Uses of Interface
cdm.product.common.schedule.ResetDates
Packages that use ResetDates
Package
Description
Product concepts applicable to specific asset classes.
Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.
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Uses of ResetDates in cdm.observable.asset.calculatedrate.functions
Methods in cdm.observable.asset.calculatedrate.functions with parameters of type ResetDatesModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder result, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.ComputeCalculationPeriodSET_IN_ADVANCEDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder result, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.ComputeCalculationPeriodSTANDARDDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder result, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) EvaluateCalculatedRate.EvaluateCalculatedRateDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder results, FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.assignOutput(CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder results, FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.businessCenters(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.businessCenters(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> GenerateObservationDatesAndWeights.businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum> GenerateObservationDatesAndWeights.calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> EvaluateCalculatedRate.calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> EvaluateCalculatedRate.calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> EvaluateCalculatedRate.datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.ComputeCalculationPeriodSET_IN_ADVANCEDefault.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.ComputeCalculationPeriodSTANDARDDefault.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderEvaluateCalculatedRate.doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) EvaluateCalculatedRate.EvaluateCalculatedRateDefault.doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilderGenerateObservationDatesAndWeights.doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.endDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.endDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) EvaluateCalculatedRate.evaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) GenerateObservationDatesAndWeights.evaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<Integer> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.fixingOffsetDays(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.fixingOffsetDays(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption> EvaluateCalculatedRate.fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<Boolean> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> EvaluateCalculatedRate.isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<Boolean> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.isStart(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.isStart(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> GenerateObservationDatesAndWeights.lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> EvaluateCalculatedRate.observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> GenerateObservationDatesAndWeights.observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> GenerateObservationDatesAndWeights.obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.resetRelativeTo(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.resetRelativeTo(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.startDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.startDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateCalculatedRate.yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) -
Uses of ResetDates in cdm.product.asset
Methods in cdm.product.asset that return ResetDatesModifier and TypeMethodDescriptionInterestRatePayout.getResetDates()The reset dates schedule, i.e. the dates on which the new observed index value is applied for each period and the interest rate hence begins to accrue.InterestRatePayout.InterestRatePayoutImpl.getResetDates()Methods in cdm.product.asset with parameters of type ResetDatesModifier and TypeMethodDescriptionInterestRatePayout.InterestRatePayoutBuilder.setResetDates(ResetDates resetDates) InterestRatePayout.InterestRatePayoutBuilderImpl.setResetDates(ResetDates _resetDates) -
Uses of ResetDates in cdm.product.asset.floatingrate.functions
Methods in cdm.product.asset.floatingrate.functions that return types with arguments of type ResetDatesModifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) Methods in cdm.product.asset.floatingrate.functions with parameters of type ResetDatesModifier and TypeMethodDescriptionprotected com.rosetta.model.lib.records.DateDetermineFixingDate.DetermineFixingDateDefault.assignOutput(com.rosetta.model.lib.records.Date fixingDate, ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected com.rosetta.model.lib.records.DateDetermineResetDate.DetermineResetDateDefault.assignOutput(com.rosetta.model.lib.records.Date resetDate, ResetDates resetDates, CalculationPeriodBase calculationPeriod) EvaluateScreenRate.EvaluateScreenRateDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder details, FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) GetCalculatedFROCalculationParameters.GetCalculatedFROCalculationParametersDefault.assignOutput(FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder calcParams, ResetDates resetDates, CalculationMethodEnum calcMethod) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> DetermineFixingDate.businessCenters(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> DetermineFixingDate.DetermineFixingDateDefault.businessCenters(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected com.rosetta.model.lib.records.DateDetermineFixingDate.DetermineFixingDateDefault.doEvaluate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected abstract com.rosetta.model.lib.records.DateDetermineFixingDate.doEvaluate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected