Package cdm.product.common.settlement

Interface PriceQuantity

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PriceQuantity.PriceQuantityBuilder
All Known Implementing Classes:
PriceQuantity.PriceQuantityBuilderImpl, PriceQuantity.PriceQuantityImpl
@RosettaDataType(value="PriceQuantity", builder=PriceQuantityBuilderImpl.class, version="5.30.0") @RuneDataType(value="PriceQuantity", model="cdm", builder=PriceQuantityBuilderImpl.class, version="5.30.0") public interface PriceQuantity extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
Defines a settlement as an exchange between two parties of a specified quantity of an asset (the quantity) against a specified quantity of another asset (the price). The settlement is optional and can be either cash or physical. In the case of non-cash products, the settlement of the price/quantity would not be specified here and instead would be delegated to the product mechanics, as parameterised by the price/quantity values.
Version:
5.30.0

  • Field Details

  • Method Details

    • getPrice

      List<? extends FieldWithMetaPriceSchedule> getPrice()
      Specifies a price to be used for trade amounts and other purposes.

    • getQuantity

      List<? extends FieldWithMetaNonNegativeQuantitySchedule> getQuantity()
      Specifies a quantity to be associated with an event, for example a trade amount.

    • getObservable

      Observable getObservable()
      Specifies the object to be observed for a price, it could be an asset or a reference. The cardinality is optional as some quantity / price cases have no observable (e.g. a notional and a fixed rate in a given currency).

    • getBuyerSeller

      BuyerSeller getBuyerSeller()
      Defines the direction of the exchange. The convention is that the buyer receives the quantity / pays the price, whereas the seller receives the price / pays the quantity. Attribute is optional in case the price/quantity settlement is defined as part of the product mechanics.

    • getSettlementTerms

      SettlementTerms getSettlementTerms()
      Whether the settlement is cash or physical and the corresponding terms. Attribute is optional in case the price/quantity settlement is defined as part of the product mechanics.

    • getEffectiveDate

      AdjustableOrRelativeDate getEffectiveDate()
      Specifies the date at which the price and quantity become effective. This day may be subject to adjustment in accordance with a business day convention, or could be specified as relative to a trade date, for instance. Optional cardinality, as the effective date is usually specified in the product definition, so it may only need to be specified as part of the PriceQuantity in an increase/decrease scenario for an existing trade.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      PriceQuantity.PriceQuantityBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PriceQuantity.PriceQuantityBuilder builder()

    • metaData

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

    • getType

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