Package cdm.observable.asset.calculatedrate

Interface ObservationShiftCalculation

All Superinterfaces:

com.rosetta.model.lib.RosettaModelObject

All Known Subinterfaces:

ObservationShiftCalculation.ObservationShiftCalculationBuilder

All Known Implementing Classes:

ObservationShiftCalculation.ObservationShiftCalculationBuilderImpl, ObservationShiftCalculation.ObservationShiftCalculationImpl

@RosettaDataType(value="ObservationShiftCalculation",
                 builder=ObservationShiftCalculationBuilderImpl.class,
                 version="5.30.0")
@RuneDataType(value="ObservationShiftCalculation",
              model="cdm",
              builder=ObservationShiftCalculationBuilderImpl.class,
              version="5.30.0")
public interface ObservationShiftCalculation
extends com.rosetta.model.lib.RosettaModelObject

Parameters to describe the observation shift for a daily compounded or averaged floating rate. This type is used to represent modular computed rates in interestRatePayouts.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Interface	Description
static interface	ObservationShiftCalculation.ObservationShiftCalculationBuilder	Builder Interface
static class	ObservationShiftCalculation.ObservationShiftCalculationBuilderImpl	Builder Implementation of ObservationShiftCalculation
static class	ObservationShiftCalculation.ObservationShiftCalculationImpl	Immutable Implementation of ObservationShiftCalculation

Field Summary

Fields

Modifier and Type	Field	Description
static final ObservationShiftCalculationMeta	metaData

Method Summary

Modifier and Type	Method	Description
ObservationShiftCalculation	build()	Build Methods
static ObservationShiftCalculation.ObservationShiftCalculationBuilder	builder()
BusinessCenters	getAdditionalBusinessDays()	Any additional business days that be applicable.
ObservationPeriodDatesEnum	getCalculationBase()	Whether the rate is calculated in advance, in arrears, or relative to a reset date.
Integer	getOffsetDays()	The number of days of observation shift.
default Class<? extends ObservationShiftCalculation>	getType()
default com.rosetta.model.lib.meta.RosettaMetaData<? extends ObservationShiftCalculation>	metaData()	Utility Methods
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
ObservationShiftCalculation.ObservationShiftCalculationBuilder	toBuilder()

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

processRosetta, processRosetta

Field Details

metaData

static final ObservationShiftCalculationMeta metaData

Method Details

getOffsetDays

Integer getOffsetDays()

The number of days of observation shift.

getCalculationBase

ObservationPeriodDatesEnum getCalculationBase()

Whether the rate is calculated in advance, in arrears, or relative to a reset date.

getAdditionalBusinessDays

BusinessCenters getAdditionalBusinessDays()

Any additional business days that be applicable.

build

ObservationShiftCalculation build()

Build Methods

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

ObservationShiftCalculation.ObservationShiftCalculationBuilder toBuilder()

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

builder

static ObservationShiftCalculation.ObservationShiftCalculationBuilder builder()

metaData

default com.rosetta.model.lib.meta.RosettaMetaData<? extends ObservationShiftCalculation> metaData()

Utility Methods

Specified by:

metaData in interface com.rosetta.model.lib.RosettaModelObject

getType

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