Package cdm.product.common.schedule

Interface FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder

All Superinterfaces:

FxLinkedNotionalSchedule, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilderImpl

Enclosing interface:

FxLinkedNotionalSchedule

public static interface FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder
extends FxLinkedNotionalSchedule, com.rosetta.model.lib.RosettaModelObjectBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.common.schedule.FxLinkedNotionalSchedule

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder, FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilderImpl, FxLinkedNotionalSchedule.FxLinkedNotionalScheduleImpl

Field Summary

Fields inherited from interface cdm.product.common.schedule.FxLinkedNotionalSchedule

metaData

Method Summary

Modifier and Type	Method	Description
BusinessCenterTime.BusinessCenterTimeBuilder	getFixingTime()	The time at which the spot currency exchange rate will be observed.
FxSpotRateSource.FxSpotRateSourceBuilder	getFxSpotRateSource()	The information source and time at which the spot currency exchange rate will be observed.
BusinessCenterTime.BusinessCenterTimeBuilder	getOrCreateFixingTime()
FxSpotRateSource.FxSpotRateSourceBuilder	getOrCreateFxSpotRateSource()
FieldWithMetaString.FieldWithMetaStringBuilder	getOrCreateVaryingNotionalCurrency()
RelativeDateOffset.RelativeDateOffsetBuilder	getOrCreateVaryingNotionalFixingDates()
RelativeDateOffset.RelativeDateOffsetBuilder	getOrCreateVaryingNotionalInterimExchangePaymentDates()
FieldWithMetaString.FieldWithMetaStringBuilder	getVaryingNotionalCurrency()	The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate.
RelativeDateOffset.RelativeDateOffsetBuilder	getVaryingNotionalFixingDates()	The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.
RelativeDateOffset.RelativeDateOffsetBuilder	getVaryingNotionalInterimExchangePaymentDates()	The dates on which interim exchanges of notional are paid.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	prune()
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	setFixingTime(BusinessCenterTime fixingTime)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	setFxSpotRateSource(FxSpotRateSource fxSpotRateSource)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	setVaryingNotionalCurrency(FieldWithMetaString varyingNotionalCurrency)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	setVaryingNotionalCurrencyValue(String varyingNotionalCurrency)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	setVaryingNotionalFixingDates(RelativeDateOffset varyingNotionalFixingDates)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	setVaryingNotionalInterimExchangePaymentDates(RelativeDateOffset varyingNotionalInterimExchangePaymentDates)

Methods inherited from interface cdm.product.common.schedule.FxLinkedNotionalSchedule

build, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateVaryingNotionalCurrency

FieldWithMetaString.FieldWithMetaStringBuilder getOrCreateVaryingNotionalCurrency()

getVaryingNotionalCurrency

FieldWithMetaString.FieldWithMetaStringBuilder getVaryingNotionalCurrency()

Description copied from interface: FxLinkedNotionalSchedule

The currency of the varying notional amount, i.e. the notional amount being determined periodically based on observation of a spot currency exchange rate. The list of valid currencies is not presently positioned as an enumeration as part of the CDM because that scope is limited to the values specified by ISDA and FpML. As a result, implementers have to make reference to the relevant standard, such as the ISO 4217 standard for currency codes.

Specified by:

getVaryingNotionalCurrency in interface FxLinkedNotionalSchedule

getOrCreateVaryingNotionalFixingDates

RelativeDateOffset.RelativeDateOffsetBuilder getOrCreateVaryingNotionalFixingDates()

getVaryingNotionalFixingDates

RelativeDateOffset.RelativeDateOffsetBuilder getVaryingNotionalFixingDates()

Description copied from interface: FxLinkedNotionalSchedule

The dates on which spot currency exchange rates are observed for purposes of determining the varying notional currency amount that will apply to a calculation period.

Specified by:

getVaryingNotionalFixingDates in interface FxLinkedNotionalSchedule

getOrCreateFxSpotRateSource

FxSpotRateSource.FxSpotRateSourceBuilder getOrCreateFxSpotRateSource()

getFxSpotRateSource

FxSpotRateSource.FxSpotRateSourceBuilder getFxSpotRateSource()

Description copied from interface: FxLinkedNotionalSchedule

The information source and time at which the spot currency exchange rate will be observed.

Specified by:

getFxSpotRateSource in interface FxLinkedNotionalSchedule

getOrCreateFixingTime

BusinessCenterTime.BusinessCenterTimeBuilder getOrCreateFixingTime()

getFixingTime

BusinessCenterTime.BusinessCenterTimeBuilder getFixingTime()

Description copied from interface: FxLinkedNotionalSchedule

The time at which the spot currency exchange rate will be observed. It is specified as a time in a business day calendar location, e.g. 11:00am London time.

Specified by:

getFixingTime in interface FxLinkedNotionalSchedule

getOrCreateVaryingNotionalInterimExchangePaymentDates

RelativeDateOffset.RelativeDateOffsetBuilder getOrCreateVaryingNotionalInterimExchangePaymentDates()

getVaryingNotionalInterimExchangePaymentDates

RelativeDateOffset.RelativeDateOffsetBuilder getVaryingNotionalInterimExchangePaymentDates()

Description copied from interface: FxLinkedNotionalSchedule

The dates on which interim exchanges of notional are paid. Interim exchanges will arise as a result of changes in the spot currency exchange amount or changes in the constant notional schedule (e.g. amortisation).

Specified by:

getVaryingNotionalInterimExchangePaymentDates in interface FxLinkedNotionalSchedule

setVaryingNotionalCurrency

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder setVaryingNotionalCurrency(FieldWithMetaString varyingNotionalCurrency)

setVaryingNotionalCurrencyValue

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder setVaryingNotionalCurrencyValue(String varyingNotionalCurrency)

setVaryingNotionalFixingDates

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder setVaryingNotionalFixingDates(RelativeDateOffset varyingNotionalFixingDates)

setFxSpotRateSource

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder setFxSpotRateSource(FxSpotRateSource fxSpotRateSource)

setFixingTime

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder setFixingTime(BusinessCenterTime fixingTime)

setVaryingNotionalInterimExchangePaymentDates

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder setVaryingNotionalInterimExchangePaymentDates(RelativeDateOffset varyingNotionalInterimExchangePaymentDates)

process

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

Specified by:

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

prune

FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder