Package org.isda.cdm

Class PaymentCalculationPeriod

  • All Implemented Interfaces:
    com.rosetta.model.lib.GlobalKey

    @RosettaClass
    @RosettaSynonym(value="PaymentCalculationPeriod",source="FpML_5_10") @RosettaSynonym(value="PaymentCalculationPeriod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="PaymentCalculationPeriod",source="DTCC_11_0") @RosettaSynonym(value="PaymentCalculationPeriod",source="DTCC_9_0") @RosettaSynonym(value="PaymentCalculationPeriod",source="CME_ClearedConfirm_1_17")
    public class PaymentCalculationPeriod
    extends com.rosetta.model.lib.RosettaModelObject
    implements com.rosetta.model.lib.GlobalKey
    A class defining the adjusted payment date and associated calculation period parameters required to calculate the actual or projected payment amount. This class forms part of the cashflow representation of a swap stream.
    Version:
    2.5.4
    • Method Detail

      • getAdjustedPaymentDate

        @RosettaSynonym(value="adjustedPaymentDate",source="FpML_5_10") @RosettaSynonym(value="adjustedPaymentDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="adjustedPaymentDate",source="DTCC_11_0") @RosettaSynonym(value="adjustedPaymentDate",source="DTCC_9_0") @RosettaSynonym(value="adjustedPaymentDate",source="CME_ClearedConfirm_1_17")
        public final com.rosetta.model.lib.records.Date getAdjustedPaymentDate()
        The adjusted payment date. This date should already be adjusted for any applicable business day convention. This component is not intended for use in trade confirmation but may be specified to allow the fee structure to also serve as a cashflow type component.
      • getCalculationPeriod

        @RosettaSynonym(value="calculationPeriod",source="FpML_5_10") @RosettaSynonym(value="calculationPeriod",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationPeriod",source="DTCC_11_0") @RosettaSynonym(value="calculationPeriod",source="DTCC_9_0") @RosettaSynonym(value="calculationPeriod",source="CME_ClearedConfirm_1_17")
        public final java.util.List<CalculationPeriod> getCalculationPeriod()
        The parameters used in the calculation of a fixed or floating rate calculation period amount. A list of calculation period elements may be ordered in the document by ascending start date. An FpML document which contains an unordered list of calculation periods is still regarded as a conformant document.
      • getDiscountFactor

        @RosettaSynonym(value="discountFactor",source="FpML_5_10") @RosettaSynonym(value="discountFactor",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="discountFactor",source="DTCC_11_0") @RosettaSynonym(value="discountFactor",source="DTCC_9_0") @RosettaSynonym(value="discountFactor",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getDiscountFactor()
        A decimal value representing the discount factor used to calculate the present value of cash flow.
      • getFixedPaymentAmount

        @RosettaSynonym(value="fixedPaymentAmount",source="FpML_5_10") @RosettaSynonym(value="fixedPaymentAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fixedPaymentAmount",source="DTCC_11_0") @RosettaSynonym(value="fixedPaymentAmount",source="DTCC_9_0") @RosettaSynonym(value="fixedPaymentAmount",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getFixedPaymentAmount()
        A known fixed payment amount.
      • getForecastPaymentAmount

        @RosettaSynonym(value="forecastPaymentAmount",source="FpML_5_10") @RosettaSynonym(value="forecastPaymentAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="forecastPaymentAmount",source="DTCC_11_0") @RosettaSynonym(value="forecastPaymentAmount",source="DTCC_9_0") @RosettaSynonym(value="forecastPaymentAmount",source="CME_ClearedConfirm_1_17")
        public final Money getForecastPaymentAmount()
        A monetary amount representing the forecast of the future value of the payment.
      • getMeta

        public final MetaFields getMeta()
        Specified by:
        getMeta in interface com.rosetta.model.lib.GlobalKey
      • getPresentValueAmount

        @RosettaSynonym(value="presentValueAmount",source="FpML_5_10") @RosettaSynonym(value="presentValueAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="presentValueAmount",source="DTCC_11_0") @RosettaSynonym(value="presentValueAmount",source="DTCC_9_0") @RosettaSynonym(value="presentValueAmount",source="CME_ClearedConfirm_1_17")
        public final Money getPresentValueAmount()
        A monetary amount representing the present value of the forecast payment.
      • getUnadjustedPaymentDate

        @RosettaSynonym(value="unadjustedPaymentDate",source="FpML_5_10") @RosettaSynonym(value="unadjustedPaymentDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="unadjustedPaymentDate",source="DTCC_11_0") @RosettaSynonym(value="unadjustedPaymentDate",source="DTCC_9_0") @RosettaSynonym(value="unadjustedPaymentDate",source="CME_ClearedConfirm_1_17")
        public final com.rosetta.model.lib.records.Date getUnadjustedPaymentDate()
        The unadjusted payment date.
      • metaData

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