DTCC_9_0") @RosettaSynonym(value="constantNotionalScheduleReference",source="CME_ClearedConfirm_1_17")
        public final ReferenceWithMetaNotionalSchedule getConstantNotionalScheduleReference()
        A pointer style reference to the associated constant notional schedule defined elsewhere in the document which contains the currency amounts which will be converted into the varying notional currency amounts using the spot currency exchange rate.
      • getFxSpotRateSource

        @RosettaSynonym(value="fxSpotRateSource",source="FpML_5_10") @RosettaSynonym(value="fxSpotRateSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fxSpotRateSource",source="DTCC_11_0") @RosettaSynonym(value="fxSpotRateSource",source="DTCC_9_0") @RosettaSynonym(value="fxSpotRateSource",source="CME_ClearedConfirm_1_17")
        public final FxSpotRateSource getFxSpotRateSource()
        The information source and time at which the spot currency exchange rate will be observed.
      • getInitialValue

        @RosettaSynonym(value="initialValue",source="FpML_5_10") @RosettaSynonym(value="initialValue",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="initialValue",source="DTCC_11_0") @RosettaSynonym(value="initialValue",source="DTCC_9_0") @RosettaSynonym(value="initialValue",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getInitialValue()
        The initial currency amount for the varying notional. This may be omitted for a forward starting swap if the FX-linked notional value is not known at deal inception.
      • getVaryingNotionalCurrency

        @RosettaSynonym(value="varyingNotionalCurrency",source="FpML_5_10") @RosettaSynonym(value="varyingNotionalCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="varyingNotionalCurrency",source="DTCC_11_0") @RosettaSynonym(value="varyingNotionalCurrency",source="DTCC_9_0") @RosettaSynonym(value="varyingNotionalCurrency",source="CME_ClearedConfirm_1_17")
        public final FieldWithMetaString getVaryingNotionalCurrency()
        The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate. 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.
      • getVaryingNotionalFixingDates

        @RosettaSynonym(value="varyingNotionalFixingDates",source="FpML_5_10") @RosettaSynonym(value="varyingNotionalFixingDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="varyingNotionalFixingDates",source="DTCC_11_0") @RosettaSynonym(value="varyingNotionalFixingDates",source="DTCC_9_0") @RosettaSynonym(value="varyingNotionalFixingDates",source="CME_ClearedConfirm_1_17")
        public final RelativeDateOffset getVaryingNotionalFixingDates()
        The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
      • getVaryingNotionalInterimExchangePaymentDates

        @RosettaSynonym(value="varyingNotionalInterimExchangePaymentDates",source="FpML_5_10") @RosettaSynonym(value="varyingNotionalInterimExchangePaymentDates",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="varyingNotionalInterimExchangePaymentDates",source="DTCC_11_0") @RosettaSynonym(value="varyingNotionalInterimExchangePaymentDates",source="DTCC_9_0") @RosettaSynonym(value="varyingNotionalInterimExchangePaymentDates",source="CME_ClearedConfirm_1_17")
        public final RelativeDateOffset getVaryingNotionalInterimExchangePaymentDates()
        The dates on which interim exchanges of notional are paid. Interim exchanges will arise as a result of changes in the spot currency exchange amount or changes in the constant notional schedule (e.g. amortisation).
      • metaData

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