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src.cdm.margin.schedule.functions.StandardizedScheduleFXNDFNotional.py Maven / Gradle / Ivy

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# 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__)




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