Package cdm.product.common.schedule

Interface ResetDates.ResetDatesBuilder

All Superinterfaces:

com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, ResetDates, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

ResetDates.ResetDatesBuilderImpl

Enclosing interface:

ResetDates

public static interface ResetDates.ResetDatesBuilder
extends ResetDates, com.rosetta.model.lib.RosettaModelObjectBuilder, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Builder Interface

Nested Class Summary

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

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Nested classes/interfaces inherited from interface cdm.product.common.schedule.ResetDates

ResetDates.ResetDatesBuilder, ResetDates.ResetDatesBuilderImpl, ResetDates.ResetDatesImpl

Field Summary

Fields inherited from interface cdm.product.common.schedule.ResetDates

metaData

Method Summary

Modifier and Type	Method	Description
ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder	getCalculationPeriodDatesReference()	A pointer style reference to the associated calculation period dates component defined elsewhere in the document.
AdjustableDate.AdjustableDateBuilder	getFinalFixingDate()	This attribute is not part of the FpML ResetDate, and has been added as part of the CDM to support the credit derivatives final fixing date.
RelativeDateOffset.RelativeDateOffsetBuilder	getFixingDates()	The fixing dates are the dates on which the index values are observed.
InitialFixingDate.InitialFixingDateBuilder	getInitialFixingDate()	The initial fixing date.
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getMeta()
ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder	getOrCreateCalculationPeriodDatesReference()
AdjustableDate.AdjustableDateBuilder	getOrCreateFinalFixingDate()
RelativeDateOffset.RelativeDateOffsetBuilder	getOrCreateFixingDates()
InitialFixingDate.InitialFixingDateBuilder	getOrCreateInitialFixingDate()
com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	getOrCreateMeta()
Offset.OffsetBuilder	getOrCreateRateCutOffDaysOffset()
BusinessDayAdjustments.BusinessDayAdjustmentsBuilder	getOrCreateResetDatesAdjustments()
ResetFrequency.ResetFrequencyBuilder	getOrCreateResetFrequency()
Offset.OffsetBuilder	getRateCutOffDaysOffset()	Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply.
BusinessDayAdjustments.BusinessDayAdjustmentsBuilder	getResetDatesAdjustments()	The definition of the business day convention and financial business centers used for adjusting the reset date if it would otherwise fall on a day that is not a business day in the specified business center.
ResetFrequency.ResetFrequencyBuilder	getResetFrequency()	The frequency at which the reset dates occur.
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
ResetDates.ResetDatesBuilder	prune()
ResetDates.ResetDatesBuilder	setCalculationPeriodDatesReference(ReferenceWithMetaCalculationPeriodDates calculationPeriodDatesReference)
ResetDates.ResetDatesBuilder	setCalculationPeriodDatesReferenceValue(CalculationPeriodDates calculationPeriodDatesReference)
ResetDates.ResetDatesBuilder	setFinalFixingDate(AdjustableDate finalFixingDate)
ResetDates.ResetDatesBuilder	setFixingDates(RelativeDateOffset fixingDates)
ResetDates.ResetDatesBuilder	setInitialFixingDate(InitialFixingDate initialFixingDate)
ResetDates.ResetDatesBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
ResetDates.ResetDatesBuilder	setRateCutOffDaysOffset(Offset rateCutOffDaysOffset)
ResetDates.ResetDatesBuilder	setResetDatesAdjustments(BusinessDayAdjustments resetDatesAdjustments)
ResetDates.ResetDatesBuilder	setResetFrequency(ResetFrequency resetFrequency)
ResetDates.ResetDatesBuilder	setResetRelativeTo(ResetRelativeToEnum resetRelativeTo)

Methods inherited from interface cdm.product.common.schedule.ResetDates

build, getResetRelativeTo, getType, metaData, process, toBuilder

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateCalculationPeriodDatesReference

ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder getOrCreateCalculationPeriodDatesReference()

getCalculationPeriodDatesReference

ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder getCalculationPeriodDatesReference()

Description copied from interface: ResetDates

A pointer style reference to the associated calculation period dates component defined elsewhere in the document.

Specified by:

getCalculationPeriodDatesReference in interface ResetDates

getOrCreateInitialFixingDate

InitialFixingDate.InitialFixingDateBuilder getOrCreateInitialFixingDate()

getInitialFixingDate

InitialFixingDate.InitialFixingDateBuilder getInitialFixingDate()

Description copied from interface: ResetDates

The initial fixing date.

Specified by:

getInitialFixingDate in interface ResetDates

getOrCreateFixingDates

RelativeDateOffset.RelativeDateOffsetBuilder getOrCreateFixingDates()

getFixingDates

RelativeDateOffset.RelativeDateOffsetBuilder getFixingDates()

Description copied from interface: ResetDates

The fixing dates are the dates on which the index values are observed. The fixing dates are specified by reference to the reset date through business days offset and an associated set of financial business centers. Normally these offset calculation rules will be those specified in the ISDA definition for the relevant floating rate index (ISDA's Floating Rate Option). However, non-standard offset calculation rules may apply for a trade if mutually agreed by the principal parties to the transaction.

