Package cdm.event.common

Interface Reset

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
Reset.ResetBuilder
All Known Implementing Classes:
Reset.ResetBuilderImpl, Reset.ResetImpl
@RosettaDataType(value="Reset", builder=ResetBuilderImpl.class, version="5.30.0") @RuneDataType(value="Reset", model="cdm", builder=ResetBuilderImpl.class, version="5.30.0") public interface Reset extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
Defines the reset value or fixing value produced in cashflow calculations, during the life-cycle of a financial instrument. The reset process defined in Create_Reset function joins product definition details with observations to compute the reset value.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    Reset.ResetBuilder
    Builder Interface
    static class 
    Reset.ResetBuilderImpl
    Builder Implementation of Reset
    static class 
    Reset.ResetImpl
    Immutable Implementation of Reset

    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 ResetMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    Reset
    build()
    Build Methods
    static Reset.ResetBuilder
    builder()
     
    AveragingCalculation
    getAveragingMethodology()
    Identifies the aggregation method to use in the case where multiple observations are used to compute the reset value and the method is not defined in a payout.
    com.rosetta.model.metafields.MetaFields
    getMeta()
     
    List<? extends ReferenceWithMetaObservation>
    getObservations()
    Represents an audit of the observations used to produce the reset value.
    com.rosetta.model.lib.records.Date
    getRateRecordDate()
    Specifies the 'Rate Record Day' for a Fallback rate.
    com.rosetta.model.lib.records.Date
    getResetDate()
    Specifies the date on which the reset occurred.
    Price
    getResetValue()
    Specifies the reset or fixing value.
    default Class<? extends Reset>
    getType()
     
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends Reset>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    Reset.ResetBuilder
    toBuilder()
     

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

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getResetValue

      Price getResetValue()
      Specifies the reset or fixing value. The fixing value could be a cash price, interest rate, or other value.

    • getResetDate

      com.rosetta.model.lib.records.Date getResetDate()
      Specifies the date on which the reset occurred.

    • getRateRecordDate

      com.rosetta.model.lib.records.Date getRateRecordDate()
      Specifies the 'Rate Record Day' for a Fallback rate. Fallback rate fixing processes typically set the fixing rate in arrears, i.e., the Fallback Rate corresponding to a Rate Record Date is set at the end of the interest accural period. When this applies, Reset->resetDate occurs at the end of the interest period, and the Reset->rateRecordDate occurs near the start of the interest period. The Reset->rateRecordDate and Reset->observations->observationIdentifier->observationDate will differ if a Fallback rate is unavailable on the Rate Record Date, and the latest previous available rate is used as the observation.

    • getObservations

      List<? extends ReferenceWithMetaObservation> getObservations()
      Represents an audit of the observations used to produce the reset value. If multiple observations were necessary to produce the reset value, the aggregation method should be defined on the payout.

    • getAveragingMethodology

      AveragingCalculation getAveragingMethodology()
      Identifies the aggregation method to use in the case where multiple observations are used to compute the reset value and the method is not defined in a payout.

    • getMeta

      com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey

    • build

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

    • toBuilder

      Reset.ResetBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static Reset.ResetBuilder builder()

    • metaData

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

    • getType

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