Package cdm.base.datetime

Interface CalculationPeriodFrequency

All Superinterfaces:

Frequency, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder

All Known Implementing Classes:

CalculationPeriodFrequency.CalculationPeriodFrequencyBuilderImpl, CalculationPeriodFrequency.CalculationPeriodFrequencyImpl

@RosettaDataType(value="CalculationPeriodFrequency",
                 builder=CalculationPeriodFrequencyBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="CalculationPeriodFrequency",
              model="cdm",
              builder=CalculationPeriodFrequencyBuilderImpl.class,
              version="5.30.0")
public interface CalculationPeriodFrequency
extends Frequency

A class to specify the frequency at which calculation period end dates occur within the regular part of the calculation period schedule and their roll date convention.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder	Builder Interface
static class	CalculationPeriodFrequency.CalculationPeriodFrequencyBuilderImpl	Builder Implementation of CalculationPeriodFrequency
static class	CalculationPeriodFrequency.CalculationPeriodFrequencyImpl	Immutable Implementation of CalculationPeriodFrequency

Nested classes/interfaces inherited from interface cdm.base.datetime.Frequency

Frequency.FrequencyBuilder, Frequency.FrequencyBuilderImpl, Frequency.FrequencyImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Field Summary

Fields

Modifier and Type	Field	Description
static final CalculationPeriodFrequencyMeta	metaData

Method Summary

Modifier and Type	Method	Description
CalculationPeriodFrequency	build()	Build Methods
static CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder	builder()
Boolean	getBalanceOfFirstPeriod()	Indicates, when true, that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g.
RollConventionEnum	getRollConvention()	The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period.
default Class<? extends CalculationPeriodFrequency>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriodFrequency>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder	toBuilder()

Methods inherited from interface cdm.base.datetime.Frequency

getMeta, getPeriod, getPeriodMultiplier

Methods inherited from interface com.rosetta.model.lib.RosettaModelObject

processRosetta, processRosetta

Field Details

metaData

static final CalculationPeriodFrequencyMeta metaData

Method Details

getRollConvention

RollConventionEnum getRollConvention()

The roll convention specifies the period term as part of a periodic schedule, i.e. the calculation period end date within the regular part of the calculation period. The value could be a rule, e.g. IMM Settlement Dates, which is the 3rd Wednesday of the month, or it could be a specific day of the month, such as the first day of the applicable month. It is used in conjunction with a frequency and the regular period start date of a calculation period.

getBalanceOfFirstPeriod

Boolean getBalanceOfFirstPeriod()

Indicates, when true, that that the first Calculation Period should run from the Effective Date to the end of the calendar period in which the Effective Date falls, e.g. Jan 15 - Jan 31 if the calculation periods are one month long and Effective Date is Jan 15. If false, the first Calculation Period should run from the Effective Date for one whole period, e.g. Jan 15 to Feb 14 if the calculation periods are one month long and Effective Date is Jan 15. Mostly used in Commmodity Swaps.

build

CalculationPeriodFrequency build()

Build Methods

Specified by:

build in interface Frequency

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder toBuilder()

Specified by:

toBuilder in interface Frequency

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static CalculationPeriodFrequency.CalculationPeriodFrequencyBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriodFrequency> metaData()

Utility Methods

Specified by:

metaData in interface Frequency

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

@RuneAttribute("@type")
default Class<? extends CalculationPeriodFrequency> getType()

Specified by:

getType in interface Frequency

Specified by:

getType in interface com.rosetta.model.lib.RosettaModelObject

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.Processor processor)

Specified by:

process in interface Frequency

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObject