Package org.isda.cdm

Class ContractualQuantity


  • @RosettaClass
    public class ContractualQuantity
    extends com.rosetta.model.lib.RosettaModelObject
    [SCHEDULED FOR DEPRECATION: Class to be emptied-out as products get progressively migrated to the restructured quantity mechanism.] A class to specify the quantity or notional amount that is associated with a contractual product and that is the base for the payout calculation. The quantity attribute applies to products relating to securities or tangible assets (such as equities or commodities), while the notional amount applies to products pertaining to interest rate, FX or credit products.
    Version:
    2.5.4
    • Method Detail

      • getFutureValueNotional

        @RosettaSynonym(value="futureValueNotional",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="futureValueNotional",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation")
        public final FutureValueAmount getFutureValueNotional()
        The future value notional is specific to BRL CDI swaps, and is specified alongside the notional amount. The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency should always match that expressed in the notional schedule. The value date should match the adjusted termination date.
      • getFxLinkedNotional

        @RosettaSynonym(value="fxLinkedNotionalSchedule",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="fxLinkedNotionalSchedule",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation")
        public final FxLinkedNotionalSchedule getFxLinkedNotional()
        The contractual quantity when specified as a notional amount which value is a function of FX parameters.
      • getNotionalAmount

        @RosettaSynonym(value="initialValue",source="FpML_5_10",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="CME_SubmissionIRS_1_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="DTCC_11_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="DTCC_9_0",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="initialValue",source="CME_ClearedConfirm_1_17",path="calculationPeriodAmount.calculation") @RosettaSynonym(value="calculationAmount",source="FpML_5_10",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_SubmissionIRS_1_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_11_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_9_0",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_ClearedConfirm_1_17",path="periodicPayment.fixedAmountCalculation") @RosettaSynonym(value="calculationAmount",source="FpML_5_10",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_SubmissionIRS_1_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_11_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="DTCC_9_0",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="calculationAmount",source="CME_ClearedConfirm_1_17",path="periodicPayment.floatingAmountCalculation") @RosettaSynonym(value="notionalAmount",source="Rosetta_Workbench") @RosettaSynonym(value="notionalAmount",source="FpML_5_10") @RosettaSynonym(value="notionalAmount",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalAmount",source="DTCC_11_0") @RosettaSynonym(value="notionalAmount",source="DTCC_9_0") @RosettaSynonym(value="notionalAmount",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="notional",source="FpML_5_10") @RosettaSynonym(value="notional",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notional",source="DTCC_11_0") @RosettaSynonym(value="notional",source="DTCC_9_0") @RosettaSynonym(value="notional",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="notionalReference",source="FpML_5_10") @RosettaSynonym(value="notionalReference",source="CME_SubmissionIRS_1_0") @RosettaSynonym(value="notionalReference",source="DTCC_11_0") @RosettaSynonym(value="notionalReference",source="DTCC_9_0") @RosettaSynonym(value="notionalReference",source="CME_ClearedConfirm_1_17") @RosettaSynonym(value="settlementAmount",source="FpML_5_10",path="nearLeg")
        public final ReferenceWithMetaMoney getNotionalAmount()
        The contractual quantity when specified as an amount and a currency units without associated schedule or FX terms. When applied to Credit default Swaps, this is the notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount.
      • getNotionalSchedule

        @RosettaSynonym(value="calculationElements",source="DTCC_11_0") @RosettaSynonym(value="calculationElements",source="DTCC_9_0")
        public final NotionalSchedule getNotionalSchedule()
        The contractual quantity when specified as a notional amount with an associated schedule, as used in the case of an amortizing swap where the notional amount decreases over time.
      • getQuantity

        public final Quantity getQuantity()
        The contractual quantity when specified as an amount/number of securities or tangible assets. The quantity attribute is typical used in the equity and commodity asset classes.
      • metaData

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