Package cdm.observable.asset

Interface PerformanceValuationDates

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PerformanceValuationDates.PerformanceValuationDatesBuilder
All Known Implementing Classes:
PerformanceValuationDates.PerformanceValuationDatesBuilderImpl, PerformanceValuationDates.PerformanceValuationDatesImpl
@RosettaDataType(value="PerformanceValuationDates", builder=PerformanceValuationDatesBuilderImpl.class, version="5.30.0") @RuneDataType(value="PerformanceValuationDates", model="cdm", builder=PerformanceValuationDatesBuilderImpl.class, version="5.30.0") public interface PerformanceValuationDates extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
Defines how and when a performance type option or performance type swap is to be valued.
Version:
5.30.0

  • Field Details

  • Method Details

    • getDeterminationMethod

      DeterminationMethodEnum getDeterminationMethod()
      Specifies the method according to which an amount or a date is determined.

    • getValuationDates

      AdjustableRelativeOrPeriodicDates getValuationDates()
      2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date

    • getValuationDate

      AdjustableOrRelativeDate getValuationDate()
      2018 ISDA CDM Equity Confirmation for Security Equity Swap: Pricing Date

    • getValuationTime

      BusinessCenterTime getValuationTime()
      The specific time of day at which the calculation agent values the underlying. The SpecificTime is the only case when the valuationTime (time + business center location e.g. 10:00:00 USNY) should be provided. You should be able to provide just the valuationTime without valuationTimeType, which infer that this is a specific time.

    • getValuationTimeType

      TimeTypeEnum getValuationTimeType()
      The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

    • getMeta

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

    • build

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

    • toBuilder

      PerformanceValuationDates.PerformanceValuationDatesBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PerformanceValuationDates.PerformanceValuationDatesBuilder builder()

    • metaData

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

    • getType

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