Package cdm.base.staticdata.asset.common

Interface DeliveryDateParameters

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
DeliveryDateParameters.DeliveryDateParametersBuilder
All Known Implementing Classes:
DeliveryDateParameters.DeliveryDateParametersBuilderImpl, DeliveryDateParameters.DeliveryDateParametersImpl
@RosettaDataType(value="DeliveryDateParameters", builder=DeliveryDateParametersBuilderImpl.class, version="5.30.0") @RuneDataType(value="DeliveryDateParameters", model="cdm", builder=DeliveryDateParametersBuilderImpl.class, version="5.30.0") public interface DeliveryDateParameters extends com.rosetta.model.lib.RosettaModelObject
Specifies a specific date or the parameters for identifying the relevant contract date when the commodity reference price is a futures contract.
Version:
5.30.0

  • Field Details

  • Method Details

    • getDeliveryNearby

      Offset getDeliveryNearby()
      Provides a container for the parametric representation that specifies which nearby contract date would be used as a refrence for a price.

    • getDeliveryDate

      AdjustableDate getDeliveryDate()
      Specifies the specific contract date for the contract that should be referenced for a price.

    • getDeliveryDateRollConvention

      Offset getDeliveryDateRollConvention()
      Specifies, for a Commodity Transaction that references a listed future, the day on which the specified future will roll to the next nearby month prior to the expiration of the referenced future. If the future will not roll at all - i.e. the price will be taken from the expiring contract, 0 days should be specified here. If the future will roll to the next nearby on the last trading day - i.e. the price will be taken from the next nearby on the last trading day, then 1 business day should be specified and so on.

    • getDeliveryDateExpirationConvention

      Offset getDeliveryDateExpirationConvention()
      Specifies, for a Commodity Transaction that references a listed future, the day on which the specified future will expire ahead of the actual expiration of the referenced future. For example: Z21 Contract expires on 19Nov21, with an adjust of 2D the 'expire' will be 16Nov21. DeliveryDateRollConvention takes precedence. Example: Pricing on the Z21 Contract with NearbyContractDay and a deliveryDateRoll of 10D, Sampling of the F22 Contract will occur on 8Nov21 through the last Date of the Z21 Contract. With an ExpConvention of 5D, the last sampling date on the F22 contract will be 12Nov21.

    • build

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

    • toBuilder

      DeliveryDateParameters.DeliveryDateParametersBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static DeliveryDateParameters.DeliveryDateParametersBuilder builder()

    • metaData

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

    • getType

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