Package cdm.product.common.schedule

Class ObservationTerms.ObservationTermsImpl

java.lang.Object
cdm.product.common.schedule.ObservationTerms.ObservationTermsImpl
All Implemented Interfaces:
ObservationTerms, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
ObservationTerms
public static class ObservationTerms.ObservationTermsImpl extends Object implements ObservationTerms
Immutable Implementation of ObservationTerms

  • Constructor Details

  • Method Details

    • getPricingTime

      @RosettaAttribute("pricingTime") @RuneAttribute("pricingTime") public BusinessCenterTime getPricingTime()
      Description copied from interface: ObservationTerms
      Defines time in respect to a business calendar location that the price/benchmark/index is observed
      Specified by:
      getPricingTime in interface ObservationTerms

    • getPricingTimeType

      @RosettaAttribute("pricingTimeType") @RuneAttribute("pricingTimeType") public TimeTypeEnum getPricingTimeType()
      Description copied from interface: ObservationTerms
      The enumerated values to specify points in the day when option exercise and valuation can occur.
      Specified by:
      getPricingTimeType in interface ObservationTerms

    • getInformationSource

      @RosettaAttribute("informationSource") @RuneAttribute("informationSource") public FxSpotRateSource getInformationSource()
      Description copied from interface: ObservationTerms
      The information source where a published or displayed market rate will be obtained, e.g. Telerate Page 3750.
      Specified by:
      getInformationSource in interface ObservationTerms

    • getPrecision

      @RosettaAttribute("precision") @RuneAttribute("precision") public Rounding getPrecision()
      Description copied from interface: ObservationTerms
      Defines rounding rules and precision to be used in the rounding of observations.
      Specified by:
      getPrecision in interface ObservationTerms

    • getCalculationPeriodDates

      @RosettaAttribute("calculationPeriodDates") @RuneAttribute("calculationPeriodDates") public CalculationPeriodDates getCalculationPeriodDates()
      Description copied from interface: ObservationTerms
      Defines parameters used to generate the calculation period dates schedule, including the specification of any initial or final stub calculation periods. A calculation period schedule consists of an optional initial stub calculation period, one or more regular calculation periods and an optional final stub calculation period. In the absence of any initial or final stub calculation periods, the regular part of the calculation period schedule is assumed to be between the effective date and the termination date. No implicit stubs are allowed, i.e. stubs must be explicitly specified using an appropriate combination of firstPeriodStartDate, firstRegularPeriodStartDate and lastRegularPeriodEndDate.
      Specified by:
      getCalculationPeriodDates in interface ObservationTerms

    • getObservable

      @RosettaAttribute("observable") @RuneAttribute("observable") public Observable getObservable()
      Description copied from interface: ObservationTerms
      Specifies the object to be observed for a price, it could be an asset or a reference.
      Specified by:
      getObservable in interface ObservationTerms

    • getObservationDates

      @RosettaAttribute(value="observationDates", isRequired=true) @RuneAttribute(value="observationDates", isRequired=true) public ObservationDates getObservationDates()
      Description copied from interface: ObservationTerms
      Describes date details for a set of observation dates in parametric or non-parametric form.
      Specified by:
      getObservationDates in interface ObservationTerms

    • getNumberOfObservationDates

      @RosettaAttribute("numberOfObservationDates") @RuneAttribute("numberOfObservationDates") public Integer getNumberOfObservationDates()
      Description copied from interface: ObservationTerms
      The number of observation dates between observation start date and observation end date.
      Specified by:
      getNumberOfObservationDates in interface ObservationTerms

    • build

      public ObservationTerms build()
      Description copied from interface: ObservationTerms
      Build Methods
      Specified by:
      build in interface ObservationTerms
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject

    • toBuilder

      public ObservationTerms.ObservationTermsBuilder toBuilder()
      Specified by:
      toBuilder in interface ObservationTerms
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • setBuilderFields

      protected void setBuilderFields(ObservationTerms.ObservationTermsBuilder builder)

    • equals

      public boolean equals(Object o)
      Overrides:
      equals in class Object

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Object

    • toString

      public String toString()
      Overrides:
      toString in class Object