Package org.isda.cdm

Class FxSpotRateSource


  • @RosettaClass
    @RosettaSynonym(value="FxSpotRateSource",
                    source="FpML_5_10")
    public class FxSpotRateSource
    extends com.rosetta.model.lib.RosettaModelObject
    A class defining the rate source and fixing time for an FX rate.
    Version:
    2.5.4
    • Method Detail

      • getFixingTime

        @RosettaSynonym(value="fixingTime",source="FpML_5_10") @RosettaSynonym(value="fixingTime",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="fixingTime",source="DTCC_11_0") @RosettaSynonym(value="fixingTime",source="DTCC_9_0") @RosettaSynonym(value="fixingTime",source="CME_ClearedConfirm_1_17")
        public final BusinessCenterTime getFixingTime()
        The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.
      • getPrimaryRateSource

        @RosettaSynonym(value="primaryRateSource",source="FpML_5_10") @RosettaSynonym(value="primaryRateSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="primaryRateSource",source="DTCC_11_0") @RosettaSynonym(value="primaryRateSource",source="DTCC_9_0") @RosettaSynonym(value="primaryRateSource",source="CME_ClearedConfirm_1_17")
        public final InformationSource getPrimaryRateSource()
        The primary source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
      • getSecondaryRateSource

        @RosettaSynonym(value="secondaryRateSource",source="FpML_5_10") @RosettaSynonym(value="secondaryRateSource",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="secondaryRateSource",source="DTCC_11_0") @RosettaSynonym(value="secondaryRateSource",source="DTCC_9_0") @RosettaSynonym(value="secondaryRateSource",source="CME_ClearedConfirm_1_17")
        public final InformationSource getSecondaryRateSource()
        An alternative, or secondary, source for where the rate observation will occur. Will typically be either a page or a reference bank published rate.
      • metaData

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