| Interface | Description |
|---|---|
| BilateralNettableState<N extends BilateralNettableState<N>> |
Interface for state objects that support being netted with other state objects.
|
| DealState |
Interface representing an agreement that exposes various attributes that are common. Implementing it simplifies
implementation of general flows that manipulate many agreement types.
|
| FixableDealState |
Interface adding fixing specific methods.
|
| MultilateralNettableState<T> |
Interface for state objects that support being netted with other state objects.
|
| NetCommand |
A common netting command for contracts whose states can be netted.
|
| NettableState<N extends BilateralNettableState<N>,T> |
| Class | Description |
|---|---|
| BusinessCalendar |
A business calendar performs date calculations that take into account national holidays and weekends. This is a
typical feature of financial contracts, in which a business may not want a payment event to fall on a day when
no staff are around to handle problems.
|
| CommercialPaper | |
| CommercialPaperKt | |
| Commodity |
Class representing a commodity, as an equivalent to the Currency class. This exists purely to enable the
CommodityContract contract, and is likely to change in future.
|
| Expression |
Represents a textual expression of e.g. a formula
|
| Fix |
A
class Fix represents a named interest rate, on a given day, for a given duration. It can be embedded in a tx. |
| FixOf |
A
class FixOf identifies the question side of a fix: what day, tenor and type of fix ("LIBOR", "EURIBOR" etc) |
| Tenor |
Placeholder class for the Tenor datatype - which is a standardised duration of time until maturity
|
| Enum | Description |
|---|---|
| AccrualAdjustment |
Simple enum for returning accurals adjusted or unadjusted.
We don't actually do anything with this yet though, so it's ignored for now.
|
| DateRollConvention |
This reflects what happens if a date on which a business event is supposed to happen actually falls upon a non-working day.
Depending on the accounting requirement, we can move forward until we get to a business day, or backwards.
There are some additional rules which are explained in the individual cases below.
|
| DateRollDirection |
This is utilised in the
enum DateRollConvention class to determine which way we should initially step when
finding a business day. |
| DayCountBasisDay |
This forms the day part of the "Day Count Basis" used for interest calculation.
Note that the first character cannot be a number (enum naming constraints), so we drop that
in the toString lest some people get confused.
|
| DayCountBasisYear |
This forms the year part of the "Day Count Basis" used for interest calculation.
|
| Frequency |
Frequency at which an event occurs - the enumerator also casts to an integer specifying the number of times per year
that would divide into (eg annually = 1, semiannual = 2, monthly = 12 etc).
|
| NetType |
Enum for the types of netting that can be applied to state objects. Exact behaviour
for each type of netting is left to the contract to determine.
|
| PaymentRule |
Whether the payment should be made before the due date, or after it.
|