Package cdm.product.common.schedule
Class FxLinkedNotionalSchedule.FxLinkedNotionalScheduleImpl
java.lang.Object
cdm.product.common.schedule.FxLinkedNotionalSchedule.FxLinkedNotionalScheduleImpl
- All Implemented Interfaces:
FxLinkedNotionalSchedule,com.rosetta.model.lib.RosettaModelObject
- Enclosing interface:
FxLinkedNotionalSchedule
public static class FxLinkedNotionalSchedule.FxLinkedNotionalScheduleImpl
extends Object
implements FxLinkedNotionalSchedule
Immutable Implementation of FxLinkedNotionalSchedule
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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 -
Constructor Summary
ConstructorsModifierConstructorDescriptionprotected -
Method Summary
Modifier and TypeMethodDescriptionbuild()Build MethodsbooleanThe time at which the spot currency exchange rate will be observed.The information source and time at which the spot currency exchange rate will be observed.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 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.The dates on which interim exchanges of notional are paid.inthashCode()protected voidtoString()Methods inherited from class java.lang.Object
clone, finalize, getClass, notify, notifyAll, wait, wait, waitMethods inherited from interface cdm.product.common.schedule.FxLinkedNotionalSchedule
getType, metaData, processMethods inherited from interface com.rosetta.model.lib.RosettaModelObject
processRosetta, processRosetta
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Constructor Details
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FxLinkedNotionalScheduleImpl
protected FxLinkedNotionalScheduleImpl(FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder builder)
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Method Details
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getVaryingNotionalCurrency
@RosettaAttribute(value="varyingNotionalCurrency", isRequired=true) @RuneAttribute(value="varyingNotionalCurrency", isRequired=true) public FieldWithMetaString getVaryingNotionalCurrency()Description copied from interface:FxLinkedNotionalScheduleThe 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:
getVaryingNotionalCurrencyin interfaceFxLinkedNotionalSchedule
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getVaryingNotionalFixingDates
@RosettaAttribute(value="varyingNotionalFixingDates", isRequired=true) @RuneAttribute(value="varyingNotionalFixingDates", isRequired=true) public RelativeDateOffset getVaryingNotionalFixingDates()Description copied from interface:FxLinkedNotionalScheduleThe 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:
getVaryingNotionalFixingDatesin interfaceFxLinkedNotionalSchedule
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getFxSpotRateSource
@RosettaAttribute(value="fxSpotRateSource", isRequired=true) @RuneAttribute(value="fxSpotRateSource", isRequired=true) public FxSpotRateSource getFxSpotRateSource()Description copied from interface:FxLinkedNotionalScheduleThe information source and time at which the spot currency exchange rate will be observed.- Specified by:
getFxSpotRateSourcein interfaceFxLinkedNotionalSchedule
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getFixingTime
@RosettaAttribute("fixingTime") @RuneAttribute("fixingTime") public BusinessCenterTime getFixingTime()Description copied from interface:FxLinkedNotionalScheduleThe 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:
getFixingTimein interfaceFxLinkedNotionalSchedule
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getVaryingNotionalInterimExchangePaymentDates
@RosettaAttribute(value="varyingNotionalInterimExchangePaymentDates", isRequired=true) @RuneAttribute(value="varyingNotionalInterimExchangePaymentDates", isRequired=true) public RelativeDateOffset getVaryingNotionalInterimExchangePaymentDates()Description copied from interface:FxLinkedNotionalScheduleThe 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:
getVaryingNotionalInterimExchangePaymentDatesin interfaceFxLinkedNotionalSchedule
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build
Description copied from interface:FxLinkedNotionalScheduleBuild Methods- Specified by:
buildin interfaceFxLinkedNotionalSchedule- Specified by:
buildin interfacecom.rosetta.model.lib.RosettaModelObject
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toBuilder
- Specified by:
toBuilderin interfaceFxLinkedNotionalSchedule- Specified by:
toBuilderin interfacecom.rosetta.model.lib.RosettaModelObject
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setBuilderFields
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equals
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hashCode
public int hashCode() -
toString
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