Package cdm.observable.asset

Class ValuationSource.ValuationSourceImpl

java.lang.Object

cdm.observable.asset.ValuationSource.ValuationSourceImpl

All Implemented Interfaces:

ValuationSource, com.rosetta.model.lib.RosettaModelObject

Enclosing interface:

ValuationSource

public static class ValuationSource.ValuationSourceImpl
extends Object
implements ValuationSource

Immutable Implementation of ValuationSource

Nested Class Summary

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

ValuationSource.ValuationSourceBuilder, ValuationSource.ValuationSourceBuilderImpl, ValuationSource.ValuationSourceImpl

Field Summary

Fields inherited from interface cdm.observable.asset.ValuationSource

metaData

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	ValuationSourceImpl(ValuationSource.ValuationSourceBuilder builder)

Method Summary

Modifier and Type	Method	Description
ValuationSource	build()	Build Methods
boolean	equals(Object o)
AncillaryEntity	getDealerOrCCP()	Holds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations.
FxSpotRateSource	getInformationSource()	The information source where a published or displayed market rate will be obtained, e.g.
ReferenceWithMetaQuotedCurrencyPair	getQuotedCurrencyPair()	Defines the two currencies for an FX trade and the quotation relationship between the two currencies.
ReferenceBanks	getReferenceBanks()	A container for a set of reference institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount.
SettlementRateOption	getSettlementRateOption()	The rate option to use for the fixing.
int	hashCode()
protected void	setBuilderFields(ValuationSource.ValuationSourceBuilder builder)
ValuationSource.ValuationSourceBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

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

processRosetta, processRosetta

Methods inherited from interface cdm.observable.asset.ValuationSource

getType, metaData, process

Constructor Details

ValuationSourceImpl

protected ValuationSourceImpl(ValuationSource.ValuationSourceBuilder builder)

Method Details

getQuotedCurrencyPair

@RosettaAttribute("quotedCurrencyPair")
@RuneAttribute("quotedCurrencyPair")
@RuneScopedAttributeReference
public ReferenceWithMetaQuotedCurrencyPair getQuotedCurrencyPair()

Description copied from interface: ValuationSource

Defines the two currencies for an FX trade and the quotation relationship between the two currencies. This attribute was formerly part of 'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.

Specified by:

getQuotedCurrencyPair in interface ValuationSource

getInformationSource

@RosettaAttribute("informationSource")
@RuneAttribute("informationSource")
public FxSpotRateSource getInformationSource()

Description copied from interface: ValuationSource

The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.

Specified by:

getInformationSource in interface ValuationSource

getSettlementRateOption

@RosettaAttribute("settlementRateOption")
@RuneAttribute("settlementRateOption")
public SettlementRateOption getSettlementRateOption()

Description copied from interface: ValuationSource

The rate option to use for the fixing. Currently only applicable to foreign exchange fixing in case of cross-currency settlement.

Specified by:

getSettlementRateOption in interface ValuationSource

getReferenceBanks

@RosettaAttribute("referenceBanks")
@RuneAttribute("referenceBanks")
public ReferenceBanks getReferenceBanks()

Description copied from interface: ValuationSource

A container for a set of reference institutions that may be called upon to provide rate quotations as part of the method to determine the applicable cash settlement amount. If institutions are not specified, it is assumed that reference institutions will be agreed between the parties on the exercise date, or in the case of swap transaction to which mandatory early termination is applicable, the cash settlement valuation date.

Specified by:

getReferenceBanks in interface ValuationSource

getDealerOrCCP

@RosettaAttribute("dealerOrCCP")
@RuneAttribute("dealerOrCCP")
public AncillaryEntity getDealerOrCCP()

Description copied from interface: ValuationSource

Holds an identifier for the reference entity that is agreed by both parties as a basis for cash settlement calculations. This could be a dealer from whom quotations are obtained by the calculation agent on the reference obligation for purposes of cash settlement in a credit event. ISDA 2003 Term: Dealer. This could be the clearing organization (CCP, DCO) to which the trade should be cleared, as applicable for cash-settled swaptions.

Specified by:

getDealerOrCCP in interface ValuationSource

build

public ValuationSource build()

Description copied from interface: ValuationSource

Build Methods

Specified by:

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

Specified by:

build in interface ValuationSource

toBuilder

public ValuationSource.ValuationSourceBuilder toBuilder()

Specified by:

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

Specified by:

toBuilder in interface ValuationSource

setBuilderFields

protected void setBuilderFields(ValuationSource.ValuationSourceBuilder builder)

equals

public boolean equals(Object o)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object