Package org.isda.cdm

Class CrossCurrencyMethod


  • @RosettaClass
    @RosettaSynonym(value="CrossCurrencyMethod",
                    source="FpML_5_10")
    public class CrossCurrencyMethod
    extends com.rosetta.model.lib.RosettaModelObject
    A class to represent the cash settlement method defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (g) (published in Supplement number 28).
    Version:
    2.5.4
    • Method Detail

      • getCashSettlementCurrency

        @RosettaSynonym(value="cashSettlementCurrency",source="FpML_5_10") @RosettaSynonym(value="cashSettlementCurrency",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementCurrency",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementCurrency",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementCurrency",source="CME_ClearedConfirm_1_17")
        public final java.util.List<FieldWithMetaString> getCashSettlementCurrency()
        The currency, or currencies, in which the cash settlement amount(s) will be calculated and settled. While the order in which the currencies are stated is unimportant, the cash settlement currency or currencies must correspond to one or both of the constituent currencies of the swap transaction. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.
      • getCashSettlementReferenceBanks

        @RosettaSynonym(value="cashSettlementReferenceBanks",source="FpML_5_10") @RosettaSynonym(value="cashSettlementReferenceBanks",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="DTCC_11_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="DTCC_9_0") @RosettaSynonym(value="cashSettlementReferenceBanks",source="CME_ClearedConfirm_1_17")
        public final java.util.List<CashSettlementReferenceBanks> getCashSettlementReferenceBanks()
        A container for a set of institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.
      • getQuotationRateType

        @RosettaSynonym(value="quotationRateType",source="FpML_5_10") @RosettaSynonym(value="quotationRateType",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="quotationRateType",source="DTCC_11_0") @RosettaSynonym(value="quotationRateType",source="DTCC_9_0") @RosettaSynonym(value="quotationRateType",source="CME_ClearedConfirm_1_17")
        public final QuotationRateTypeEnum getQuotationRateType()
        Which rate quote is to be observed, either Bid, Mid, Offer or Exercising Party Pays. The meaning of Exercising Party Pays is defined in the 2000 ISDA Definitions, Section 17.2. Certain Definitions Relating to Cash Settlement, paragraph (j).
      • metaData

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