Package cdm.product.common.schedule

Class ResetDates.ResetDatesBuilderImpl

java.lang.Object

cdm.product.common.schedule.ResetDates.ResetDatesBuilderImpl

All Implemented Interfaces:

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

Enclosing interface:

ResetDates

public static class ResetDates.ResetDatesBuilderImpl
extends Object
implements ResetDates.ResetDatesBuilder

Builder Implementation of ResetDates

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

Modifier and Type	Field	Description
protected ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder	calculationPeriodDatesReference
protected AdjustableDate.AdjustableDateBuilder	finalFixingDate
protected RelativeDateOffset.RelativeDateOffsetBuilder	fixingDates
protected InitialFixingDate.InitialFixingDateBuilder	initialFixingDate
protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder	meta
protected Offset.OffsetBuilder	rateCutOffDaysOffset
protected BusinessDayAdjustments.BusinessDayAdjustmentsBuilder	resetDatesAdjustments
protected ResetFrequency.ResetFrequencyBuilder	resetFrequency
protected ResetRelativeToEnum	resetRelativeTo

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

metaData

Constructor Summary

Constructors

Constructor	Description
ResetDatesBuilderImpl()

Method Summary

Modifier and Type	Method	Description
ResetDates	build()	Build Methods
boolean	equals(Object o)
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.
ResetRelativeToEnum	getResetRelativeTo()	Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date.
boolean	hasData()
int	hashCode()
ResetDates.ResetDatesBuilder	merge(com.rosetta.model.lib.RosettaModelObjectBuilder other, com.rosetta.model.lib.process.BuilderMerger merger)
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)
ResetDates.ResetDatesBuilder	toBuilder()
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

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

getType, metaData, process

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

process

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

processRosetta, processRosetta

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

getIndex, processRosetta, processRosetta

Field Details

calculationPeriodDatesReference

protected ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder calculationPeriodDatesReference

resetRelativeTo

protected ResetRelativeToEnum resetRelativeTo

initialFixingDate

protected InitialFixingDate.InitialFixingDateBuilder initialFixingDate

fixingDates

protected RelativeDateOffset.RelativeDateOffsetBuilder fixingDates

finalFixingDate

protected AdjustableDate.AdjustableDateBuilder finalFixingDate

rateCutOffDaysOffset

protected Offset.OffsetBuilder rateCutOffDaysOffset

resetFrequency

protected ResetFrequency.ResetFrequencyBuilder resetFrequency

resetDatesAdjustments

protected BusinessDayAdjustments.BusinessDayAdjustmentsBuilder resetDatesAdjustments

meta

protected com.rosetta.model.metafields.MetaFields.MetaFieldsBuilder meta

Constructor Details

ResetDatesBuilderImpl

public ResetDatesBuilderImpl()

Method Details

getCalculationPeriodDatesReference

@RosettaAttribute("calculationPeriodDatesReference")
@RuneAttribute("calculationPeriodDatesReference")
public 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

Specified by:

getCalculationPeriodDatesReference in interface ResetDates.ResetDatesBuilder

getOrCreateCalculationPeriodDatesReference

public ReferenceWithMetaCalculationPeriodDates.ReferenceWithMetaCalculationPeriodDatesBuilder getOrCreateCalculationPeriodDatesReference()

Specified by:

getOrCreateCalculationPeriodDatesReference in interface ResetDates.ResetDatesBuilder

getResetRelativeTo

@RosettaAttribute("resetRelativeTo")
@RuneAttribute("resetRelativeTo")
public ResetRelativeToEnum getResetRelativeTo()

Description copied from interface: ResetDates

Specifies whether the reset dates are determined with respect to each adjusted calculation period start date or adjusted calculation period end date. If the reset frequency is specified as daily this element must not be included.

Specified by:

getResetRelativeTo in interface ResetDates

getInitialFixingDate

@RosettaAttribute("initialFixingDate")
@RuneAttribute("initialFixingDate")
public InitialFixingDate.InitialFixingDateBuilder getInitialFixingDate()

Description copied from interface: ResetDates

The initial fixing date.

Specified by:

getInitialFixingDate in interface ResetDates

Specified by:

getInitialFixingDate in interface ResetDates.ResetDatesBuilder

getOrCreateInitialFixingDate

public InitialFixingDate.InitialFixingDateBuilder getOrCreateInitialFixingDate()

Specified by:

getOrCreateInitialFixingDate in interface ResetDates.ResetDatesBuilder

getFixingDates

@RosettaAttribute("fixingDates")
@RuneAttribute("fixingDates")
public 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

Specified by:

getFixingDates in interface ResetDates.ResetDatesBuilder

getOrCreateFixingDates

public RelativeDateOffset.RelativeDateOffsetBuilder getOrCreateFixingDates()

Specified by:

getOrCreateFixingDates in interface ResetDates.ResetDatesBuilder

getFinalFixingDate

@RosettaAttribute("finalFixingDate")
@RuneAttribute("finalFixingDate")
public 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

Specified by:

getFinalFixingDate in interface ResetDates.ResetDatesBuilder

getOrCreateFinalFixingDate

public AdjustableDate.AdjustableDateBuilder getOrCreateFinalFixingDate()

Specified by:

getOrCreateFinalFixingDate in interface ResetDates.ResetDatesBuilder

getRateCutOffDaysOffset

@RosettaAttribute("rateCutOffDaysOffset")
@RuneAttribute("rateCutOffDaysOffset")
public 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

