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

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

Constructors

Modifier	Constructor	Description
protected	FxLinkedNotionalScheduleImpl(FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder builder)

Method Summary

Modifier and Type	Method	Description
FxLinkedNotionalSchedule	build()	Build Methods
boolean	equals(Object o)
BusinessCenterTime	getFixingTime()	The time at which the spot currency exchange rate will be observed.
FxSpotRateSource	getFxSpotRateSource()	The information source and time at which the spot currency exchange rate will be observed.
FieldWithMetaString	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	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	getVaryingNotionalInterimExchangePaymentDates()	The dates on which interim exchanges of notional are paid.
int	hashCode()
protected void	setBuilderFields(FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder builder)
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

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

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

getType, metaData, process

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

processRosetta, processRosetta

Constructor Details

FxLinkedNotionalScheduleImpl

protected FxLinkedNotionalScheduleImpl(FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder builder)

Method Details

getVaryingNotionalCurrency

@RosettaAttribute(value="varyingNotionalCurrency",
                  isRequired=true)
@RuneAttribute(value="varyingNotionalCurrency",
               isRequired=true)
public FieldWithMetaString 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

getVaryingNotionalFixingDates

@RosettaAttribute(value="varyingNotionalFixingDates",
                  isRequired=true)
@RuneAttribute(value="varyingNotionalFixingDates",
               isRequired=true)
public RelativeDateOffset 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

getFxSpotRateSource

@RosettaAttribute(value="fxSpotRateSource",
                  isRequired=true)
@RuneAttribute(value="fxSpotRateSource",
               isRequired=true)
public FxSpotRateSource 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

getFixingTime

@RosettaAttribute("fixingTime")
@RuneAttribute("fixingTime")
public BusinessCenterTime 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

getVaryingNotionalInterimExchangePaymentDates

@RosettaAttribute(value="varyingNotionalInterimExchangePaymentDates",
                  isRequired=true)
@RuneAttribute(value="varyingNotionalInterimExchangePaymentDates",
               isRequired=true)
public RelativeDateOffset 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

build

public FxLinkedNotionalSchedule build()

Description copied from interface: FxLinkedNotionalSchedule

Build Methods

Specified by:

build in interface FxLinkedNotionalSchedule

Specified by:

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

toBuilder

public FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder toBuilder()

Specified by:

toBuilder in interface FxLinkedNotionalSchedule

Specified by:

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

setBuilderFields

protected void setBuilderFields(FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder 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