Package cdm.product.common.settlement

Interface QuantityMultiplier

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

QuantityMultiplier.QuantityMultiplierBuilder

All Known Implementing Classes:

QuantityMultiplier.QuantityMultiplierBuilderImpl, QuantityMultiplier.QuantityMultiplierImpl

@RosettaDataType(value="QuantityMultiplier",
                 builder=QuantityMultiplierBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="QuantityMultiplier",
              model="cdm",
              builder=QuantityMultiplierBuilderImpl.class,
              version="5.30.0")
public interface QuantityMultiplier
extends com.rosetta.model.lib.RosettaModelObject

Class to specify a mechanism for a quantity to be set as a multiplier to another (reference) quantity, based on a price observation. At the moment this class only supports FX or Equity-linked notional and re-uses existing building blocks for those 2 cases, until such time when component can be made more generic. This captures the case of resetting cross-currency swaps and resetting equity swaps.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	QuantityMultiplier.QuantityMultiplierBuilder	Builder Interface
static class	QuantityMultiplier.QuantityMultiplierBuilderImpl	Builder Implementation of QuantityMultiplier
static class	QuantityMultiplier.QuantityMultiplierImpl	Immutable Implementation of QuantityMultiplier

Field Summary

Fields

Modifier and Type	Field	Description
static final QuantityMultiplierMeta	metaData

Method Summary

Modifier and Type	Method	Description
QuantityMultiplier	build()	Build Methods
static QuantityMultiplier.QuantityMultiplierBuilder	builder()
FxLinkedNotionalSchedule	getFxLinkedNotionalSchedule()	Multiplier specified as an FX-linked schedule, e.g. for a resetting cross-currency swap..
BigDecimal	getMultiplierValue()
default Class<? extends QuantityMultiplier>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends QuantityMultiplier>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
QuantityMultiplier.QuantityMultiplierBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final QuantityMultiplierMeta metaData

Method Details

getFxLinkedNotionalSchedule

FxLinkedNotionalSchedule getFxLinkedNotionalSchedule()

Multiplier specified as an FX-linked schedule, e.g. for a resetting cross-currency swap..

getMultiplierValue

BigDecimal getMultiplierValue()

build

QuantityMultiplier build()

Build Methods

Specified by:

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

toBuilder

QuantityMultiplier.QuantityMultiplierBuilder toBuilder()

Specified by:

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

builder

static QuantityMultiplier.QuantityMultiplierBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends QuantityMultiplier> metaData()

Utility Methods

Specified by:

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

getType

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