Package cdm.observable.asset

Class CrossRate.CrossRateImpl

java.lang.Object

cdm.observable.asset.QuotedCurrencyPair.QuotedCurrencyPairImpl

cdm.observable.asset.CrossRate.CrossRateImpl

All Implemented Interfaces:

CrossRate, QuotedCurrencyPair, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

CrossRate

public static class CrossRate.CrossRateImpl
extends QuotedCurrencyPair.QuotedCurrencyPairImpl
implements CrossRate

Immutable Implementation of CrossRate

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.observable.asset.CrossRate

CrossRate.CrossRateBuilder, CrossRate.CrossRateBuilderImpl, CrossRate.CrossRateImpl

Nested classes/interfaces inherited from interface cdm.observable.asset.QuotedCurrencyPair

QuotedCurrencyPair.QuotedCurrencyPairBuilder, QuotedCurrencyPair.QuotedCurrencyPairBuilderImpl, QuotedCurrencyPair.QuotedCurrencyPairImpl

Field Summary

Fields inherited from interface cdm.observable.asset.CrossRate

metaData

Fields inherited from interface cdm.observable.asset.QuotedCurrencyPair

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	CrossRateImpl(CrossRate.CrossRateBuilder builder)

Method Summary

Modifier and Type	Method	Description
CrossRate	build()	Build Methods
boolean	equals(Object o)
BigDecimal	getForwardPoints()	An optional element used for deals consummated in the FX Forwards market.
BigDecimal	getRate()	The exchange rate used to cross between the traded currencies.
BigDecimal	getSpotRate()	An optional element used for FX forwards and certain types of FX OTC options.
int	hashCode()
protected void	setBuilderFields(CrossRate.CrossRateBuilder builder)
CrossRate.CrossRateBuilder	toBuilder()
String	toString()

Methods inherited from class cdm.observable.asset.QuotedCurrencyPair.QuotedCurrencyPairImpl

getCurrency1, getCurrency2, getQuoteBasis, setBuilderFields

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface cdm.observable.asset.CrossRate

getType, metaData, process

Methods inherited from interface cdm.observable.asset.QuotedCurrencyPair

getCurrency1, getCurrency2, getQuoteBasis

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Constructor Details

CrossRateImpl

protected CrossRateImpl(CrossRate.CrossRateBuilder builder)

Method Details

getRate

@RosettaAttribute(value="rate",
                  isRequired=true)
@RuneAttribute(value="rate",
               isRequired=true)
public BigDecimal getRate()

Description copied from interface: CrossRate

The exchange rate used to cross between the traded currencies.

Specified by:

getRate in interface CrossRate

getSpotRate

@RosettaAttribute("spotRate")
@RuneAttribute("spotRate")
public BigDecimal getSpotRate()

Description copied from interface: CrossRate

An optional 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.

Specified by:

getSpotRate in interface CrossRate

getForwardPoints

@RosettaAttribute("forwardPoints")
@RuneAttribute("forwardPoints")
public BigDecimal getForwardPoints()

Description copied from interface: CrossRate

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.

Specified by:

getForwardPoints in interface CrossRate

build

public CrossRate build()

Description copied from interface: QuotedCurrencyPair

Build Methods

Specified by:

build in interface CrossRate

Specified by:

build in interface QuotedCurrencyPair

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

Overrides:

build in class QuotedCurrencyPair.QuotedCurrencyPairImpl

toBuilder

public CrossRate.CrossRateBuilder toBuilder()

Specified by:

toBuilder in interface CrossRate

Specified by:

toBuilder in interface QuotedCurrencyPair

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

Overrides:

toBuilder in class QuotedCurrencyPair.QuotedCurrencyPairImpl

setBuilderFields

protected void setBuilderFields(CrossRate.CrossRateBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class QuotedCurrencyPair.QuotedCurrencyPairImpl

hashCode

public int hashCode()

Overrides:

hashCode in class QuotedCurrencyPair.QuotedCurrencyPairImpl

toString

public String toString()

Overrides:

toString in class QuotedCurrencyPair.QuotedCurrencyPairImpl