com.rosetta.model.lib.records.DateDetermineResetDate.DetermineResetDateDefault.doEvaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.records.DateDetermineResetDate.doEvaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderEvaluateScreenRate.doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) EvaluateScreenRate.EvaluateScreenRateDefault.doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilderGetCalculatedFROCalculationParameters.doEvaluate(ResetDates resetDates, CalculationMethodEnum calcMethod) GetCalculatedFROCalculationParameters.GetCalculatedFROCalculationParametersDefault.doEvaluate(ResetDates resetDates, CalculationMethodEnum calcMethod) com.rosetta.model.lib.records.DateDetermineFixingDate.evaluate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) com.rosetta.model.lib.records.DateDetermineResetDate.evaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod) EvaluateScreenRate.evaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) GetCalculatedFROCalculationParameters.evaluate(ResetDates resetDates, CalculationMethodEnum calcMethod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> DetermineFixingDate.DetermineFixingDateDefault.fixDate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> DetermineFixingDate.fixDate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.EvaluateScreenRateDefault.fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<Integer> DetermineFixingDate.DetermineFixingDateDefault.fixingOffsetDays(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> DetermineFixingDate.fixingOffsetDays(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate) protected com.rosetta.model.lib.mapper.MapperS<Boolean> DetermineResetDate.DetermineResetDateDefault.isStart(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> DetermineResetDate.isStart(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateScreenRate.EvaluateScreenRateDefault.observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateScreenRate.observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> DetermineResetDate.DetermineResetDateDefault.reset(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> DetermineResetDate.reset(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.EvaluateScreenRateDefault.resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> DetermineResetDate.DetermineResetDateDefault.resetRelativeTo(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> DetermineResetDate.resetRelativeTo(ResetDates resetDates, CalculationPeriodBase calculationPeriod) -
Uses of ResetDates in cdm.product.common.schedule
Subinterfaces of ResetDates in cdm.product.common.scheduleModifier and TypeInterfaceDescriptionstatic interfaceBuilder InterfaceClasses in cdm.product.common.schedule that implement ResetDatesModifier and TypeClassDescriptionstatic classBuilder Implementation of ResetDatesstatic classImmutable Implementation of ResetDatesMethods in cdm.product.common.schedule that return ResetDatesModifier and TypeMethodDescriptionResetDates.build()Build MethodsResetDates.ResetDatesBuilderImpl.build()ResetDates.ResetDatesImpl.build()Methods in cdm.product.common.schedule that return types with arguments of type ResetDatesModifier and TypeMethodDescriptiondefault Class<? extends ResetDates> ResetDates.getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends ResetDates> ResetDates.metaData()Utility Methods -
Uses of ResetDates in cdm.product.common.schedule.meta
Methods in cdm.product.common.schedule.meta that return types with arguments of type ResetDatesModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.Validator<? super ResetDates>> ResetDatesMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory) List<Function<? super ResetDates, com.rosetta.model.lib.qualify.QualifyResult>> ResetDatesMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory) com.rosetta.model.lib.validation.ValidatorWithArg<? super ResetDates, Set<String>> ResetDatesMeta.onlyExistsValidator()com.rosetta.model.lib.validation.Validator<? super ResetDates> ResetDatesMeta.typeFormatValidator()Deprecated.com.rosetta.model.lib.validation.Validator<? super ResetDates> ResetDatesMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory) com.rosetta.model.lib.validation.Validator<? super ResetDates> ResetDatesMeta.validator()Deprecated.com.rosetta.model.lib.validation.Validator<? super ResetDates> ResetDatesMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory) -
Uses of ResetDates in cdm.product.common.schedule.validation
Methods in cdm.product.common.schedule.validation with parameters of type ResetDatesModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates o) List<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates o) -
Uses of ResetDates in cdm.product.common.schedule.validation.datarule
Methods in cdm.product.common.schedule.validation.datarule with parameters of type ResetDatesModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesNonWeeklyPeriod.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates resetDates) List<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesNonWeeklyPeriod.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates resetDates) List<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesRateCutOffDaysOffset.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates resetDates) List<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesRateCutOffDaysOffset.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates resetDates) List<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesWeeklyPeriod.Default.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates resetDates) List<com.rosetta.model.lib.validation.ValidationResult<?>> ResetDatesWeeklyPeriod.NoOp.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, ResetDates resetDates) -
Uses of ResetDates in cdm.product.common.schedule.validation.exists
Methods in cdm.product.common.schedule.validation.exists with type parameters of type ResetDatesModifier and TypeMethodDescription<T2 extends ResetDates>
com.rosetta.model.lib.validation.ValidationResult<ResetDates> ResetDatesOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields) Methods in cdm.product.common.schedule.validation.exists that return types with arguments of type ResetDatesModifier and TypeMethodDescription<T2 extends ResetDates>
com.rosetta.model.lib.validation.ValidationResult<ResetDates> ResetDatesOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)