## Class FxReset

• All Implemented Interfaces:
Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class FxReset
extends Object
implements org.joda.beans.ImmutableBean, Serializable
An FX rate conversion for the notional amount of a swap leg.

Interest rate swaps are based on a notional amount of money. The notional can be specified in a currency other than that of the swap leg, with an FX conversion applied at each payment period boundary.

The two currencies involved are the swap leg currency and the reference currency. The swap leg currency is, in most cases, the currency that payment will occur in. The reference currency is the currency in which the notional is actually defined. ISDA refers to the payment currency as the variable currency and the reference currency as the constant currency.

Defined by the 2006 ISDA definitions article 10.

Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class Description
static class  FxReset.Meta
The meta-bean for FxReset.
• ### Method Summary

All Methods
Modifier and Type Method Description
boolean equals​(Object obj)
FxIndex getIndex()
Gets the FX index.
FxIndexObservation getObservation()
Gets the FX index observation.
Currency getReferenceCurrency()
Gets the currency of the notional amount defined in the contract.
int hashCode()
static FxReset.Meta meta()
The meta-bean for FxReset.
FxReset.Meta metaBean()
static FxReset of​(FxIndexObservation observation, Currency referenceCurrency)
Obtains an instance from the observation and reference currency.
String toString()
• ### Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait
• ### Methods inherited from interface org.joda.beans.Bean

property, propertyNames
• ### Method Detail

• #### of

public static FxReset of​(FxIndexObservation observation,
Currency referenceCurrency)
Obtains an instance from the observation and reference currency.
Parameters:
observation - the FX index observation
referenceCurrency - the reference currency
Returns:
the FX reset
Throws:
IllegalArgumentException - if the currency is not one of those in the index
• #### getIndex

public FxIndex getIndex()
Gets the FX index.
Returns:
the FX index
• #### meta

public static FxReset.Meta meta()
The meta-bean for FxReset.
Returns:
the meta-bean, not null
• #### metaBean

public FxReset.Meta metaBean()
Specified by:
metaBean in interface org.joda.beans.Bean
• #### getObservation

public FxIndexObservation getObservation()
Gets the FX index observation.

This defines the observation of the index used to obtain the FX reset rate.

An FX index is a daily rate of exchange between two currencies. Note that the order of the currencies in the index does not matter, as the conversion direction is fully defined by the currency of the reference amount.

Returns:
the value of the property, not null
• #### getReferenceCurrency

public Currency getReferenceCurrency()
Gets the currency of the notional amount defined in the contract.

This is the currency of notional amount as defined in the contract. The amount will be converted from this reference currency to the swap leg currency when calculating the value of the leg.

The reference currency must be one of the two currencies of the index.

The reference currency is also known as the constant currency.

Returns:
the value of the property, not null
• #### equals

public boolean equals​(Object obj)
Overrides:
equals in class Object
• #### hashCode

public int hashCode()
Overrides:
hashCode in class Object
• #### toString

public String toString()
Overrides:
toString in class Object