Package org.isda.cdm

Class NotionalStepRule


  • @RosettaClass
    @RosettaSynonym(value="NotionalStepRule",
                    source="FpML_5_10")
    public class NotionalStepRule
    extends com.rosetta.model.lib.RosettaModelObject
    A class defining a parametric representation for the notional step schedule, i.e. parameters used to generate the notional amount on each step date. This parametric representation is intended to cover the more common amortizing/accreting variations of swaps.
    Version:
    2.5.4
    • Method Detail

      • getCalculationPeriodDatesReference

        @RosettaSynonym(value="calculationPeriodDatesReference",source="FpML_5_10") @RosettaSynonym(value="calculationPeriodDatesReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="calculationPeriodDatesReference",source="DTCC_11_0") @RosettaSynonym(value="calculationPeriodDatesReference",source="DTCC_9_0") @RosettaSynonym(value="calculationPeriodDatesReference",source="CME_ClearedConfirm_1_17")
        public final ReferenceWithMetaCalculationPeriodDates getCalculationPeriodDatesReference()
        A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
      • getFirstNotionalStepDate

        @RosettaSynonym(value="firstNotionalStepDate",source="FpML_5_10") @RosettaSynonym(value="firstNotionalStepDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="firstNotionalStepDate",source="DTCC_11_0") @RosettaSynonym(value="firstNotionalStepDate",source="DTCC_9_0") @RosettaSynonym(value="firstNotionalStepDate",source="CME_ClearedConfirm_1_17")
        public final com.rosetta.model.lib.records.Date getFirstNotionalStepDate()
        Effective date of the first change in notional (i.e. a calculation period start date).
      • getLastNotionalStepDate

        @RosettaSynonym(value="lastNotionalStepDate",source="FpML_5_10") @RosettaSynonym(value="lastNotionalStepDate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="lastNotionalStepDate",source="DTCC_11_0") @RosettaSynonym(value="lastNotionalStepDate",source="DTCC_9_0") @RosettaSynonym(value="lastNotionalStepDate",source="CME_ClearedConfirm_1_17")
        public final com.rosetta.model.lib.records.Date getLastNotionalStepDate()
        Effective date of the last change in notional (i.e. a calculation period start date).
      • getNotionalStepAmount

        @RosettaSynonym(value="notionalStepAmount",source="FpML_5_10") @RosettaSynonym(value="notionalStepAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalStepAmount",source="DTCC_11_0") @RosettaSynonym(value="notionalStepAmount",source="DTCC_9_0") @RosettaSynonym(value="notionalStepAmount",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getNotionalStepAmount()
        The explicit amount that the notional changes on each step date. This can be a positive or negative amount.
      • getNotionalStepRate

        @RosettaSynonym(value="notionalStepRate",source="FpML_5_10") @RosettaSynonym(value="notionalStepRate",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalStepRate",source="DTCC_11_0") @RosettaSynonym(value="notionalStepRate",source="DTCC_9_0") @RosettaSynonym(value="notionalStepRate",source="CME_ClearedConfirm_1_17")
        public final java.math.BigDecimal getNotionalStepRate()
        The percentage amount by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending of the value of the attribute stepRelativeTo. The percentage can be either positive or negative. A percentage of 5% would be represented as 0.05.
      • getStepFrequency

        @RosettaSynonym(value="stepFrequency",source="FpML_5_10") @RosettaSynonym(value="stepFrequency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="stepFrequency",source="DTCC_11_0") @RosettaSynonym(value="stepFrequency",source="DTCC_9_0") @RosettaSynonym(value="stepFrequency",source="CME_ClearedConfirm_1_17")
        public final Frequency getStepFrequency()
        The frequency at which the notional step changes occur. This frequency must be an integer multiple of the stream calculation period frequency.
      • getStepRelativeTo

        @RosettaSynonym(value="stepRelativeTo",source="FpML_5_10") @RosettaSynonym(value="stepRelativeTo",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="stepRelativeTo",source="DTCC_11_0") @RosettaSynonym(value="stepRelativeTo",source="DTCC_9_0") @RosettaSynonym(value="stepRelativeTo",source="CME_ClearedConfirm_1_17")
        public final StepRelativeToEnum getStepRelativeTo()
        Specifies whether the notionalStepRate should be applied to the initial notional or the previous notional in order to calculate the notional step change amount.
      • metaData

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