Package cdm.product.common.schedule

Interface ResetDates

All Superinterfaces:
com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ResetDates.ResetDatesBuilder
All Known Implementing Classes:
ResetDates.ResetDatesBuilderImpl, ResetDates.ResetDatesImpl
@RosettaDataType(value="ResetDates", builder=ResetDatesBuilderImpl.class, version="5.30.0") @RuneDataType(value="ResetDates", model="cdm", builder=ResetDatesBuilderImpl.class, version="5.30.0") public interface ResetDates extends com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.GlobalKey
A data defining: the parameters used to generate the reset dates schedule and associated fixing dates. The reset dates are the dates on which the new index value (which is observed on the fixing date) is applied for each period and on which the interest rate hence begins to accrue.
Version:
5.30.0

  • Field Details

  • Method Details

    • getCalculationPeriodDatesReference

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

    • getResetRelativeTo

      ResetRelativeToEnum getResetRelativeTo()
      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.

    • getInitialFixingDate

      InitialFixingDate getInitialFixingDate()
      The initial fixing date.

    • getFixingDates

      RelativeDateOffset getFixingDates()
      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.

    • getFinalFixingDate

      AdjustableDate 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.

    • getRateCutOffDaysOffset

      Offset getRateCutOffDaysOffset()
      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.

    • getResetFrequency

      ResetFrequency getResetFrequency()
      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.

    • getResetDatesAdjustments

      BusinessDayAdjustments 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.

    • getMeta

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

    • build

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

    • toBuilder

      ResetDates.ResetDatesBuilder toBuilder()
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject

    • builder

      static ResetDates.ResetDatesBuilder builder()

    • metaData

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

    • getType

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