Package cdm.observable.asset

Interface TransactedPrice

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
TransactedPrice.TransactedPriceBuilder
All Known Implementing Classes:
TransactedPrice.TransactedPriceBuilderImpl, TransactedPrice.TransactedPriceImpl
@RosettaDataType(value="TransactedPrice", builder=TransactedPriceBuilderImpl.class, version="5.30.0") @RuneDataType(value="TransactedPrice", model="cdm", builder=TransactedPriceBuilderImpl.class, version="5.30.0") public interface TransactedPrice extends com.rosetta.model.lib.RosettaModelObject
A class to represent the transacted price attributes that are positioned as part of the FpML FeeLeg.
Version:
5.30.0

  • Field Details

  • Method Details

    • getMarketFixedRate

      BigDecimal getMarketFixedRate()
      An optional element that only has meaning in a credit index trade. This element contains the credit spread ('fair value') at which the trade was executed. Unlike the fixedRate of an index, the marketFixedRate varies over the life of the index depending on market conditions. The marketFixedRate is the price of the index as quoted by trading desks.

    • getInitialPoints

      BigDecimal getInitialPoints()
      An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.

    • getMarketPrice

      BigDecimal getMarketPrice()
      An optional element that only has meaning in a credit index trade. This element contains the price at which the trade was executed and is used instead of marketFixedRate on credit trades on certain indicies which are quoted using a price rather than a spread.

    • getQuotationStyle

      QuotationStyleEnum getQuotationStyle()
      An optional element that contains the up-front points expressed as a percentage of the notional. An initialPoints value of 5% would be represented as 0.05. The initialPoints element is an alternative to marketFixedRate in quoting the traded level of a trade. When initialPoints is used, the traded level is the sum of fixedRate and initialPoints. The initialPoints is one of the items that are factored into the initialPayment calculation and is payable by the Buyer to the Seller. Note that initialPoints and marketFixedRate may both be present in the same document when both implied values are desired.

    • build

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

    • toBuilder

      TransactedPrice.TransactedPriceBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static TransactedPrice.TransactedPriceBuilder builder()

    • metaData

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

    • getType

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