Package cdm.observable.asset

Interface FxRate

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FxRate.FxRateBuilder
All Known Implementing Classes:
FxRate.FxRateBuilderImpl, FxRate.FxRateImpl
@RosettaDataType(value="FxRate", builder=FxRateBuilderImpl.class, version="5.30.0") @RuneDataType(value="FxRate", model="cdm", builder=FxRateBuilderImpl.class, version="5.30.0") public interface FxRate extends com.rosetta.model.lib.RosettaModelObject
A class describing the rate of a currency conversion: pair of currency, quotation mode and exchange rate.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    FxRate.FxRateBuilder
    Builder Interface
    static class 
    FxRate.FxRateBuilderImpl
    Builder Implementation of FxRate
    static class 
    FxRate.FxRateImpl
    Immutable Implementation of FxRate

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final FxRateMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    FxRate
    build()
    Build Methods
    static FxRate.FxRateBuilder
    builder()
     
    QuotedCurrencyPair
    getQuotedCurrencyPair()
    Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
    BigDecimal
    getRate()
    The rate of exchange between the two currencies of the leg of a deal.
    default Class<? extends FxRate>
    getType()
     
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends FxRate>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    FxRate.FxRateBuilder
    toBuilder()
     

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

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getQuotedCurrencyPair

      QuotedCurrencyPair getQuotedCurrencyPair()
      Defines the two currencies for an FX trade and the quotation relationship between the two currencies.

    • getRate

      BigDecimal getRate()
      The rate of exchange between the two currencies of the leg of a deal. Must be specified with a quote basis.

    • build

      FxRate build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      FxRate.FxRateBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FxRate.FxRateBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends FxRate> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends FxRate> getType()
      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 com.rosetta.model.lib.RosettaModelObject