Package cdm.product.common.schedule

Interface FxLinkedNotionalSchedule

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder
All Known Implementing Classes:
FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilderImpl, FxLinkedNotionalSchedule.FxLinkedNotionalScheduleImpl
@RosettaDataType(value="FxLinkedNotionalSchedule", builder=FxLinkedNotionalScheduleBuilderImpl.class, version="5.30.0") @RuneDataType(value="FxLinkedNotionalSchedule", model="cdm", builder=FxLinkedNotionalScheduleBuilderImpl.class, version="5.30.0") public interface FxLinkedNotionalSchedule extends com.rosetta.model.lib.RosettaModelObject
A data to: describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.
Version:
5.30.0

  • Field Details

  • Method Details

    • getVaryingNotionalCurrency

      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. 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.

    • getVaryingNotionalFixingDates

      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.

    • getFxSpotRateSource

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

    • getFixingTime

      BusinessCenterTime getFixingTime()
      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.

    • getVaryingNotionalInterimExchangePaymentDates

      RelativeDateOffset getVaryingNotionalInterimExchangePaymentDates()
      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).

    • build

      FxLinkedNotionalSchedule build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static FxLinkedNotionalSchedule.FxLinkedNotionalScheduleBuilder builder()

    • metaData

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

    • getType

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