Package cdm.product.common.schedule

Interface AveragingPeriod

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
AveragingPeriod.AveragingPeriodBuilder
All Known Implementing Classes:
AveragingPeriod.AveragingPeriodBuilderImpl, AveragingPeriod.AveragingPeriodImpl
@RosettaDataType(value="AveragingPeriod", builder=AveragingPeriodBuilderImpl.class, version="5.30.0") @RuneDataType(value="AveragingPeriod", model="cdm", builder=AveragingPeriodBuilderImpl.class, version="5.30.0") public interface AveragingPeriod extends com.rosetta.model.lib.RosettaModelObject
Period over which an average value is taken.
Version:
5.30.0

  • Field Details

  • Method Details

    • getSchedule

      List<? extends AveragingSchedule> getSchedule()
      A schedule for generating averaging observation dates.

    • getAveragingDateTimes

      DateTimeList getAveragingDateTimes()
      An unweighted list of averaging observation date and times.

    • getAveragingObservations

      AveragingObservationList getAveragingObservations()
      A weighted list of averaging observation date and times.

    • getMarketDisruption

      FieldWithMetaMarketDisruptionEnum getMarketDisruption()
      The market disruption event as defined by ISDA 2002 Definitions.

    • build

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

    • toBuilder

      AveragingPeriod.AveragingPeriodBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static AveragingPeriod.AveragingPeriodBuilder builder()

    • metaData

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

    • getType

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