Package cdm.product.common.settlement

Interface FxFixingDate.FxFixingDateBuilder

All Superinterfaces:

FxFixingDate, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder, Offset, Offset.OffsetBuilder, Period, Period.PeriodBuilder, com.rosetta.model.lib.RosettaModelObject, com.rosetta.model.lib.RosettaModelObjectBuilder

All Known Implementing Classes:

FxFixingDate.FxFixingDateBuilderImpl

Enclosing interface:

FxFixingDate

public static interface FxFixingDate.FxFixingDateBuilder
extends FxFixingDate, Offset.OffsetBuilder

Builder Interface

Nested Class Summary

Nested classes/interfaces inherited from interface cdm.product.common.settlement.FxFixingDate

FxFixingDate.FxFixingDateBuilder, FxFixingDate.FxFixingDateBuilderImpl, FxFixingDate.FxFixingDateImpl

Nested classes/interfaces inherited from interface com.rosetta.model.lib.GlobalKey

com.rosetta.model.lib.GlobalKey.GlobalKeyBuilder

Nested classes/interfaces inherited from interface cdm.base.datetime.Offset

Offset.OffsetBuilder, Offset.OffsetBuilderImpl, Offset.OffsetImpl

Nested classes/interfaces inherited from interface cdm.base.datetime.Period

Period.PeriodBuilder, Period.PeriodBuilderImpl, Period.PeriodImpl

Field Summary

Fields inherited from interface cdm.product.common.settlement.FxFixingDate

metaData

Fields inherited from interface cdm.base.datetime.Offset

metaData

Fields inherited from interface cdm.base.datetime.Period

metaData

Method Summary

Modifier and Type	Method	Description
BusinessCenters.BusinessCentersBuilder	getBusinessCenters()
ReferenceWithMetaBusinessCenters.ReferenceWithMetaBusinessCentersBuilder	getBusinessCentersReference()	A reference to a set of financial business centers defined elsewhere in the document.
DateRelativeToCalculationPeriodDates.DateRelativeToCalculationPeriodDatesBuilder	getDateRelativeToCalculationPeriodDates()	The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
DateRelativeToPaymentDates.DateRelativeToPaymentDatesBuilder	getDateRelativeToPaymentDates()	The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
DateRelativeToValuationDates.DateRelativeToValuationDatesBuilder	getDateRelativeToValuationDates()	The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getFxFixingDate()	Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement.
BusinessCenters.BusinessCentersBuilder	getOrCreateBusinessCenters()
ReferenceWithMetaBusinessCenters.ReferenceWithMetaBusinessCentersBuilder	getOrCreateBusinessCentersReference()
DateRelativeToCalculationPeriodDates.DateRelativeToCalculationPeriodDatesBuilder	getOrCreateDateRelativeToCalculationPeriodDates()
DateRelativeToPaymentDates.DateRelativeToPaymentDatesBuilder	getOrCreateDateRelativeToPaymentDates()
DateRelativeToValuationDates.DateRelativeToValuationDatesBuilder	getOrCreateDateRelativeToValuationDates()
AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder	getOrCreateFxFixingDate()
default void	process(com.rosetta.model.lib.path.RosettaPath path, com.rosetta.model.lib.process.BuilderProcessor processor)
FxFixingDate.FxFixingDateBuilder	prune()
FxFixingDate.FxFixingDateBuilder	setBusinessCenters(BusinessCenters businessCenters)
FxFixingDate.FxFixingDateBuilder	setBusinessCentersReference(ReferenceWithMetaBusinessCenters businessCentersReference)
FxFixingDate.FxFixingDateBuilder	setBusinessCentersReferenceValue(BusinessCenters businessCentersReference)
FxFixingDate.FxFixingDateBuilder	setBusinessDayConvention(BusinessDayConventionEnum businessDayConvention)
FxFixingDate.FxFixingDateBuilder	setDateRelativeToCalculationPeriodDates(DateRelativeToCalculationPeriodDates dateRelativeToCalculationPeriodDates)
FxFixingDate.FxFixingDateBuilder	setDateRelativeToPaymentDates(DateRelativeToPaymentDates dateRelativeToPaymentDates)
FxFixingDate.FxFixingDateBuilder	setDateRelativeToValuationDates(DateRelativeToValuationDates dateRelativeToValuationDates)
FxFixingDate.FxFixingDateBuilder	setDayType(DayTypeEnum dayType)
FxFixingDate.FxFixingDateBuilder	setFxFixingDate(AdjustableOrRelativeDate fxFixingDate)
FxFixingDate.FxFixingDateBuilder	setMeta(com.rosetta.model.metafields.MetaFields meta)
FxFixingDate.FxFixingDateBuilder	setPeriod(PeriodEnum period)
FxFixingDate.FxFixingDateBuilder	setPeriodMultiplier(Integer periodMultiplier)

Methods inherited from interface cdm.product.common.settlement.FxFixingDate

build, getBusinessDayConvention, getType, metaData, process, toBuilder

Methods inherited from interface cdm.base.datetime.Offset

getDayType

Methods inherited from interface cdm.base.datetime.Period

getPeriod, getPeriodMultiplier

Methods inherited from interface cdm.base.datetime.Period.PeriodBuilder

getMeta, getOrCreateMeta

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

processRosetta, processRosetta

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

getIndex, hasData, merge, processRosetta, processRosetta

Method Details

getOrCreateBusinessCenters

BusinessCenters.BusinessCentersBuilder getOrCreateBusinessCenters()

getBusinessCenters

BusinessCenters.BusinessCentersBuilder getBusinessCenters()

Specified by:

getBusinessCenters in interface FxFixingDate

getOrCreateBusinessCentersReference

ReferenceWithMetaBusinessCenters.ReferenceWithMetaBusinessCentersBuilder getOrCreateBusinessCentersReference()

getBusinessCentersReference

ReferenceWithMetaBusinessCenters.ReferenceWithMetaBusinessCentersBuilder getBusinessCentersReference()

Description copied from interface: FxFixingDate

A reference to a set of financial business centers defined elsewhere in the document. This set of business centers is used to determine whether a particular day is a business day or not.