Specified by:

getRateCutOffDaysOffset in interface ResetDates.ResetDatesBuilder

getOrCreateRateCutOffDaysOffset

public Offset.OffsetBuilder getOrCreateRateCutOffDaysOffset()

Specified by:

getOrCreateRateCutOffDaysOffset in interface ResetDates.ResetDatesBuilder

getResetFrequency

@RosettaAttribute("resetFrequency")
@RuneAttribute("resetFrequency")
public 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

Specified by:

getResetFrequency in interface ResetDates.ResetDatesBuilder

getOrCreateResetFrequency

public ResetFrequency.ResetFrequencyBuilder getOrCreateResetFrequency()

Specified by:

getOrCreateResetFrequency in interface ResetDates.ResetDatesBuilder

getResetDatesAdjustments

@RosettaAttribute("resetDatesAdjustments")
@RuneAttribute("resetDatesAdjustments")
public 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

Specified by:

getResetDatesAdjustments in interface ResetDates.ResetDatesBuilder

getOrCreateResetDatesAdjustments

public BusinessDayAdjustments.BusinessDayAdjustmentsBuilder getOrCreateResetDatesAdjustments()

Specified by:

getOrCreateResetDatesAdjustments in interface ResetDates.ResetDatesBuilder

getMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public 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

Specified by:

getMeta in interface ResetDates.ResetDatesBuilder

getOrCreateMeta

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

Specified by:

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

Specified by:

getOrCreateMeta in interface ResetDates.ResetDatesBuilder

setCalculationPeriodDatesReference

@RosettaAttribute("calculationPeriodDatesReference")
@RuneAttribute("calculationPeriodDatesReference")
public ResetDates.ResetDatesBuilder setCalculationPeriodDatesReference(ReferenceWithMetaCalculationPeriodDates _calculationPeriodDatesReference)

Specified by:

setCalculationPeriodDatesReference in interface ResetDates.ResetDatesBuilder

setCalculationPeriodDatesReferenceValue

public ResetDates.ResetDatesBuilder setCalculationPeriodDatesReferenceValue(CalculationPeriodDates _calculationPeriodDatesReference)

Specified by:

setCalculationPeriodDatesReferenceValue in interface ResetDates.ResetDatesBuilder

setResetRelativeTo

@RosettaAttribute("resetRelativeTo")
@RuneAttribute("resetRelativeTo")
public ResetDates.ResetDatesBuilder setResetRelativeTo(ResetRelativeToEnum _resetRelativeTo)

Specified by:

setResetRelativeTo in interface ResetDates.ResetDatesBuilder

setInitialFixingDate

@RosettaAttribute("initialFixingDate")
@RuneAttribute("initialFixingDate")
public ResetDates.ResetDatesBuilder setInitialFixingDate(InitialFixingDate _initialFixingDate)

Specified by:

setInitialFixingDate in interface ResetDates.ResetDatesBuilder

setFixingDates

@RosettaAttribute("fixingDates")
@RuneAttribute("fixingDates")
public ResetDates.ResetDatesBuilder setFixingDates(RelativeDateOffset _fixingDates)

Specified by:

setFixingDates in interface ResetDates.ResetDatesBuilder

setFinalFixingDate

@RosettaAttribute("finalFixingDate")
@RuneAttribute("finalFixingDate")
public ResetDates.ResetDatesBuilder setFinalFixingDate(AdjustableDate _finalFixingDate)

Specified by:

setFinalFixingDate in interface ResetDates.ResetDatesBuilder

setRateCutOffDaysOffset

@RosettaAttribute("rateCutOffDaysOffset")
@RuneAttribute("rateCutOffDaysOffset")
public ResetDates.ResetDatesBuilder setRateCutOffDaysOffset(Offset _rateCutOffDaysOffset)

Specified by:

setRateCutOffDaysOffset in interface ResetDates.ResetDatesBuilder

setResetFrequency

@RosettaAttribute("resetFrequency")
@RuneAttribute("resetFrequency")
public ResetDates.ResetDatesBuilder setResetFrequency(ResetFrequency _resetFrequency)

Specified by:

setResetFrequency in interface ResetDates.ResetDatesBuilder

setResetDatesAdjustments

@RosettaAttribute("resetDatesAdjustments")
@RuneAttribute("resetDatesAdjustments")
public ResetDates.ResetDatesBuilder setResetDatesAdjustments(BusinessDayAdjustments _resetDatesAdjustments)

Specified by:

setResetDatesAdjustments in interface ResetDates.ResetDatesBuilder

setMeta

@RosettaAttribute("meta")
@RuneAttribute("meta")
@RuneMetaType
public ResetDates.ResetDatesBuilder setMeta(com.rosetta.model.metafields.MetaFields _meta)

Specified by:

setMeta in interface ResetDates.ResetDatesBuilder

build

public ResetDates build()

Description copied from interface: ResetDates

Build Methods

Specified by:

build in interface ResetDates

Specified by:

build in interface com.rosetta.model.lib.RosettaModelObject

toBuilder

public ResetDates.ResetDatesBuilder toBuilder()

Specified by:

toBuilder in interface ResetDates

Specified by:

toBuilder in interface com.rosetta.model.lib.RosettaModelObject

prune

public ResetDates.ResetDatesBuilder prune()

Specified by:

prune in interface ResetDates.ResetDatesBuilder

Specified by:

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

hasData

public boolean hasData()

Specified by:

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

merge

public ResetDates.ResetDatesBuilder merge(com.rosetta.model.lib.RosettaModelObjectBuilder other,
 com.rosetta.model.lib.process.BuilderMerger merger)

Specified by:

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

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