Package cdm.product.template

Interface Quanto

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

Quanto.QuantoBuilder

All Known Implementing Classes:

Quanto.QuantoBuilderImpl, Quanto.QuantoImpl

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

Determines the currency rate that the seller of the equity amounts will apply at each valuation date for converting the respective amounts into a currency that is different from the currency denomination of the underlier.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	Quanto.QuantoBuilder	Builder Interface
static class	Quanto.QuantoBuilderImpl	Builder Implementation of Quanto
static class	Quanto.QuantoImpl	Immutable Implementation of Quanto

Field Summary

Fields

Modifier and Type	Field	Description
static final QuantoMeta	metaData

Method Summary

Modifier and Type	Method	Description
Quanto	build()	Build Methods
static Quanto.QuantoBuilder	builder()
BusinessCenterTime	getFixingTime()	The time at which the spot currency exchange rate will be observed.
List<? extends FxRate>	getFxRate()	Specifies a currency conversion rate.
FxSpotRateSource	getFxSpotRateSource()	Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.
default Class<? extends Quanto>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends Quanto>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
Quanto.QuantoBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final QuantoMeta metaData

Method Details

getFxRate

List<? extends FxRate> getFxRate()

Specifies a currency conversion rate.

getFxSpotRateSource

FxSpotRateSource getFxSpotRateSource()

Specifies the methodology (reference source and, optionally, fixing time) to be used for determining a currency conversion rate.

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.

build

Quanto build()

Build Methods

Specified by:

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

toBuilder

Quanto.QuantoBuilder toBuilder()

Specified by:

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

builder

static Quanto.QuantoBuilder builder()

metaData

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

Utility Methods

Specified by:

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

getType

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