Package cdm.product.common.settlement

Class FxFixingDate.FxFixingDateImpl

java.lang.Object
cdm.base.datetime.Period.PeriodImpl
cdm.base.datetime.Offset.OffsetImpl
cdm.product.common.settlement.FxFixingDate.FxFixingDateImpl
All Implemented Interfaces:
Offset, Period, FxFixingDate, com.rosetta.model.lib.GlobalKey, com.rosetta.model.lib.RosettaModelObject
Enclosing interface:
FxFixingDate
public static class FxFixingDate.FxFixingDateImpl extends Offset.OffsetImpl implements FxFixingDate
Immutable Implementation of FxFixingDate

  • Constructor Details

  • Method Details

    • getBusinessDayConvention

      @RosettaAttribute("businessDayConvention") @RuneAttribute("businessDayConvention") public BusinessDayConventionEnum getBusinessDayConvention()
      Description copied from interface: FxFixingDate
      The convention for adjusting a date if it would otherwise fall on a day that is not a business day, as specified by an ISDA convention (e.g. Following, Precedent).
      Specified by:
      getBusinessDayConvention in interface FxFixingDate

    • getBusinessCenters

      @RosettaAttribute("businessCenters") @RuneAttribute("businessCenters") public BusinessCenters getBusinessCenters()
      Specified by:
      getBusinessCenters in interface FxFixingDate

    • getBusinessCentersReference

      @RosettaAttribute("businessCentersReference") @RuneAttribute("businessCentersReference") public ReferenceWithMetaBusinessCenters 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

    • getDateRelativeToPaymentDates

      @RosettaAttribute("dateRelativeToPaymentDates") @RuneAttribute("dateRelativeToPaymentDates") public DateRelativeToPaymentDates 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

    • getDateRelativeToCalculationPeriodDates

      @RosettaAttribute("dateRelativeToCalculationPeriodDates") @RuneAttribute("dateRelativeToCalculationPeriodDates") public DateRelativeToCalculationPeriodDates 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

    • getDateRelativeToValuationDates

      @RosettaAttribute("dateRelativeToValuationDates") @RuneAttribute("dateRelativeToValuationDates") public DateRelativeToValuationDates 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

    • getFxFixingDate

      @RosettaAttribute("fxFixingDate") @RuneAttribute("fxFixingDate") public AdjustableOrRelativeDate 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

    • build

      public FxFixingDate build()
      Description copied from interface: Period
      Build Methods
      Specified by:
      build in interface FxFixingDate
      Specified by:
      build in interface Offset
      Specified by:
      build in interface Period
      Specified by:
      build in interface com.rosetta.model.lib.RosettaModelObject
      Overrides:
      build in class Offset.OffsetImpl

    • toBuilder

      public FxFixingDate.FxFixingDateBuilder toBuilder()
      Specified by:
      toBuilder in interface FxFixingDate
      Specified by:
      toBuilder in interface Offset
      Specified by:
      toBuilder in interface Period
      Specified by:
      toBuilder in interface com.rosetta.model.lib.RosettaModelObject
      Overrides:
      toBuilder in class Offset.OffsetImpl

    • setBuilderFields

      protected void setBuilderFields(FxFixingDate.FxFixingDateBuilder builder)

    • equals

      public boolean equals(Object o)
      Overrides:
      equals in class Offset.OffsetImpl

    • hashCode

      public int hashCode()
      Overrides:
      hashCode in class Offset.OffsetImpl

    • toString

      public String toString()
      Overrides:
      toString in class Offset.OffsetImpl