Package org.isda.cdm
Class SwapCurveValuation
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.SwapCurveValuation
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- Direct Known Subclasses:
MakeWholeAmount
@RosettaClass @RosettaSynonym(value="SwapCurveValuation", source="FpML_5_10") public class SwapCurveValuation extends com.rosetta.model.lib.RosettaModelObject
A class to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.- Version:
- 2.5.4
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
SwapCurveValuation.SwapCurveValuationBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static SwapCurveValuation.SwapCurveValuationBuilder
builder()
boolean
equals(java.lang.Object o)
FloatingRateIndexEnum
getFloatingRateIndex()
Period
getIndexTenor()
The ISDA Designated Maturity, i.e.QuotationSideEnum
getSide()
The side (bid/mid/ask) of the measure.java.math.BigDecimal
getSpread()
Spread in basis points over the floating rate index.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends SwapCurveValuation>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
SwapCurveValuation.SwapCurveValuationBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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getFloatingRateIndex
@RosettaSynonym(value="floatingRateIndex",source="FpML_5_10") @RosettaSynonym(value="floatingRateIndex",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="floatingRateIndex",source="DTCC_11_0") @RosettaSynonym(value="floatingRateIndex",source="DTCC_9_0") @RosettaSynonym(value="floatingRateIndex",source="CME_ClearedConfirm_1_17") public final FloatingRateIndexEnum getFloatingRateIndex()
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getIndexTenor
@RosettaSynonym(value="indexTenor",source="FpML_5_10") @RosettaSynonym(value="indexTenor",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="indexTenor",source="DTCC_11_0") @RosettaSynonym(value="indexTenor",source="DTCC_9_0") @RosettaSynonym(value="indexTenor",source="CME_ClearedConfirm_1_17") public final Period getIndexTenor()
The ISDA Designated Maturity, i.e. the tenor of the floating rate.
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getSide
@RosettaSynonym(value="side",source="FpML_5_10") @RosettaSynonym(value="side",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="side",source="DTCC_11_0") @RosettaSynonym(value="side",source="DTCC_9_0") @RosettaSynonym(value="side",source="CME_ClearedConfirm_1_17") public final QuotationSideEnum getSide()
The side (bid/mid/ask) of the measure.
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getSpread
@RosettaSynonym(value="spread",source="FpML_5_10") @RosettaSynonym(value="spread",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="spread",source="DTCC_11_0") @RosettaSynonym(value="spread",source="DTCC_9_0") @RosettaSynonym(value="spread",source="CME_ClearedConfirm_1_17") public final java.math.BigDecimal getSpread()
Spread in basis points over the floating rate index.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends SwapCurveValuation> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public SwapCurveValuation.SwapCurveValuationBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static SwapCurveValuation.SwapCurveValuationBuilder 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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