Package cdm.observable.asset

Interface CrossRate

All Superinterfaces:

QuotedCurrencyPair, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CrossRate.CrossRateBuilder

All Known Implementing Classes:

CrossRate.CrossRateBuilderImpl, CrossRate.CrossRateImpl

@RosettaDataType(value="CrossRate",
                 builder=CrossRateBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="CrossRate",
              model="cdm",
              builder=CrossRateBuilderImpl.class,
              version="5.30.0")
public interface CrossRate
extends QuotedCurrencyPair

A class that is used for including the currency exchange rates used to cross between the traded currencies for non-base currency FX contracts.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CrossRate.CrossRateBuilder	Builder Interface
static class	CrossRate.CrossRateBuilderImpl	Builder Implementation of CrossRate
static class	CrossRate.CrossRateImpl	Immutable Implementation of CrossRate

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

QuotedCurrencyPair.QuotedCurrencyPairBuilder, QuotedCurrencyPair.QuotedCurrencyPairBuilderImpl, QuotedCurrencyPair.QuotedCurrencyPairImpl

Field Summary

Fields

Modifier and Type	Field	Description
static final CrossRateMeta	metaData

Method Summary

Modifier and Type	Method	Description
CrossRate	build()	Build Methods
static CrossRate.CrossRateBuilder	builder()
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.
default Class<? extends CrossRate>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CrossRate>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CrossRate.CrossRateBuilder	toBuilder()

Methods inherited from interface cdm.observable.asset.QuotedCurrencyPair

getCurrency1, getCurrency2, getQuoteBasis

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

processRosetta, processRosetta

Field Details

metaData

static final CrossRateMeta metaData

Method Details

getRate

BigDecimal getRate()

The exchange rate used to cross between the traded currencies.

getSpotRate

BigDecimal getSpotRate()

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.

getForwardPoints

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.

build

CrossRate build()

Build Methods

Specified by:

build in interface QuotedCurrencyPair

Specified by:

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

toBuilder

CrossRate.CrossRateBuilder toBuilder()

Specified by:

toBuilder in interface QuotedCurrencyPair

Specified by:

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

builder

static CrossRate.CrossRateBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends CrossRate> metaData()

Utility Methods

Specified by:

metaData in interface QuotedCurrencyPair

Specified by:

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

getType

@RuneAttribute("@type")
default Class<? extends CrossRate> getType()

Specified by:

getType in interface QuotedCurrencyPair

Specified by:

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

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.Processor processor)

Specified by:

process in interface QuotedCurrencyPair

Specified by:

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