Package cdm.base.datetime

Interface PeriodicDates

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PeriodicDates.PeriodicDatesBuilder
All Known Implementing Classes:
PeriodicDates.PeriodicDatesBuilderImpl, PeriodicDates.PeriodicDatesImpl
@RosettaDataType(value="PeriodicDates", builder=PeriodicDatesBuilderImpl.class, version="5.30.0") @RuneDataType(value="PeriodicDates", model="cdm", builder=PeriodicDatesBuilderImpl.class, version="5.30.0") public interface PeriodicDates extends com.rosetta.model.lib.RosettaModelObject
A class for specifying a calculation period schedule.
Version:
5.30.0

  • Field Details

  • Method Details

    • getStartDate

      AdjustableOrRelativeDate getStartDate()
      The start date of the calculation period. FpML specifies that for interest rate swaps this date must only be specified if it is not equal to the effective date. It is always specified in the case of equity swaps and credit default swaps with periodic payments. This date may be subject to adjustment in accordance with a business day convention.

    • getEndDate

      AdjustableOrRelativeDate getEndDate()
      The end date of the calculation period. FpML specifies that for interest rate swaps this date must only be specified if it is not equal to the termination date. It is always specified in the case of equity swaps with periodic payments. This date may be subject to adjustment in accordance with a business day convention.

    • getPeriodFrequency

      CalculationPeriodFrequency getPeriodFrequency()
      The frequency at which calculation period end dates occur with the regular part of the calculation period schedule and their roll date convention.

    • getPeriodDatesAdjustments

      BusinessDayAdjustments getPeriodDatesAdjustments()
      The specification of the business day convention and financial business centers used for adjusting any calculation period date if it would otherwise fall on a day that is not a business day in the specified business center.

    • getDayType

      DayTypeEnum getDayType()
      Denotes the enumerated values to specify the day type classification used in counting the number of days between two dates.

    • build

      PeriodicDates build()
      Build Methods
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      PeriodicDates.PeriodicDatesBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PeriodicDates.PeriodicDatesBuilder builder()

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends PeriodicDates> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject

    • getType

      @RuneAttribute("@type") default Class<? extends PeriodicDates> getType()
      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 com.rosetta.model.lib.RosettaModelObject