Package org.isda.cdm

Class ExecutionQuantity


  • @RosettaClass
    public class ExecutionQuantity
    extends com.rosetta.model.lib.RosettaModelObject
    Class to specify the executed quantity of a product, provided as (possibly multiple) quantity notations, plus additional information regarding potential future quantity adjustments. Should be remaned as, and supersede, 'ContractualQuantity' once the latter can be deprecated.
    Version:
    2.5.4
    • Method Detail

      • getAdjustment

        @RosettaSynonym(value="notionalAdjustments",
                        source="FpML_5_10")
        public final NotionalAdjustmentEnum getAdjustment()
        Specifies the conditions that govern the adjustment to the quantity of a contractual product being traded: e.g. execution, portfolio rebalancing etc. It is typically used in the context of Equity Swaps.
      • getQuantityNotation

        @RosettaSynonym(value="notional",source="FpML_5_10") @RosettaSynonym(value="underlyer",source="FpML_5_10") @RosettaSynonym(value="notionalSchedule",source="FpML_5_10",path="swapStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="CME_SubmissionIRS_1_0",path="swapStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="DTCC_11_0",path="swapStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="DTCC_9_0",path="swapStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="CME_ClearedConfirm_1_17",path="swapStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="FpML_5_10",path="capFloorStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="CME_SubmissionIRS_1_0",path="capFloorStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="DTCC_11_0",path="capFloorStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="DTCC_9_0",path="capFloorStream.calculationPeriodAmount.calculation") @RosettaSynonym(value="notionalSchedule",source="CME_ClearedConfirm_1_17",path="capFloorStream.calculationPeriodAmount.calculation")
        public final java.util.List<QuantityNotation> getQuantityNotation()
        Quantity of the underlying contractual product that the contract is written on, defined as a single, non-negative number, a (mandatory) notation tag and an (optional) unit. Products, including contractual products, are designed to be defined as a unit in CDM (with quantity schedule and cross-referencing mechanisms handled as part of the underlying payout legs), so that the overall quantity can be abstracted away from the product definition. The notation tag (e.g. 'Notional') is meant to be referenced by the underlying payout legs and used to resolve the product, by fetching the actual amount from the appropriate quantity notation.
      • metaData

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