Package org.isda.cdm
Class ContractualQuantity
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.ContractualQuantity
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@RosettaClass public class ContractualQuantity extends com.rosetta.model.lib.RosettaModelObject
[SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation. The quantity attribute applies to products relating to securities or tangible assets (such as equities or commodities), while the notional amount applies to products pertaining to interest rate, FX or credit products.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
ContractualQuantity.ContractualQuantityBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static ContractualQuantity.ContractualQuantityBuilder
builder()
boolean
equals(java.lang.Object o)
FutureValueAmount
getFutureValueNotional()
The future value notional is specific to BRL CDI swaps, and is specified alongside the notional amount.FxLinkedNotionalSchedule
getFxLinkedNotional()
The contractual quantity when specified as a notional amount which value is a function of FX parameters.ReferenceWithMetaMoney
getNotionalAmount()
The contractual quantity when specified as an amount and a currency units without associated schedule or FX terms.NotionalSchedule
getNotionalSchedule()
The contractual quantity when specified as a notional amount with an associated schedule, as used in the case of an amortizing swap where the notional amount decreases over time.Quantity
getQuantity()
The contractual quantity when specified as an amount/number of securities or tangible assets.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends ContractualQuantity>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ContractualQuantity.ContractualQuantityBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getFutureValueNotional
@RosettaSynonym(value="futureValueNotional",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation") public final FutureValueAmount getFutureValueNotional()
The future value notional is specific to BRL CDI swaps, and is specified alongside the notional amount. The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency should always match that expressed in the notional schedule. The value date should match the adjusted termination date.
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getFxLinkedNotional
@RosettaSynonym(value="fxLinkedNotionalSchedule",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation") public final FxLinkedNotionalSchedule getFxLinkedNotional()
The contractual quantity when specified as a notional amount which value is a function of FX parameters.
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getNotionalAmount
@RosettaSynonym(value="initialValue",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="calculationAmount",source="FpML_5_10",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_SubmissionIRS_1_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_11_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_9_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_ClearedConfirm_1_17",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="FpML_5_10",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_SubmissionIRS_1_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_11_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_9_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_ClearedConfirm_1_17",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="notionalAmount",source="Rosetta_Workbench") @RosettaSynonym(value="notionalAmount",source="FpML_5_10") @RosettaSynonym(value="notionalAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalAmount",source="DTCC_11_0") @RosettaSynonym(value="notionalAmount",source="DTCC_9_0") @RosettaSynonym(value="notionalAmount",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="notional",source="FpML_5_10") @RosettaSynonym(value="notional",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notional",source="DTCC_11_0") @RosettaSynonym(value="notional",source="DTCC_9_0") @RosettaSynonym(value="notional",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="notionalReference",source="FpML_5_10") @RosettaSynonym(value="notionalReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalReference",source="DTCC_11_0") @RosettaSynonym(value="notionalReference",source="DTCC_9_0") @RosettaSynonym(value="notionalReference",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="settlementAmount",source="FpML_5_10",path="nearLeg") public final ReferenceWithMetaMoney getNotionalAmount()
The contractual quantity when specified as an amount and a currency units without associated schedule or FX terms. When applied to Credit default Swaps, this is the notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.
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getNotionalSchedule
@RosettaSynonym(value="calculationElements",source="DTCC_11_0") @RosettaSynonym(value="calculationElements",source="DTCC_9_0") public final NotionalSchedule getNotionalSchedule()
The contractual quantity when specified as a notional amount with an associated schedule, as used in the case of an amortizing swap where the notional amount decreases over time.
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getQuantity
public final Quantity getQuantity()
The contractual quantity when specified as an amount/number of securities or tangible assets. The quantity attribute is typical used in the equity and commodity asset classes.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends ContractualQuantity> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public ContractualQuantity.ContractualQuantityBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static ContractualQuantity.ContractualQuantityBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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