Package cdm.product.common.schedule

Interface PaymentDates

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
PaymentDates.PaymentDatesBuilder
All Known Implementing Classes:
PaymentDates.PaymentDatesBuilderImpl, PaymentDates.PaymentDatesImpl
@RosettaDataType(value="PaymentDates", builder=PaymentDatesBuilderImpl.class, version="5.30.0") @RuneDataType(value="PaymentDates", model="cdm", builder=PaymentDatesBuilderImpl.class, version="5.30.0") public interface PaymentDates extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
Specifies the parameters to generate the payment date schedule, either through a parametric representation or by reference to specified dates.
Version:
5.30.0

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    PaymentDates.PaymentDatesBuilder
    Builder Interface
    static class 
    PaymentDates.PaymentDatesBuilderImpl
    Builder Implementation of PaymentDates
    static class 
    PaymentDates.PaymentDatesImpl
    Immutable Implementation of PaymentDates

    Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

    com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    static final PaymentDatesMeta
    metaData
     

  • Method Summary

    Modifier and Type
    Method
    Description
    PaymentDates
    build()
    Build Methods
    static PaymentDates.PaymentDatesBuilder
    builder()
     
    com.rosetta.model.lib.records.Date
    getFirstPaymentDate()
    The first unadjusted payment date.
    com.rosetta.model.lib.records.Date
    getLastRegularPaymentDate()
    The last regular payment date when specified as a date, as in the FpML interest rate construct.
    com.rosetta.model.metafields.MetaFields
    getMeta()
     
    BusinessDayAdjustments
    getPaymentDatesAdjustments()
    The definition of the business day convention and financial business centers used for adjusting the payment date if it would otherwise fall on a day that is not a business day in the specified business center.
    PaymentDateSchedule
    getPaymentDateSchedule()
    The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule.
    Offset
    getPaymentDaysOffset()
    If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date.
    Frequency
    getPaymentFrequency()
    The frequency at which regular payment dates occur.
    PayRelativeToEnum
    getPayRelativeTo()
    Specifies whether the payments occur relative to each adjusted calculation period start date or end date, each reset date, valuation date or the last pricing date.
    default Class<? extends PaymentDates>
    getType()
     
    default com.rosetta.model.lib.meta.RosettaMetaData<? extends PaymentDates>
    metaData()
    Utility Methods
    default void
    process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.Processor processor)
     
    PaymentDates.PaymentDatesBuilder
    toBuilder()
     

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

    processRosetta, processRosetta

  • Field Details

  • Method Details

    • getPaymentFrequency

      Frequency getPaymentFrequency()
      The frequency at which regular payment dates occur. If the payment frequency is equal to the frequency defined in the calculation period dates component then one calculation period contributes to each payment amount. If the payment frequency is less frequent than the frequency defined in the calculation period dates component then more than one calculation period will contribute to the payment amount. A payment frequency more frequent than the calculation period frequency or one that is not a multiple of the calculation period frequency is invalid. If the payment frequency is of value T (term), the period is defined by the effectiveDate and the terminationDate.

    • getFirstPaymentDate

      com.rosetta.model.lib.records.Date getFirstPaymentDate()
      The first unadjusted payment date. This day may be subject to adjustment in accordance with any business day convention specified in paymentDatesAdjustments. This element must only be included if there is an initial stub. This date will normally correspond to an unadjusted calculation period start or end date. This is true even if early or delayed payment is specified to be applicable since the actual first payment date will be the specified number of days before or after the applicable adjusted calculation period start or end date with the resulting payment date then being adjusted in accordance with any business day convention specified in paymentDatesAdjustments.

    • getLastRegularPaymentDate

      com.rosetta.model.lib.records.Date getLastRegularPaymentDate()
      The last regular payment date when specified as a date, as in the FpML interest rate construct. FpML specifies that this date may be subject to adjustment in accordance with any business day convention specified in the paymentDatesAdjustments attribute.

    • getPaymentDateSchedule

      PaymentDateSchedule getPaymentDateSchedule()
      The payment dates when specified as relative to a set of dates specified somewhere else in the instance document/transaction, e.g. the valuation dates as typically the case for equity swaps, or when specified as a calculation period schedule.

    • getPayRelativeTo

      PayRelativeToEnum getPayRelativeTo()
      Specifies whether the payments occur relative to each adjusted calculation period start date or end date, each reset date, valuation date or the last pricing date. Calculation period start date means relative to the start of the first calculation period contributing to a given payment. Similarly, calculation period end date means the end of the last calculation period contributing to a given payment. The valuation date is applicable for Brazilian-CDI and equity swaps.

    • getPaymentDaysOffset

      Offset getPaymentDaysOffset()
      If early payment or delayed payment is required, specifies the number of days offset that the payment occurs relative to what would otherwise be the unadjusted payment date. The offset can be specified in terms of either calendar or business days. Even in the case of a calendar days offset, the resulting payment date, adjusted for the specified calendar days offset, will still be adjusted in accordance with the specified payment dates adjustments. This element should only be included if early or delayed payment is applicable, i.e. if the periodMultiplier element value is not equal to zero. An early payment would be indicated by a negative periodMultiplier element value and a delayed payment (or payment lag) would be indicated by a positive periodMultiplier element value.

    • getPaymentDatesAdjustments

      BusinessDayAdjustments getPaymentDatesAdjustments()
      The definition of the business day convention and financial business centers used for adjusting the payment date if it would otherwise fall on a day that is not a business day in the specified business center.

    • getMeta

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

    • build

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

    • toBuilder

      PaymentDates.PaymentDatesBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static PaymentDates.PaymentDatesBuilder builder()

    • metaData

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

    • getType

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