Interface AggregationParameters

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
AggregationParameters.AggregationParametersBuilder
All Known Implementing Classes:
AggregationParameters.AggregationParametersBuilderImpl, AggregationParameters.AggregationParametersImpl

@RosettaDataType(value="AggregationParameters", builder=AggregationParametersBuilderImpl.class, version="5.30.0") @RuneDataType(value="AggregationParameters", model="cdm", builder=AggregationParametersBuilderImpl.class, version="5.30.0") public interface AggregationParameters extends com.rosetta.model.lib.RosettaModelObject
Parameters to be used to filter events that are relevant to a given portfolio in order to calculate the state of this portfolio. The attributes correspond to all the possible aggregation criteria that can be used and these criteria can be combined. All the attributes are optional.
Version:
5.30.0
  • Field Details

  • Method Details

    • getDateTime

      ZonedDateTime getDateTime()
      To aggregate as of a particular date
    • getTotalPosition

      Boolean getTotalPosition()
      Specifies whether to calculate total position to given date, or only daily position for the given date.
    • getPositionStatus

      PositionStatusEnum getPositionStatus()
      To aggregate based on position status (EXECUTED, SETTLED etc)
    • getParty

      List<? extends ReferenceWithMetaParty> getParty()
      To aggregate based on a selection of party(ies) / legal entity(ies).
    • getProduct

      List<? extends Product> getProduct()
      To aggregate based on a selection of products.
    • getProductQualifier

      List<String> getProductQualifier()
      To aggregate based on a selection of product type(s).
    • getTradeReference

      List<? extends ReferenceWithMetaTrade> getTradeReference()
    • build

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

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

    • metaData

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

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