Interface ResetFrequency

All Superinterfaces:
Frequency, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
All Known Subinterfaces:
ResetFrequency.ResetFrequencyBuilder
All Known Implementing Classes:
ResetFrequency.ResetFrequencyBuilderImpl, ResetFrequency.ResetFrequencyImpl

@RosettaDataType(value="ResetFrequency", builder=ResetFrequencyBuilderImpl.class, version="5.30.0") @RuneDataType(value="ResetFrequency", model="cdm", builder=ResetFrequencyBuilderImpl.class, version="5.30.0") public interface ResetFrequency extends Frequency
A class defining the reset frequency. In the case of a weekly reset, also specifies the day of the week that the reset occurs. If the reset frequency is greater than the calculation period frequency the this implies that more or more reset dates is established for each calculation period and some form of rate averaging is applicable. The specific averaging method of calculation is specified in FloatingRateCalculation. In case the reset frequency is of value T (term), the period is defined by the swap/swapStream/calculationPerioDates/effectiveDate and the swap/swapStream/calculationPerioDates/terminationDate.
Version:
5.30.0
  • Field Details

  • Method Details

    • getWeeklyRollConvention

      WeeklyRollConventionEnum getWeeklyRollConvention()
      The day of the week on which a weekly reset date occurs. This element must be included if the reset frequency is defined as weekly and not otherwise.
    • build

      Build Methods
      Specified by:
      build in interface Frequency
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
    • toBuilder

      Specified by:
      toBuilder in interface Frequency
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
    • builder

    • metaData

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

      @RuneAttribute("@type") default Class<? extends ResetFrequency> getType()
      Specified by:
      getType in interface Frequency
      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 Frequency
      Specified by:
      process in interface com.rosetta.model.lib.RosettaModelObject