Package org.isda.cdm

Class ExchangeRate


  • @RosettaClass
    @RosettaSynonym(value="ExchangeRate",
                    source="FpML_5_10")
    public class ExchangeRate
    extends com.rosetta.model.lib.RosettaModelObject
    A class that is used for describing the exchange rate for a particular transaction.
    Version:
    2.5.4
    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      static ExchangeRate.ExchangeRateBuilder builder()  
      boolean equals​(java.lang.Object o)  
      java.util.List<CrossRate> getCrossRate()
      An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
      java.math.BigDecimal getForwardPoints()
      An optional element used for deals consummated in the FX Forwards market.
      java.math.BigDecimal getPointValue()
      An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated).
      QuotedCurrencyPair getQuotedCurrencyPair()
      Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
      java.math.BigDecimal getRate()
      The rate of exchange between the two currencies of the leg of a deal.
      java.math.BigDecimal getSpotRate()
      An element used for FX forwards and certain types of FX OTC options.
      int hashCode()  
      com.rosetta.model.lib.meta.RosettaMetaData<? extends ExchangeRate> metaData()  
      void process​(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)  
      ExchangeRate.ExchangeRateBuilder toBuilder()  
      java.lang.String toString()  
      • Methods inherited from class com.rosetta.model.lib.RosettaModelObject

        optionalStream, processRosetta, processRosetta
      • Methods inherited from class java.lang.Object

        clone, finalize, getClass, notify, notifyAll, wait, wait, wait
    • Method Detail

      • getCrossRate

        @RosettaSynonym(value="crossRate",
                        source="FpML_5_10")
        public final java.util.List<CrossRate> getCrossRate()
        An optional element that allow for definition of the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.
      • getForwardPoints

        @RosettaSynonym(value="forwardPoints",
                        source="FpML_5_10")
        public final java.math.BigDecimal getForwardPoints()
        An optional element used for deals consummated in the FX Forwards market. Forward points represent the interest rate differential between the two currencies traded and are quoted as a premium or a discount. Forward points are added to, or subtracted from, the spot rate to create the rate of the forward trade.
      • getPointValue

        @RosettaSynonym(value="pointValue",
                        source="FpML_5_10")
        public final java.math.BigDecimal getPointValue()
        An optional element that documents the size of point (pip) in which a rate was quoted (or in this case, forwardPoints are calculated). Point (pip) size varies by currency pair: major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. The FpML PointValue type is constrained such that the factor can only be values of 10^n, where n <= 0, this constraint is not enforced here and is left to the implementor.
      • getQuotedCurrencyPair

        @RosettaSynonym(value="quotedCurrencyPair",
                        source="FpML_5_10")
        public final QuotedCurrencyPair getQuotedCurrencyPair()
        Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
      • getRate

        @RosettaSynonym(value="rate",
                        source="FpML_5_10")
        public final java.math.BigDecimal getRate()
        The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.
      • getSpotRate

        @RosettaSynonym(value="spotRate",
                        source="FpML_5_10")
        public final java.math.BigDecimal getSpotRate()
        An element used for FX forwards and certain types of FX OTC options. For deals consummated in the FX Forwards Market, this represents the current market rate for a particular currency pair. For barrier and digital/binary options, it can be useful to include the spot rate at the time the option was executed to make it easier to know whether the option needs to move 'up' or 'down' to be triggered.
      • metaData

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