src.cdm.margin.schedule.functions.StandardizedScheduleFXNDFNotional.py Maven / Gradle / Ivy
# pylint: disable=line-too-long, invalid-name, missing-function-docstring, missing-module-docstring, superfluous-parens
# pylint: disable=wrong-import-position, unused-import, unused-wildcard-import, wildcard-import, wrong-import-order, missing-class-docstring
from __future__ import annotations
import sys
import datetime
import inspect
from decimal import Decimal
from rosetta.runtime.utils import *
from rosetta.runtime.func_proxy import replaceable, create_module_attr_guardian
from cdm.product.template.SettlementPayout import SettlementPayout
from cdm.base.math.NonNegativeQuantitySchedule import NonNegativeQuantitySchedule
__all__ = ['StandardizedScheduleFXNDFNotional']
@replaceable
def StandardizedScheduleFXNDFNotional(settlementPayout: SettlementPayout | None) -> NonNegativeQuantitySchedule:
"""
Extracts the notional amount and currency of an FX non-deliverable forward.
Parameters
----------
settlementPayout : SettlementPayout
Returns
-------
quantity : NonNegativeQuantitySchedule
"""
self = inspect.currentframe()
quantity = rosetta_resolve_attr(rosetta_resolve_attr(rosetta_resolve_attr(self, "settlementPayout"), "priceQuantity"), "quantitySchedule")
return quantity
sys.modules[__name__].__class__ = create_module_attr_guardian(sys.modules[__name__].__class__)
© 2015 - 2025 Weber Informatics LLC | Privacy Policy