Interface ObservationDates

All Superinterfaces:
com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ObservationDates.ObservationDatesBuilder
All Known Implementing Classes:
ObservationDates.ObservationDatesBuilderImpl, ObservationDates.ObservationDatesImpl

@RosettaDataType(value="ObservationDates", builder=ObservationDatesBuilderImpl.class, version="5.30.0") @RuneDataType(value="ObservationDates", model="cdm", builder=ObservationDatesBuilderImpl.class, version="5.30.0") public interface ObservationDates extends com.rosetta.model.lib.RosettaModelObject
Describes date details for a set of observation dates in parametric or non-parametric form.
Version:
5.30.0
  • Field Details

  • Method Details

    • getObservationSchedule

      ObservationSchedule getObservationSchedule()
      Specifies a schedule of dates (non-parametric) on which market observations take place, and allows for the optional definition of weights where applicable. When no weight is specified, then weight of each date is assumed to be 1.0
    • getPeriodicSchedule

      PeriodicDates getPeriodicSchedule()
      Specifies the date range and frequency on which market observations take place. Weights can be assigned to dates in the schedule by assigning the weight and corresponding observationReference in the observationSchedule.
    • getParametricDates

      ParametricDates getParametricDates()
      Specifies parametric terms to determine which days within a given calculation period the price would be observed. Typically associated with Commodities.
    • 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 ObservationDates> metaData()
      Utility Methods
      Specified by:
      metaData in interface com.rosetta.model.lib.RosettaModelObject
    • getType

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