Package org.isda.cdm
Class NotionalStepRule
- java.lang.Object
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- com.rosetta.model.lib.RosettaModelObject
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- org.isda.cdm.NotionalStepRule
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@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
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
NotionalStepRule.NotionalStepRuleBuilder
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description static NotionalStepRule.NotionalStepRuleBuilder
builder()
boolean
equals(java.lang.Object o)
ReferenceWithMetaCalculationPeriodDates
getCalculationPeriodDatesReference()
A pointer style reference to the associated calculation period dates component defined elsewhere in the document.com.rosetta.model.lib.records.Date
getFirstNotionalStepDate()
Effective date of the first change in notional (i.e.com.rosetta.model.lib.records.Date
getLastNotionalStepDate()
Effective date of the last change in notional (i.e.java.math.BigDecimal
getNotionalStepAmount()
The explicit amount that the notional changes on each step date.java.math.BigDecimal
getNotionalStepRate()
The percentage amount by which the notional changes on each step date.Frequency
getStepFrequency()
The frequency at which the notional step changes occur.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.int
hashCode()
com.rosetta.model.lib.meta.RosettaMetaData<? extends NotionalStepRule>
metaData()
void
process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
NotionalStepRule.NotionalStepRuleBuilder
toBuilder()
java.lang.String
toString()
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Method Detail
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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.
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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).
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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).
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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.
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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.
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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.
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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.
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metaData
public com.rosetta.model.lib.meta.RosettaMetaData<? extends NotionalStepRule> metaData()
- Specified by:
metaData
in classcom.rosetta.model.lib.RosettaModelObject
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toBuilder
public NotionalStepRule.NotionalStepRuleBuilder toBuilder()
- Specified by:
toBuilder
in classcom.rosetta.model.lib.RosettaModelObject
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builder
public static NotionalStepRule.NotionalStepRuleBuilder builder()
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process
public void process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
- Specified by:
process
in classcom.rosetta.model.lib.RosettaModelObject
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equals
public boolean equals(java.lang.Object o)
- Overrides:
equals
in classjava.lang.Object
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hashCode
public int hashCode()
- Overrides:
hashCode
in classjava.lang.Object
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toString
public java.lang.String toString()
- Overrides:
toString
in classjava.lang.Object
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