Interface RelativeDateOffset

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, Offset, Period, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
AdjustedRelativeDateOffset, AdjustedRelativeDateOffset.AdjustedRelativeDateOffsetBuilder, RelativeDateOffset.RelativeDateOffsetBuilder, RelativeDates, RelativeDates.RelativeDatesBuilder
All Known Implementing Classes:
AdjustedRelativeDateOffset.AdjustedRelativeDateOffsetBuilderImpl, AdjustedRelativeDateOffset.AdjustedRelativeDateOffsetImpl, RelativeDateOffset.RelativeDateOffsetBuilderImpl, RelativeDateOffset.RelativeDateOffsetImpl, RelativeDates.RelativeDatesBuilderImpl, RelativeDates.RelativeDatesImpl

@RosettaDataType(value="RelativeDateOffset", builder=RelativeDateOffsetBuilderImpl.class, version="5.30.0") @RuneDataType(value="RelativeDateOffset", model="cdm", builder=RelativeDateOffsetBuilderImpl.class, version="5.30.0") public interface RelativeDateOffset extends Offset
A class defining a date (referred to as the derived date) as a relative offset from another date (referred to as the anchor date). If the anchor date is itself an adjustable date then the offset is assumed to be calculated from the adjusted anchor date. A number of different scenarios can be supported, namely; 1) the derived date may simply be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date; 2) the unadjusted derived date may be a number of calendar periods (days, weeks, months or years) preceding or following the anchor date with the resulting unadjusted derived date subject to adjustment in accordance with a specified business day convention, i.e. the derived date must fall on a good business day; 3) the derived date may be a number of business days preceding or following the anchor date. Note that the businessDayConvention specifies any required adjustment to the unadjusted derived date. A negative or positive value in the periodMultiplier indicates whether the unadjusted derived precedes or follows the anchor date. The businessDayConvention should contain a value NONE if the day type element contains a value of Business (since specifying a negative or positive business days offset would already guarantee that the derived date would fall on a good business day in the specified business centers).
Version:
5.30.0
  • Field Details

  • Method Details

    • getBusinessDayConvention

      BusinessDayConventionEnum getBusinessDayConvention()
      The convention for adjusting a date if it would otherwise fall on a day that is not a business day, as specified by an ISDA convention (e.g. Following, Precedent).
    • getBusinessCenters

      BusinessCenters getBusinessCenters()
    • getBusinessCentersReference

      ReferenceWithMetaBusinessCenters getBusinessCentersReference()
      A pointer style reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.
    • getDateRelativeTo

      ReferenceWithMetaDate getDateRelativeTo()
      Specifies the anchor as an href attribute. The href attribute value is a pointer style reference to the element or component elsewhere in the document where the anchor date is defined.
    • getAdjustedDate

      com.rosetta.model.lib.records.Date getAdjustedDate()
      The date once the adjustment has been performed. (Note that this date may change if the business center holidays change).
    • build

      Build Methods
      Specified by:
      build in interface Offset
      Specified by:
      build in interface Period
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface Offset
      Specified by:
      toBuilder in interface Period
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

      default com.rosetta.model.lib.meta.RosettaMetaData<? extends RelativeDateOffset> metaData()
      Utility Methods
      Specified by:
      metaData in interface Offset
      Specified by:
      metaData in interface Period
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject
    • getType

      @RuneAttribute("@type") default Class<? extends RelativeDateOffset> getType()
      Specified by:
      getType in interface Offset
      Specified by:
      getType in interface Period
      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 Offset
      Specified by:
      process in interface Period
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject