Package org.isda.cdm
Class CrossRate
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.QuotedCurrencyPair
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- org.isda.cdm.CrossRate
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@RosettaClass @RosettaSynonym(value="CrossRate", source="FpML_5_10") public class CrossRate extends QuotedCurrencyPair
A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
CrossRate.CrossRateBuilder
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Nested classes/interfaces inherited from class org.isda.cdm.QuotedCurrencyPair
QuotedCurrencyPair.QuotedCurrencyPairBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static CrossRate.CrossRateBuilder
builder()
boolean
equals(java.lang.Object o)
java.math.BigDecimal
getForwardPoints()
An optional element used for deals consummated in the FX Forwards market.java.math.BigDecimal
getRate()
The exchange rate used to cross between the traded currencies.java.math.BigDecimal
getSpotRate()
An optional element used for FX forwards and certain types of FX OTC options.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends CrossRate>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CrossRate.CrossRateBuilder
toBuilder()
java.lang.String
toString()
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Methods inherited from class org.isda.cdm.QuotedCurrencyPair
getCurrency1, getCurrency2, getQuoteBasis
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Method Detail
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getForwardPoints
@RosettaSynonym(value="forwardPoints", source="FpML_5_10") public final java.math.BigDecimal getForwardPoints()
An optional element used for deals consummated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a premium or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.
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getRate
@RosettaSynonym(value="rate", source="FpML_5_10") public final java.math.BigDecimal getRate()
The exchange rate used to cross between the traded currencies.
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getSpotRate
@RosettaSynonym(value="spotRate", source="FpML_5_10") public final java.math.BigDecimal getSpotRate()
An optional element used for FX forwards and certain types of FX OTC options. For deals consummated in the FX Forwards Market, this represents the current market rate for a particular currency pair.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends CrossRate> metaData()
- Overrides:
metaData
in classQuotedCurrencyPair
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toBuilder
public CrossRate.CrossRateBuilder toBuilder()
- Overrides:
toBuilder
in classQuotedCurrencyPair
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builder
public static CrossRate.CrossRateBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Overrides:
process
in classQuotedCurrencyPair
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classQuotedCurrencyPair
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hashCode
public int hashCode()
- Overrides:
hashCode
in classQuotedCurrencyPair
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toString
public java.lang.String toString()
- Overrides:
toString
in classQuotedCurrencyPair
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