Interface ForeignExchange

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ForeignExchange.ForeignExchangeBuilder
All Known Implementing Classes:
ForeignExchange.ForeignExchangeBuilderImpl, ForeignExchange.ForeignExchangeImpl

@RosettaDataType(value="ForeignExchange", builder=ForeignExchangeBuilderImpl.class, version="5.30.0") @RuneDataType(value="ForeignExchange", model="cdm", builder=ForeignExchangeBuilderImpl.class, version="5.30.0") public interface ForeignExchange extends com.rosetta.model.lib.RosettaModelObject
From FpML: A type defining either a spot or forward FX transactions.
Version:
5.30.0
  • Field Details

  • Method Details

    • getExchangedCurrency1

      Cashflow getExchangedCurrency1()
      This is the first of the two currency flows that define a single leg of a standard foreign exchange transaction.
    • getExchangedCurrency2

      Cashflow getExchangedCurrency2()
      This is the second of the two currency flows that define a single leg of a standard foreign exchange transaction.
    • getTenorPeriod

      Period getTenorPeriod()
      A tenor expressed as a period type and multiplier (e.g. 1D, 1Y, etc.)
    • getExchangeRate

      ExchangeRate getExchangeRate()
      The rate of exchange between the two currencies.
    • build

      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

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

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