Specified by:

getFixingDates in interface ResetDates

getOrCreateFinalFixingDate

AdjustableDate.AdjustableDateBuilder getOrCreateFinalFixingDate()

getFinalFixingDate

AdjustableDate.AdjustableDateBuilder getFinalFixingDate()

Description copied from interface: ResetDates

This attribute is not part of the FpML ResetDate, and has been added as part of the CDM to support the credit derivatives final fixing date.

Specified by:

getFinalFixingDate in interface ResetDates

getOrCreateRateCutOffDaysOffset

Offset.OffsetBuilder getOrCreateRateCutOffDaysOffset()

getRateCutOffDaysOffset

Offset.OffsetBuilder getRateCutOffDaysOffset()

Description copied from interface: ResetDates

Specifies the number of business days before the period end date when the rate cut-off date is assumed to apply. The financial business centers associated with determining the rate cut-off date are those specified in the reset dates adjustments. The rate cut-off number of days must be a negative integer (a value of zero would imply no rate cut off applies in which case the rateCutOffDaysOffset element should not be included). The relevant rate for each reset date in the period from, and including, a rate cut-off date to, but excluding, the next applicable period end date (or, in the case of the last calculation period, the termination date) will (solely for purposes of calculating the floating amount payable on the next applicable payment date) be deemed to be the relevant rate in effect on that rate cut-off date. For example, if rate cut-off days for a daily averaging deal is -2 business days, then the refix rate applied on (period end date - 2 days) will also be applied as the reset on (period end date - 1 day), i.e. the actual number of reset dates remains the same but from the rate cut-off date until the period end date, the same refix rate is applied. Note that in the case of several calculation periods contributing to a single payment, the rate cut-off is assumed only to apply to the final calculation period contributing to that payment. The day type associated with the offset must imply a business days offset.

Specified by:

getRateCutOffDaysOffset in interface ResetDates

getOrCreateResetFrequency

ResetFrequency.ResetFrequencyBuilder getOrCreateResetFrequency()

getResetFrequency

ResetFrequency.ResetFrequencyBuilder getResetFrequency()

Description copied from interface: ResetDates

The frequency at which the reset dates occur. In the case of a weekly reset frequency, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency then this implies that more than one reset is established for each calculation period and some form of rate averaging is applicable.

Specified by:

getResetFrequency in interface ResetDates

getOrCreateResetDatesAdjustments

BusinessDayAdjustments.BusinessDayAdjustmentsBuilder getOrCreateResetDatesAdjustments()

getResetDatesAdjustments

BusinessDayAdjustments.BusinessDayAdjustmentsBuilder getResetDatesAdjustments()

Description copied from interface: ResetDates

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

Specified by:

getResetDatesAdjustments in interface ResetDates

getOrCreateMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getOrCreateMeta()

Specified by:

getOrCreateMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

getMeta

com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder getMeta()

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey

Specified by:

getMeta in interface com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Specified by:

getMeta in interface ResetDates

setCalculationPeriodDatesReference

ResetDates.ResetDatesBuilder setCalculationPeriodDatesReference(ReferenceWithMetaCalculationPeriodDates calculationPeriodDatesReference)

setCalculationPeriodDatesReferenceValue

ResetDates.ResetDatesBuilder setCalculationPeriodDatesReferenceValue(CalculationPeriodDates calculationPeriodDatesReference)

setResetRelativeTo

ResetDates.ResetDatesBuilder setResetRelativeTo(ResetRelativeToEnum resetRelativeTo)

setInitialFixingDate

ResetDates.ResetDatesBuilder setInitialFixingDate(InitialFixingDate initialFixingDate)

setFixingDates

ResetDates.ResetDatesBuilder setFixingDates(RelativeDateOffset fixingDates)

setFinalFixingDate

ResetDates.ResetDatesBuilder setFinalFixingDate(AdjustableDate finalFixingDate)

setRateCutOffDaysOffset

ResetDates.ResetDatesBuilder setRateCutOffDaysOffset(Offset rateCutOffDaysOffset)

setResetFrequency

ResetDates.ResetDatesBuilder setResetFrequency(ResetFrequency resetFrequency)

setResetDatesAdjustments

ResetDates.ResetDatesBuilder setResetDatesAdjustments(BusinessDayAdjustments resetDatesAdjustments)

setMeta

ResetDates.ResetDatesBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface com.rosetta.model.lib.RosettaModelObjectBuilder

prune

ResetDates.ResetDatesBuilder prune()

Specified by:

prune in interface com.rosetta.model.lib.RosettaModelObjectBuilder