Package org.isda.cdm

Class SettlementRateSource


  • @RosettaClass
    @RosettaSynonym(value="SettlementRateSource",
                    source="FpML_5_10")
    public class SettlementRateSource
    extends com.rosetta.model.lib.RosettaModelObject
    A class describing the method for obtaining a settlement rate.
    Version:
    2.5.4
    • Method Detail

      • 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 that 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.
      • getInformationSource

        @RosettaSynonym(value="informationSource",source="FpML_5_10") @RosettaSynonym(value="informationSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="informationSource",source="DTCC_11_0") @RosettaSynonym(value="informationSource",source="DTCC_9_0") @RosettaSynonym(value="informationSource",source="CME_ClearedConfirm_1_17")
        public final InformationSource getInformationSource()
        The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
      • metaData

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