Package cdm.product.common.schedule

Class ResetDates.ResetDatesImpl

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

  • Constructor Details

  • Method Details

    • getCalculationPeriodDatesReference

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

    • 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 getInitialFixingDate()
      Description copied from interface: ResetDates
      The initial fixing date.
      Specified by:
      getInitialFixingDate in interface ResetDates

    • getFixingDates

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

    • getFinalFixingDate

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

    • getRateCutOffDaysOffset

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

    • getResetFrequency

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

    • getResetDatesAdjustments

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

    • getMeta

      @RosettaAttribute("meta") @RuneAttribute("meta") @RuneMetaType public com.rosetta.model.metafields.MetaFields getMeta()
      Specified by:
      getMeta in interface com.rosetta.model.lib.GlobalKey
      Specified by:
      getMeta in interface ResetDates

    • 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

    • setBuilderFields

      protected void setBuilderFields(ResetDates.ResetDatesBuilder 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