Specified by:

getBusinessCentersReference in interface FxFixingDate

getOrCreateDateRelativeToPaymentDates

DateRelativeToPaymentDates.DateRelativeToPaymentDatesBuilder getOrCreateDateRelativeToPaymentDates()

getDateRelativeToPaymentDates

DateRelativeToPaymentDates.DateRelativeToPaymentDatesBuilder getDateRelativeToPaymentDates()

Description copied from interface: FxFixingDate

The payment date references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure.

Specified by:

getDateRelativeToPaymentDates in interface FxFixingDate

getOrCreateDateRelativeToCalculationPeriodDates

DateRelativeToCalculationPeriodDates.DateRelativeToCalculationPeriodDatesBuilder getOrCreateDateRelativeToCalculationPeriodDates()

getDateRelativeToCalculationPeriodDates

DateRelativeToCalculationPeriodDates.DateRelativeToCalculationPeriodDatesBuilder getDateRelativeToCalculationPeriodDates()

Description copied from interface: FxFixingDate

The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.

Specified by:

getDateRelativeToCalculationPeriodDates in interface FxFixingDate

getOrCreateDateRelativeToValuationDates

DateRelativeToValuationDates.DateRelativeToValuationDatesBuilder getOrCreateDateRelativeToValuationDates()

getDateRelativeToValuationDates

DateRelativeToValuationDates.DateRelativeToValuationDatesBuilder getDateRelativeToValuationDates()

Description copied from interface: FxFixingDate

The calculation period references on which settlements in non-deliverable currency are due and will then have to be converted according to the terms specified through the other parts of the nonDeliverableSettlement structure. Implemented for Brazilian-CDI swaps where it will refer to the termination date of the appropriate leg.

Specified by:

getDateRelativeToValuationDates in interface FxFixingDate

getOrCreateFxFixingDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getOrCreateFxFixingDate()

getFxFixingDate

AdjustableOrRelativeDate.AdjustableOrRelativeDateBuilder getFxFixingDate()

Description copied from interface: FxFixingDate

Describes the specific date when a non-deliverable forward or cash-settled option will 'fix' against a particular rate, which will be used to compute the ultimate cash settlement. This element should be omitted where a single, discrete fixing date cannot be identified e.g. on an american option, where fixing may occur at any date on a continuous range. This attribute was formerly part of 'fxSettlementTerms', which is now being harmonised into a common 'CashSettlementTerms' that includes a 'ValuationDate'.

Specified by:

getFxFixingDate in interface FxFixingDate

setPeriodMultiplier

FxFixingDate.FxFixingDateBuilder setPeriodMultiplier(Integer periodMultiplier)

Specified by:

setPeriodMultiplier in interface Offset.OffsetBuilder

Specified by:

setPeriodMultiplier in interface Period.PeriodBuilder

setPeriod

FxFixingDate.FxFixingDateBuilder setPeriod(PeriodEnum period)

Specified by:

setPeriod in interface Offset.OffsetBuilder

Specified by:

setPeriod in interface Period.PeriodBuilder

setMeta

FxFixingDate.FxFixingDateBuilder setMeta(com.rosetta.model.metafields.MetaFields meta)

Specified by:

setMeta in interface Offset.OffsetBuilder

Specified by:

setMeta in interface Period.PeriodBuilder

setDayType

FxFixingDate.FxFixingDateBuilder setDayType(DayTypeEnum dayType)

Specified by:

setDayType in interface Offset.OffsetBuilder

setBusinessDayConvention

FxFixingDate.FxFixingDateBuilder setBusinessDayConvention(BusinessDayConventionEnum businessDayConvention)

setBusinessCenters

FxFixingDate.FxFixingDateBuilder setBusinessCenters(BusinessCenters businessCenters)

setBusinessCentersReference

FxFixingDate.FxFixingDateBuilder setBusinessCentersReference(ReferenceWithMetaBusinessCenters businessCentersReference)

setBusinessCentersReferenceValue

FxFixingDate.FxFixingDateBuilder setBusinessCentersReferenceValue(BusinessCenters businessCentersReference)

setDateRelativeToPaymentDates

FxFixingDate.FxFixingDateBuilder setDateRelativeToPaymentDates(DateRelativeToPaymentDates dateRelativeToPaymentDates)

setDateRelativeToCalculationPeriodDates

FxFixingDate.FxFixingDateBuilder setDateRelativeToCalculationPeriodDates(DateRelativeToCalculationPeriodDates dateRelativeToCalculationPeriodDates)

setDateRelativeToValuationDates

FxFixingDate.FxFixingDateBuilder setDateRelativeToValuationDates(DateRelativeToValuationDates dateRelativeToValuationDates)

setFxFixingDate

FxFixingDate.FxFixingDateBuilder setFxFixingDate(AdjustableOrRelativeDate fxFixingDate)

process

default void process(com.rosetta.model.lib.path.RosettaPath path,
 com.rosetta.model.lib.process.BuilderProcessor processor)

Specified by:

process in interface Offset.OffsetBuilder

Specified by:

process in interface Period.PeriodBuilder

Specified by:

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

prune

FxFixingDate.FxFixingDateBuilder prune()

Specified by:

prune in interface Offset.OffsetBuilder

Specified by:

prune in interface Period.PeriodBuilder

Specified by:

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