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.cdm-java.6.0.0-dev.82.source-code.product-common-func.rosetta Maven / Gradle / Ivy

namespace cdm.product.common
version "${project.version}"

import cdm.product.asset.*

func InterestRatePayoutCurrency:
    inputs:
        interestRatePayouts InterestRatePayout (0..*) <"List of interest rate payouts.">
    output:
        currency string (0..*) <"List of currencies collected from the payouts.">

    add currency: <"Adds quantitySchedule -> initialQuantity -> unitOfAmount -> currency to the list.">
        interestRatePayouts -> priceQuantity -> quantitySchedule -> unit -> currency
    add currency: <"Adds fxLinkedNotionalSchedule -> varyingNotionalCurrency to the list.">
        interestRatePayouts -> priceQuantity -> quantityMultiplier -> fxLinkedNotionalSchedule -> varyingNotionalCurrency