Package org.isda.cdm

Class EquityValuation


  • @RosettaClass
    @RosettaSynonym(value="EquityValuation",
                    source="FpML_5_10")
    public class EquityValuation
    extends Price
    A class for defining how and when an equity option or equity swap is to be valued.
    Version:
    2.5.4
    • Method Detail

      • getDeterminationMethod

        @RosettaSynonym(value="determinationMethod",
                        source="FpML_5_10")
        public final DeterminationMethodEnum getDeterminationMethod()
        Specifies the method according to which an amount or a date is determined.
      • getValuationDate

        @RosettaSynonym(value="valuationDate",
                        source="FpML_5_10",
                        path="valuationRules")
        public final AdjustableOrRelativeDate getValuationDate()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date
      • getValuationDates

        @RosettaSynonym(value="valuationDates",
                        source="FpML_5_10",
                        path="valuationRules")
        public final AdjustableOrRelativeDates getValuationDates()
        2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date
      • getValuationTime

        @RosettaSynonym(value="valuationTime",
                        source="FpML_5_10",
                        path="valuationRules")
        public final BusinessCenterTime getValuationTime()
        The specific time of day at which the calculation agent values the underlying. The SpecificTime is the only case when the valuationTime (time + business center location – e.g. 10:00:00 USNY) should be provided. You should be able to provide just the valuationTime without valuationTimeType, which infer that this is a specific time.
      • getValuationTimeType

        @RosettaSynonym(value="valuationTimeType",
                        source="FpML_5_10",
                        path="valuationRules")
        public final TimeTypeEnum getValuationTimeType()
        The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.
      • process

        public void process​(com.rosetta.model.lib.path.RosettaPath path,
                            com.rosetta.model.lib.process.Processor processor)
        Overrides:
        process in class Price
      • equals

        public boolean equals​(java.lang.Object o)
        Overrides:
        equals in class Price
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Price
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class Price